Results 31 to 40 of about 59,671 (288)
Reconciling Open Interest with Traded Volume in Perpetual Swaps
Perpetual swaps are derivative contracts that allow traders to speculate on, or hedge, the price movements of cryptocurrencies. Unlike futures contracts, perpetual swaps have no settlement or expiration in the traditional sense. The funding rate acts
Ioannis Giagkiozis, Emilio Said
doaj +1 more source
Polish banks have a large long currency position resulting from the portfolio of foreign currency mortgages, which they secure mainly using FX swaps and cross-currency interest rate swaps (CIRS).
Jan Koleśnik
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ABSTRACT Introduction Pre‐dilution online hemodiafiltration (Pre‐HDF) is predominantly used in Japan, whereas post‐dilution online HDF (Post‐HDF) is more common in Europe. An asymmetric cellulose triacetate (ATA) membrane may improve biocompatibility.
Kenji Sakurai +4 more
wiley +1 more source
Asymptotic Analysis for One-Name Credit Derivatives
We propose approximate solutions to price defaultable zero-coupon bonds as well as the corresponding credit default swaps and bond options. We consider the intensity-based approach of a two-correlated-factor Hull-White model with stochastic volatility of
Yong-Ki Ma, Beom Jin Kim
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Organoids in pediatric cancer research
Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley +1 more source
Price discovery and volatility spillovers in the interest rate derivatives market
The interest rate derivatives market is an important force in promoting the development of the bond market and is an effective tool to manage interest rate risk.
Congxiao Chen +5 more
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La estructura a plazos del riesgo interbancario
Este documento propone un modelo para la estructura a plazos del riesgo interbancario a partir del spread entre los Interest Rate Swaps (IRS) y los Overnight Indexed Swaps (OIS) en dólares durante la crisis financiera 2007-2008 y la crisis del euro en ...
Guillermo Andres Cangrejo Jimenez
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Reciprocal control of viral infection and phosphoinositide dynamics
Phosphoinositides, although scarce, regulate key cellular processes, including membrane dynamics and signaling. Viruses exploit these lipids to support their entry, replication, assembly, and egress. The central role of phosphoinositides in infection highlights phosphoinositide metabolism as a promising antiviral target.
Marie Déborah Bancilhon, Bruno Mesmin
wiley +1 more source
Research on the Exchange Losses of Multinational Corporations [PDF]
In the wave of global trade and investment, foreign currency transactions are increasingly frequent, and the risk of currency mismatch is prominent. Academia and industry are deeply studying its impact on the accounting conservatism of enterprises, and ...
Yuan Mengyao
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The Cost of Counterparty Risk and Collateralization in Longevity Swaps [PDF]
Derivative longevity risk solutions, such as bespoke and indexed longevity swaps, allow pension schemes, and annuity providers to swap out longevity risk, but introduce counterparty credit risk, which can be mitigated if not fully eliminated by ...
Bacinello +28 more
core +1 more source

