This paper analyzes a family of multivariate point process models of correlated event timing
whose arrival intensity is driven by an affine jump diffusion. The components of an affine …

Emerging studies suggest a role for tau in regulating the biology of RNA binding proteins (RBPs).
We now show that reducing the RBP T-cell intracellular antigen 1 (TIA1) in vivo …

Douady, Hubbard and Branner have introduced the concept of a" limb" in the Mandelbrot set.
A quadratic map f (z)= z2+ c belongs to the p/q-limb if and only if there exist q external rays …

A multiname credit derivative is a security that is tied to an underlying portfolio of corporate
bonds and has payoffs that depend on the loss due to default in the portfolio. The value of a …

We define a class Σ of entire functions whose covering properties are similar to those of
rational maps. The set Σ is closed under composition of functions, and we show that when …

… Bianchi, CFA, is a PhD candidate in economics, and Lisa R. Goldberg is professor of statistics
at the University of … is the vector of excess returns of a benchmark portfolio—that is, R …

… Lisa Goldberg is grateful to her colleagues at MSCI Barra for their insights and invaluable
contributions to this book. We thank Richard Baggaley of Princeton University Press, our editor…

Background Eating disorders are lethal and heritable; however, the underlying genetic factors
are unknown. Binge eating is a highly heritable trait associated with eating disorders that …

Addictions are highly heritable disorders, with heritability estimates ranging from 39% to 72%.
Multiple studies suggest a link between paternal drug abuse and addiction in their children…

… In Giesecke and Goldberg [2004], we calibrate the model assuming that equity is a barrier
option on firm value whose strike price may be stochastic. A third assumption completes the …