Results 101 to 110 of about 138,162 (300)
Price discovery and volatility spillovers in the interest rate derivatives market
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 +5 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
Abruptly changing from aerobic to anaerobic conditions (sudden anaerobization) induced growth inhibition and a significant increase in intracellular labile ferrous iron in the aerotolerant anaerobe Amphibacillus xylanus. We found that free flavins mediate efficient electron transfer from NADH to ferric iron under anaerobic conditions, suggesting that ...
Shinya Kimata +13 more
wiley +1 more source
The Market Value and Dynamic Interest Rate Risk of Swaps [PDF]
At the time of initiation, interest rate swaps are of zero market value to the counterparties involved. However, as time passes, the market value of the swap position of each counterpart may become positive or negative. These value changes are stochastic
Andrew H. Chen, Mohammed M. Chaudhury
core
Real‐World Performance of CSF Kappa Free Light Chains in the 2024 McDonald Criteria
ABSTRACT Objective Kappa free light chains (KFLCs) in the cerebrospinal fluid (CSF) have a similar performance to CSF‐restricted oligoclonal bands (OCB) for multiple sclerosis (MS) diagnosis. To help with implementation, we set out to resolve several remaining uncertainties: (1) performance in a real‐world cohort and the 2024 McDonald criteria; (2 ...
Maya M. Leibowitz +11 more
wiley +1 more source
This study aims to identify the factors determining the use of derivatives in the banking sector. The study sample consists of 23 deposit banks operating continuously in the Turkish banking sector between 2009 and 2022.
Ali Hepşen, Yusuf Pala
doaj +1 more source
ABSTRACT Objective Onasemnogene abeparvovec (OA) is an AAV9‐based gene therapy for spinal muscular atrophy type I (SMA I). Real‐world outcomes show increased response variability compared to clinical trials, and follow‐up data beyond 12–18 months are limited.
Marika Pane +43 more
wiley +1 more source
Credit Risk and the Yen Interest Rate Swap Market [PDF]
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
core
A Depolarizing Leak in Sodium Bicarbonate Cotransporter NBCe1 Causes Brain Edema
ABSTRACT Objectives SLC4A4 encodes electrogenic sodium bicarbonate cotransporter NBCe1, prominently expressed in kidney and brain. Recessive loss‐of‐function variants in SLC4A4 cause proximal renal tubular acidosis, no brain edema. In the brain, NBCe1 is expressed by astrocytes, where it regulates pH and mediates astrocyte volume changes.
Quinty Bisseling +16 more
wiley +1 more source
Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. In this paper, we introduce arbitrage-free constant maturity swap (CMS) market models and generic market models ...
Marcel van Regenmortel, Raoul Pietersz
core

