Results 91 to 100 of about 138,162 (300)
Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing
International Journal of Financial Studies, 2018 We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodelled ...
Colin Turfus
doaj +1 more source
Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy [PDF]
This study analyses whether expected budget deficits have an impact on interest rate swap spreads in France, Germany and Italy. We use monthly deficit forecasts from financial market participants to take the forward-looking behaviour of financial markets
Heppke-Falk, Kirsten H. +1 more
core
Single‐molecule DNA flow‐stretch assays for high‐throughput DNA–protein interaction studies
FEBS Open Bio, EarlyView.We describe an optimised single‐molecule DNA flow‐stretch assay that visualises DNA–protein interactions in real time. Linear DNA fragments are tethered to a surface and stretched by buffer flow for fluorescence imaging. Using λ and φX174 DNA, this protocol enhances reproducibility and accessibility, providing a versatile approach for studying diverse ...
Ayush Kumar Ganguli +8 more
wiley +1 more source
Defaultable Interest Rate Swap Explained
, 2022 https://www.infona.pl/resource/bwmeta1.element.ID-2baa0367-7dd1-4d8e-b1eb-8175579058db/tab ...
openaire +1 more source
FEBS Open Bio, EarlyView.This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill +4 more
wiley +1 more source
An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model
MathematicsThe 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 +2 more
doaj +1 more source
An efficient lattice algorithm for the libor market model [PDF]
The LIBOR Market Model (LMM or BGM) has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however,
Tim, Xiao
core +1 more source
YIPFα1A expression is regulated by multilayered molecular mechanisms
FEBS Open Bio, EarlyView.YIPFα1A, a five‐pass Golgi protein, is regulated at multiple layers. (1) Rare‐codon enrichment drives translation‐coupled mRNA decay. (2) A proximal 3′‐UTR element stabilizes mRNA. (3) A distal 3′‐UTR element included by alternate poly(A) site usage represses translation, which can be overridden by the proximal 3′‐UTR element.
Tokio Takaji +2 more
wiley +1 more source
FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL [PDF]
, 2000 This paper presents a number of new ideas concerned with the implementation of the LIBOR market model and its extensions. It develops and tests an analytic approximation for calculating the volatilities used by the market to price European swap options ...
Hull, John +2 more
core
Derivation and characterization of retinal pigment epithelium from urine‐derived iPSCs
FEBS Open Bio, EarlyView.Age‐related macular degeneration causes vision loss via RPE dysfunction and loss. Traditional iPSC therapies rely on invasive biopsies, limiting scalability. Here, we utilize urine‐derived stem cells as an accessible source to generate u‐iPSCs, successfully differentiated into pigmented RPE. This “Urine‐to‐Retina” platform provides a promising path for
Daniella Beiner +7 more
wiley +1 more source