نتایج جستجو برای: down processes
تعداد نتایج: 720990 فیلتر نتایج به سال:
A portfolio credit derivative is a contingent claim on the aggregate loss of a portfolio of credit sensitive securities. We develop an economically motivated and computationally tractable top down valuation framework in which portfolio loss follows an affine point process. The magnitude of each loss is random and defaults are governed by an intensity that is driven by affine jump diffusion risk...
We finely describe the "coming down from infinity" for birth and death processes which eventually become extinct. Our biological motivation is to study the decrease of regulated populations which are initially large. Under general assumptions on the birth and death rates, we describe the behavior of the hitting time of large integers. We let two regimes appear and derive an expression of the sp...
Described are VHDL related methods and experiences from the RASSP programs model year effort. The "Virtual Prototype” development methodology is presented highlighting specific VHDL model views and their interact ions with sof tware design. Performance and Instruction Set Archi tec ture model ing areas o f the methodology are elaborated drawing from the experiences of the Demonstration team. Fi...
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