Results 61 to 70 of about 989 (299)

Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives

Risks, 2019
This paper assesses the hedge effectiveness of an index-based longevity swap and a longevity cap for a life annuity portfolio. Although longevity swaps are a natural instrument for hedging longevity risk, derivatives with non-linear pay-offs, such as ...
Man Chung Fung, Katja Ignatieva, Michael Sherris   +2 more
doaj   +1 more source

Economic and Strategic motivations for financial cooperation in East Asia [PDF]

Journal of International Logistics and Trade, 2003
The 1997-98 financial crisis has had a profound effect on how East Asian economies the role of the IMF and its strategic interests relative to those of the United States in the international financial regime.
Young ll Park, Seung Moon
doaj   +1 more source

Photoswitching Conduction in Framework Materials

Advanced Functional Materials, EarlyView.
This mini‐review summarizes recent advances in state‐of‐the‐art proton and electron conduction in framework materials that can be remotely and reversibly switched on and off by light. It discusses the various photoswitching conduction mechanisms and the strategies employed to enhance photoswitched conductivity.
Helmy Pacheco Hernandez, Stefan Hecht, Wolfgang Wenzel, Lars Heinke, Mariana Kozlowska   +4 more
wiley   +1 more source

Functional Materials for Environmental Energy Harvesting in Smart Agriculture via Triboelectric Nanogenerators

Advanced Functional Materials, EarlyView.
This review explores functional and responsive materials for triboelectric nanogenerators (TENGs) in sustainable smart agriculture. It examines how particulate contamination and dirt affect charge transfer and efficiency. Environmental challenges and strategies to enhance durability and responsiveness are outlined, including active functional layers ...
Rafael R. A. Silva, Giulio Fatti, Emanuel Carlos, Guilherme Ferreira, Sumita Goswami, Suman Nandy, Luiz H. C. Mattoso, Elvira Fortunato, Caio G. Otoni, Rodrigo Martins   +9 more
wiley   +1 more source

PROFITABILITY CALCULATION AND ANALYSIS FOR INTEREST RATE SWAP USING THE HULL WHITE MODEL

Barekeng
The London Inter-Bank Offered Rate (LIBOR) volatility had resulted in higher interest rate risks faced by many big companies and financial institutions whose assets depend on the interest rate.
Vania Rosalie Hadiono, Felivia Kusnadi
doaj   +1 more source

A Jurisprudential Feasibility Study of Designing Interest Rate Swap in Proportion to the Iranian Capital Market [PDF]

تحقیقات مالی اسلامی (پیوسته), 2013
Swap contracts, as kind of derivative instruments, are of high importance and usage in financial markets. One widely-used sort of them is interest rate swap contract. As the Iranian financial market is developing, it is needed that all new instruments be
Gholam Ali Masouminia, Mahdi Elahi
doaj  

Complex Cryptographic and User‐Centric Physically Unclonable Functions Enabled by Strain‐Sensitive Nanocrystals via Selective Ligand Exchange

Advanced Functional Materials, EarlyView.
This study investigates electromechanical PUFs that improve on traditional electric PUFs. The electron transport materials are coated randomly through selective ligand exchange. It produces multiple keys and a key with motion dependent on percolation and strain, and approaches almost ideal inter‐ and intra‐hamming distances.
Seungshin Lim, Hanseok Seo, Taesung Park, Byung Ku Jung, Junhyeok Park, Young Kyun Choi, Dae Yang Oh, Soong Ju Oh   +7 more
wiley   +1 more source

Tek Değişkenli GARCH Modelleri İle Türkiye’nin CDS Primi Oynaklığının Analizi

İzmir İktisat Dergisi, 2020
Kredi türev ürünleri, kredi riskini minimize etmek için 1990’lı yıllarda finans piyasalarında kullanılmaya başlanmış ve kredi olaylarından kaynaklanan zararlara karşı sigorta sağlayarak, kredi riskine maruz kalmayı azaltmak veya ortadan kaldırmak için ...
Mehmet Ozan ÖZDEMİR, Hamdi EMEÇ
doaj   +1 more source

Thermal Phase‐Modulation of Thickness‐Dependent CVD‐Grown 2D In2Se3

Advanced Functional Materials, EarlyView.
A comprehensive study of CVD‐grown 2D In2Se3 reveals a distinct thickness‐dependent phase landscape and a reversible, thermally driven transformation between β″ and β* variants. In situ TEM electron diffraction and Raman spectroscopy reveal structural dynamics, while the structural invariance of the α‐phase in ultrathin regimes highlights its stability—
Dasun P. W. Guruge, Zhenhuan Chen, Joseph F. S. Fernando, Chao Zhang, Liangzhi Kou, Konstantin L. Firestein, Dmitri V. Golberg   +6 more
wiley   +1 more source

A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching

Financial Innovation
The effects of stochastic volatility, jump clustering, and regime switching are considered when pricing variance swaps. This study established a two-stage procedure that simplifies the derivation by first isolating the regime switching from other ...
Xin-Jiang He, Sha Lin
doaj   +1 more source