Results 61 to 70 of about 121,966 (252)
Financial instruments fair value accounting for (not against) the banking industry [PDF]
, 2003 The paper analyses the effects of three sets of accounting rules for financial instruments - Old IAS before IAS 39 became effective, Current IAS or US GAAP, and the Full Fair Value (FFV) model proposed by the Joint Working Group (JWG) - on the financial ...
Gebhardt, Günther +2 more
core +1 more source
Advanced Functional Materials, EarlyView.This work presents an overview of the PTC‐VMD system for water‐hydrogen co‐generation. a) Illustration of the hydrogel‐based PTC membrane and the co‐generation of water and hydrogen. b) Structure of the PTC‐VMD system and the functions of each component layer.
Jiawei Sun +7 more
wiley +1 more source
Default Process Modeling and Credit Valuation Adjustment
, 2023 24 pages, 6 ...
openaire +2 more sources
Advanced Functional Materials, EarlyView.This study demonstrates a Maya blue‐inspired hybrid solar evaporator using commercial black acrylic paint, achieving 98% solar‐thermal conversion efficiency and 2.39 kg m−2 h−1 water evaporation rate through a durable, hydrophilic organic–inorganic structure that enables scalable, cost‐effective desalination and wastewater purification.
Dao Thi Dung +5 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 +3 more
core
Droplet Triboelectrification on Liquid‐Like Polymer Brushes
Advanced Functional Materials, EarlyView.This work investigates the triboelectrification of water droplets on polymer brush‐coated surfaces exhibiting minimal contact line pinning. Such surfaces enable the systematic study of electrode patterning and controlled changes in droplet contact area.
Mohammad Soltani +5 more
wiley +1 more source
What can we learn about credit risk from debt valuation adjustments? [PDF]
, 2022 Wen C. Lin +3 more
openalex +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
Central Clearing Valuation Adjustment
, 2017 This paper develops an XVA (costs) analysis of centrally cleared trading, parallel to the one that has been developed in the last years for bilateral transactions.
Armenti, Yannick, Crépey, Stéphane
core +2 more sources
Novel Bioconjugate Materials: Synthesis, Characterization and Medical Applications
Advanced Healthcare Materials, EarlyView.This review discusses the bioconjugation of novel materials grouped under “biological”, “hybrid” and “synthetic” categories. Medical applications ranging from cancer therapy and diagnostics to optogenetics and tissue engineering are explored, and conjugation trends are highlighted as a general guide. The review concludes with a comparison of techniques
Ellie Martin +6 more
wiley +1 more source