The Matrix creator says that the film she made years ago — now deeply embedded in culture and beloved by fans as a transformative movie — came from a place of deep rage. Lilly Wachowski revealed the ...

A credit-sensitive note (CSN) is a corporate coupon-bearing bond whose floating coupon rates link to the credit rating of the corporation. Acharya, Das and Sundaram proposed a model to price them, but ...

'The Matrix' filmmaker and Showtime's 'Work in Progress' producer Lilly Wachowski reflected on trans community members sharing the importance of her films in their own coming out journeys. By Tre’vell ...

In this paper, we propose a new methodology for modeling credit transition probability matrixes (TPMs) using macroeconomic factors. We use two indicators, which we call bias and inertia, to summarize ...

This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology that uses aggregate proportions data. This methodology is ideal for credit-risk ...