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.
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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 +2 more
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RAB39B Related Parkinsonism in an Italian Family: A Unique Use of Advanced Therapies
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Parkinson's disease (PD) is a neurodegenerative disorder that may sometimes be caused by deleterious genetic variants. Among them, RAB39B polymorphisms are known as rare causes of early‐onset PD associated with intellectual disability (Waisman's syndrome).
Caterina Del Regno +13 more
wiley +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 +14 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
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 +2 more
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Use of Symptomatic Drug Treatment for Fatigue in Multiple Sclerosis and Patterns of Work Loss
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To describe the use of central stimulants and amantadine for fatigue in MS and evaluate a potential association with reduced work loss in people with MS. Methods We conducted a nationwide, matched, register‐based cohort study in Sweden (2006 to 2023) using national registers with prospective data collection.
Simon Englund +3 more
wiley +1 more source
On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models. [PDF]
This paper explores the ability of common risk factors to predict the dynamics of US and UK interest rate swap spreads within a linear and a non-linear framework.
Costas Milas +2 more
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Reduced Muscular Carnosine in Proximal Myotonic Myopathy—A Pilot 1H‐MRS Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Myotonic dystrophy type 2 (proximal myotonic myopathy, PROMM) is a progressive multisystem disorder with muscular symptoms (proximal weakness, pain, myotonia) and systemic manifestations such as diabetes mellitus, cataracts, and cardiac arrhythmias.
Alexander Gussew +11 more
wiley +1 more source
Price discovery and volatility spillovers in the interest rate derivatives market
Humanities & Social Sciences CommunicationsThe 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 +5 more
doaj +1 more source