Results 71 to 80 of about 138,162 (300)
Research on the Risk Management of Supply Chain Risk, Exchange Rate Risk and Economic Recession Risk in Business Organizations [PDF]
SHS Web of ConferencesAfter COVID-19, the economy has become more fluctuating and is exposed to more kinds of risks, such as supply chain risk, exchange rate risk, and economic downturn risk.
Huang Leyan
doaj +1 more source
E2A selectively regulates TGF‐β–induced apoptosis in KRAS‐mutant non‐small cell lung cancer
Molecular Oncology, EarlyView.Ability to induce apoptosis by TGF‐β is frequently lost in advanced lung adenocarcinoma despite intact TGF‐β signaling. We identify E2A as a mutant KRAS–dependent mediator of resistance to TGF‐β–induced apoptosis. TGF‐β induces E2A via SMAD3 in mutant KRAS cells, and E2A silencing restores apoptosis and enhances radiation response in cell lines ...
Sergei Chuikov +3 more
wiley +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
A Study on China Interest Rate Swap Pricing and Swap Spreads Decomposition [PDF]
, 2015 本文从互换定价和利差分解两个角度同时切入，从理论模型和市场信息两个方面对目前的人民币利率互换市场进行深入研究。 在互换定价部分，本文利用资产复制和风险中性定价两种方法同时论证了已有的无违约互换定价模型仍然适用于FR007利率互换和Shibor3M利率互换，并进行定价实证研究。从定价使用的数据来看，基于组合即期收益率的定价结果占有明显的优势，这说明FR007和Shibor3M利率互换隐含即期收益率的风险水平分别介于国债和政策性金融债，以及政策性金融债和AAA级商业银行债即期收益率之间 ...
葛骏
core
Molecular Oncology, EarlyView.We analyze cisplatin–DNA adducts (CDAs) and double‐strand breaks (DSBs) in a cell‐cycle‐dependent manner. We find that CDAs form similarly across all cell cycle phases. DSBs arise only in S‐phase. CDAs might not directly impair DSB repair, but S‐phase DSB lesions evolve in the presence of CDAs and disrupt repair in G2, also causing radiosensitization ...
Ye Qiu +10 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 ...
Houweling, P., Vorst, A.C.F.
core +4 more sources
Risk managing bermudan swaptions in the libor BGM model [PDF]
This article presents a novel approach for calculating swap vegaper bucket in the Libor BGM model. We show that for some forms of thevolatility an approach based on re-calibration may lead to a large uncertaintyin estimated swap vega, as the ...
Pelsser, A.A.J., Pietersz, R.
core +4 more sources
Fiscal policy events and interest rate swap spreads: evidence from the EU [PDF]
In this paper we assess the importance given in capital markets to the credibility of the European fiscal framework. We evaluate to which extent relevant fiscal policy events taking place in the course of 2002 produced a reaction in the long-term bond ...
Afonso, António, Strauch, Rolf
core
Molecular Oncology, EarlyView.Dormant cancer cells can hide in distant organs for years, evading treatment and the immune system. This review highlights how signals from the surrounding tissue and immune environment keep these cells inactive or trigger their reawakening. Understanding these mechanisms may help develop therapies to eliminate or control dormant cells and prevent ...
Kanishka Tiwary +1 more
wiley +1 more source
Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations
MathematicsCounterparty risk, which combines market and credit risks, gained prominence after the 2008 financial crisis due to its complexity and systemic implications.
Noureddine Lehdili +2 more
doaj +1 more source