Results 91 to 100 of about 137,784 (303)

Defaultable Interest Rate Swap Explained

, 2022
https://www.infona.pl/resource/bwmeta1.element.ID-2baa0367-7dd1-4d8e-b1eb-8175579058db/tab ...
openaire   +1 more source

Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models. [PDF]

This paper explores the ability of factor models to predict the dynamics of US and UK interest rate swap spreads within a linear and a non-linear framework.
Costas Milas, Ilias Lekkos, Theodore Panagiotidis   +2 more
core  

Polarization‐resolved femtosecond Vis/IR spectroscopy tailored for resolving weak signals in biological samples using minimal sample volume

FEBS Open Bio, EarlyView.
Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley   +1 more source

An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model

Mathematics
The Kennedy model provides a flexible and mathematically consistent framework for modeling the term structure of interest rates, leveraging Gaussian random fields to capture the dynamics of forward rates.
Dalma Tóth-Lakits, Miklós Arató, András Ványolos   +2 more
doaj   +1 more source

Cross currency swap valuation [PDF]

Cross currency swaps are powerful instruments to transfer assets or liabilities from one currency into another. The market charges for this a liquidity premium, the cross currency basis spread, which should be taken into account by the valuation ...
Boenkost, Wolfram, Schmidt, Wolfgang M.
core  

Credit Risk and the Yen Interest Rate Swap Market [PDF]

, 2001
In this paper, we investigate the pricing of Japanese yen interest rate swaps during the period 1990-96. We obtain measures of the spreads of the swap rates over comparable Japanese Government Bonds (JGBs) for di erent maturities and analyze the ...
Eom, Young Ho, Subrahmanyam, Marti G., Uno, Jun   +2 more
core  

Microglial dynamics and ferroptosis induction in human iPSC‐derived neuron–astrocyte–microglia tri‐cultures

FEBS Open Bio, EarlyView.
A tri‐culture of iPSC‐derived neurons, astrocytes, and microglia treated with ferroptosis inducers as an Induced ferroptosis model was characterized by scRNA‐seq, cell survival, and cytokine release assays. This analysis revealed diverse microglial transcriptomic changes, indicating that the system captures key aspects of the complex cellular ...
Hongmei Lisa Li, Hiroko Ohmiya, Sou Sakamoto, Masato Yugami, Akiko Oki, Makoto Furusawa, Yan Ling   +6 more
wiley   +1 more source

Promiscuous stimulation of HSP70 ATPase activity by parasite‐derived J‐domains

FEBS Open Bio, EarlyView.
The malaria parasite Plasmodium falciparum exports three highly homologous yet functionally divergent J‐domain proteins into human erythrocytes. Here, we show that J‐domains isolated from all three proteins effectively stimulate the ATPase activity of both endogenous host and exported parasite HSP70 chaperones.
Julian Barth, Moritz Koch, Le‐Han Rössner, Johanna Eichhorn, Denys Pogoryelov, Matthias P. Mayer, Jude M. Przyborski   +6 more
wiley   +1 more source

Price discovery and volatility spillovers in the interest rate derivatives market

Humanities & Social Sciences Communications
The interest rate derivatives market is an important force in promoting the development of the bond market and is an effective tool to manage interest rate risk.
Congxiao Chen, Wenya Chen, Li Shang, Haiqiao Wang, Decai Tang, David D. Lansana   +5 more
doaj   +1 more source

Inhibition of Classical and Alternative Complement Pathway by Ravulizumab and Eculizumab

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To explore the feasibility of classical (CH50) and alternative (AH50) complement pathway activity as potential biomarkers for treatment guidance and monitoring during therapy with ravulizumab in patients with generalized myasthenia gravis (gMG) and compare these to therapeutic drug monitoring under eculizumab.
Lea Gerischer, Frauke Stascheit, Maximilian Mönch, Paolo Doksani, Carla Dusemund, Meret Herdick, Philipp Mergenthaler, Maike Stein, Amani Suboh, Jutta Schröder‐Braunstein, Guido Wabnitz, Jan D. Lünemann, Sophie Lehnerer, Sarah Hoffmann, Andreas Meisel   +14 more
wiley   +1 more source