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Journal of Computational Finance, 2019 Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk.
S. Crépey, M. Dixon
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Medical theses and derivative articles: dissemination of contents and publication patterns [PDF]
Scientometrics, 2017 Doctoral theses are an important source of publication in universities, although little research has been carried out on the publications resulting from theses, on so-called derivative articles.
Mercedes Echeverria +2 more
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Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations [PDF]
Journal of nonlinear science, 2017 High-dimensional partial differential equations (PDEs) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment models, or portfolio optimization models. The PDEs in such applications are
C. Beck, Weinan E, Arnulf Jentzen
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Fiat Justisia, 2020 The implementation of the principle of freedom of contract gives rise to the types of agreements not regulated in the law or The Indonesian Civil Code (ICC). We are familiar with the term Standard contract or standard agreement.
Dwi Ratna Indri Hapsari +1 more
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Risk Analysis as a Factor Affecting the Performance of Sharia Commercial Banks
IJEBD (International Journal of Entrepreneurship and Business Development), 2022 Purpose: This study aims to analyze the factors that influence the performance of sharia commercial banks by using Return on Assets (ROA) and Return on Equity (ROE) as dependent variables. The independent variables used are Non-Performing Financing (NPF)
Laely Aghe Africa +1 more
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Do Corporate Social Responsibility Activities Reduce Credit Risk? Short and Long-Term Perspectives
Sustainability, 2019 This study examines the short- and long-run effects of corporate social responsibility (CSR) activities on the credit risk implied in credit derivative prices.
T. Truong, Jungmu Kim
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A new credit derivatives pricing model under uncertainty process
Systems Science & Control Engineering, 2018 Due to many uncertainties in the financial market, the pricing process of credit derivatives has not only the characteristic of randomness but also nonrandom uncertainties. Thus, the absence of uncertain factors will make the pricing model and the actual
Liang Wu, Ya-ming Zhuang
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Copulas, credit portfolios, and the broken heart syndrome
Dependence Modeling, 2018 David X. Li is professor of Finance at the Shanghai Advanced Institute of Finance (SAIF). For more than two decades, he worked at leading nancial institutions in the areas of product development, risk management, asset/liability management, and ...
Giovanni Puccetti, M. Scherer
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Risks of derivative financial instruments in the activities of commercial banks
Економіка, управління та адміністрування, 2023 The evolution of derivative financial instruments opens up new opportunities for commercial banks and other companies to manage risks and obtain other economic benefits.
O.A. , О.S. , G.L.
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FEBS Open Bio, EarlyView.Chemoresistance in bladder cancer: Macrophage recruitment associated with CXCL1, CXCL5 and CXCL8 expression is characteristic of Gemcitabine/Cisplatin (Gem/Cis) Non‐Responder tumors (right side) while Responder tumors did not show substantial tumor‐stromal crosstalk (left side). All biological icons are attributed to Bioicons: carcinoma, cancerous‐cell‐
Sophie Leypold +11 more
wiley +1 more source