[BOOK][B] Hedging of the credit risk embedded in derivative transactions

YM Greenfield - 2000 - search.proquest.com
In this document, we start with an overview of the fixed income and foreign exchange markets.
The fundamental derivatives concepts, such as the swap curve and mark-to-market, are …

The Lehman Brothers Swap Indexes.

L Dynkin, Y Greenfield, D Joneja - Journal of Fixed Income, 2002 - elibrary.ru
Discusses the role of interest rate swaps on pricing, valuation and hedging of fixed-income
securities in the US Total return indexes based on swaps introduced by Lehman Brothers Inc. …

[BOOK][B] Optimal investment and consumption with reallocation and drawdown constraints

F Egriboyun - 2000 - search.proquest.com
In the context of Merton's original problem of optimal consumption and portfolio choice in
continuous time, we study an extension in which the rate the investor can transfer funds from …

[BOOK][B] Modeling and pricing of collateralized debt obligations

D Bunimovich - 2002 - search.proquest.com
In this document, we propose the use of weighted average shortfall risk for the valuation of
tranches of Collateralized Debt Obligations (CDOs). We begin with an introduction and …

[BOOK][B] Bill Graham presents: my life inside rock and out

B Graham, R Greenfield - 2004 - books.google.com
… But Bill Graham-using an instrument that Robert Greenfield in … Yuri and I made our way to
Vienna on a train in a car filled … Yuri had an address of somebody who was not Jewish who …

[BOOK][B] Modern Russian religious thinkers and the visual imagination

DM Greenfield - 2004 - search.proquest.com
In this thesis, I explore the writings of three major Russian religious thinkers on contemporary
visual culture. Nikolai Fedorov (1829–1903), Vasily Rozanov (1856–1919), and Pavel …

[PDF][PDF] CLASSICUM

…, DA PITTAVINO, F RADFORD, P GREENFIELD… - academia.edu
Johann Joachim Winckelmann not only idealized Greek Classical art, but also the whole
ancient Classical Greek world in a way that went well beyond what could be envisaged as …

Crucifixion on the dance floor: Rome vs Spartacus

F Radford, P Greenfield - Classicum, 2019 - search.informit.org
'The Partial Historians' is an ancient Roman history podcast hosted by Dr Peta Greenfield
and Dr Fiona Radford. With a background in ancient history, classics, and reception studies, …

TMDL Development for the Savannah Harbor Estuary: Problem, Approach, and Tools

S Davie, J Greenfield, W Anderson… - TMDLS Conference …, 2005 - accesswater.org
The Savannah Harbor Dissolved Oxygen TMDL is the most controversial TMDL performed
by EPA Region 4 and has had an extensive track record of public involvement along with …

[HTML][HTML] The BCR/ABL tyrosine kinase induces production of reactive oxygen species in hematopoietic cells

…, CH Byrne, YB Pride, T Winkler, EA Greenfield… - Journal of Biological …, 2000 - ASBMB
The BCR/ABL oncogene causes chronic myelogenous leukemia, a myeloproliferative disorder
characterized by clonal expansion of hematopoietic progenitor cells and myeloid cells. It …