Results 51 to 60 of about 220,257 (288)
Programmable Microscale Actuation of Hydrogels With Tunable Response via Printing on Particles
We fabricate microscale hydrogels with precisely tunable phase transition temperatures (23–60 °C) by particle‐templated two‐photon polymerization using chemically tailored inks. Multi‐material printing enables stepwise thermal actuation through sequential volume changes at distinct VPTTs, while pH‐dependent hysteresis drives anisotropic actuation with ...
Xueting Shen +4 more
wiley +1 more source
Managing Credit Risk with Credit and Macro Derivatives [PDF]
The industrial organization approach to the microeconomics of banking augmented by uncertainty and risk aversion is used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank.
Gerhard Schweimayer +2 more
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Should derivatives be privileged in bankruptcy? [PDF]
Derivatives enjoy special status in bankruptcy: they are exempt from the automatic stay and effectively senior to virtually all other claims. We propose a corporate finance model to assess the effect of these exemptions on a firm's cost of borrowing and ...
Aghion +31 more
core +1 more source
Collision‐Resilient Winged Drones Enabled by Tensegrity Structures
Based on structures of birds such as the woodpeck, this article presents the collision‐resilient aerial robot, SWIFT. SWIFT leverages tensegrity structures in the fuselage and wings which allow it to undergo large deformations in a crash, without sustaining damage. Experiments show that SWIFT can reduce impact forces by 70% over conventional structures.
Omar Aloui +5 more
wiley +1 more source
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
This study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller +2 more
doaj +1 more source
The financial crisis of 2007–2009, the effects of which the world is experiencing today, has had a very negative impact on the economies of many developed countries. There are several dozen causes that have led to a downturn in the economy and a start of
A.O. Petruk
doaj +1 more source
Credit derivatives: new financial instruments for controlling credit risk [PDF]
One of the risks of making a bank loan or investing in a debt security is credit risk, the risk of borrower default. In response to this risk, new financial instruments called credit derivatives have been developed in the past few years.
Robert S. Neal
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CVA and FVA to Derivatives Trades Collateralized by Cash
In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining ...
Wu, Lixin
core +1 more source
Innovative fabrication methods are crucial for developing next‐generation supercapacitors. These techniques optimize electrode structures, boosting energy and power density while enabling scalable production. By overcoming current limitations, advanced fabrication unlocks supercapacitors' potential as efficient, reliable energy storage for diverse ...
Nikita A. Wadodkar +8 more
wiley +1 more source
Calibrating risk-neutral default correlation. [PDF]
The implementation of credit risk models has largely relied on the use of historical default dependence, as proxied by the correlation of equity returns. However, as is well known, credit derivative pricing requires risk-neutral dependence.
Elisa Luciano
core

