User profiles for O. Cheyette

Oren Cheyette

Verified email at berkeley.edu
Cited by 715

Effective action for the standard model with large Higgs mass

O Cheyette - Nuclear Physics B, 1988 - Elsevier
… needed at one loop to regulate the nonlinear o-model, or the divergences of locally …
There are only three free components, and we may choose o to be constrained: a 2= v 2- ~r …

Derivative expansion of the effective action

O Cheyette - Physical review letters, 1985 - APS
… Oren Cheyette … terms for a single scalar field, and of the two-derivative terms for O(N)
scalar field theory. … where b; here corresponds to b; o in (8). The upshot of all of this is that …

Markov representation of the Heath-Jarrow-Morton model

O Cheyette - Available at SSRN 6073, 2001 - papers.ssrn.com
This paper provides a derivation of an arbitrage free approximation to any HJM model as a
continuous time Markov model with a finite number of state variables. Arbitrage freedom is …

The effective one-loop action in the strongly interacting standard electroweak theory

O Cheyette, MK Gaillard - Physics Letters B, 1987 - Elsevier
… where o 250 GeV is the electroweak symmetry breaking scale, and the unitary matrix U is
an SU(2) group element with field dependent parameters; U- 1 in the unitary gauge. We work …

Market implied ratings

LL Breger, LR Goldberg, O Cheyette - Risk Magazine, July, 2003 - papers.ssrn.com
Recent high-profile defaults of investment grade bond issuers have demonstrated the
weakness of conventional ratings in rapidly changing circumstances. We propose a simple …

Implied prepayments

O Cheyette - Journal of Portfolio Management, 1996 - papers.ssrn.com
… 5 The existence of this kind of prepayment risk has been noted before in Cheyette, op. cit.,
and in R. Kahn, “Fixed Income Risk Modeling for the ’90s,” The Journal of Portfolio …

[PDF][PDF] Production of single W bosons in e+ e-collisions

O Cheyette - 1983 - escholarship.org
The now standard Glashow-Weinberg-Salam (GWS) model of weak and electromagnetic
interactions has had many successes, notably the prediction of the recently detected Wand Z …

OAS analysis for CMOs.

O Cheyette - Journal of Portfolio Management, 1994 - elibrary.ru
Provides examples of the applications of option-adjusted (OAS) analysis to collateralized
mortgage obligations (CMOs). Analysis of fixed-income securities with embedded options; OAS …

Empirical credit risk

O Cheyette, T Tomaich - Barra Fixed Income Research Working …, 2003 - papers.ssrn.com
We describe an empirically motivated model of credit risk based on a study of the relation
between returns to corporate bonds, government bonds and equities. Examining almost …

Characteristic functions in the Cheyette interest rate model

I Beyna, U Wystup - 2011 - econstor.eu
… We investigate the characteristic functions of multi-factor Cheyette Models and the … We
will follow the ansatz of O. Cheyette (Cheyette 1994) and use a separable volatility term …