Mark Fisher

Publication List Details

Period

1968 - 2008

Number

32

Co-Authors

Driving Cattle in Normandy (2008)

Fisher, Mark (British Painter, 1841-1923)

Fisher was a British artist, born in America, who studied with Charles Gleyre in Paris and returned to France in 1871, settling in England in the following year. He spent some time in Normandy, where...

The Bathers (2008)

Fisher, Mark (British Painter, 1841-1923)

Fisher was a British artist, born in America, who studied with Charles Gleyre in Paris and returned to France in 1871, settling in England in the following year. He spent some time in Normandy.

Notes and Fragments (review) (2007)

Fisher, Mark.

Journal of the History of Philosophy - Volume 45, Number 3, July 2007

Visualising Error Surfaces For Adaptive Filters And Other Purposes (2003)

Mark Fisher, Danilo M, J. Andrew Bangham, Richard Harvey

Modern neural and adaptive systems often have complicated error performance surfaces with many local extrema. Visualising and understanding these surfaces is critical to effective tuning of these...

Scale-Space Trees and Applications as Filters, for Stereo Vision and Image Retrieval (1999)

J. Andrew Bangham, Kimberly Moravec, Richard Harvey, Mark Fisher

Images are re-mapped as scale-space trees. The minimal data structure is then augmented by "complement nodes" to increase the practical value of the representation. It is then shown how the resulting...

Financial Innovation And The Role Of Derivative Securities: An Empirical Analysis Of The Treasury Strips Program (1999)

Mark Grinblatt, Francis A. Longsta, Gregory Duee, Mark Fisher, Hedi Kallal, Avi Kamara, ...

The role that financial innovation plays in financial markets is very controversial. To provide insight into this role, we examine how market participants use the highly successful Treasury STRIPS...

Stock Market Fluctuations and the Term Structure (1999)

Chunsheng Zhou, Mark Fisher, Craig Mackinlay, Matt Pritsker, Robert Stambaugh

This paper uses the term structure of interest rates to explain the variations of stock prices and stock returns. It shows that interest rates have an important impact on stock returns, especially at...

Around and around: The expectations hypothesis (1999)

Mark Fisher, Christian Gilles

We show how to construct arbitrage-free models of the term structure of interest rates in which various expectations hypotheses can hold. McCulloch (1993) provided a Gaussian non-Markovian example of...

Spanning and Derivative-Security Valuation (1999)

Gurdip Bakshi, Dilip Madan, David Bates, Peter Carr, Alex David, Steve Figlewski, ...

This paper proposes a methodology for the valuation of contingent securities. In particular, it establishes how the characteristic function (of the future uncertainty) is basis augmenting and spans...

Spanning and Derivative-Security Valuation (1999)

Gurdip Bakshi, Dilip Madan, David Bates, Peter Carr, Alex David, Steve Figlewski, ...

This paper proposes a methodology for the valuation of contingent securities. In particular, it establishes how the characteristic function (of the future uncertainty) is basis augmenting and spans...

Characterization of Scrap Materials for Mass Detonating Energetic Materials (1998)

Phelan, James M., Barnett, James L., Fisher, Mark, Holland, Ryan

Military test and training ranges generate scrap materials from targets and ordinance debris. These materials are routinely removed from the range for recycling; however, energetic material residues...

Detection of Landmines and Suspected Minefields Using Novel Amplifying Fluorescent Polymers (1998)

LA Grone, Marcus, Fisher, Mark, Cumming, Colin, Towers, Eric

This report describes continuing efforts to detect landmines by using novel fluorescent polymers that sense the ultra-trace concentrations of nitroaromatic compounds emanating from explosives...

Explosive Chemical Signature-Based Detection of IEDs (1998)

Fisher, Mark

The objectives of this contract were as follows: To further characterize and understand the explosive chemical signature of improvised explosive devices (IEDs); Develop and adapt high-volume sampling...

Kant's Critical Attitude Towards The Only Possible Argument (1998)

Fisher, Mark Jr.

Kant's Critical Attitude Towards The Only Possible Argument by Mark Fisher Chair: Eric Watkins Philosophy (Abstract) A great deal of attention has been paid to Kant's claim in the Critique of Pure...

Kant's Critical Attitude Towards The Only Possible Argument (1998)

Fisher, Mark Jr.

Kant's Critical Attitude Towards The Only Possible Argument by Mark Fisher Chair: Eric Watkins Philosophy (Abstract) A great deal of attention has been paid to Kant's claim in the Critique of Pure...

El millonario instantáneo (1989)

Fisher, Mark

Traducción de: The Instant Millionaire

Happy hour economics, or how an increase in demand can produce a decrease in price

Mark Fisher

The standard supply-and-demand model is typically an economist’s most important analytical tool, but in some situations it does not capture the features of interest. For example, during “happy...

Modeling the term structure of interest rates: an introduction

Mark Fisher

The yield curve, or the term structure of interest rates, plays a central role in the economy. Monetary policy is conducted by targeting rates at the short end of the curve, and longer-term yields...

Consumption and Asset Prices with Recursive Preferences: Continuous-Time Approximations to Discrete-Time Models

Mark Fisher

This paper presents tractable and efficient numerical solutions to general equilibrium models of asset prices and consumption when the representative agent has recursive preferences. It provides a...

A SERIES SOLUTION TO A SECOND-ORDER QUASI-LINEAR PDE USING MATHEMATICA

Mark Fisher

Mathematica provides powerful tools for solving differential equations. The functions LogicalExpand and Series can be used to decompose a PDE into a system of ODEs which can then be solved...

Around and around: the expectations hypothesis

Mark Fisher, Christian Gilles

We show how to construct arbitrage-free models of the term structure of interest rates in which various expectations hypotheses can hold. McCulloch (1993) provided a Gaussian non-Markovian example of...

Consumption and asset prices and recursive preferences

Mark Fisher, Christian Gilles

We analyze consumption and asset pricing with recursive preferences given by Kreps--Porteus stochastic differential utility (K--P SDU). We show that utility depends on two state variables: current...

Consumption and asset prices with homothetic recursive preferences

Mark Fisher, Christian Gilles

When preferences are homothetic, utility can be expressed in terms of current consumption and a variable that captures all information about future opportunities. We use this observation to express...

Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models

Mark Fisher

This paper presents tractable and efficient numerical solutions to general equilibrium models of asset prices and consumption where the representative agent has recursive preferences. It provides a...

Forces that shape the yield curve: Parts 1 and 2

Mark Fisher

The yield curve is shaped by (1) expectations of the future path of short-term interest rates and (2) uncertainty about the path. Uncertainty affects the yield curve through two channels: (1)...

Forces that shape the yield curve

Mark Fisher

The yield curve shows how the yield on a government bond depends on the bond's maturity. Monetary policymakers and observers pay special attention to the shape of the yield curve as an indicator of...

Special repo rates: an introduction

Mark Fisher

Transactions involving repurchase agreements (known as repos and reverses) are important tools the Federal Reserve uses in implementing monetary policy. By undertaking such transactions with primary...

Around and Around: The Expectations Hypothesis

Mark Fisher, Christian Gilles

We show how to construct models of the term structure of interest rates in which the expectations hypothesis holds. McCulloch (1993) presents such a model, thereby contradicting an assertion by Cox,...