Xem 1-20 trên 79 kết quả Exposure models
  • The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives.

    pdf400p tdh186 09-05-2012 170 81   Download

  • Air pollution has always been a trans-boundary environmental problem and a matter of global concern for past many years. High concentrations of air pollutants due to numerous anthropogenic activities influence the air quality. There are many books on this subject, but the one in front of you will probably help in filling the gaps existing in the area of air quality monitoring, modelling, exposure, health and control, and can be of great help to graduate students professionals and researchers.

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  • Because of its large size, it is important to account for the net position in interest-rate derivatives when measuring exposure. The key difficulty in measuring the exposure in interest-rate derivatives is that banks do not report the sign of their position — whether they represent bets on interest rate increases (e.g., pay-fixed swaps) or decreases (e.g., pay-floating swaps.

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  • Many people say they know what SQL injection is, but all they have heard about or experienced are trivial examples. SQL injection is one of the most devastating vulnerabilities to impact a business, as it can lead to exposure of all of the sensitive information stored in an application’s database, including handy information such as usernames, passwords, names, addresses, phone numbers, and credit card details.

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  • The discovery of efficacious new human therapeutic agents is one of humanity’s most vital tasks. It is an enormously demanding activity that requires creativity, a vast range of scientific knowledge, and great persistence. It is also an exceedingly expensive activity. In an ideal world, no education would be complete without some exposure to the ways in which new medicines are discovered and developed. For those young people interested in science or medicine, such knowledge is arguably mandatory....

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  • This book provides a comprehensive compilation of chapters in air quality modelling, monitoring, exposure, health and control. The book consists of two volumes. Air Pollution – Monitoring, Modelling and Health mainly consist of chapters describing pioneering research findings in air quality monitoring, modelling, exposure and health; Air Pollution – Monitoring, Modelling, Health and Control comprises research findings on air quality monitoring, modelling, exposure, health and control.

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  • Mathematics in Action: Algebraic, Graphical, and Trigonometric Problem Solving, Fourth Edition, is intended to help college mathematics students gain mathematical literacy in the real world and simultaneously help them build a solid foundation for future study in mathematics and other disciplines. Our team of fourteen faculty, primarily from the State University of New York and the City University of New York systems, used the AMATYC Crossroads standards to develop this threebook series to serve a very large population of college students at the pre-precalculus level.

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  • In this book, Applications of Monte Carlo Method in Science and Engineering, we further expose the broad range of applications of Monte Carlo simulation in the fields of Quantum Physics, Statistical Physics, Reliability, Medical Physics, Polycrystalline Materials, Ising Model, Chemistry, Agriculture, Food Processing, X-ray Imaging, Electron Dynamics in Doped Semiconductors, Metallurgy, Remote Sensing and much more diverse topics. The book chapters included in this volume clearly reflect the current scientific importance of Monte Carlo techniques in various fields of research....

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  • The determination of enzyme AChE continues to be widely used to measure the exposure to OF and C, however, interpretations of results are highly variable, since there are genetic and physiological causes as well as associated pathologies, which can decrease the levels of this enzyme (Varona et al, 2007).

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  • Forecasting credit portfolio risk poses a challenge for the banking industry. One important goal of modern credit portfolio models is the forecast of the future credit risk given the information which is available at the point of time the forecast is made. Thus, the discussion paper “Forecasting Credit Portfolio Risk“ proposes a dynamic concept for the forecast of the risk parameters default probabilities and default correlations.

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  • To deal with the lack of reported information, we propose a novel approach to obtain the exposure contained in the net position in interest-rate derivatives. We specify a state space model of a bank’s derivatives trading strategy. We then use Bayesian methods to estimate the bank’s strategy using the joint distribution of interest rates, bank fair and notional values as well as bid-ask spreads. Intuitively, the identification of the bank’s strategy relies on whether the net position (per dollar notional) gains or loses in value over time, together with the history of rates.

    pdf43p taisaovanchuavo 23-01-2013 25 6   Download

  • Given the considerable variation in deposit insurance arrangements and the relatively large number of banking crises, it is possible to use this panel to test whether the nature of the deposit insurance system has a significant impact on the probability of a banking crisis once other factors are controlled for. We carry out these tests using the multivariate logit econometric model developed in our previous work on the determinants of banking crises (Demirg†e-Kunt and Detragiache, 1998).

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  • Estuaries are areas of high productivity, crucial in the life histories of many fish, invertebrates, and birds, for example, and the sustainability of estuarine biodiversity is vital to the ecological and economic health of coastal regions. On the other hand, estuarine ecosystems are exposed to toxic anthropogenic effluents transported by rivers from remote and nearby conurbations and industrial and agricultural concerns.

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  • Stroke involves cerebral infarction and hemorrhaging and is associated with very high mortality. Previous reports have indicated that ischemic stimulation such as the reoxygenation that occurs after hypoxia produces a large quantity of reactive oxygen species (ROS) that strongly induces neuronal death in vivo and in vitro (Negishi et al., 2001). Indeed, this is considered to be the factor that most strongly induces cell death in cerebral ischemia. In recent years, apoptosis has been suggested to be the mechanism responsible for ischemic neuronal death in animal stroke models (Tagami et al.

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  • The rules and regulations of the BSP that govern the credit card operations of the banks and subsidiary credit card companies are not enough to screen out delinquent borrowers. As a prudential measure to protect banks and subsidiary credit card companies, the BSP requires these institutions to set up an appropriate system for managing their risk exposures to credit card operations and to document these exposures in a complete and concise manner.

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  • These capital requirements were notable because, for the first time, regulatory minimum capital requirements could be based on the output of banks’ internal risk measurement models. The market risk capital requirements thus stood in sharp contrast to previous regulatory capital regimes, which were based on broad, uniform regulatory measures of risk exposure.

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  • The health impacts of a range of air pollutants are evaluated in this paper. However, to avoid double counting, it follows Kunzli et al. (1999) in using PM10 (particulate matter with an equivalent aerodynamic diameter of 10 µm or less) as the single indicator (the index pollutant) of the health impacts of common ambient air pollutants, and including non-overlapping health endpoints2 only when calculating the total health impact of air emissions.

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  • While wood and to some extent charcoal are the most common solid fuels used in developing countries, China and Mongolia have high household prevalence of coal, especially for heating in open portable space heaters, some with and some without chimney. Mestl et al. (2006), based on data from the China 2000 Population Census, report that about 60 percent of rural households used biomass as primary cooking fuel. Nearly 30 percent of rural households used coal as the primary fuel. Mestl et al model annual average population weighted exposure (PWE) to indoor air pollution by...

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  • Air pollution is one of the most serious environmental threats to urban populations (Cohen 2005). Exposures vary among and within urban areas, but all people living in cities are exposed, and many are harmed, by current levels of pollutants in many large cities. Infants, young children, seniors and people who have lung and heart conditions are especially affected, but even young, healthy adults are not immune to harm from poor air quality.

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  • We can identify seven important patterns of response to advertising. These are the current, shape, competitive, carryover, dynamic, content, and media effects. The first four of these effects are common across price and other marketing variables. The last three are unique to advertising. The next seven subsections describe these effects. Current Effect The current effect of advertising is the change in sales caused by an exposure (or pulse or burst) of advertising occurring at the same time period as the exposure. Consider Figure 24.1.

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