Results 141 to 150 of about 545,548 (381)

A Common Market Measure for Libor and Pricing Caps, Floors and Swaps in a Field Theory of Forward Interest Rates [PDF]

, 2005
Belal E. Baaquie
openalex   +1 more source

AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS [PDF]

This paper examines the causal relationship between euro and sterling swap spreads during the period January, 1999 to March, 2003. The absence of any correlation between changes in the two swap spreads would indicate that credit risk factors are country ...
Somnath Chatterjee
core  

3D Bioprinting of Thick Adipose Tissues with Integrated Vascular Hierarchies

Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
An advanced 3D bioprinting technique is used here to create thick adipose tissues with a central, vessel and extensive branching. The construct is made using alginate, gelatin and collagen‐based bioinks. Flow through the complex vessel network is demonstrated as well as its successful integration with a femoral artery following implantation in a rat ...
Idit Goldfracht, Majd Machour, Inbal Michael, Maria Bulatova, Janette Zavin, Shulamit Levenberg   +5 more
wiley   +1 more source

An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications

Mathematics
The squared Bessel process plays a central role in stochastic analysis, with broad applications in mathematical finance, physics, and probability theory.
Nopporn Thamrongrat, Chhaunny Chhum, Sanae Rujivan, Boualem Djehiche   +3 more
doaj   +1 more source

Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach

, 2021
Ioannis Chatziantoniou, David Gabauer, Alexis Stenfors   +2 more
openalex   +2 more sources

The cost of counterparty risk and collateralization in longevity swaps [PDF]

Derivative longevity risk solutions, such as bespoke and indexed longevity swaps, allow pension schemes and annuity providers to swap out longevity risk, but introduce counterparty credit risk, which can be mitigated if not fully eliminated by ...
Biffis, Enrico, Blake, David, Pitotti, Lorenzo, Sun, Ariel   +3 more
core   +1 more source

In Situ Constructed Magnetic Core‐Shell Hydrogen‐Bonded Organic Framework‐on‐Metal–Organic Framework Structure: an Efficient Catalyst for Peroxymonosulfate Activation

Advanced Functional Materials, EarlyView.
In this work, a magnetic core‐shell catalyst (HOF‐on‐Fe3O4/ZIF‐67) is successfully synthesized, consisting of a metal–organic framework (ZIF‐67) with magnetic Fe3O4 as the core and a porous hydrogen‐bonded organic framework (HOF) as the shell. The catalyst efficiently activated peroxymonosulfate, resulting in rapid and effective removal of water ...
Yingying Du, Chenhui Ding, Chao Deng, Susanta Banerjee, Seema Agarwal   +4 more
wiley   +1 more source

The Market Value and Dynamic Interest Rate Risk of Swaps

, 1997
Andrew H. Chen, Mo Chaudhury
openalex   +1 more source

In‐Situ Growth of 2D MOFs as a Molecular Sieving Layer on SnS2 Nanoflakes for Realizing Ultraselective H2S Detection

Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
The ultraselective H2S detection of the ZIF‐L/SnS2 heterostructure is demonstrated. The introduction of 2‐dimensional (2D) breathable ZIF‐L results in a substantial increase in H2S selectivity attributable to the molecular sieving effect, which impedes the permeation of gases with large kinetic diameters and high polarity.
Soo Min Lee, Yeong Jae Kim, Seon Ju Park, Woo Seok Cheon, Jaehyun Kim, Gi Baek Nam, Youngeun Kim, Ho Won Jang   +7 more
wiley   +1 more source

An Empirical Comparison of Default Swap Pricing Models [PDF]

In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model with a constant recovery rate outperforms the market practice of directly comparing bonds' credit spreads to default swap premiums.
Patrick Houweling, Ton Vorst
core   +3 more sources