Results 51 to 60 of about 59,414 (293)

The Cost of Counterparty Risk and Collateralization in Longevity Swaps [PDF]

, 2014
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, Bacinello, Bauer, Bauer, Biffis, Biffis, Biffis, Biffis, Blake, Brigo, Cairns, Cairns, Cairns, Chen, Coughlan, Cox, Cummins, Deng, Dowd, Dowd, Dowd, Duffie, Gatzert, Johannes, Kessler, Lakdawalla, Lee, Ludkovski, Wang   +28 more
core   +1 more source

Strength through diversity: how cancers thrive when clones cooperate

Molecular Oncology, EarlyView.
Intratumor heterogeneity can offer direct benefits to the tumor through cooperation between different clones. In this review, Kuiken et al. discuss existing evidence for clonal cooperativity to identify overarching principles, and highlight how novel technological developments could address remaining open questions.
Marije C. Kuiken, Maartje Witsen, Emile E. Voest, Krijn K. Dijkstra   +3 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
doaj   +1 more source

Credit default swaps and systemic risk [PDF]

, 2015
We present a network model for investigating the impact on systemic risk of central clearing of over the counter (OTC) credit default swaps (CDS). We model contingent cash flows resulting from CDS and other OTC derivatives by a multi-layered network with
Cont, R, Minca, A
core   +1 more source

Monitoring of circulating tumor DNA allows early detection of disease relapse in patients with operable breast cancer

Molecular Oncology, EarlyView.
Monitoring circulating tumor DNA (ctDNA) in patients with operable breast cancer can reveal disease relapse earlier than radiology in a subset of patients. The failure to detect ctDNA in some patients with recurrent disease suggests that ctDNA could serve as a supplement to other monitoring approaches.
Kristin Løge Aanestad, Marie Austdal, Oddmund Nordgård, Gunnar Mellgren, Satu Oltedal, Marie L. Austbø, Ylva H. Vignes, Thomas Helland, Kristin Jonsdottir, Tone H. Lende, Emilius A. M. Janssen, Bjørnar Gilje, Kjersti Tjensvoll, PBCB study group, Gunnar Mellgren, Tone Hoel Lende, Anette Heie, Kristin Viste, Anita Røyneberg Alvheim, Emiel AM Janssen, Kristin Jonsdottir, Ann Cathrine Kroksveen, Thomas Helland, Einar Gudlaugsson, Oddmund Nordgård, Satu Oltedal, Kristin Løge Aanestad, Jan Terje Kvaløy, Kirsten Lode, Kari Britt Hagen, Marie Austdal, Ylva H. Vignes, Siri Tungland Sola, Nina Egeland Amundsen, Finn Magnus Eliassen, Emeritus Ernst A Lien   +35 more
wiley   +1 more source

PROFITABILITY CALCULATION AND ANALYSIS FOR INTEREST RATE SWAP USING THE HULL WHITE MODEL

Barekeng
The London Inter-Bank Offered Rate (LIBOR) volatility had resulted in higher interest rate risks faced by many big companies and financial institutions whose assets depend on the interest rate.
Vania Rosalie Hadiono, Felivia Kusnadi
doaj   +1 more source

Infrared laser sampling of low volumes combined with shotgun lipidomics reveals lipid markers in palatine tonsil carcinoma

Molecular Oncology, EarlyView.
Nanosecond infrared laser (NIRL) low‐volume sampling combined with shotgun lipidomics uncovers distinct lipidome alterations in oropharyngeal squamous cell carcinoma (OPSCC) of the palatine tonsil. Several lipid species consistently differentiate tumor from healthy tissue, highlighting their potential as diagnostic markers.
Leonard Kerkhoff, Manuela Moritz, Dennis Eggert, Anna Worthmann, Joerg Heeren, Henrike Zech, Till S. Clauditz, Waldemar Wilczak, Hartmut Schlüter, Christian S. Betz, Arne Böttcher, Jan Hahn   +11 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

The Macrodynamics of Indian Rupee Swap Yields

International Journal of Empirical Economics
This paper econometrically models the dynamics of Indian rupee (INR) swap yields based on key macroeconomic factors using the autoregressive distributive lag (ARDL) approach.
Tanweer Akram, Khawaja Mamun
doaj   +1 more source

FINANCIAL DERIVATIVES - INTEREST RATE SWAP

Tourism and hospitality management, 2004
Swap as a portfolio of forward contract is a financial derivative traded on the over-the-counter market. In its basic form, swap is based on the exchange of future cash flows between two market participants in accordance with the agreed terms. The cash flows that are exchanged are the interest payments and in some circumstances even the notional amount,
Zoran Ivanović, Elvis Mujačević
openaire   +1 more source