Results 81 to 90 of about 545,548 (381)
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads [PDF]
Bond issuers frequently immunize/hedge their interest rate exposure by means of interest rate swaps (IRS). The receiving leg matches all bond cash-flows, while the pay leg requires floating rate coupon payments of form LIBOR + a spread.
Dunbar, Kwamie, Schröder, Thomas
core
FEBS Open Bio, EarlyView.Chemotherapies such as doxorubicin can have toxic effects on healthy cardiovascular/heart tissue. Following up on a doxorubicin toxicity study in mice without tumors where nitrate water was cardioprotective (lessened toxicity), this study with tumor‐bearing mice undergoing doxorubicin treatment showed no negative effect of nitrate and nitrite on drug ...
Rama D. Yammani +7 more
wiley +1 more source
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
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FEBS Open Bio, EarlyView.Light activation of the photoswitchable cannabinoid ligand azo‐HU308 triggers Ca2+ influx in pancreatic β‐cells through TRPC channels, independent of CB2 cannabinoid receptors. This reveals a non‐GPCR pathway for cannabinoid modulation of β‐cell Ca2+ dynamics and establishes azo‐HU308 as an optical tool to study cannabinoid signaling through TRP ...
Alexander E. G. Viray, James A. Frank
wiley +1 more source
Risk Managing Bermudan Swaptions in the Libor BGM Model [PDF]
This article presents a novel approach for calculating swap vega per bucket in the Libor BGM model. We show that for some forms of the volatility an approach based on re-calibration may lead to a large uncertainty in estimated swap vega, as the ...
Antoon Pelsser, Raoul Pietersz
core +3 more sources
The launch of HUFONIA and the related international experience of overnight indexed swap (OIS) markets [PDF]
In relation to the October 2010 launch of the HUFONIA Swap Index, we discuss the most important characteristics of the overnight indexed swap (OIS) market, one of the fastest-growing segments of advanced money markets.
András Kollarik, Szilárd Erhart
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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
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
The Relative Size of New Zealand Exchange Rate and Interest Rate Responses to News [PDF]
This paper examines the relative size of the effects of New Zealand monetary policy and macroeconomic data surprises on the spot exchange rate, 2 and 5 year swap rate differentials, and the synthetic forward exchange rate schedule.
Andrew Coleman, Özer Karagedikli
core