Results 91 to 100 of about 60,141 (335)
Desarrollo histórico y perspectivas futuras de los mercados financieros derivados OTC [PDF]
In this paper, we’ll offer an overview about the main derivatives financial instruments. We’ll analyze the background and the present of the OTC (Over The Counter) derivative markets, specially swaps (interest rate swaps and currency swaps) and OTC ...
Antonio de la Torre +2 more
core
Prices and Asymptotics for Discrete Variance Swaps
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving ...
Bernard, Carole, Cui, Zhenyu
core +1 more source
Promiscuous stimulation of HSP70 ATPase activity by parasite‐derived J‐domains
The malaria parasite Plasmodium falciparum exports three highly homologous yet functionally divergent J‐domain proteins into human erythrocytes. Here, we show that J‐domains isolated from all three proteins effectively stimulate the ATPase activity of both endogenous host and exported parasite HSP70 chaperones.
Julian Barth +6 more
wiley +1 more source
Este trabajo presenta un acercamiento teórico práctico al uso de swaps de tasa de interés (IRS) y de cruce de monedas (CCS) como herramientas de cobertura para gestionar los riesgos de tasa de interés y de tasas de cambio a los que las empresas ...
Eduardo Arango, Jaime Alberto Arroyave
doaj
Impacto dos Swaps Cambiais na Curva de Cupom Cambial: uma análise segundo a regressão de componentes principais [PDF]
The purpose of this paper is to verify, based on the portfolio balance exchange rate determination theory, the impact of the foreign exchange swaps offered by the Central Bank of Brazil on the attributes of the local foreign exchange interest rate term ...
Alessandra Pasqualina Viola +3 more
core
An Empirical Comparison of Default Swap Pricing Models [PDF]
In this paper we compare market prices of credit default swaps with model prices. We showthat a simple reduced form model with a constant recovery rate outperforms the market practice ofdirectly comparing bonds' credit spreads to default swap premiums ...
Houweling, Patrick, Vorst, Ton
core
Single‐molecule DNA flow‐stretch assays for high‐throughput DNA–protein interaction studies
We describe an optimised single‐molecule DNA flow‐stretch assay that visualises DNA–protein interactions in real time. Linear DNA fragments are tethered to a surface and stretched by buffer flow for fluorescence imaging. Using λ and φX174 DNA, this protocol enhances reproducibility and accessibility, providing a versatile approach for studying diverse ...
Ayush Kumar Ganguli +8 more
wiley +1 more source
Sovereign Credit Default Swaps and the Macroeconomy [PDF]
The aim of this study is to determine whether the domestic interest rate or the exchange rate affect the sovereign credit default swaps. To date most studies on corporate CDS markets have emphasised the importance of domestic factors such as the interest
Liu, Yang, Morley, Bruce
core
This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill +4 more
wiley +1 more source
The role of interest rate swaps in corporate finance [PDF]
Corporations - Finance ; Swaps (Finance)
Anatoli Kuprianov
core

