There is intense debate in the industry about best practices for marking, managing and mitigating counterparty risk charges and funding costs. The inclusion of funding valuation adjustment(FVA) for ...

Let Xt be a linear process defined by Xt=Σ k=0 ∞ψ kε t-k, where {ψ k,k≥ 0} is a sequence of real numbers and {ε k, k = 0,±1,±2,...} is a sequence of random variables. Two basic results, on the ...

Proceedings of the American Mathematical Society, Vol. 126, No. 4 (Apr., 1998), pp. 1181-1189 (9 pages) The aim of this paper is to investigate the properties of the maximum of partial sums for a ...

Symmetry and invariance lie at the heart of modern physical theories, serving as guiding principles in our understanding of the natural world. These ideas are central to elucidating conservation laws ...

Organizing principles are needed to link organismal, community and ecosystem attributes across spatial and temporal scales. Here we extend allometric theory—how attributes of organisms change with ...