By Y. Alavi, D. R. Lick, A. T. White
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Content material: bankruptcy 1 uncomplicated innovations (pages 21–43): bankruptcy 2 bushes (pages 45–69): bankruptcy three colorations (pages 71–82): bankruptcy four Directed Graphs (pages 83–96): bankruptcy five seek Algorithms (pages 97–118): bankruptcy 6 optimum Paths (pages 119–147): bankruptcy 7 Matchings (pages 149–172): bankruptcy eight Flows (pages 173–195): bankruptcy nine Euler excursions (pages 197–213): bankruptcy 10 Hamilton Cycles (pages 26–236): bankruptcy eleven Planar Representations (pages 237–245): bankruptcy 12 issues of reviews (pages 247–259): bankruptcy A Expression of Algorithms (pages 261–265): bankruptcy B Bases of Complexity thought (pages 267–276):
Within the spectrum of arithmetic, graph conception which reports a mathe matical constitution on a collection of parts with a binary relation, as a well-known self-discipline, is a relative newcomer. In contemporary 3 a long time the interesting and quickly starting to be zone of the topic abounds with new mathematical devel opments and critical functions to real-world difficulties.
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Extra info for Graph Theory and Applications
Term structure models are specific applications of term structure theory. The joint stochastic process is driven by sources of uncertainty. For continuous processes, the sources of uncertainty are often specified as Wiener processes. If the evolution of the yield curve can be represented by Markovian state variables, these variables are called factors. A general theory of one-factor term structure models is given in the 1977 paper “An Equilibrium Characterization of the Term Structure” (Chapter 6).
This produces estimates of the discount function as a continuous function of time. For cubic or higher order splines, the forward rates are a smooth function. Since the model is linear in the discount function, ordinary least-squares regression techniques can be used. In addressing the effect of taxation, McCulloch [1975a] estimates the after-tax term structure of interest rates and the marginal income tax rate. Estimates of the tax rate were achieved by minimizing the standard error of the regression.
It was a completely nonanalytical approach, based on the relationship with the client and on experience. We proposed that the stock market in effect does all that—that it’s the aggregate judgment of hundreds of thousands of investors, with the bottom line of their evaluation expressed as the price at which they’re willing to buy and sell the stock. If we could succeed in extracting the information from the stock and converting it to the valuation of the credit, we’d capitalize on all this information.
Graph Theory and Applications by Y. Alavi, D. R. Lick, A. T. White