Pipeline approach used for recognition of dynamic meshes Milan Frank•, Libor Váša†, Václav Skala‡ (mfrank|lvasa|) Abstract

Source URL: meshcompression.org

• Representation theory
• Simple module
• Static mesh
• Module
• International Space Station
• Spaceflight
• 3D computer graphics
• Module theory

LIBOR-OIS Spreads_20090929.xlsx

Source URL: www.columbia.edu

• New Keynesian economics
• Keynesian economics
• Consumer theory
• Aggregate expenditure
• Elasticity of intertemporal substitution
• Monetary policy
• Economic model
• Labour economics
• Dynamic stochastic general equilibrium
• Macroeconomics
• Economics
• Economic theories

Microsoft Word-öA Libor _E-Mail_.docx

Source URL: www.informath.org

VEGA CONTROL NICK DENSON AND MARK JOSHI Abstract. The calculation of prices and sensitivities of exotic interest rate derivatives in the LIBOR market model is often very time consuming. One approach that has been previou

Source URL: fbe.unimelb.edu.au

• Financial economics
• Mathematical sciences
• Mathematical finance
• Markov model
• Statistics

FAST AND ACCURATE PRICING AND HEDGING OF LONG-DATED CMS SPREAD OPTIONS MARK JOSHI AND CHAO YANG A BSTRACT. We present a fast method to price and hedge CMS spread options in the displaced-diffusion co-initial swap market

Source URL: fbe.unimelb.edu.au

• Mathematical finance
• Contract law
• Annuity
• Life annuity
• LIBOR market model
• Yield curve
• Option
• Derivative
• Swap
• Financial economics
• Investment
• Finance

Proceedings of ALGORITMY 2005 pp. 1–10 RESOLUTION IMPROVEMENT OF DIGITIZED IMAGES∗ LIBOR VÁŠA† AND VÁCLAV SKALA Abstract. A quick overview of preprocessing performed by digital still cameras is given along

Source URL: meshcompression.org

• Signal processing
• Imaging
• Applied mathematics
• Computer graphics
• Demosaicing
• Super-resolution
• Image resolution
• Digital camera
• Algorithm
• Image processing
• Digital photography
• Color

MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati

Source URL: fbe.unimelb.edu.au

• Investment
• Interest rate cap and floor
• Swaption
• LIBOR market model
• Interest rate derivative
• Implied volatility
• Calibrated geometry
• Volatility
• Mathematical finance
• Financial economics
• Finance

PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme

Source URL: fbe.unimelb.edu.au

• Randomness
• Mathematical finance
• Options
• Investment
• Numerical analysis
• Interest rate derivative
• LIBOR market model
• Control variates
• Iteration
• Financial economics
• Mathematical sciences
• Applied mathematics

US Justice: Print Friendly Version

Source URL: lib.law.virginia.edu

• Finance
• Economics
• Libor
• United States housing bubble
• Euro Interbank Offered Rate
• Reference rate
• Barclays
• Swap
• Derivative
• Interest rates
• Banking
• Financial economics

MonetaryTrends November 2008 The LIBOR-OIS Spread as a Summary Indicator T

Source URL: research.stlouisfed.org

• Interest rates
• Banking
• Federal Reserve
• Finance
• Inflation
• LIBOR–OIS spread
• Overnight indexed swap
• Federal funds rate
• Libor
• Economics
• Macroeconomics
• Money