Results 161 to 170 of about 545,548 (381)

Risk Transfer with Interest Rate Swaps

, 2020
Lee Baker, Richard W. Haynes, John S. Roberts, Rajiv Sharma, Bruce Tuckman   +4 more
openalex   +1 more source

Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)- [PDF]

In the forthcoming ISDA Standard Credit Support Annex (SCSA), the trades denominated in non-G5 currencies as well as those include multiple currencies are expected to be allocated to the USD silo, where the contracts are collateralized by USD cash, or a ...
Masaaki Fujii, Akihiko Takahashi
core  

Unique Performance Considerations for Printable Organic Semiconductor and Perovskite Radiation Detectors: Toward Consensus on Best Practice Evaluation

Advanced Functional Materials, EarlyView.
A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar, Matthew Large, Andrea Ciavatti, Laura Basiricò, Beatrice Fraboni, Paul J. Sellin, Attila J. Mozer, Marco Petasecca, Matthew J. Griffith   +8 more
wiley   +1 more source

Implied monetary policy extracted from interest rate swaps in Chile [PDF]

, 2020
Rodrigo Calcagni T.
openalex   +1 more source

Banks and Derivatives [PDF]

In the last ten to fifteen years financial derivative securities have become an important, and controversial, product for commercial banks. The controversy concerns whether the size, complexity, and risks associated with these securities, the ...
Gary Gorton, Richard Rosen
core  

Organic Electrochemical Transistor Channel Materials: Copolymerization Versus Physical Mixing of Glycolated and Alkoxylated Polymers

Advanced Functional Materials, EarlyView.
This work discusses the use of blended channel materials in OECTs. It explores how mixing glycolated and alkoxylated polymers in various ratios offers a simpler and more efficient route to tuning OECT properties. The performance of the polymer blends is compared to the corresponding copolymers, demonstrating similar OECT characteristics, swelling ...
Lize Bynens, Kaishuai Zhang, Priscila Cavassin, Arwin Goossens, Jochen Vanderspikken, Tania C. H. Castillo, Demetra Tsokkou, Adam Marks, Arianna Magni, Karrie Weaver, Laurence Lutsen, Sahika Inal, Koen Vandewal, Natalie Banerji, Wouter Maes   +14 more
wiley   +1 more source

Hedging Interest Rate Swaps

, 2015
This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases.
openaire   +1 more source

Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model [PDF]

We present a two-factor stochastic default intensity and interest rate model for pricing single-name default swaptions. The specific positive square root processes considered fall in the relatively tractable class of affine jump diffusions while allowing
Damiano Brigo, Naoufel El-Bachir
core  

Dual‐Mode Film Based on Highly Scattering Nanofibers and Upcycled Chips‐Bags for Year‐Round Thermal Management

Advanced Functional Materials, EarlyView.
Intelligent radiative cooling devices, adaptable to various weather conditions, have the potential for year‐round energy savings. This study introduces a sustainable dual‐mode film made from polycaprolactone nanofibers and upcycled chip bags for effective thermal management.
Qimeng Song, Stefan Rettinger, Chengzhang Xu, Ulrich Mansfeld, Markus Retsch   +4 more
wiley   +1 more source

The role of interest rate swaps in financial institutions

, 1988
David O. Vang
openalex   +2 more sources