Sensitivities

Results: 583



#Item
101Financial economics / Mathematical sciences / Mathematical finance / Markov model / Statistics

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

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:12:16
102Japanese grammar / Politeness / Disability / Ren / Linguistics / Etiquette / Sociolinguistics / Honorific speech in Japanese

Treat others with respect Treat everyone with courtesy, politeness and respect and consider cultural sensitivities and business practices. This standard includes, but is not limited to, the following behaviours or action

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Source URL: www.rics.org

Language: English - Date: 2015-04-21 09:23:55
103Investment / Interest rate cap and floor / Swaption / LIBOR market model / Interest rate derivative / Implied volatility / Calibrated geometry / Volatility / Mathematical finance / Financial economics / Finance

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

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:08
104Structured finance / Fixed income securities / Mortgage-backed security / Bonds / Funds / Collateralized debt obligation / Credit derivative / Synthetic CDO / Copula / Financial economics / Finance / Investment

FAST GAMMA COMPUTATIONS FOR CDO TRANCHES MARK JOSHI AND CHAO YANG Abstract. We demonstrate how to compute first- and second-order sensitivities of portfolio credit derivatives such as synthetic collateralized debt obliga

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:19:33
105Medicine / Glycoproteins / Antibodies / Wheat / Sensitivities / Gluten sensitivity / Immunoglobulin G / Immunoglobulin A / Coeliac disease / Biology / Immune system / Anatomy

GLUTEN-ASSOCIATED CROSS-REACTIVE FOODS & FOODS SENSITIVITY ™ 2 mL serum Rye, Barley, Spelt, Polish Wheat

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Source URL: thedr.com

Language: English - Date: 2015-03-21 19:17:27
106Preposition and postposition / Preposition stranding / Relative clause / Ellipsis / Object / Sluicing / Wh-movement / Extraposition / Linguistics / Syntax / Parts of speech

Phrasal and Clausal Comparatives in Lithuanian Timothy W. Grinsell University of Chicago1 Phrasal comparatives in Lithuanian show surprising island sensitivities. I account for these sensitivities by positing a reduced c

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Source URL: home.uchicago.edu

Language: English - Date: 2014-02-27 13:36:07
107Sensitivities / Diets / Wheat / Gluten sensitivity / Immune system / Coeliac disease / Wheat allergy / Gluten-free diet / Gluten / Medicine / Health / Food allergies

REVIEW Non-celiac Gluten Sensitivity. Is it in the Gluten or the Grain? Petula Nijeboer1, Hetty J. Bontkes2, Chris J.J. Mulder1, Gerd Bouma1 1) Department of

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Source URL: www.jgld.ro

Language: English - Date: 2013-12-06 06:49:34
108Mathematical finance / Stochastic processes / Equations / Numerical analysis / Normal distribution / Black–Scholes / Discretization / Variance / Heston model / Statistics / Mathematics / Mathematical analysis

FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:08
109Regression analysis / Sensitivities / Allergology / Econometrics / Food allergies / Food intolerance / Elimination diet / Allergy / Dependent and independent variables / Medicine / Health / Statistics

Tim Watkins 2 Preface Food intolerance

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Source URL: www.sswahs.nsw.gov.au

Language: English - Date: 2013-09-05 02:19:32
110Food allergies / Sensitivities / Coeliac disease / Pediatrics / Gluten sensitivity / Dermatitis herpetiformis / Diarrhea / Iron deficiency anemia / Gluten-free diet / Medicine / Health / Wheat

Coeliac SA & NT ABNUnitGlynburn Rd, Hectorville, SA 5073

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Source URL: sant.coeliac.org.au

Language: English - Date: 2013-05-23 00:12:42
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