A Simple Model for Credit Migration and Spread Curves
Publications associées (35)
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
In this paper, quadratic term structure models (QTSMs) are analyzed and characterized in a general Markovian setting. The primary motivation for this work is to find a useful extension of the traditional QTSM, which is based on an Ornstein{Uhlenbeck (OU) s ...
The QR decomposition is an important, but often underestimated prerequisite for pseudo- or non-linear detection methods such as successive interference cancellation or sphere decoding for multiple-input multiple-output (MIMO) systems. The ability of concur ...
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2007
We discuss the structural, electronic and dielectric properties of a model structure of the Si(100)-SiO2 interface that accounts for the amorphous nature of the oxide. After showing that the structural properties of this model are consistent with a variety ...
The main problem with Hybrid Electric Vehicles (HEV) is the management of batteries. We suggest to replace the batteries by an energy storage ystem made of supercapacitors on a series HEV with two traction drive. A maximum Control Structure (MCS) of such a ...
The simulation of a series HEV (hybrid electric vehicle) is suggested by using the Energetic Macroscopic Representation (EMR). Simplified models are used in a first step. They lead to the simulation of an overall HEV with its control. The system is decompo ...
The expected value of information in a standard portfolio investment problem with ex-post payment can increase when the information is garbled prior to its sale. Distorting the information helps to resolve the incentive problem decreasing the buyer’s defau ...
Mol. dynamics simulations (MDS) of the structural rearrangements on the pathway leading to procaspase 3 (I) activation are presented. A retrostructural approach was used to build I from mature caspase 3 (II). The peptide bond that was cleaved during enzyme ...
Structural and reduced-form models are two well-established approaches to modelling a firm’s default risk. Here, Li Chen, Damir Filipovic and Vincent Poor develop a new default risk modelling strategy based on combining these two frameworks in order to ove ...
Vehicle drivetrains are complex integrated systems, which need to be designed for numerous thermodynamic, economic and environmental factors. As part of a project of the Alliance for Global Sustainability between the MIT, the SFITs and the University of To ...
Recent progresses in the technology of the Ni-Zn batteries have a direct influence on the improvement of the performance of hybrid electric vehicles. This paper evaluates the progresses of these batteries in particular for application on hybrid light vehic ...
