Results 131 to 140 of about 2,875,960 (305)
Implied correlation from VaR [PDF]
, 2006 Value at risk (VaR) is a risk measure that has been widely implemented by financial institutions. This paper measures the correlation among asset price changes implied from VaR calculation.
Cotter, John, Longin, François
core
Aquaporin‐3 and aquaporin‐5 impact the development of pancreatic ductal adenocarcinoma spheroids
FEBS Open Bio, EarlyView.Schematic representation of the role of aquaporin‐3 (AQP3) and aquaporin‐5 (AQP5) in pancreatic ductal adenocarcinoma (PDAC). Both proteins are upregulated in PDAC and are associated with tumor progression and metastatic potential. Silencing AQP3 or AQP5 in PDAC spheroids results in decreased diameter, area, and overall growth, underscoring their key ...
Catarina Pimpão +3 more
wiley +1 more source
Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics [PDF]
When studying a time series of implied Risk Neutral Densities (RNDs) or other implied statistics, one is faced with the problem of maturity dependence, given that option contracts have a fixed expiry date.
Sheri Markose, Amadeo Alentorn
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Loss of AMBRA1 activates MAPK and angiogenesis signaling pathways in melanoma cells
FEBS Open Bio, EarlyView.Loss of AMBRA1 in melanoma cells activates multiple oncogenic pathways associated with tumor progression. Transcriptomic and protein network analyses revealed that AMBRA1 depletion enhances MAPK/ERK signaling, angiogenesis, TGF‐β/EMT signaling, and Wnt/axon guidance pathways.
Milad Ibrahim +4 more
wiley +1 more source
Implied volatility and risk aversion in a simple model with uncertain growth [PDF]
We show that a simple equilibrium model with uncertain growth is able to simultaneously generate patterns in implied volatility and risk aversion that are similar to the ones observed in the data.parameter uncertainty, option pricing, implied volatility,
Frederik Lundtofte
core
Determinants of the implied volatility function on the Italian Stock Market [PDF]
This paper describes the implied volatility function computed from options on the Italian stock market index between 1995 and 1998 and tries to find out potential explanatory variables.
Alessandro Beber
core +2 more sources
Investigating implied asset correlation and capital requirements: empirical evidence from the Italian banking system [PDF]
Banks and Bank Systems, 2011 Domenico Curcio +2 more
doaj
FEBS Open Bio, EarlyView.The cytoskeleton‐mediated transport of mitochondria via tunnelling nanotubes restores respiration, increases ATP production, rescues cells from apoptosis, activates the AKT/mTOR signalling pathway, promotes cell migration and invasiveness, contributes to cancer progression and treatment resistance.
Stanislava Martínková, Jan Trnka
wiley +1 more source
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, Alan +2 more
core
, 2012 In this paper we will analyze the distribution and statistical behavior of implied correlation in the foreign exchange market. Implied correlation is here defined as the co-movement between two currencies as implied by the price of a combination of option contracts.
Fretheim, Torun Sæther +1 more
openaire +1 more source