Results 121 to 130 of about 545,548 (381)
Cost of Capital in the Energy Sector, in Emerging Markets, the Case of a Dollarized Economy
EnergiesThis article estimates the weighted average cost of capital (WACC) for the energy sector in Ecuador, a country with a dollarized economy and illiquid stock markets.
Victor Aguilar +2 more
doaj +1 more source
The Determinants of Credit Default Swap Premia [PDF]
Using a new dataset of bid and offer quotes for credit default swaps, we investigate the relationship between theoretical determinants of default risk and actual market premia using linear regression.
Ericsson, Jan +2 more
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Arthritis Care &Research, Accepted Article.Objective The goal was to assess the diagnostic performance of three novel autoantibodies (NA) for Sjögren's disease (SjD) by comparing NA prevalence in patients with SjD, other autoimmune rheumatic diseases (ARDs), nonspecific chronic sialadenitis (CS), and controls.
Chadwick R. Johr +5 more
wiley +1 more source
Hedging Alternatives for the Mortgage Stabilization Fund (FRECH) European Cap Options for the Real Interest Rate [PDF]
The World Bank has proposed an alternative hedging instrument to be offered by the FRECH, instead of the collar- swap currently available. The suggested derivate corresponds to a European Cap option for the real interest rate, which could give greater ...
Camilo Zea, Diego Vásquez
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A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems
International Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam +2 more
wiley +1 more source
Pricing a Bermudan Swaption with a Short Rate Lattice Method [PDF]
This paper presents the tree construction approach to pricing a Bermudan swaption. The Bermudan swaption is an option, which at each date in a schedule of exercise dates gives the holder the right to enter an interest swap, provided that this right has ...
Yasuhiro Tamba
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International Journal of Adaptive Control and Signal Processing, EarlyView.Workflow of the parameter optimization process for ITSC fault detection, applying Differential Evolution optimization and the Smooth Pseudo Wigner‐Ville Distribution for signal processing. The optimized parameters are then used in the failure identification pipeline, which combines the signal processing with a YOLO‐based architecture for fault severity
Rafael Martini Silva +4 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.This work applies High‐Speed Nanoindentation to study multi‐material transitions in powder bed fusion–electron beam melting components. The aim is to assess the mechanical gradients and interfacial behavior between American iron and steel institute 316L stainless steel and V4E tool steel in additively manufactured structures.
Laia Ortiz‐Membrado +6 more
wiley +1 more source
Reconciling Open Interest with Traded Volume in Perpetual Swaps
LedgerPerpetual swaps are derivative contracts that allow traders to speculate on, or hedge, the price movements of cryptocurrencies. Unlike futures contracts, perpetual swaps have no settlement or expiration in the traditional sense. The funding rate acts
Ioannis Giagkiozis, Emilio Said
doaj +1 more source
Do Options Contain Information About Excess Bond Returns? [PDF]
There is strong empirical evidence that risk premia in long-term interest rates are time-varying. These risk premia critically depend on interest rate volatility, yet existing research has not examined the impact of time-varying volatility on excess ...
Caio Almeida +2 more
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