Merton-type models, also referred to as structural models, such as PortfolioManager (Kealhofer, 2001) and CreditMetrics (Gupton, Finger & Bhatia, 1997), have become the standard choice for financial ...
Marguerita is a Certified Financial Planner (CFP), Chartered Retirement Planning Counselor (CRPC), Retirement Income Certified Professional (RICP), and a Chartered Socially Responsible Investing ...
Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology ...
This is a preview. Log in through your library . Abstract Genetic potential for evolutionary change and covariational constraints are typically summarized as the genetic variance-covariance matrix G, ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Andy Smith is a Certified Financial Planner ...
Most advanced measurement approaches cannot simultaneously capture the overall dependence between operational risk components and be easy to use and understand. This paper proposes a mutual ...
The distribution of genetic variation among multiple traits is a key determinant of how a population will respond to selection (Lande, 1979; Schluter, 1996; Arnold et al., 2001). For the prediction of ...
You can use covariance and contravariance to provide polymorphic extension to delegates, arrays, and generics in C#. Here’s how. The C# programming language provides support for variance in two ways: ...
Covariance and contravariance are precise terms that describe which conversions are safe on parameters and return types. Learn practical definitions for those terms, what new constructs will be ...
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