Our object is to obtain more information about the fractal properties of super-Brownian motion. For d [greater-or-equal, slanted] 2 the closed support S(Yt) of super-Brownian motion has zero Lebesgue measure and fractal dimension 2. The exact Hausdorff measure properties of S(Yt) are also known....

We investigate why spreads on corporate bonds are so much larger than expected losses from default. Systematic factors make very little contribution to spreads, even if higher moments or downside effects are taken into account. Instead we find that sizes of spreads are strongly related to...