Results 91 to 100 of about 11,084,503 (306)
Two-Factor Model for Low Interest Rate Regimes [PDF]
This paper derives a two factor model for the term structure of interest rates that segments the yield curve in a natural way. The first factor involves modelling a non-negative short rate process that primarily determines the early part of the yield ...
Eckhard Platen, Shane Miller
core
Dynamic Interest-Rate Modelling in Incomplete Markets [PDF]
SSRN Electronic Journal, 2008 In the first chapter, a new kind of additive process is proposed. Our main goal is to define, characterize and prove the existence of the LIBOR additive process as a new stochastic process. This process will be defined as a piecewise stationary process with independent increments, continuous in probability but with discontinuous trajectories, and ...
openaire +3 more sources
Advanced Healthcare Materials, EarlyView.Using PVA–borax hydrogels as carriers for off‐the‐shelf artificial sweeteners to fight multidrug‐resistant A. baumannii. These soft, biocompatible hydrogels rapidly reduce bacterial viability within multidrug‐resistant A. baumannii biofilms by more than 99% within one hour and sustain antimicrobial activity over time, while demonstrating safety in both
Jie Han +4 more
wiley +1 more source
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis [PDF]
In this paper we empirically analyze and compare the Libor and Swap Market Models, developed by Brace, Gatarek, and Musiela (1997) and Jamshidian (1997), using paneldata on prices of US caplets and swaptions.A Libor Market Model can directly be ...
Driessen, J.J.A.G. +2 more
core
THE AUSTRIAN SCHOOL OF ECONOMICS AND MARKET INSTABILITY [PDF]
CES Working Papers, 2013 Market equilibrium is an illusion. The economic reality shows us that the main characteristic of the markets is the state of instability. The complexity of the phenomenon and the strong implications engendered by the economic fluctuations in the macro ...
Claudiu Peptine, Claudiu-Gabriel Tiganas
doaj
Cogent Economics & Finance, 2016 Our aim is to investigate the sensitivity of financial sector stock returns to market, interest rate, and exchange rate risk in three financial sectors (financial services, banking, and insurance) in eight countries, including various European, the US ...
Aloui Mouna, Jarboui Anis
doaj +1 more source
Advanced Healthcare Materials, EarlyView.Mitochondria‐targeted nanotherapies emerge as a promising strategy for combating aging‐associated neurodegenerative disorders (NDs) by restoring mitochondrial function, reducing oxidative stress, and improving neuronal survival. Recent advances in nanotechnology, therapeutic delivery, and translational research are highlighted, providing insights into ...
Dnyandev G. Gadhave +8 more
wiley +1 more source
The Link between the Cash Rate and Market Interest Rates [PDF]
This paper explores the relationship between the cash rate and interest rates set by financial intermediaries and interest rates set in auction markets.
Philip Lowe
core
EFFECT OF SELECTED MACROECONOMIC VARIABLES ON STOCK MARKET VOLATILITY IN NIGERIA
Gusau Journal of Accounting and FinanceThe Nigerian economy has undergone significant changes in terms of policies that are aimed at improving the performance of the economy and to be able to attract foreign direct investments.
Hauwa Bayero TIJJANI +3 more
doaj +1 more source
Banking Market Conditions and Deposit Interest Rates [PDF]
Journal of Banking & Finance, 2004 This paper addresses the impact market conditions on bank deposit interest rates. Examining data for 1988-2000, we find that rates are affected by market size structure (defined as the distribution of market shares of banks of different sizes whether or not the market share is achieved entirely in that local market).
openaire +1 more source