Microeconomic markets methods and models

Relating Equity and Credit Markets through Structural Models: Evidence from Volatilities docx

... 8.16 7.03 5.30 The mean, median, and standard deviation of empirical bond and CDS volatilities (ˆD ), empirical equity volatilities (ˆE ), and model-implied bond and CDS volatilσ σ Merton ities ... section, we aim to better understand why empirically observed volatilities in the credit market are higher than volatilities implied by the Merton model and equity markets...

Ngày tải lên: 22/03/2014, 20:20

Báo cáo y học: " The SeqFEATURE library of 3D functional site models: comparison to existing methods and applications to protein function annotation" pot

... examples of functional site ATOM-TYPE-IS-N2 ATOM-TYPE-IS-N3 ATOM-TYPE-IS-Na ATOM-TYPE-IS-O ATOM-TYPE-IS-O2 ATOM-TYPE-IS-OH ATOM-TYPE-IS-S Scores for query sites (predictions) ATOM-TYPE-IS-SH ATOM-TYPE-IS-OTHER ... binding by EF-hand motifs, and is extended and applied here into a full library of functional site models To build the library of models, we extracted stru...

Ngày tải lên: 14/08/2014, 08:20