Instead, the biggest driver to the VIX move was a steepening in SPX skew and convexity, as well as an increase in fixed strike vols (i.e. parallel shift higher in the vol surface).

This paper proposes a system that relates objects in an image using occlusion cues and arranges them according to depth. The system does not rely on a priori knowledge of the scene structure and ...

Students will be able to describe basic features, pricing, and mathematics (duration and convexity) of fixed-income securities, model risk and return in fixed-income securities, describe basic ...

The Bold and the Beautiful spoilers for the next two weeks are here! From June 23 to July 4, fans can expect Luna Nozawa (Lisa Yamada) to be fooled by Will Spencer (Crew Morrow). Steffy Forrester ...

In implementing Bayesian models for a Bonus–Malus System (BMS) it is normal to include a parametric structure, π 0 (λ), in the insurer's portfolio.According to Bayesian sensitivity analysis, the ...

According to a recent meta-analysis, as many as seven out of ten people may experience multiple instability episodes after dislocating their shoulder (5).The risk of recurrent dislocations depends on ...

J. Tropp, From joint convexity of quantum relative entropy to a concavity theorem of Lieb, Proc. Amer. Math. Soc. 140 (2012) 1757–1760. Crossref, Google Scholar; 42. A. Uhlmann, Relative entropy and ...

W600×D450×H900 Although it shares with the Standard composition cabinet such features as the simple form of the body, the structure of the outer case, and the combination of brass legs, the solid-wood ...

W2100×D450×H720 Although it shares with the Standard composition cabinet such features as the simple form of the body, the structure of the outer case, and the combination of brass legs, the ...