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  2. CA$hMAN

    www.statslab.cam.ac.uk/~frank/cashman.html
    24 Jul 2006: Tariffing in the new IP/ATM environment.
  3. A note on invariant measures for HJMmodels1 Michael Tehranchi ...

    www.statslab.cam.ac.uk/~mike/papers/HJMinvariant.pdf
    15 Feb 2006: 1760, Springer-Verlag, 2001. [9] Heath, D., R. Jarrow, and A. Morton: Bond pricing and the term structureof the interest rates: a new methodology, Econometrica 61(1) 77-105 (1992).
  4. AccFinalPaper.dvi

    www.statslab.cam.ac.uk/~rjs57/AccFinalPaper.pdf
    3 Feb 2006: a new individual at its time of death, we propose to estimate T by. ... Introduction to Linear Regression Analysis. Wiley, New York. Murray K and Murray T.
  5. 1 Aug 2006: The challenge of realising new data applications is not unique to the public sector. ... better security technologies, access controls, search algorithms) and raise new concerns about data use (e.g.
  6. PG5.dvi

    www.statslab.cam.ac.uk/~rrw1/research/PG-Courcoubetis-Weber.pdf
    28 Jun 2006: θ θ̄. θ θ̄]. (30). This has a unique solution if θ has a distribution that is ‘new better than used in expectation’(NBUE), i.e., the right hand side of ... An interesting issue is how stability is affected by agents departing and new agents
  7. Data Mashing

    www.statslab.cam.ac.uk/~frank/TALKS/data_mashing_RS.pdf
    27 Jul 2006: New bus service. Web mashing - (busmonster). Example: Bus Monster begins with Google Maps, overlays bus stops by scraping the King County Metro Trip Planner, adds real-time estimates of bus arrival ... This appears to be enormously difficult.".
  8. doi:10.1016/j.spa.2004.05.007

    www.statslab.cam.ac.uk/~mike/papers/explicit_solutions.pdf
    15 Feb 2006: Proof. De:ne new processes V and Ṽ by. Vt = Wt t0s ds and Ṽ t = W̃t.
  9. • Ingenia 29

    www.statslab.cam.ac.uk/~frank/PAPERS/ingenia.pdf
    29 Dec 2006: Payment mechanisms couldpiggy-back on existing services,for example, pay-as-you-driveinsurance, satellite navigation orbreakdown services, or couldoffer new opportunities formarket entry. ... Further referenceThe Academy has produced a statement entitled
  10. The Annals of Applied Probability2004, Vol. 14, No. 3, ...

    www.statslab.cam.ac.uk/~mike/papers/HJMhedge.pdf
    15 Feb 2006: P̂t (θ) = P̃t (t θ).For the finite-factor HJM model, this new process is a weak solution of thefollowing stochastic partial differential equation:. ... Moreover, the Malliavin derivative of the terminal underlying priceshould be related to this new
  11. pcm_proof

    www.statslab.cam.ac.uk/~frank/PAPERS/PRINCETON/pcm0052.pdf
    1 May 2006: Now sup-pose that a new link is added, between nodes W andE, as shown in Figure 3(b). ... 1956.Studies in the Economics of Transportation. CowlesCommission Monograph. New Haven, CT: Yale Univer-sity Press.

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