Results 61 to 70 of about 29,042 (316)
On the volatility of volatility [PDF]
, 2006 The Chicago Board Options Exchange (CBOE) Volatility Index, VIX, is calculated based on prices of out-of-the-money put and call options on the S&P 500 index (SPX). Sometimes called the "investor fear gauge," the VIX is a measure of the implied volatility
Black +3 more
core +2 more sources
Advanced Functional Materials, EarlyView.A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar +8 more
wiley +1 more source
Euro Interest Rate Swap Yields: A GARCH Analysis
International Journal of Empirical EconomicsThis paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap ...
Tanweer Akram, Khawaja Mamun
doaj +1 more source
Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model
Journal of Applied Mathematics, 2014 We propose approximate solutions for pricing zero-coupon defaultable bonds, credit default swap rates, and bond options based on the averaging principle of stochastic differential equations.
Beom Jin Kim, Chan Yeol Park, Yong-Ki Ma
doaj +1 more source
Hitit Sosyal Bilimler Dergisi, 2023 Bu çalışmada uygulamanın ilk kısmında Türkiye’nin ülke risk priminde gözlenen volatilite 2004-2022 dönemi için incelenmiştir. Daha sonra ülke risk primi ile seçili makroekonomik değişkenler (dolar kuru, enflasyon, faiz ve BİST-100) arasındaki kısa ve ...
Mustafa Çevik, Dilek Şahin
doaj +1 more source
Photoswitchable Conductive Metal–Organic Frameworks
Advanced Functional Materials, EarlyView.A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
Crude Oil Price Movements and Institutional Traders
CommoditiesWe analyze the role of hedge fund, swap dealer, and arbitrageur activity in the crude oil market. The contribution of our work is to examine the role of institutional traders in switching between high-volatility and low-volatility regimes.
Celso Brunetti +2 more
doaj +1 more source
A New Memory Effect in Bulk Crystals of 1T‐TaS2
Advanced Functional Materials, EarlyView.A new memory effect is discovered in 1T‐TaS₂, appearing as a temperature shift in the metal to insulator transition, coinciding with the recently reported ramp reversal memory. These findings imply that ramp reversal memory is an emergent phenomenon, likely to appear in many different systems that share a few basic properties, which are discussed in ...
Avital Fried +4 more
wiley +1 more source
Advanced Functional Materials, EarlyView.An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone +11 more
wiley +1 more source
Energies, 2020 This study discovered market determinants of credit default swap (CDS) spreads in the North American oil and gas industry. Due to the limited theoretical background on market sources of CDS price fluctuations, we chose to alleviate model uncertainty and ...
Karol Szafranek +3 more
doaj +1 more source