Chen, Fang and Shao (Ann. Probab., 2013, 262293) used Stein’s method to obtain Cram´er type moderate deviation results for bounded dependent random variables. The boundedness restriction prevents the application of their general result from computing bounds in various examples, Jack measure being on[r]
To see why f is increasing, let x Case 1: When u(a) > x for all a Z, we have f (x) v(a) for all a Z.If u(a) y for some a, then a
y and thus f (x) v(a) f (y). Ifu(a) > y for all a Z, then f (x) = inf aZ v(a) = f (y).Case 2: When u(a) x for some a Z, we havef (x) = supu(a)[r]
The report was ready by around 1990 and the measure used was Value-atRisk (VaR), or the maximum likely loss over the next trading day. VaR wasestimated from a system based on standard portfolio theory, using estimatesof the standard deviations and correlations between the returns of different[r]
CHAPTER 1 Financial Risk in a Crisis-Prone World CHAPTER 2 Market Risk Basics CHAPTER 3 Value-at-Risk CHAPTER 4 Nonlinear Risks and the Treatment of Bonds and Options CHAPTER 5 Portfolio VaR for Market Risk CHAPTER 6 Credit and Counterparty Risk CHAPTER 7 Spread Risk[r]
Supply Chain Riskgreater levels of efficiency, it will also mean that maintaining robust networks will be ever more critical.Despite this, it is the industry’s reliance on oil which is of primary concern to survey respondents. Given the relation between geo-political tension and the price of oil and[r]
Báo cáo đề tài Mô hình định giá tài sản vốn The Capital Asset Pricing Model:Theory and Evidence The attraction of the CAPM is that it offers powerful and intuitively pleasing predictions about how to measure risk and the relation between expected return and risk. Unfortunately, the empirical record[r]
Chapter EightInfluence Tacticsof LeadersLEADERSHIPAndrew J. DuBrin, 7thEditionLearning Objectives••••••Describe the relationship between power and influence.Identify a set of honest and ethical influence tactics.Identify a set of influence tactics relatively neutral with respect to ethics and[r]
_ANSWERS_ _1 the items in front of the instructor; Student A’s mother; the cardboard _ _ruler; a control measure _ _2 rulers: wooden, transparent and cardboard; a tape measure and a _ _c[r]
B.goodC.excitingD.enormousThe Food and Agriculture Organization of the United Nations leads internationalefforts to defeat (1) __________, Serving both developed and developing countries,FAO acts as a neutral forum (2) __________ all nations meet as equals (3)__________ negotiate agreements a[r]
In this paper, we obtain some multivalued strong laws of large numbers for triangular array of rowwise exchangeable random sets and fuzzy random sets in a separable Banach space in the Mosco sense. Our results are obtained without bounded expectation condition, with or without compactly uniformly in[r]
Môn học cung cấp cho học viên một số chủ đề quan trọng cơ bản của lý thuyết quá trình ngẫu nhiên, thuờng gặp trong ứng dụng. Hai chương đầu giới thiệu quá trình dừng ( biểu diễn phổ của quá trình dừng, vấn đề dự báo , tính chất ecgo dich, phương trình vi phân ngẫu nhiên trên quá trình dừng) và quá t[r]
Trên thanh công cụ Draw : click vào biểu tượng Ġ Ðánh trực tiếp vào dòng Command : Measure ( hoặc Me ( Trên Menu chính :chọn Draw\Point\Measure Trên Menu màn hình : chọn Draw 2\Measure Command: Me ↵ Select object to measure : chọn đối tượng muốn phân chia theosố[r]
Lecture 7: Bipolar Junction Transistor+BJT Design• Important features of a well-designed BJT(large β ):– Injected minority carriers do not recombine in thequasi-neutral base region.– Emitter current is comprised almost entirely ofcarriers injected into the base (rather than carriersinjected i[r]
in a future study. In these future studies different features might arise. On the lowertranch of the contributory economic capital the two rankings coincide. The lowest is 8A,the counterparty with the lowest correlation (around 13%) to all other members of theportfolio and the smallest default proba[r]
_an intention WILL > 23 A _I'LL BE FREE FOR MOST OF THE SUMMER, _neutral future Present continuous > 26A _I'M STARTING WORK IN SEPTEMBER, _an arrangement Present simple _> _26B _SHE FINI[r]