'Rate model' diaporamas de présentation

WINNERLESS COMPETITION PRINCIPLE IN NEUROSCIENCE Mikhail Rabinovich

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Yohanes ASKABE Department of Petroleum Engineering Texas A&M University

731 views • 55 slides

Rate models with delays and the dynamics of large networks of spiking neurons

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Practical Considerations in Managing Variable Annuities Stochastic Modeling Symposium Toronto

Practical Considerations in Managing Variable Annuities Stochastic Modeling Symposium Toronto. By Thomas S.Y. Ho Sang Bin Lee Yoon Seok Choi April 3-4 2006. Problem Statement. Variable annuities (GMIB) have embedded capital market options Equity options (equity put option)

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Occurrence and timing of events depend on

Occurrence and timing of events depend on. exposure. Risk depends on exposure. Exposure to the risk of an event. Age at first marriage and age at change in education: Person-years file. Educ: 0 = not in school full-time 1 = secondary eduction 2 = postsecondary education

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Pricing the Convexity Adjustment

a Wiener Chaos approach. Pricing the Convexity Adjustment. Eric Benhamou. Convexity and CMS Coherence and consistence Wiener Chaos Results Conclusion. Framework. The major result of this paper is an approximation formula for convexity adjustment for any HJM interest rate model.

398 views • 22 slides

A Briefing on the Differences between Ratemaking Analysis and Financial Statement Reporting

Pine Strawberry Water Improvement District. A Briefing on the Differences between Ratemaking Analysis and Financial Statement Reporting. May 5 2010. Introduction Purpose of Presentation.

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Pipeline Corrosion R&D at NIST

Pipeline Corrosion R&D at NIST. Richard E. Ricker Metallurgy Division Materials Performance Group Materials Science and Engineering Laboratory National Institute of Standards and Technology US Dept. of Commerce, Tech. Admin. Gaithersburg, MD 20899-8553 richard.ricker@nist.gov. Objective:.

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ML solution if a = 0 beta = 0

ML solution if a = 0 beta = 0. probability contours for a = 0. beta. For a = 1, ML solution is: alpha = inf beta = inf P 10 = 0.5 p 11 = 0.5 joint probability = 0.25. alpha. alpha = 0.46, beta = 0. Likelihood ratio tests a measure of support for alternative hypotheses

303 views • 13 slides