Results 21 to 30 of about 2,749,952 (263)
Environmental science and pollution research international, 2022 Morocco is an energy-deficient country depending on almost 94% of energy imports to fuel its growing economy. Due to its fast-growing population, Morocco’s energy consumption is projected to increase significantly, adding more pressure on the energy ...
Fatima Zahra Ainou +2 more
semanticscholar +1 more source
Auto.gov: Learning-based On-chain Governance for Decentralized Finance (DeFi)
arXiv.org, 2023 In recent years, decentralized finance (DeFi) has experienced remarkable growth, with various protocols such as lending protocols and automated market makers (AMMs) emerging. Traditionally, these protocols employ off-chain governance, where token holders
Jiahua Xu +3 more
semanticscholar +1 more source
Highlights in Science Engineering and TechnologyAfter the emergence of financial derivatives, pricing has been focused by a considerable number of mathematicians. With stochastic analysis and some classic probability theories, many new pricing formulas appeared in the quantitative finance field.
Zixuan Cheng
semanticscholar +1 more source
An empirical comparison of convertible bond valuation models [PDF]
, 2010 This paper empirically compares three convertible bond valuation models. We use an innovative approach where all model parameters are estimated by the Marquardt algorithm using a subsample of convertible bond prices.
Ammann +34 more
core +1 more source
The Flash Loan Attack Analysis (FAA) Framework - A Case Study of the Warp Finance Exploitation
Informatics, 2022 Decentralized finance (DeFi) has exploded in popularity with a billion-dollar market cap. While uncollateralized lending, known as a flash loan, emerged from DeFi, it has become a primary tool used by attackers to drain investment tokens from DeFi ...
Warodom Werapun +5 more
semanticscholar +1 more source
The Mathematics of Derivatives Securities with Applications in MATLAB
, 2012 Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the demand for people with high numeracy skills is likely to grow and this means more recognition will be ...
M. Cerrato
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Hydrostatic bearings excel in high‐precision applications, but their performance hinges on a continuous external supply. This study evaluates various material combinations for sliding surfaces to mitigate damage during supply failures or misalignment and to discover the most effective materials identified for enhancing the reliability and efficiency of
Michal Michalec +6 more
wiley +1 more source
Quantitative supply security related significance measures for gas reservoires [PDF]
arXiv, 2020 Computational models corresponding to supply security in natural gas networks aim to describe flows and consumption values in the case of component failures or unforseen pipeline shutdowns. The role of natural gas reservoires in this process has only been marginally analyzed in such models, and typically only on the level of countries. In this paper we
arxiv
Pricing Fixed-Income Securities in an Information-Based Framework [PDF]
, 2010 In this paper we introduce a class of information-based models for the pricing of fixed-income securities. We consider a set of continuous- time information processes that describe the flow of information about market factors in a monetary economy.
Hughston, Lane P., Macrina, Andrea
core +1 more source
, 2017 This paper studies long term investing by an investor that maximizes either expected utility from terminal wealth or from consumption. We introduce the concepts of a generalized stochastic discount factor (SDF) and of the minimum price to attain target ...
Leisen, Dietmar, Platen, Eckhard
core +1 more source