Results 221 to 230 of about 800,613 (253)

Consistent Pricing of Interest Rate Derivatives

SSRN Electronic Journal, 2005
We describe the implementation of a model for the description of the term structure of interest rates, which is developed within the framework proposed by Heath, Jarrow and Morton (HJM). We show how to calibrate it by means of Principal Component Analysis (PCA).
Stefano Comuzzi, Roberto Renò, Adamo Uboldi   +2 more
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Consistency and Consolidation in the Theory of Interest

Economica, 1954
This paper is concerned with the stock approach to the theory of interest, i.e., the theory of asset prices. Its purpose is to show how theoretical and statistical treatments of the demand for assets may be judged in respect of whether or not they make allowance for all relevant variables.' A simple example will show what this means.
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Do Vocational Interest Questionnaires Yield Consistent Results?

Occupations: The Vocational Guidance Journal, 1942
Fifty Philadelphia high school boys filled out seven different vocational interest inventories. The interest patterns were analyzed for consistency and the results reported here. This is another article in our series on interest inventories offered as an aid to our readers in evaluating such material.
HANS C. GORDON, WALTER W. HERKNESS
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Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rate Derivatives

SSRN Electronic Journal, 2002
Dynamic term structure models price interest rate options based on the model-implied fair values of the yield curve, ignoring any pricing residuals on the yield curve that are either from model approximations or market imperfections. In contrast, option pricing in practice often takes the market observed yield curve as given and focuses exclusively on ...
Liuren Wu, Massoud Heidari
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An internally consistent thermodynamic data set for phases of petrological interest

Journal of Metamorphic Geology, 1998
The thermodynamic properties of 154 mineral end‐members, 13 silicate liquid end‐members and 22 aqueous fluid species are presented in a revised and updated data set. The use of a temperature‐dependent thermal expansion and bulk modulus, and the use of high‐pressure equations of state for solids and fluids, allows calculation of mineral–fluid equilibria
T. J. B. HOLLAND, R. POWELL
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Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives [PDF]

, 2002
Dynamic term structure models (DTSMs) price interest rate derivatives based on the model­ implied fair values of the yield curve, ignoring any pricing residuals on the yield curve that are either from model approximations or market imperfections. In contrast, option pricing in practice often takes the market observed yield curve as given and focuses ...
Massoud Heidari, Liuren Wu
openaire  

Vested interest, symbolic politics, and attitude-behavior consistency.

Journal of Personality and Social Psychology, 1997
Considerable research suggests the relevance of vested interest for attitude-behavior consistency. Conversely, symbolic politics theory holds that self-interest is irrelevant for attitude valence and related attitude phenomena. Rather, attitudes acquired early in life generalize to other issues and motivate actions, even actions contrary to self ...
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

2001
Research monograph providing appropriate consistency conditions for and examples of blended models for the term structure of interest rates within the Health-Jarrow-Morton framework, combining curve-fitting methods and factor models. Softcover.
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Consistent Estimates of the Impact of Special Interest Groups on Economic Growth

Public Choice, 2000
Empirical studies designed to testOlson's (1982) theory of institutional sclerosis aretypically forced to rely upon proxies to measure theability of special interest groups to engage inredistributive activities, which in turn areexpected to hinder economic growth. This note showsthat reliance on proxies biases the estimates towardzero.
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Consistence of interests of micro- and macro accounting subjects

2006
Analysis of a problem of inconsistence of the micro- and macro accounting subjects’ interests has been carried. The possibility of its overcome by changing a system of knowledge on accounting.
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