Results 251 to 260 of about 327,754 (303)
Some of the next articles are maybe not open access.
2021
Zero curves can be derived from government bonds or LIBOR/swap instruments. The LIBOR/swap term structure offers several advantages over government curves, and is a robust tool for pricing and hedging financial products. Correlations among governments and other fixed-income products have declined, making the swap term structure a more efficient hedging
openaire +1 more source
Zero curves can be derived from government bonds or LIBOR/swap instruments. The LIBOR/swap term structure offers several advantages over government curves, and is a robust tool for pricing and hedging financial products. Correlations among governments and other fixed-income products have declined, making the swap term structure a more efficient hedging
openaire +1 more source
The British Journal of Radiology, 1965
A model is proposed for the effect of dose-rate on the survival curve. The model leads to a set of differential equations, which are solved numerically. The parameters of the model have been fitted to published data on the survival of HeLa S3 cells, and a satisfactory fit obtained.
openaire +2 more sources
A model is proposed for the effect of dose-rate on the survival curve. The model leads to a set of differential equations, which are solved numerically. The parameters of the model have been fitted to published data on the survival of HeLa S3 cells, and a satisfactory fit obtained.
openaire +2 more sources
Annual Review of Financial Economics, 2014
This article reviews the forward rate curve smoothing literature. The key contribution of this review is to link the static curve fitting exercise to the dynamic and arbitrage-free models of the term structure of interest rates. As such, this review introduces more economics to an almost exclusively mathematical exercise, and it identifies new areas ...
openaire +2 more sources
This article reviews the forward rate curve smoothing literature. The key contribution of this review is to link the static curve fitting exercise to the dynamic and arbitrage-free models of the term structure of interest rates. As such, this review introduces more economics to an almost exclusively mathematical exercise, and it identifies new areas ...
openaire +2 more sources
Stage-Discharge Rating Curves Revisited
Hydraulic Measurements and Experimental Methods 2002, 2002Stage-discharge ratings, along with a variety of empirical corrections for the non-unique relations between stage and discharge have been used for nearly a century. None of these approaches has proven consistently successful in general application because of simplifying assumptions to the momentum and continuity equations.
A. R. Schmidt, B. C. Yen
openaire +1 more source
Extrapolation of rating curves
Hydrotechnical Construction, 1981A linear relation was established between vav and hav for open channel flows, which is confirmed by the hydrometric data for a large number of rivers and gauging sites. This relation is a more accurate characteristic of the river flow than that obtained by the Chezy formula, which requires, moreover, the determination of additional parameters.
openaire +1 more source
Catch Curves and Mortality Rates
Transactions of the American Fisheries Society, 1961Abstract The assumptions necessary to obtain a valid estimate of survival rate from a single catch curve are discussed. An example of the best estimate of survival rate and its variance is worked out for the case that age is known exactly for the entire sample. A test for validity of the model is illustrated. Methods of estimating the survival rate are
D. S. Robson, D. G. Chapman
openaire +1 more source
Rate/Depth Tubing-Performance Curves
SPE Drilling & Completion, 1994Summary An accurate method for predicting the range of multiphase flow rates through different tubing sizes is an important production tool. Properly sized tubing will prolong the flowing life of a well and minimize the injection-gas requirements for gas-lift installations. A tubing string can be oversized or undersized.
H. W. Winkler, P. T. Eads
openaire +1 more source
Consistent Initial Curves for Interest Rate Models
The Journal of Derivatives, 2002It was a significant step forward in modeling the term structure of interest rates to require the model to be arbitrage-free, in the sense that applying the model’s dynamics to the current market yield curve did not produce any arbitrage opportunities, and therefore, internal inconsistency.
ANGELINI, Flavio, HERZEL S.
openaire +4 more sources
Microelectronics Reliability, 1979
The failure rate of electronic components is determined by the initial distribution of the critical parameters and by the nature of the degradation mechanism. Assuming the mechanism to be determined by a first order differential equation with respect to time it turns out that a simple relation exists between the life histories of components with ...
openaire +1 more source
The failure rate of electronic components is determined by the initial distribution of the critical parameters and by the nature of the degradation mechanism. Assuming the mechanism to be determined by a first order differential equation with respect to time it turns out that a simple relation exists between the life histories of components with ...
openaire +1 more source