Results 81 to 90 of about 59,414 (293)

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  

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

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, Wafaa Achache, Janïs Laudouze, Eliana Sepulveda Ramos, Mickaël Maziero, Céline Crauste, Stéphane Canaan, Pierre Santucci   +7 more
wiley   +1 more source

Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations

Mathematics
Counterparty risk, which combines market and credit risks, gained prominence after the 2008 financial crisis due to its complexity and systemic implications.
Noureddine Lehdili, Pascal Oswald, Othmane Mirinioui   +2 more
doaj   +1 more source

Defaultable Interest Rate Swap Explained

, 2022
https://www.infona.pl/resource/bwmeta1.element.ID-2baa0367-7dd1-4d8e-b1eb-8175579058db/tab ...
openaire   +1 more source

Polarization‐resolved femtosecond Vis/IR spectroscopy tailored for resolving weak signals in biological samples using minimal sample volume

FEBS Open Bio, EarlyView.
Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley   +1 more source

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, Antonio Trujillo, Cecilia Téllez   +2 more
core  

Prices and Asymptotics for Discrete Variance Swaps

, 2013
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

Microglial dynamics and ferroptosis induction in human iPSC‐derived neuron–astrocyte–microglia tri‐cultures

FEBS Open Bio, EarlyView.
A tri‐culture of iPSC‐derived neurons, astrocytes, and microglia treated with ferroptosis inducers as an Induced ferroptosis model was characterized by scRNA‐seq, cell survival, and cytokine release assays. This analysis revealed diverse microglial transcriptomic changes, indicating that the system captures key aspects of the complex cellular ...
Hongmei Lisa Li, Hiroko Ohmiya, Sou Sakamoto, Masato Yugami, Akiko Oki, Makoto Furusawa, Yan Ling   +6 more
wiley   +1 more source

Promiscuous stimulation of HSP70 ATPase activity by parasite‐derived J‐domains

FEBS Open Bio, EarlyView.
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, Moritz Koch, Le‐Han Rössner, Johanna Eichhorn, Denys Pogoryelov, Matthias P. Mayer, Jude M. Przyborski   +6 more
wiley   +1 more source

SWAPS DE TASA DE INTERÉS Y DE CRUCE DE MONEDAS COMO HERRAMIENTAS DE COBERTURA PARA LAS EMPRESAS COLOMBIANAS SWAPS DE TAXA DE INTERESSE E DE CRUZE DE MOEDAS COMO FERAMENTAS DE COBERTURA PARA AS EMPRESAS COLOMBIANAS INTEREST RATE AND CROSS CURRENCY SWAPS AS HEDGING TOOLS FOR COLOMBIAN COMPANIES

Revista EIA, 2011
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