133,940 research outputs found
Jack L. Morton
No full textJack L. Morton, left, and another man sitting on a bench smiling and posing for the camera. Image displayed (72 dpi JPEG), Master image (600 dpi TIFF)
Morton L. Mandel Interview, 10 August 2014
No full textMorton L. Mandel discusses growing up in an immigrant family in Glenville, his life that led to success in business, and the origins of his philanthropic endeavors
Richard L. Morton Oral History
No full textThe original manuscript transcript of this interview is available in University Archives Oral History Collection in the Special Collections Research Center, Swem Library, College of William and Mary.This interview was conducted as part of the College of William and Mary Oral History Project. At the time of these interviews Dr. Morton was one of the oldest, if not the oldest, member of the William and Mary Community, having arrived in 1919 as the entire history department. As chairman of the department he continued to build it until his retirement in 1959. During this time he was editor of the third series of the William and Mary Quarterly; wrote a two-volume study, Colonial Virginia; volume 3 of the History of Virginia and edited Hugh Jones's The Present State of Virginia. Morton Hall was named in his honor in 1974.College of William and Mar
Oral History Interview with Morton Wood, July 3, 2008
No full textThe National Museum of the Pacific War presents an interview with Morton Wood. Wood was studying Mechanical Engineering and serving in the ROTC unit at Virginia Tech when World War II began. He completed college, then Officer Candidate School and was commissioned a second lieutenant in the Coast Artillery Corps beginning June of 1944. He was assigned to the 66th Infantry Division (the Black Panther Division), 264th Infantry Regiment and was given command of the 3rd Platoon. He traveled to England aboard a passenger liner converted to a troopship, the SS L???opoldville, on 24 December 1944. While sailing between Southampton and Cherbourg, the ship was torpedoed and sunk by the U-486. Wood describes this event, including the loss of 7 men from his platoon and their rescue by the HMS Brilliant (H84). With his division, Wood contained Germans in both Saint-Nazaire and Lorient in France. He was discharged in late 1945 and was recalled in 1951 for the Korean War. He describes this experience, including serving with the 1st Cavalry Division and getting wounded
Kathryn Morton, 15th Annual ODU Literary Festival
No full textKathryn Morton, the Virginian-Pilot\u27s book page columnist for 15 years, has reviewed scores of children\u27s books for that paper, as well as for The Washington Post Book World and the New York Times Book Review. Among the notable children\u27s book writers she has interviewed are Katherine Paterson, Madeleine L\u27Engle, Steven Kellogg, and Rosemary Wells. She describes herself as a groupie for children\u27s book and author seminars. As a sometime teacher and the mother of three avid readers, she field tests children\u27s books at home and in the classroom
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
Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model
No full textIn this paper, a class of forward rate dependent Markovian transformations of the Heth-Jarrow-Morton [HJM92] term structure model are obtained by considering volatility processes that are solutions of linear ordinary differential equations. These transformations generalise the Markovian system obtained by Carverhill [Car94], Ritchken and Sankarasubramanian [RS95], Bhar and Chiarella [BC97], and Inui and Kijima [IK98], and also generalise the bond price formulae obtained therin.
Morton, L H, 401242
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/406360Surname: MORTON. Given Name(s) or Initials: L H. Military Service Number or Last Known Location: 401242. Missing, Wounded and Prisoner of War Enquiry Card Index Number: 45751.247539
Item: [2016.0049.38637] "Morton, L H, 401242
Morton, L J, VX25499
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/406377Surname: MORTON. Given Name(s) or Initials: L J. Military Service Number or Last Known Location: VX25499. Missing, Wounded and Prisoner of War Enquiry Card Index Number: 40167.247573
Item: [2016.0049.38654] "Morton, L J, VX25499
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.
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