the first part where a new bivariate correlation estimator is introduced. This estimator is shown to be more flexible than … the first part where a new bivariate correlation estimator is introduced. This estimator is shown to be more flexible than …

default correlations is implemented. A Monte-Carlosimulation tool is used to examine how this 'correlation effect' varieswith …

and poverty on arson, in ways expected from theory. All findings support an economic model of crime. …

, where it persists even among large commercial operations. Six theoretical explanations for the observed correlation between …

In this paper, we extend the debate concerning Credit Default Swap valuation to include time varying correlation and co … that the time varying joint correlation matrix performed far superior as compared to the constant correlation matrix; the …

This half-semester course discusses decision theory and topics in game theory. We present models of individual decision …, supermodularity, monotone comparative statics, background risk, game theory, rationalizability, iterated strict dominance multi …-stage games, sequential equilibrium, trembling-hand perfection, stability, signaling games, theory of auctions, global games …

for the returns to the Vanilla contract, translated into dollars, and the dollar/Yen returns. This correlation is …