Results 41 to 50 of about 14,887 (246)

Asymptotic Analysis for One-Name Credit Derivatives

Abstract and Applied Analysis, 2013
We propose approximate solutions to price defaultable zero-coupon bonds as well as the corresponding credit default swaps and bond options. We consider the intensity-based approach of a two-correlated-factor Hull-White model with stochastic volatility of
Yong-Ki Ma, Beom Jin Kim
doaj   +1 more source

Managing Credit Risk with Credit and Macro Derivatives [PDF]

SSRN Electronic Journal, 2003
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. In a partial{analytic framework we distinguish between the probability of default and the loss given default, model ...
Udo Broll, Gerhard Schweimayer, Peter Welzel   +2 more
openaire   +3 more sources

On the Friction and Wear Mechanisms of Electrified Steel Contacts in CO2: Unveiling the Role of Carbon‐Rich Tribofilms Under Dry Sliding Conditions

Advanced Materials Interfaces, EarlyView.
This study investigates friction and wear of AISI 52100 steel under dry sliding in CO2, air, and N2 atmospheres, with and without contact electrification. CO2 forms a stable carbon‐rich tribofilm that reduces friction by ∼30% and wear by ∼85%. High‐resolution TEM, EELS, and molecular dynamics reveal pressure‐dependent lubrication mechanisms, showing ...
Julio A. Cao‐Romero‐Gallegos, Seungjoo Lee, Cagatay Yelkarasi, Leonardo I. Farfan‐Cabrera, Ryuichi Okamoto, Hitoshi Washizu, Ali Erdemir   +6 more
wiley   +1 more source

Does the use of hedge derivatives improve the credit ratings of Brazilian companies?

Revista Contabilidade & Finanças
The purpose of this study is to identify the factors that may explain the attribution of credit ratings to firms, focusing especially on the impact of derivatives.
Rafael Moreira Antônio, Marcelo Augusto Ambrozini, Vinícius Medeiros Magnani, Alex A. T. Rathke   +3 more
doaj   +1 more source

The Evolution of Aerosol Jet Printing, A Review: Enhancing Material Versatility and Improvements for Next‐Generation Applications

Advanced Materials Technologies, EarlyView.
Aerosol Jet Printing (AJP) has emerged as a versatile additive manufacturing technique for high‐resolution, conformal, and multi‐material printing. This review highlights advances in printable materials, substrate compatibility, post‐processing, characterization, and process innovations, while critically discussing current challenges and future ...
Chandrachur Chatterjee, Rocco Lupoi, Michael J. Gibbons   +2 more
wiley   +1 more source

The usage of financial derivatives in financial risk management by non- financial companies in Serbia [PDF]

Industrija, 2017
In this paper we analyse the research results on corporate risk management practices, notably in light of the derivatives use in the large Serbian non-financial companies.
Živanović Branko, Mina Kobilarev
doaj   +1 more source

Collision‐Resilient Winged Drones Enabled by Tensegrity Structures

Advanced Robotics Research, EarlyView.
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, Raphael Zufferey, William Stewart, Mohammad Askari, Simon Jeger, Dario Floreano   +5 more
wiley   +1 more source

Adult Sex Ratio as a Demographic Feedback Linking Mating Systems, Parental Care, and Evolution

Advanced Science, EarlyView.
Breeding systems are some of the most diverse social behavior, and our team is investigation the evolutionary causes of this diversity. This review summarises our research carried out at the University of Bath. We argue that demographic components of wild populations, especially the adult sex ratio, plays a key role driving breeding system variation ...
Tamás Székely, Oscar G. Miranda
wiley   +1 more source

IMPLICATIONS OF CREDIT RISK TRANSFER ON BANK PERFORMANCES [PDF]

Economy and Sociology, 2015
The impact of the financial crisis has demonstrated the fragility of the banking sector and the need to implement new technologies that would allow not only insurance against the most important credit risk - credit risk, but development of lending ...
Victoria COCIUG, Victoria POSTOLACHE (DOGOTARI)   +1 more
doaj  

Do external commercial borrowings and financial development affect exports?

Cogent Business & Management, 2020
In this study, we examine the competitiveness effect of currency depreciation in the presence of external commercial borrowing (ECBs) and low financial development. The estimates of autoregressive distributed lag (ARDL) show the contractionary effects of
Ashis Kumar Pradhan, Gourishankar S Hiremath   +1 more
doaj   +1 more source