Usually non-maturity deposits form a considerable part of banks' assets and funding and thus hedging the interest rate risk of them is important. However, the available research addressing non-maturity deposit valuation is very limited. In this Thesis, we compare models for estimating the deposit rate and stock evolution and suggest suitable hedging possibilities for non-maturity deposits. Non-...

Generalizing Cox, Ingersoll, and Ross (1979), this paper defines the stochastic duration of a bond in a general multi-factor diffusion model as the time to maturity of the zero-coupon bond with the same relative volatility as the bond. Important general properties of the stochastic duration measure are derived analytically, and the stochastic duration is studied in detail in various well-known ...

in order to study of some effective phenologic and physiologic characteristics on 18 sunflower hybrids yield under optimum conditions, an experiment was conducted as randomized complete block design with three replications at the research field of seed and plant improvement institute-karaj in 2006-2007. the result indicated that the hybrids showed significant difference in phonologic characteri...

Monitoring thunderstorms activity is an essential part of operational weather surveillance given their potential hazards, including lightning, hail, heavy rainfall, strong winds or even tornadoes. This study has two main objectives: firstly, the description of a methodology, based on radar and total lightning data to characterise thunderstorms in real-time; secondly, the application of this met...

Experiment was designed to establish a more defi nitive relationship of phenological and physiological traits with yield in wheat using twenty fi ve spring wheat genotypes. Because many of these traits are interrelated, correlation coeffi cient, path analysis and principal component analysis were used to expose these relationships more clearly. Experiment was conducted at the Wheat Research Cen...

Development of wheat (Triticum spp.) is primary driven by temperature, but is also affected by other factors such as vernalization and photoperiod. Crop growth and development are often described in terms of calendar days. However, determining the development in terms of thermal time or physiological time is more accurate because it is an accumulation of the caloric energy needed for the o...