Extracting Information from the Market to Price the Weather Derivatives [PDF]
Weather derivatives were first launched in 1996 in the United-States to allow companies to protect themselves against weather fluctuations. Even now their valuation still remains tricky. Because their underlying is not a traded asset, the weather options
Hélène Hamisultane
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Credit Derivatives in an Affine Framework [PDF]
We develop a general and efficient method for valuating credit derivatives based on multiple entities in an affine framework. This includes interdependence of market and credit risk, joint credit migration and counterparty default risk of multiple firms.
Damir Filipovic, Li Chen
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How Are Derivatives Used? Evidence from the Mutual Fund Industry [PDF]
Approximately 20 percent of the 675 equity mutual funds analyzed in this paper invest in derivatives. We compare the return distributions of equity mutual funds that invest in derivatives to those that do not.
Jeffrey Pontiff, Jennifer Koski
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Tracking the Progress of Biocomposites Based on Poly(3-hydroxybutyrate) with Hypromellose Additives via Thermal Analysis, Mechanical Properties, and Biological Studies. [PDF]
Int J Mol SciMaternia-Dudzik K +10 more
europepmc +1 more source
Precipitation Inhibition by Small-Molecule Analogues To Sustain Drug Supersaturation. [PDF]
Mol PharmRoy P, Kavanagh ON.
europepmc +1 more source
, 2014 Charles University in Prague Faculty of Pharmacy in Hradec Králové Department of Pharmaceutical Technology Student: Šárka Hávová Supervisor: PharmDr. Jitka Mužíková, Ph.D.
Hávová, Šárka
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Investigating the Impact of Food Induced Fluid Viscosity on Disintegration and Dissolution of Immediate Release Midodrine HCl Tablet. [PDF]
AAPS JDoole FT +10 more
europepmc +1 more source
Pricing the Weather Derivatives in the Presence of Long Memory in Temperatures [PDF]
Weather derivatives are financial contracts for which the underlying is not a traded asset. Therefore, they cannot be priced by the traditional financial theory based on the hedging portfolio and on the arbitrage-free argument.
Hélène Hamisultane
core
Hydroxypropyl Methylcellulose-A Key Excipient in Pharmaceutical Drug Delivery Systems. [PDF]
PharmaceuticsVlad RA +6 more
europepmc +1 more source
Playing Hardball: Relationship Banking in the Age of Credit Derivatives [PDF]
This paper develops a contracting framework in order to explore the effects of credit derivatives on banks’ incentives to monitor loans, their incentives to intervene, and, ultimately, borrowers’ incentives to perform. We show that (i) credit derivatives
Stefan ARPING,
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