Results 61 to 70 of about 19,361 (310)

Interest rate swaps and economic exposure [PDF]

The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the outstanding notional principal of interest rate swaps has reached a level of $12.81 trillion in 1995.
Gautam Goswami, Milind Shrikhande
core  

Juridical Analysis of Derivative Instruments [PDF]

جستارهای اقتصادی, 2006
Financial derivative instruments, which are created by financialexperts, play an important role in the world of high finance. To dealwith the risk, mainly price risk, these instruments have appeared andbegun to change and promote day in, day out.
ali Ma'asuminia
doaj  

Phosphoinositides and inositol phosphates as molecular glues

FEBS Letters, EarlyView.
Inositol phosphates (IPs) and phosphoinositides (PIPs) regulate diverse eukaryotic processes. Beyond recruiting signaling proteins or acting as structural cofactors, recent studies suggest they mediate protein–protein interactions as natural molecular glues.
Aleshia Seaton‐Terry, Alexander J. Cutright, Mong Na Claire Loi, Jessica Martin, Joseph W. Gilligan, Jakub N. Kubina, Michael J. Arambula, Susanna Tanada Palmu, Daniella Zhou, Raymond D. Blind   +9 more
wiley   +1 more source

SWAPS

, 2017
Σκοπός της παρούσας εργασίας είναι η παρουσίαση των Swaps αλλά και των κατηγοριών που υπάγονται σε αυτά. Σε σύγκριση με το παρελθόν η αγορά παραγώγων στην οποία ανήκουν και τα Swaps παρουσιάζει ραγδαία άνοδο κάνοντας τα προϊόντα αυτά πολύ σημαντικά ...
Τρέντου, Πασχαλινή
core  

Three phosphatase families form a community: The phosphohydrolases that act upon inositol pyrophosphates

FEBS Letters, EarlyView.
Inositol pyrophosphates are energy‐rich signaling molecules that perform critical functions in cells. Three different families of phosphatases hydrolyze the β phosphate of the inositol pyrophosphate molecules: two have narrow specificities and one is promiscuous.
Ronda J. Rolfes
wiley   +1 more source

The role of interest rate swaps in corporate finance [PDF]

Corporations - Finance ; Swaps (Finance)
Anatoli Kuprianov
core  

Improved Bounds for Swap Multicalibration and Swap Omniprediction

CoRR
In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et al. (2024) raised the open problem of whether it is possible to efficiently achieve $O(\sqrt{T})$ $\ell_{2 ...
Haipeng Luo, Spandan Senapati, Vatsal Sharan   +2 more
openaire   +2 more sources

Reconstructing enzyme evolution by protein engineering

FEBS Letters, EarlyView.
Natural enzyme evolution can be retraced by protein engineering methods such as directed evolution, rational design, and ancestral sequence reconstruction. These approaches reveal how enzymes emerged from ligand‐binding scaffolds, developed varying substrate preferences, formed oligomeric complexes, adapted to environmental changes, and evolved novel ...
Lukas Drexler, Markus R. Busch, Reinhard Sterner   +2 more
wiley   +1 more source

Credit Default Swaps and the Credit Crisis [PDF]

Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit default swaps trade in the largely unregulated over-the-counter market as bilateral contracts ...
René M. Stulz
core  

Swap Cosystolic Expansion

Proceedings of the 56th Annual ACM Symposium on Theory of Computing
We introduce and study swap cosystolic expansion, a new expansion property of simplicial complexes. We prove lower bounds for swap coboundary expansion of spherical buildings and use them to lower bound swap cosystolic expansion of the LSV Ramanujan complexes.
Yotam Dikstein, Irit Dinur
openaire   +3 more sources