Results 81 to 90 of about 137,784 (303)
On the Calibration of the Kennedy Model
MathematicsThe Kennedy model offers a robust framework for modeling forward rates, leveraging Gaussian random fields to accommodate emerging phenomena such as negative rates.
Dalma Tóth-Lakits, Miklós Arató
doaj +1 more source
Fixed-income instrument pricing. [PDF]
In this article we discuss the fundamentals of pricing of the popular financial instruments. The basic point of our approach is to extend the present value benchmark concept.
ilya, gikhman
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FEBS Open Bio, EarlyView.What factors make for an effective digital learning tool in Higher Education? This systematic review identifies elements of a digital tool that published examples reveal to be features of an engaging and impactful digital tool. A systematic literature search yielded 25 research papers for analysis.
Akmal Arzeman +4 more
wiley +1 more source
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads [PDF]
This paper studies the market price of credit risk incorporated into one of the most important credit spreads in the financial markets: interest rate swap spreads.
Francis A. Longstaff +2 more
core
DDX3X induces mesenchymal transition of endothelial cells by disrupting BMPR2 signaling
FEBS Open Bio, EarlyView.Elevated DDX3X expression led to downregulation of BMPR2, a key regulator of endothelial homeostasis and function. Our co‐immunoprecipitation assays further demonstrated a molecular interaction between DDX3X and BMPR2. Notably, DDX3X promoted lysosomal degradation of BMPR2, thereby impairing its downstream signaling and facilitating endothelial‐to ...
Yu Zhang +7 more
wiley +1 more source
Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing
International Journal of Financial Studies, 2018 We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodelled ...
Colin Turfus
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FEBS Open Bio, EarlyView.KHS‐Cnd peptide is able to impair biofilm formation and disaggregate mature biofilms in Acinetobacter baumannii clinical isolates. Differences in extracellular metabolites reflect changes in biofilm metabolism due to KHS‐Cnd treatment. Among the differentially represented extracellular metabolites upon KHS‐Cnd treatment, the significantly altered ...
Fernando Porcelli +9 more
wiley +1 more source
An efficient lattice algorithm for the libor market model [PDF]
The LIBOR Market Model (LMM or BGM) has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however,
Tim, Xiao
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FEBS Open Bio, EarlyView.CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point +7 more
wiley +1 more source