Results 61 to 70 of about 96,143 (293)
Advanced Functional Materials, EarlyView.A wideband tunable electrochromic device with dynamic thermal emissivity control is demonstrated. The system enables adaptive heat regulation via electrochemically modulated silver deposition, achieving efficient cooling and heating states. The flexible design ensures mechanical robustness under bending conditions, making it promising for portable and ...
Jiawei Liang +10 more
wiley +1 more source
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets [PDF]
arXiv, 2020 In electricity markets, futures contracts typically function as a swap since they deliver the underlying over a period of time. In this paper, we introduce a market price for the delivery periods of electricity swaps, thereby opening an arbitrage-free pricing framework for derivatives based on these contracts.
arxiv
On the term structure of default premia in the Swap and Libor markets [PDF]
Existing theories of the term structure of swap rates provide an analysis of the Treasury-swap spread based on either a liquidity convenience yield in the Treasury market, or default risk in the swap market.
COLLIN-DUFRESNE, Pierre, SOLNIK, Bruno
core
Credit default swaps (CDS) and loan financing
, 2015 As evidenced by its market size, credit default swaps (CDSs) has been the cornerstone product of the credit derivatives market. The central question that I attempt to answer in this thesis is: why and how does the introduction of CDS market affect bank loan financing?
openaire +3 more sources
Wetting of Surface Grafted Hydrophilic‐b‐Hydrophobic Block Copolymer Brushes
Advanced Functional Materials, EarlyView.The wetting properties of surface grafted diblock copolymer brushes are influenced by the thickness of the hydrophilic bottom block and the hydrophobic top block. The surface adapts in presence of water and the contact angles of the bottom block shine through. Abstract The wetting of diblock copolymer brushes by water is studied.
Benjamin Leibauer +7 more
wiley +1 more source
Model-Free Discretisation-Invariant Swaps and S&P 500 Higher-Moment Risk Premia [PDF]
, 2014 We derive a general multivariate theory for realised characteristics of `model-free discretisation-invariant swaps', so-called because the standard no-arbitrage assumption of martingale forward prices is sufficient to derive fair-value swap rates for such characteristics which have no jump or discretisation errors.
arxiv +1 more source
Correlation products and risk management issues [PDF]
Unlike standard derivatives instruments, correlation products contain nonseparable risk, meaning that the price sensitivity of one risk factor is a function of the level of another risk factor. This article outlines the pricing and hedging of one type of
James M. Mahoney
core +1 more source
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
Advanced Functional Materials, EarlyView.The negative differential resistance is exploited, using a La0.67Sr0.33MnO3 thin film network to demonstrate various neuronal functionalities of the human brain, such as leaky‐integrate‐fire and oscillatory patterns. Transmission electron microscope studies show local modification in oxygen octahedra in the network leads to co‐existing phases ...
Azminul Jaman +6 more
wiley +1 more source