A multiple-curve Heath-Jarrow-Morton (HJM) forward rate model driven by time-inhomogeneous Lévy processes is presented. In this approach to model spreads between curves for different tenors, credit as well as liquidity risk is taken into account. Deterministic conditions are derived to ensure the positivity of spreads and thus the monotonicity of the curves for the various tenors. Valuation for...

Vera Cooper Rubin, an icon of astronomy whose work revolutionized our understanding of the universe by confirming the existence of dark matter, passed away on December 25, 2016 at the age of 88. Vera had a lifelong love of the cosmos. “How could you possibly live on this Earth and not want to study the universe?” shewondered. Vera was a devoted champion of women in science and a beloved role mo...

We present an explicit formula for European options on coupon bearing bonds and swaptions in the Heath-Jarrow-Morton (HJM) one factor model with non-stochastic volatility. The formula extends the Jamshidian formula for zero-coupon bonds. We provide also an explicit way to compute the hedging ratio (∆) to hedge the option with its underlying.

Morton neuroma, or interdigital neuritis, is a compression neuropathy with associated perineural fibrosis that is caused by entrapment of the interdigital nerve near the distal edge of the transverse intermetatarsal ligament. The second and third interdigital nerves in the forefoot are most commonly involved. In one series, Morton neuroma was found to occur at an average age of 55 years (range,...

In this article, we show that a conjecture raised in [KLMR], which regards the coefficient of the highest term when we evaluate the sl2 weight system on the projection of a diagram to primitive elements, is equivalent to the Melvin-Morton-Rozansky conjecture, proven in [BG].

We performed a retrospective study of 131 patients who underwent microsurgical removal of statoacoustic neuroma at the University of Wuerzburg. Our goal was to evaluate objective audiovestibular findings prior to and after surgery. Our analysis focused on the evaluation of quantitative parameters in speech and pure-tone audiometry and on the reactivity of the vestibular system.

OBJECTIVE To compare the measurement properties of the de Morton Mobility Index (DEMMI) and the Hierarchical Assessment of Balance and Mobility (HABAM) in an older acute medical inpatient population. DESIGN Cross-sectional. SUBJECTS Older acute medical inpatients. METHODS The DEMMI, HABAM and further assessments were performed after hospital admission. Construct validity was assessed by t...

Kevin P. Cain, M.D., Kimberly D. McCarthy, B.Sc., M.M., Charles M. Heilig, Ph.D., Patama Monkongdee, M.Sc., Theerawit Tasaneeyapan, M.Sc., Nong Kanara, M.D., Michael E. Kimerling, M.D., M.P.H., Phalkun Chheng, M.D., M.P.H., Sopheak Thai, M.D., Borann Sar, M.D., Ph.D., Praphan Phanuphak, M.D., Ph.D., Nipat Teeratakulpisarn, M.D., Nittaya Phanuphak, M.D., Nguyen Huy Dung, M.D., Hoang Thi Quy, M.D...