Results 31 to 40 of about 101,869 (240)

CVA and FVA to Derivatives Trades Collateralized by Cash

, 2013
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

Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani, Emmanuel Barbeau, Béatrice Lemesle, Emilie Milongo‐Rigal, Sophie Fernandez, Sandrine Charpentier, Jean‐François Albucher, Nicolas Raposo, Fabrice Bonneville, Patrice Péran, Jérémie Pariente   +10 more
wiley   +1 more source

APPLYING MPCA ANALYSIS TO EVALUATE FINANCIAL PERFORMANCE OF ROMANIAN LISTED COMPANIES [PDF]

Annals of the University of Oradea: Economic Science, 2017
The paper aims to investigate the main determinants of financial performance of Romanian companies using principal component analysis technique (PCA) for the year 2015 by constructing a composite index of financial performance and revealing also the main
Bogdan Victoria, Ban Olimpia Iuliana, Popa Dorina Nicoleta   +2 more
doaj  

Artificial Intelligence in Systemic Sclerosis: Clinical applications, challenges, and future directions

Arthritis Care &Research, Accepted Article.
Systemic sclerosis (SSc) is a rare autoimmune disease defined by immune dysregulation, vasculopathy, and progressive fibrosis of the skin and internal organs. Despite advances in care, major complications such as interstitial lung disease (ILD) and myocardial involvement remain the leading causes of morbidity and mortality.
Cristiana Sieiro Santos, José Miguel Sequí‐Sabater, Diego Benavent   +2 more
wiley   +1 more source

On the Influence of Antioxidants and Recycled MgO–C Source Material on the Mechanical Properties of Carbon‐Bonded Magnesia Refractories

Advanced Engineering Materials, EarlyView.
The presented study focuses on the fracture behaviour of carbon‐bonded magnesia MgO–C refractories, where environmentally friendly fructose, collagen and lignin serve as temporary binding agents. The partial substitution of the source material with recycled MgO–C reduces the fracture resistance, which can be counteracted by the additional introduction ...
Marc Neumann, Tom Weber, Jana Hubálková, Florian Kerber, Dinesh Kumar Gunasekar, Hans Jelitto, Christos G. Aneziris   +6 more
wiley   +1 more source

Nonlinear Valuation under Collateral, Credit Risk and Funding Costs: A Numerical Case Study Extending Black-Scholes [PDF]

, 2014
We develop an arbitrage-free framework for consistent valuation of derivative trades with collateralization, counterparty credit gap risk, and funding costs, following the approach first proposed by Pallavicini and co-authors in 2011.
Brigo, Damiano, Liu, Qing, Pallavicini, Andrea, Sloth, David   +3 more
core  

Cathodic Cage Plasma Deposition of Nanostructured Cu–Fe–Se Coatings on Poly(methyl Methacrylate)

Advanced Engineering Materials, EarlyView.
Nanostructured Cu–Fe–Se coatings are deposited on PMMA by a modified cathodic cage plasma process, enabling low‐temperature deposition on polymer substrates. A transition from discontinuous to compact morphology is observed with temperature, with optimal properties at 200°C, where improved CuFeSe2‐type bonding, lowest sheet resistance, and favorable ...
V. S. S. Sobrinho, M. Naeem, T. H. C. Costa, M. S. Libório, J. C. A. Queiroz, C. B. B. Luna, R. R. M. Sousa, P. S. Vieira, E. M. Araújo   +8 more
wiley   +1 more source

Valuation and Hedging of Contracts with Funding Costs and Collateralization [PDF]

, 2014
The research presented in this work is motivated by recent papers by Brigo et al. (2011), Burgard and Kjaer (2009), Cr\'epey (2012), Fujii and Takahashi (2010), Piterbarg (2010) and Pallavicini et al. (2012).
Bielecki, Tomasz R., Rutkowski, Marek
core  

Optoelectronic Synaptic Devices Using Molecular Telluride Phase‐Change Inks for Three‐Factor Learning

Advanced Functional Materials, EarlyView.
Optoelectronic synaptic devices based on solution‐processed molecular telluride GST‐225 phase‐change inks are demonstrated for three‐factor learning. A global optical signal broadcast through a silicon waveguide induces non‐volatile conductance updates exclusively in locally electrically flagged memristors.
Kevin Portner, Dhananjeya Kumaar, Giacomo Torti, Killian Keller, Till Zellweger, Florian M. Schenk, Christoph Weilenmann, Daniel Chelladurai, Vara Prasad Jonnalagadda, Ghazi Sarwat Syed, Vanessa Wood, Jürg Leuthold, Alexandros Emboras, Maksym Yarema, Mathieu Luisier   +14 more
wiley   +1 more source

Credit, funding, margin, and capital valuation adjustments for bilateral portfolios [PDF]

Probability, Uncertainty and Quantitative Risk, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Albanese, Claudio, Caenazzo, Simone, Crépey, Stéphane   +2 more
openaire   +1 more source