Results 31 to 40 of about 2,712,709 (247)

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, Tanakorn Karode, T. Arpornthip, Jakapan Suaboot, Esther Sangiamkul, Pawita Boonrat   +5 more
semanticscholar   +1 more source

Does a country's environmental policy affect the value of small and medium sized enterprises liquidity in the energy sector?

Corporate Social Responsibility and Environmental Management, Volume 30, Issue 1, Page 277-290, January 2023., 2023
Abstract Cash management is important for energy SMEs, which, differently from large firms, face severe financial constraints and need to seize growth opportunities to ensure their survival. This paper, analyzing a large sample of European energy SMEs, finds a positive effect of holding a buffer of cash on firm performance.
Tiziana La Rocca, Maurizio La Rocca, Francesco Fasano, Alfio Cariola   +3 more
wiley   +1 more source

Asset pricing and investor risk in subordinated asset securitisation [PDF]

, 2005
As a sign of ambivalence in the regulatory definition of capital adequacy for credit risk and the quest for more efficient refinancing sources collateral loan obligations (CLOs) have become a prominent securitisation mechanism. This paper presents a loss-
Jobst, Andreas A.
core   +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

Information, Inflation, and Interest

, 2007
We propose a class of discrete-time stochastic models for the pricing of inflation-linked assets. The paper begins with an axiomatic scheme for asset pricing and interest rate theory in a discrete-time setting.
Hughston, Lane P., Macrina, Andrea
core   +1 more source

Comparative Wear and Friction Analysis of Sliding Surface Materials for Hydrostatic Bearing under Oil Supply Failure Conditions

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, Lukáš Daněk, Jan Foltýn, Petr Svoboda, Carsten Gachot, Martin Hartl, Ivan Křupka   +6 more
wiley   +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, Andersen, Ayache, Bancel, Black, Brennan, Brennan, Brounen, Burlacu, Carayannopoulos, Cheung, Crank, Duffie, Dutordoir, Goldman-Sachs, Graham, Ho, Hung, Ingersoll, Jarrow, King, Lau, Lewis, Loncarski, Loncarski, Loncarski, Longstaff, Madan, Marquardt, McConnell, Merton, Nyborg, Takahashi, Tsiveriotis, Zhou   +34 more
core   +1 more source

Global economic effects of war‐induced agricultural export declines from Ukraine

Applied Economic Perspectives and Policy, EarlyView.
Abstract The war in Ukraine caused export disruptions that jeopardized the availability and affordability of agricultural and food products around the world. This research employs a computable general equilibrium modeling framework to understand the global economic effects of war‐induced agricultural export declines from Ukraine, given the inability to
Amanda M. Countryman, Valentyn Litvinov, Ivan Kolodiazhnyi, Mariia Bogonos, Oleg Nivievskyi   +4 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