[PDF] Top 20 RiskM e a s u r e m e n t f o r F i n a n c i a l I n s t i t u t i o n s

... In a personal communication, Alan White says “I always liked that [the Hull-White] scheme. My view is that the various approaches form a continuum in which different methods are used to characterize the ... See full document

... a t Realized Variances calculated at the highest frequen­ cies become very ...a t it implies discarding most of the available ...a t can accommodate the above stylized ... See full document

... if c=95 % we define ˆ ...ˇ c and c bring a different loss to the average than the scenarios between c and ˆ c, the average VaR defined in this way is slightly ... See full document

... Focus and Higher Order Unification F o c u s a n d H i g h e r O r d e r U n i f i c a t i o n C l a i r e G a r d e n t C o m p u t a t i o n a l L i n g u i s t i c s U n i v e r s i t g t d e s S a[.] ... See full document

... On the Structural Complexity of Natural Language Sentences O n t h e S t r u c t u r a l C o m p l e x i t y o f N a t u r a l L a n g u a g e S e n t e n c e s D e k a n g L i n * A r t i f i c i a l[.] ... See full document

... I use an event study approach to analyse the impact of various intervention char­ acteristics on exchange rate volatility13. Four different measures of volatility are used in the analysis. Squared returns, ... See full document

... ON THE ACQUISITION OF CONCEPTUAL DEFINITIONS VIA TEXTUAL MODELLING OF MEANING PARAPHRASES O N T H E A C Q U I S I T I O N O F C O N C E P T U A L D E F I N I T I O N S V I A T E X T U A L M O D E L L[.] ... See full document

... th e optim al policy depends qualitatively on the discount rate ...For r < r*, there is extreme experimentation over a certain range of ...For r > r*, by contrast, a scenario of ... See full document

... Singular spaces, for example two spheres joined at a point, have no such structure on their homology groups. This reflects the breakdown of the local property at the singularities, which no longer have neighborhoods ... See full document

... higher L makes her acceptance of the renegotiation plan more difficult and this increases if her pri­ vate signal becomes less ...i.e. r —> 0, then y* —> 6* and the large creditor rejects ... See full document

... Presuppositions as Beliefs P r e s u p p o s i t i o n s a s B e l i e f s D i a n e H O R T O N a n d G r a e m e H I I t S T D e p a r t m e n t o f C o m p u t e r S c i e n c e U n i v e r s i t y[.] ... See full document

... The Influence of Tagging on the Classification of Lexical Complements T h e I n f l u e n c e o f T a g g i n g o n t h e C l a s s i f i c a t i o n o f L e x i c a l C o m p l e m e n t s C a t h e[.] ... See full document

... ONE SENSE PER COLLOCATION O N E S E N S E P E R C O L L O C A T I O N D a v i d Yarowsky* D e p a r t m e n t o f C o m p u t e r a n d I n f o r m a t i o n S c i e n c e U n i v e r s i t y o f P e[.] ... See full document

... In the context of structure learning, the Bayesian network structure is often identified as the Bayesian network itself because learning the parameters can be done once the structure has been learned. However, another ... See full document

... Categorial Unification Grammars C a t e g o r i a l U n i f i c a t i o n G r a m m a r s * Hans U s z k o r e i t A r t i f i c i a l I n t e l l i g e n c e C e n t e r S R I I n t e r n a t i o n a[.] ... See full document

... Focusing and Reference Resolution in PUNDIT F o c u s i n g and Reference R e s o l u t i o n in P U N D I T F o c u s i n g a n d R e f e r e n c e R e s o l u t i o n i n P U N D I T D e b o r a h A[.] ... See full document

... A P P L I C A T I O N O F F I N I T E ELASTIC THEORY TO T H E DEFORMATION O F CYLINDRICAL T U B E S T h e s i s b y Sen Shih L e e I n Partial F u l f i l l m e n t of t h e R e g u i r e r n e n t s[.] ... See full document

... An Automatic Clustering of Articles Using Dictionary Definitions A n A u t o m a t i c C l u s t e r i n g o f A r t i c l e s U s i n g D i c t i o n a r y D e f i n i t i o n s Fumiyo F U K U M O T[.] ... See full document

... Abstract: In this paper we introduce a new class of mg-continuous mapping and studied some of its basic properties.We obtain some characterizations of such fuctions. Moreover we define subminimal structure and further ... See full document

... and its decomposition in terms of the variables N , b N b I , b γ IJ , is also known throughout Σ. Thus (16) can be solved for λ. Note that (16), is manifestly independent of the choice made for the ... See full document