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The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Models to explain dose-response relationships that exhibit a downturn phase.
, 1994 Over a broad dose (or concentration) range, dose-response relationships frequently display a bell-shaped form. Mechanisms leading to this phenomenon may be manifold, but so far they have not been adequately identified.
Pliska V
core +1 more source
, 2022 S.165-174We review some different approaches to treat the continuous-time portfolio problem under transaction costs and highlight the difficulties with their application to real-world tasks.
Korn, R.
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Археологическа карта на Плиска. Теренни издирвания на територията на Плиска през 2017 г.
Българско е-Списание за Археология, 2018 The field surveys of the area of Pliska – the first Bulgarian capital – are part of the “Development of the Archaeological Map of Bulgaria” project.
Andrey Aladzhov +5 more
doaj
Ein früher Haustypus in der Siedlung südöstlich der Inneren Stadt von Pliska
, 2007 Stanislav Stanilov, Janko Dimitrov
exaly +2 more sources
Ножче със сребърен обков от Плиска
Българско е-Списание за Археология, 2017 This report presents a luxury knife with silver. It was found in 2014 during the archaeological campaign in ‘Palace centre – east’ in the inner town of Pliska. The casing has been decorated with various motifs. A major component of this decoration is the
Valeri Grigorov
doaj
Projective system approach to the martingale characterization of the absence of arbitrage [PDF]
, 2001 The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective
Balbás, Alejandro +2 more
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Mary Jane (Joachimczyk) Pliska passes basketball, 1985-1986
, 1985 Mary Jane (Joachimczyk) Pliska passes basketball.Scanned as grayscale in negative mode with Epson Expression 10000XL at 2400 DPI.
Marquette University Photography
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Българско е-Списание за Археология, 2013 In the first part of this report, we will present two large ceramic complexes – one from the beginning of the ninth century and the second from the mid-ninth century.
Valeri Grigorov, Yanko Dimitrov
doaj