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The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
changes. Below, we investigate the determinants of credit spread changes. From a contingent-claims, or noarbitrage standpoint, credit spreads obtain for two fundamental reasons: 1) there is a risk of default, and 2) in the event of default, the bondholder receives only a portion of the promised payments

Conjugacy separability of 1-acylindrical graphs of free groups

by Owen Cotton-barratt, Henry Wilton , 2009
"... Abstract. We use the theory of group actions on profinite trees to prove that the fundamental group of a finite, 1-acylindrical graph of free groups with finitely generated edge groups is conjugacy separable. This has several applications: we prove that positive, C ′ (1/6) one-relator groups are con ..."
Abstract - Cited by 4 (1 self) - Add to MetaCart
Abstract. We use the theory of group actions on profinite trees to prove that the fundamental group of a finite, 1-acylindrical graph of free groups with finitely generated edge groups is conjugacy separable. This has several applications: we prove that positive, C ′ (1/6) one-relator groups

Iolus: A Framework for Scalable Secure Multicasting

by Suvo Mittra , 1997
"... As multicast applications are deployed for mainstream use, the need to secure multicast communications will become critical. Multicast, however, does not fit the point-to-point model of most network security protocols which were designed with unicast communications in mind. As we will show, securing ..."
Abstract - Cited by 325 (0 self) - Add to MetaCart
, securing multicast �or group � communications is fundamentally di�erent from securing unicast �or paired � communications. In turn, these differences can result in scalability problems for many typical applications. In this paper, we examine and model the differences between unicast and multicast security

Limit groups are conjugacy separable

by S. C. Chagas, P. A. Zalesskii - IJAC , 2007
"... We prove that non-uniform arithmetic lattices of SL2(C) and in particular the Bianchi groups are conjugacy separable. The proof based on recent deep results of Agol, Long, Reid and Minasyan. 1 ..."
Abstract - Cited by 6 (0 self) - Add to MetaCart
We prove that non-uniform arithmetic lattices of SL2(C) and in particular the Bianchi groups are conjugacy separable. The proof based on recent deep results of Agol, Long, Reid and Minasyan. 1

TWISTED CONJUGACY SEPARABLE GROUPS

by Evgenij Troitsky , 2006
"... Abstract. We study the notion of twisted conjugacy separability (essentially introduced in our previous paper for a proof of twisted version of Burnside-Frobenius theorem) and some related properties. We give examples of groups with and without this property and study its behavior under some extensi ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
Abstract. We study the notion of twisted conjugacy separability (essentially introduced in our previous paper for a proof of twisted version of Burnside-Frobenius theorem) and some related properties. We give examples of groups with and without this property and study its behavior under some

Conjugacy separability of certain torsion groups

by J. S. Wilson, P. A. Zalesskii , 1997
"... Abstract. It is shown that certain torsion groups studied by Grigorchuk and by Gupta and Sidki are conjugacy separable. 1. Introduction. In [1, 2, 3], R. I. Grigorchuk introduced and studied some remarkable new examples of finitely generated torsion groups. These groups are residually finite and ame ..."
Abstract - Cited by 5 (0 self) - Add to MetaCart
Abstract. It is shown that certain torsion groups studied by Grigorchuk and by Gupta and Sidki are conjugacy separable. 1. Introduction. In [1, 2, 3], R. I. Grigorchuk introduced and studied some remarkable new examples of finitely generated torsion groups. These groups are residually finite

ON CONJUGACY SEPARABILITY OF GRAPH PRODUCTS OF GROUPS

by Michal Ferov , 2014
"... ..."
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On conjugacy separability of some Coxeter groups . . .

by Ashot Minasyan, et al.
"... ..."
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A Criterion for the Conjugacy Separability of Amalgamated Free Products of Conjugacy Separable Groups

by Goansu Kim , C Y Tang
"... We first prove a criterion for the conjugacy separability of generalized free products of two conjugacy separable groups amalgamating a cyclic subgroup. Applying this result, we show that tree products of a finite number of conjugacy separable, residually finitely generated torsion-free nilpotent g ..."
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We first prove a criterion for the conjugacy separability of generalized free products of two conjugacy separable groups amalgamating a cyclic subgroup. Applying this result, we show that tree products of a finite number of conjugacy separable, residually finitely generated torsion-free nilpotent

Conjugacy separability and free products of groups with cyclic amalgamation

by L. Ribes, D. Segal, P. A. Zalesskii - J. London Math. Soc , 1998
"... A group G is conjugacy separable if whenever x and y are non-conjugate elements of G, there exists some finite quotient of G in which the images of x and y are non-conjugate. It is known that free products of conjugacy separable groups are again conjugacy separable [19, 12]. The property is not pres ..."
Abstract - Cited by 15 (2 self) - Add to MetaCart
A group G is conjugacy separable if whenever x and y are non-conjugate elements of G, there exists some finite quotient of G in which the images of x and y are non-conjugate. It is known that free products of conjugacy separable groups are again conjugacy separable [19, 12]. The property
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