The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income
Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate …

This article presents an approach to the resolution of the much discussed problem of
morphological classification of blend words and their distinction from such neighbouring …

The formation of blends is predictable to a large extent. Moreover, it may give rise to productive
constructions where part of a word that was once blended is used to form further blends …

Praise for Dynamic Term Structure Modeling" This book offers the most comprehensive
coverage of term-structure models I have seen so far, encompassing equilibrium and no-…

Blending is a type of word formation in which two or more words are merged into one so that
the blended constituents are either clipped, or partially overlap. An example of a typical …

… In this article, Beliaeva and Nawalkha show how to get around the problem by transforming
the returns process tO create two uncorrelated path~independent trees for returns and …

Following the 2008 financial crisis and the government bailout of troubled companies, Too-Big-to-Fail
became a standard expression to name a free protection of Wall Street by tax-…

Access to definitions facilitates the learning of word meanings when novel words are encountered
in reading. However, the memorial costs and benefits of inferring word meanings from …

This paper demonstrates how to value American interest rate options under the jump-extended
constant-elasticity-of-variance (CEV) models. We consider both exponential jumps (see …

It is not coincidental that blend words (eg nutriceutical ← nutricious + pharmaceutical, blizzaster
← blizzard + disaster) are more and more often used in media sources. In a blend, two (…