1B1C number term

zero-coupon bond prices, forward rates, or the short rate. • Bond price and forward rate models are usually non-Markovian

• The binomial interest rate tree can be used to calculate the yield volatility of zero-coupon bonds.. • Consider an n-period

Based on the suggestions collected from the Principal Questionnaire and this questionnaire, feedback collected from various stakeholders through meetings and

The Seed project, REEL to REAL (R2R): Learning English and Developing 21st Century Skills through Film-making in Key Stage 2, aims to explore ways to use film-making as a means

The long-term solution may be to have adequate training for local teachers, however, before an adequate number of local teachers are trained it is expedient to recruit large numbers

We point out that extending the concepts of r-convex and quasi-convex functions to the setting associated with second-order cone, which be- longs to symmetric cones, is not easy

Joint “ “AMiBA AMiBA + Subaru + Subaru ” ” data, probing the gas/DM distribution data, probing the gas/DM distribution out to ~80% of the cluster. out to ~80% of the cluster

Hence, we have shown the S-duality at the Poisson level for a D3-brane in R-R and NS-NS backgrounds.... Hence, we have shown the S-duality at the Poisson level for a D3-brane in R-R