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- A Simple Exponential Model For Dependent Defaults
- A thorough understanding of the joint default behavior of credit-risky securities is essential for credit risk measurement as well as the valuation of multi-name credit derivatives and Collateralized Debt Obligations. This paper studies a simple and tractable intensity-based model for correlated defaults, in which unpredictable default arrival times are jointly...
- White papers 2003-08-08
Additional Resources
- Statistical Process Control of Wireless Device Manufacturing Requires Production Worthy S-Parameter Measurements
- Whether manufacturing RFICs for cell phone modules on III-V wafers or DSPs on a silicon-based technology, predicting final product performance and reliability requires s-parameter measurements at the wafer level to complement the DC data. This is only practical when calibration and deembedding of the s-parameters is automated, along with probe...
- White papers 2002-01-25
- Accuracy does matter: High-End Numerical Techniques for the Robust Pricing of Structured Financial Instruments
- This white paper presents the ideas behind these advanced numerical techniques. Parameter calibration in interest rate models is a notorious instable problem. It also presents the reason behind this phenomenon, and how regularization techniques should be applied to stabilize the problem. Many partial differential equations which arise in pricing of...
- White papers 2004-03-01
- NI LabVIEW 7.1 Delivers Support for Smart Sensor Standard; Worldwide Sensor Vendors Use New TEDS Library to Ensure Interoperability of TEDS Products
- Business Editors/High-Tech Writers AUSTIN, Texas--BUSINESS WIRE--May 11, 2004 National Instruments (Nasdaq:NATI) and global leading sensor manufacturers are collaborating to support the IEEE 1451.4 standard for smart sensors by adopting the new Transducer Electronic Data Sheet TEDS library for NI LabVIEW 7.1 to read and write sensor information. TEDS...
- Research articles 2004-05-11
- Employment Effects of Progressive Taxation in a Unionised Economy
- This paper presents a general equilibrium model on the relation among tax progressivity, wage setting and employment where changes in labor taxation affect the labor market equilibrium. It is shown that the relation of interest depends on the initial level of taxation and on the labor tax parameter allowed to...
- White papers 2001-10-22
- Automated Detection And Updating Of Construction Activity Progress From Time-Lapse Images
- A low cost progress data collection technique was proposed for construction sites using time-lapse video. The authors build on their existing research on 4D CAD and geometric, parameter-based 4D models and apply computer vision techniques to webcam images of construction sites to provide frequent, rapid, and automated feedback on the...
- White papers 2003-10-27
- Turbidity transmitters. (Supplier's Marketplace).
- Mettler-Toledo Ingold introduced a new full range of turbidity transmitters. The wide selection of turbidity sensors are available for all major applications in the biotech, pharmaceutical and chemical industries. The new Trb 8300 turbidity transmitter offers a series of benefits, such as three independent parameter sets...
- Research articles 2002-10-01
- Enhanced features make spectral analysis easy. (Anritsu America Inc. MS2802A spectrum analyzer)
- Enhanced Features Make Spectral Analysis Easy The model MS2802A spectrum analyzer is a feature filled broadband instrument that operates over the frequency range from 100 Hz to 32 GHz with menu driven operation. The spectrum analyzer uses a synthesized local oscillator and has many...
- Research articles 1990-09-01
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