This paper explores a reasonable coupon rate for basket credit linked notes (CLN) with issuer default risk. Based on the one factor Gaussian copula model, this paper proposes three methods for incorporating issuer default into basket CLN pricing. Numerical results indicate that issuer default risk impacts basket CLN coupon rate. Furthermore, the coupon rate differs with changes in correlation s...

A molecular basket with four cholate units assembled on a cone-shaped calix[4]arene assumed reversed micelle-like conformation in 5% methanol/carbon tetrachloride. The inwardly facing hydroxyl groups on the cholates concentrated the polar solvent from the mostly nonpolar mixture. Methanolysis of alkyl halides benefited from the concentrated pocket of methanol if the substrate was capable of ent...

Introdouction: Impacted and partially erupted third molars can cause various symptoms and pathologies. The aim of this study was to determine the association between commonly observed pathological conditions and the impaction depth of lower third molar teeth. Materials and methods: In this retrospective study, 370 panoramic radiographs including 724 lower third molars were evaluated to asses...

PURPOSE To compare stone retrieval and release from seven basket designs in vitro. MATERIALS AND METHODS We tested two tipped and one tipless NCompass models, three other tipless Nitinol designs (NCircle, Sur-Catch, and Dimension), and the Segura Hemisphere for their ability to retrieve and release single beads 8, 6, 5.6, and 5 mm diameter and multiple beads 3.6 mm diameter in both a ureteral...

Harbor seals (Phoca vitulina) inhabiting Puget Sound (WA, USA) recently were found to be seven times more contaminated with polychlorinated biphenyls (PCBs) than those inhabiting the adjacent Strait of Georgia (BC, Canada). We carried out a food basket approach to approximate realistic dietary exposures of both new (e.g., polybrominated diphenyl ethers [PBDEs]) and legacy (e.g., dichlorodipheny...

Synaptic efficacy is modified following a brief train of high frequency stimulation (HFS) to a cell's afferent fibers (long-term potentiation, LTP). Modulation of synaptic efficacy could be achieved through changes in excitability of interneurons. To test this hypothesis, we used the in vitro hippocampal slice to record intracellularly from CA1 basket cell interneurons before and following a pe...

The credit derivatives market has experienced remarkable growth over the past decade. As such, there is a growing interest in tools for pricing of the most prominent credit derivative, the credit default swap (CDS). In this paper, we propose a heuristic algorithm for pricing of basket default swaps (BDS). For this purpose, genetic network programming (GNP), which is one of the recent evolutiona...

objective: the present study assessed the association of size, axial angulation, developmental stage and bud position of the mandibular third molar with the second molar impaction in patients with mandibular second molar impaction. methods: in this descriptive-analytical study (case-control design), dental records of 5,420 patients in the age range of 12-15 years who underwent orthodontic treat...