This paper explores a reasonable coupon rate for basket credit linked notes (CLN) with issuer default risk. Based on the one factor Gaussian copula model, this paper proposes three methods for incorporating issuer default into basket CLN pricing. Numerical results indicate that issuer default risk impacts basket CLN coupon rate. Furthermore, the coupon rate differs with changes in correlation s...

A molecular basket with four cholate units assembled on a cone-shaped calix[4]arene assumed reversed micelle-like conformation in 5% methanol/carbon tetrachloride. The inwardly facing hydroxyl groups on the cholates concentrated the polar solvent from the mostly nonpolar mixture. Methanolysis of alkyl halides benefited from the concentrated pocket of methanol if the substrate was capable of ent...

PURPOSE To compare stone retrieval and release from seven basket designs in vitro. MATERIALS AND METHODS We tested two tipped and one tipless NCompass models, three other tipless Nitinol designs (NCircle, Sur-Catch, and Dimension), and the Segura Hemisphere for their ability to retrieve and release single beads 8, 6, 5.6, and 5 mm diameter and multiple beads 3.6 mm diameter in both a ureteral...

Harbor seals (Phoca vitulina) inhabiting Puget Sound (WA, USA) recently were found to be seven times more contaminated with polychlorinated biphenyls (PCBs) than those inhabiting the adjacent Strait of Georgia (BC, Canada). We carried out a food basket approach to approximate realistic dietary exposures of both new (e.g., polybrominated diphenyl ethers [PBDEs]) and legacy (e.g., dichlorodipheny...