Results 71 to 80 of about 29,458 (274)

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

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

Complexation‐Mediated Diffusion‐Limited Crystal Growth: A General Framework for Anisotropic Crystal Growth in Cu‐Based Perovskites

Advanced Functional Materials, EarlyView.
A Complexation‐Mediated Diffusion‐Limited Growth (CMDLG) framework is established to rationalize the anisotropic growth of lead‐free perovskites. Integrating coordination chemistry with mass transport kinetics, this study theoretically derives and experimentally validates that stable iodocuprate complexes induce a diffusion‐limited regime.
Hyunmin Lee, Mu Geun Son, Thanh Van Vu, Hokyeong Jeong, Joonhee Kang, Youngjong Kang   +5 more
wiley   +1 more source

Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model

Risks
This paper develops a unified analytical framework for pricing discretely sampled volatility-average swaps under the 4/2 stochastic volatility model.
Sanae Rujivan, Seyha Lim, Nopporn Thamrongrat, Angelo E. Marasigan   +3 more
doaj   +1 more source

Establishing a Model Precursor System: Over a Decade of Research on Carbon Dots from the Citric Acid‐Urea System

Advanced Functional Materials, EarlyView.
The citric acid/urea (CA‐Urea) precursor system offers a versatile, scalable route to carbon dots with tunable luminescence and multifunctionality. Mechanistic insights into precursor chemistry and reaction parameters have enabled doping, surface modification, and hybridization strategies, yielding CDs for luminescent devices, sensing, catalysis ...
Yupeng Liu, Zhiqi Cai, Xiangxin Sun, Hanyi Zhang, Yiming Hao, Jun Wu, Zekun Yan, Xue Wu, Yiqi Liang, Liming Wang, Songnan Qu   +10 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

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  

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

Achieving High ON State Current through Ferroelectric Polarization‐Dependent Interfacial Resistance Switching in Undoped Orthorhombic HfO2 Films

Advanced Functional Materials, EarlyView.
Ferroelectric tunnel junction devices based on epitaxial undoped ferroelectric HfO2 films demonstrate stable switching endurance of over 106 switching cycles, low write voltages of ±3 V, 16 measured resistance states, and neuromorphic capability.
Markus Hellenbrand, Nuno Estrócio, Ji S. Kim, Babak Bakhit, Marian C. Istrate, Corneliu Ghica, Tiago Rebelo, Nives Strkalj, Abin Varghese, Bernardo Almeida, Luís S. Marques, Bipin Rajendran, Judith L. MacManus‐Driscoll, José P. B. Silva   +13 more
wiley   +1 more source