Results 241 to 250 of about 138,162 (300)

Image Similarity Quantum Algorithm and Its Application in Image Retrieval Systems. [PDF]

Entropy (Basel)
Yang Q, Feng X, Wei L.
europepmc   +1 more source

Clinical Pharmacogenomic Variants Among the Saudi Population and Their Impact on Drug Response: A Review of Saudi-Based Evidence. [PDF]

Cureus
Alqurain A, Alshridha TI, Al-Otaibi S, Al-Otaibi DF, Douba FM, Aldhobaib AI, Alammar N, Khubrani MM, Althobaiti W, Alwashmi RM, Al-Aklabi FA, Alfahhad LS, Alkhouaiter KS, Alharbi GA, Almutairi RO.   +14 more
europepmc   +1 more source

Surface and Electrochemical Performance Variations of 2205 Duplex Stainless Steel in Multistep Surface Processing. [PDF]

ACS Omega
Yan Z, Shu S, Yang Y, Du B.
europepmc   +1 more source

Temporal Dynamics of Subtle Cognitive Change: Validation of a User-Friendly Multidomain Digital Assessment Using an Alcohol Challenge.

J Med Internet Res
Dyer JF, Barbey FM, Ghoshal A, Hake AM, Hansen BJ, Islam MN, Jaeger J, Kozak R, Marston H, Moss M, Nguyen V, Quinn RL, Shinobu LA, Tunbridge E, Murphy B, Kennedy N.   +15 more
europepmc   +1 more source

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Interest rate swaps

Journal of Financial Economics, 1993
Abstract Using quotations from two interest rate swap dealers with different credit ratings (AAA and A), we examine the effect of dealers' credit reputations on swap quotations and bid-offer spreads. The AAA offer rates are significantly higher than the A offer rates, and the AAA bid rates are significantly lower than the A bid rates.
Tong-sheng Sun, Suresh Sundaresan, Ching Wang   +2 more
openaire   +1 more source

Interest Rate Swaps

2013
Interest rate swaps (IRS) are incredibly popular. They have come from humble beginnings (only a few decades ago) and grown to be an irrevocable part of the fabric of our financial system. They are bought and sold around the world by banks, individuals, hedge funds — so much so, that the total outstanding notional.mount of swaps amounts to hundreds of ...
Andrew Sutherland, Jason Court
openaire   +2 more sources

Interest Rate Swaps

2015
This chapter builds on the general framework of Chap. 2 and develops indexes of expected volatility for interest rate swaps in a model-free fashion. It illustrates the main empirical and theoretical challenges described in the previous chapters in the context of the interest rate swap market while attempting to be as self-contained as possible.
Antonio Mele, Yoshiki Obayashi
openaire   +1 more source