scholarly journals The Classification of Term Structure Shapes in the Two-Factor Vasicek Model - A Total Positivity Approach

Author(s):  
Martin Keller-Ressel
2010 ◽  
Vol 47 (3) ◽  
pp. 693-712
Author(s):  
A. Kaplun

In this paper, a finite-state mean-reverting model for the short rate, based on the continuous-time Ehrenfest process, will be examined. Two explicit pricing formulae for zero-coupon bonds will be derived in the general and special symmetric cases. Its limiting relationship to the Vasicek model will be examined with some numerical results.


2010 ◽  
Vol 47 (03) ◽  
pp. 693-712
Author(s):  
A. Kaplun

In this paper, a finite-state mean-reverting model for the short rate, based on the continuous-time Ehrenfest process, will be examined. Two explicit pricing formulae for zero-coupon bonds will be derived in the general and special symmetric cases. Its limiting relationship to the Vasicek model will be examined with some numerical results.


Author(s):  
Ponomarova L.V.

Goal. The aim of the study is to identify structures typical for the speech realization of terminological compounds in the institutionally legal segment of judicial discourse. The article presents an analysis of terminological compounds of different quantitative structure.Methods. To bring the need for terminological spoluks as more detailed and unambiguous forms of the term are supplemented by advanced methods: for the definition and description of the semantic structure of the previously described terminological spheres of the methodists; spiritual and visual signs of pre-visualized structures appeared for the additional statutory method; kіlkіsny method vikoristano for the value of the frequency of implantation of terminological spoluks in the texts of the institute and legal discourse.Results. The result of the investigation was the classification of terminological compounds of institutionally legal discourse by syntactic and semantic indicators. In modern terminology, the problem of modification, loss of properties of the term as a result of convergence of terminology with common vocabulary is relevant. This convergence is especially noticeable in legal discourse, due to its proximity to everyday communication. For this reason, so-called illusion of understanding the text appears. This is especially noticeable in the use of terminological compounds, where part of them is common vocabulary. Conclusions. Given the functional approach to the definition of the term, it can be stated that multicomponent terminological compounds meet all the requirements for the term, namely, are lexicalized phrases of special function, are included in all semiotic relations, and so on. They also perform a number of other functions that are uncharacteristic of one-word terminology. The functions of multicomponent terms are determined by the needs of institutionally legal discourse, and are related to the methods of word formation, each of which affects the coherence, connectivity and other characteristics of the text. The choice of terminology allows to provide absolutely comprehensive, detailed and accurate information.Key words: terminological connection, terminological system, professional vocabulary, common vocabulary, term structure. Мета. Метою дослідження є виявлення структур, типових для мовленнєвої реалізації термінологічних сполук в інституційно-правовому сегменті юридичного дискурсу. У статті представлений аналіз термінологічних сполук різної семантичної структури.Методи. Довести необхідність термінологічних сполук як більш вичерпних та деталізованих і однозначних форм терміна допомогають такі методи: для визначення і опису семантичної структури досліджуваних термінологічних сполук використовувався структурний метод; спільні і відмінні ознаки досліджуваних структур виявлялись за допомогою зіставного методу; кількісний метод використано для визначення частотності вживання термінологічних сполук у текстах інституційно-правового дискурсу. Результати. Результатом розвідки стала класифікація термінологічних сполук інституційно-правового дискурсу за синтаксичними та семантичними показниками. У сучасній термінології виникає проблема видозмінювання, втрати властивостей терміна в результаті конвергенції термінології із загальновживаною лексикою. Ця конвергенція помітна у юридичному дискурсі через його наближеність до повсякденного спілкування. Із цієї причини виникає так звана ілюзія розуміння тексту. Висновки. Зважаючи на функціональний підхід до визначення терміна, можна констатувати, що багатокомпонентні тер-мінологічні сполуки задовольняють всім вимогам, що пред’являються до терміна. Вони також виконують ряд інших функцій, які невластиві однослівній термінології. Термінологічна сполука має чітку дефініцію та структуру, завдяки чому усувається можливість неоднозначності. Семантична структура зазначених одиниць визначається потребами інституційно-правового дискурсу і пов’язана з методами словотворення, кожен з яких впливає на зв’язність, з’єднаність й інші характеристики тексту. Ключові слова: термінологічна сполука, терміносистема, професійна лексика, загальновживана лексика, структура терміна.


2016 ◽  
Vol 2 (2) ◽  
pp. 61-67
Author(s):  
Denis Zolotukhin

The article reports on the features of polysemy in French terminological systems of linguistics at inter-system and intra-system levels. The existing studies concerning terminological semantics allow pointing out two aspects of the term structure: a semantic structure representing a complex of meanings, and a structure of the terminological meaning representing a complex of semes. The first aspect supposes the analysis of terminological polysemy regarded as a negative characteristic of terms. According to the second aspect some particularities of denotative and significative levels and their correlation to scientific concepts can be analyzed. In the given study the component analysis of the definitions of French terms – such as ‘sémantème’, ‘mot’ and ‘signe’ – reveals different types of polysemy and terminological variation. The analysis of semantic structures of these terms shows that terminological deviations are caused by objective differences at significative and denotative levels of the meaning as well as by the subjective use of occasional contexts of terms in linguistic research. The suggested results allow constructing a new classification of meaning relations of linguistic terms. Each type of relations is correlated to different elements of the term structure. The hierarchy of these elements is embodied into an abstract model that can be applied for the analysis of any term of the modern linguistic terminology.


2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Chaoqun Ma ◽  
Jian Liu ◽  
Qiujun Lan

With the development of the Chinese interest rate market, SHIBOR is playing an increasingly important role. Based on principal component analysing SHIBOR, a two-factor Vasicek model is established to portray the change in SHIBOR with different terms. And parameters are estimated by using the Kalman filter. The model is also used to fit and forecast SHIBOR with different terms. The results show that two-factor Vasicek model fits SHIBOR well, especially for SHIBOR in terms of three months or more.


1966 ◽  
Vol 24 ◽  
pp. 21-23
Author(s):  
Y. Fujita

We have investigated the spectrograms (dispersion: 8Å/mm) in the photographic infrared region fromλ7500 toλ9000 of some carbon stars obtained by the coudé spectrograph of the 74-inch reflector attached to the Okayama Astrophysical Observatory. The names of the stars investigated are listed in Table 1.


Author(s):  
Gerald Fine ◽  
Azorides R. Morales

For years the separation of carcinoma and sarcoma and the subclassification of sarcomas has been based on the appearance of the tumor cells and their microscopic growth pattern and information derived from certain histochemical and special stains. Although this method of study has produced good agreement among pathologists in the separation of carcinoma from sarcoma, it has given less uniform results in the subclassification of sarcomas. There remain examples of neoplasms of different histogenesis, the classification of which is questionable because of similar cytologic and growth patterns at the light microscopic level; i.e. amelanotic melanoma versus carcinoma and occasionally sarcoma, sarcomas with an epithelial pattern of growth simulating carcinoma, histologically similar mesenchymal tumors of different histogenesis (histiocytoma versus rhabdomyosarcoma, lytic osteogenic sarcoma versus rhabdomyosarcoma), and myxomatous mesenchymal tumors of diverse histogenesis (myxoid rhabdo and liposarcomas, cardiac myxoma, myxoid neurofibroma, etc.)


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