Results 71 to 80 of about 29,277 (321)
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
Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps [PDF]
International Journal of Stochastic Analysis, 2011 We study the valuation of the variance swaps under stochastic volatility with delay and jumps. In our model, the volatility of the underlying stock price process not only incorporates jumps, which are found to be active empirically, but also exhibits past dependence: the behavior of a stock price right after a given time t depends not only on the ...
Swishchuk, Anatoliy, Xu, Li
openaire +2 more sources
Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
wiley +1 more source
The Determinants of Credit Default Swap Premia [PDF]
Using a new dataset of bid and offer quotes for credit default swaps, we investigate the relationship between theoretical determinants of default risk and actual market premia using linear regression.
Ericsson, Jan +2 more
core +3 more sources
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 +2 more
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FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL [PDF]
, 2000 This paper presents a number of new ideas concerned with the implementation of the LIBOR market model and its extensions. It develops and tests an analytic approximation for calculating the volatilities used by the market to price European swap options ...
Hull, John +2 more
core
Advanced Functional Materials, EarlyView.Charge carrier concentration and mobility in TiO2, ZrO2, and HfO2 powder films are experimentally mapped as a function of temperature. The results uncover polaron‐mediated transport regimes and field‐activated conduction, enabling the design of oxide‐based electronic and energy devices with thermally tunable functionality.
Beatriz Moura Gomes +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.This study demonstrated single‐crystalline PbTiO3‐based memristors with atomically sharp interfaces, well‐ordered lattices, and minimal lattice mismatch. The devices exhibited an ON/OFF ratio exceeding 105, high stability, and rich resistance‐state modulation.
Haining Li +7 more
wiley +1 more source
PROFITABILITY CALCULATION AND ANALYSIS FOR INTEREST RATE SWAP USING THE HULL WHITE MODEL
BarekengThe 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