218,778 research outputs found
Scrapbook of Laura Heath Hills: Matriculation and lecture cards
No full textReceipt of payment by Laura Heath Hills for the chemistry laboratory fee. Page 9 of Laura Heath Hills scrapbook. Laura Heath Hills was a graduate of Woman's Medical College of Pennsylvania in 1896
Interview with Vernon Heath
No full textAnn Pflaum interviews Vernon Heath, one of the founders of the Rosemount Engineering Company. In this interview, Heath explains his connections with the University.Heath, Vernon; Pflaum, Ann M.. (1999). Interview with Vernon Heath. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/48296
The decision of the flower / drawn by T. M. Wright after the original by Retsch. Engraved by C. Heath
No full textTHE DECISION OF THE FLOWER / DRAWN BY T. M. WRIGHT AFTER THE ORIGINAL BY RETSCH. ENGRAVED BY C. HEATH
The decision of the flower / drawn by T. M. Wright after the original by Retsch. Engraved by C. Heath (1)
The decision of the flower (1
A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models
No full textResearch on the Heath-Jarrow-Morton (1992) term structure models so far has focused on the class having time-deterministic instantaneous forward rate volatility. In this case the forward rate is Markovian, even if the spot rate process is not. However, this Markovian feature can only be used under the historical measure, involving two unsatisfactory assumptions: one on market price risk, usually made for pure mathematical tractability, the other to use futures yields as a proxy for the instantaneous forward rate, which may result in estimation bias. This paper circumvents both of these assumptions. First, the bias is quantified and shown to be non-negligible. Then futures contracts are treated as derivative instruments written on forward rates to derive the full information maximum likelihood estimator for observable futures prices, using both time series and cross-sectional data, without the need to assume and estimate any functional forms for the market price of interest rate risk. The derivation involves the likelihood transformation method of Duan (1994). The method is then applied to the estimation of a humped forward rate volatility model for Eurodollar futures series traded on the Chicago Mercantile Exchange.term structure; heath-jarrow-morton; time-deterministic forward volatility; humped forward volatility model; full information maximum likelihood
Oral history interview with Dick Heath
No full textDick Heath is a 1950 graduate of Oklahoma A&M College (OAMC), now Oklahoma State University (OSU), with a degree in accounting. He talks about his early life, serving in the military during World War II, and using the GI Bill for his college education. Heath recalls some of his experiences in Beta Theta Pi and Beta Alpha Psi, as well as college traditions.The O-STATE Stories Oral History collection is comprised of interviews which chronicle the rich history, heritage, and traditions of Oklahoma State University
Linked Data - the story so far
No full textThe term “Linked Data” refers to a set of best practices for publishing and connecting structured data on the Web. These best practices have been adopted by an increasing number of data providers over the last three years, leading to the creation of a global data space containing billions of assertions— the Web of Data. In this article, the authors present the concept and technical principles of Linked Data, and situate these within the broader context of related technological developments. They describe progress to date in publishing Linked Data on the Web, review applications that have been developed to exploit the Web of Data, and map out a research agenda for the Linked Data community as it moves forward
Recommended from our members
A letter from Steve Heath to Dr. Hector P. Garcia.
No full textA letter from Steve Heath, Vice President of Sales and Marketing at the American Bottling Company, to Dr. Hector P. Garcia, thanking him for Dr. Garcia's involvement in the Communities in Schools Kick off Luncheon
heath n / heath berry
No full textheath n_Empetrum nigrum_, L., ..rock berry, heath berry, baby heath berry, Newfoundland..Labrador.PRINTED ITEM SUPJUN 9 1988 [check] WK G. M. StoryNot UsedNot usedWithdrawnChecked by Jordyn Hughes on Wed 15 Apr 201
A Class of Heath-Jarrow-Morton Term Structure Models with Stochastic Volatility
No full textThis paper considers a class of Heath-Jarrow-Morton term structure models with stochastic volatility. These models admit transformations to Markovian systems, and consequently lend themselves to well-established solution techniques for the bond and bond option prices. Solutions for certain special cases are obtained, and compared against their non-stochastic counterparts.
- …
