The Factor-Analytical Model
A semi-analytical approach to Canary swaptions in HJM one-factor model
... Abstract. Leveraging the explicit formula for European swaptions and coupon-bond options in HJM one-factor model, we develop a semi-explicit formula for 2-Bermudan options (also called Canary options). We ...
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Applying the factor analytical approach towards aaker’s brand personality model from an Islamic perspective
... For the purpose of this research, the four new dimensions of humbleness, cooperation, justice, and trustworthiness were adapted from few studies (Al-Ammar et al., 2012; Fall, 2009) and combined with the three dimensions ...
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Analytical solution of the SIR-model for the temporal evolution of epidemics. Part A: Time-independent reproduction factor
... (SIR) model which is one of the simplest compart- mental ...SIR model is known in parametric form for the case of a time-independent infection rate, we derive an ana- lytic solution for the more general ...
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Providing an Analytical Model in Determining Nanofluids
... an analytical method followed by introduction of modified equations for calculating the nanofluids’ ...previous model where the Brownian movement of the nanoparticles is considered as the key ...new ...
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An Analytical Model of Language Resource Sustainability
... A license is a good example of an extrinsic factor. In other reports and documents we have elaborated on the variety of licensing schemas that allow obtaining and using a given LR. Such licenses should be ...
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Viscoelasticity of periodontal ligament: an analytical model
... As seen in Fig. 6, the hydrostatic stress on a part of the internal surface of the PDL corresponding to x > 0 are compressive; on the opposite side of the PDL the tension occurs. This indicates the bone-resorption pro- ...
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Factor Analytical Examination of the Evidence Based Practice Beliefs Scale: Indications of a Two Factor Structure
... 3. Results The response rate was 95% ( n = 112). The overall Cronbach’s alpha value for the scale, with 16 items, was 0.73. The Descriptive scores on the items are presented in Table 1. We found some very large ...
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Analytical Model on Steel Tanks Damaged by Corrosion
... Carbon steels show, in general, a micro-structure composed by ferrite and perlite, in normal state, as they leave the plant. Grains of material are oriented towards the lamination direction. Among these grains, a flat ...
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A Semi Analytical Parametric Model for Dependent Defaults
... that of the event. Simultaneous defaults have been discussed before, see for instance Duffie and Singleton [1999]. It is a characteristic feature of the so called shock models based on Marshall- Olkin copula that have ...
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A New Analytical Model for the Analysis of Economic Processes
... derived model consists of its ability to fit very well experimental data, accommodating not completely understood behaviours and including pre- vious models, like the Smith ...gauge factor (1) allows ...
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An Analytical Model of Collections and their Catalogues
... The rules for constructing catalogue records do not of themselves dictate the form of catalogue, although they carry strong implications for it. 7.3 Construction of a catalogue involving multiple records and cataloguing ...
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An Analytical Model for Multifractal Systems
... an analytical model for multifractal systems is developed by combining and improving the Jake model, Tyler fractal model and Gompertz curve, which allows one to obtain explicit ex- pressions ...
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A Grouped Factor Model
... 4.2 An Empirical Application In this subsection we apply the GFM to stock returns in the Australian Stock Exchange. Our purpose of this exercise is to demonstrate that grouped structures do exist in empirical data and ...
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The Certainty-Factor Model
... CF Model The example of ...CF model. First, we can avoid the practical problem of the CF model that we discussed in Sec- tion 5; namely, using a belief network, a knowledge provider can choose the ...
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An Analytical Implementation of the Hull and White Model
... They illustrate implementation of their model with the example of pricing a three-year put option on a zero-coupon bond that pays $100 in 9 years. The exercise price is $63, the volatility, s, is constant at 1% ...
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An Analytical Implementation of the Hull and White Model
... no-arbitrage model of the evolution of the spot interest ...their model in discrete time, Hull and White use a search process at each date and for- ward induction to identify the level of interest rates in ...
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2. Analytical development of the relativistic model
... In relativistic celestial mechanics it is possible to use the Schwarzschild solu- tion, for a fixed spherical central body, in order to describe the orbital motion of a particle around i[r] ...
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Analytical results for a model of periodic consumption
... A Model of Periodic Consumption The model we present here is designed to explain the recurring consumption behaviour in the “short run” where income uncertainty is absent and all other characteristics ...
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An Analytical Model of Multistage Interconnection Networks
... Each memory module is assumed to have a single input port for receiving requests from the forward interconnection network, and a single output port through which [r] ...
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An analytical model for soil atmosphere feedback
... presented model is designed to study how the influence of (land-use) changes propagates downwind on the continental scale (on weekly to monthly time scales), ...
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