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Pricing and Liquidity of Complex and Structured Derivatives
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.
Helmut Schmidt and British-German Relations
The young Helmut Schmidt and British-German relations, 1945-74 -- Harold Wilson, 1974-76 -- James Callaghan, 1976-79 -- Margaret Thatcher, 1979-82.
The Schieltz Family History
Jean Pierre Schiltz, son of Dominique Schiltz and Marie Reiter, was born in 1824 in Aubange, Belgium. He married Marguerite Huberty (1839-1926) in 1858 in Ohio. He died in 1898 in Darke County, Ohio. Descendants and relatives lived mainly in Ohio.
Names of Foreigners Who Took the Oath of Allegiance to the Province and State of Pennsylvania, 1727-1775. with the Foreign Arrivals, 1786-1808
In 1727, the Pennsylvania Provincial Council passed a law requiring all "foreign" immigrants (i.e. those of non-British origin) to swear an oath of allegiance to the Crown. Lists of these immigrants were originally assembled for publication in the Pennsylvania Archives (Ser. 2, Vol. XVII), and they are reprinted here without change. This work, then, is an exhaustive list of "foreigners"-mostly Germans-who immigrated into the Province and, later, the State of Pennsylvania between the years 1727 and 1775 and again during the years 1786-1808. More to the point, it is a collection of ships' passenger lists, in many cases the lists being transcribed in entirety, with Captains' lists of passengers running up to the relatively late year of 1808. Along with the full name of the immigrant, including the names of all males over the age of sixteen, since that was the age they were obliged to take the oath, such information is given as name of ship, date of arrival, port of origin, and, in some instances, ages, names of wives, and names of children. An exhaustive index of surnames, running to more than 100 pages, contains about 35,000 references.
