Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue1-2.2000:
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irradiated with a low-linear energy transfer (LET) dose D , denoted by E bajD, will be derived for three dierent dose ranges: in the limit of high doses (D P 80 Gy; Section 4),
CreditMetrics models the full forward distribution of the values of any bond or loan portfolio, say 1 year forward, where the changes in values are related to credit migration
22 Each quadrant of the table shows summary statistics and selected percentile values for CreditMetrics and CreditRisk portfolio loss distributions for a portfolio of a given
This model can also be used for risk management purposes as it is possible to price portfolios of corporate bonds and credit derivatives in a consistent fashion.. Interestingly,
By analysing the impact of default risk on credit agreements and swaps in a market model, we have derived equations determining the arbitrage-free values of simple defaultable
The study proposes to estimate jointly the cost function, the share equations as well as total factor productivity and scale economies measures, using full system estimation to
F and r statistics yield similar measures of population struc- ture in this study (Table 2). Thus, taking into account allele size variation under the SMM does not greatly
The Large Scale Retail Store Law has been a feature of the Japanese distribution system in one form or another for almost 40 years. It has been viewed by critics as a form of
