Results 101 to 110 of about 616,096 (355)
A New Default Intensity Model with Fuzziness and Hesitation
International Journal of Computational Intelligence Systems, 2016 With the increased financial market volatility, corporate defaults will suffer from the double impact of the external shocks and internal contagion effects.
Liang Wu, Ya-ming Zhuang, Wen Li
doaj +1 more source
Growth of Millimeter‐Sized BaTaO2N Single Crystals by an NH3‐Assisted BaCl2 Flux Method
Advanced Functional Materials, EarlyView.Millimeter‐sized BaTaO2N single crystals are successfully grown from a BaCl2 flux under NH3 flow. Their comprehensive characterization, including dielectric properties, is demonstrated, and the possible growth mechanisms are discussed. Abstract Perovskite‐type oxynitrides have attracted considerable attention due to their excellent photocatalytic ...
Ginji Harada +2 more
wiley +1 more source
Contingent claims analysis as a credit risk metric: Evidence from Turkey [PDF]
PanoeconomicusCredit ratings have become open to dispute in recent years regarding their objectivity, timeliness, and the criteria considered in the assignment process, which resulted in an inclination toward other methods to measure credit risk.
Baskurt Burcu Bahceci, Çelik Şaban
doaj +1 more source
A Consistent Pricing Model for Index Options and Volatility Derivatives [PDF]
We propose and study a flexible modeling framework for the joint dynamics of an index and a set of forward variance swap rates written on this index, allowing options on forward variance swaps and options on the underlying index to be priced consistently.
Cont, Rama, Kokholm, Thomas
core
Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation
Advanced Functional Materials, EarlyView.In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu +12 more
wiley +1 more source
Advanced Functional Materials, EarlyView.The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao +8 more
wiley +1 more source
Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions [PDF]
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis.
Ansgar Belke, Christian Gokus
core +3 more sources
Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? [PDF]
We investigate whether the same finite dimensional dynamic system spans both interest rates (the yield curve) and interest rate options (the implied volatility surface). We find that the options market exhibits factors independent of the underlying yield
Liuren WU, Massoud Heidari
core
Islamic Currency Swap: Can Be the Best Way to Hedge Indonesia Hajj Fund? [PDF]
, 2018 The operational costs of Hajj in foreign currencies will always face the risk of changes in exchange rates. Hajj operational costs will continue to grow in line with the increasing number of pilgrims. But at present, the government (BPKH) does not have a
Maulana, I. (Irvan) +1 more
core
Option Pricing in Multivariate Stochastic Volatility Models of OU Type
, 2011 We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still being highly analytically tractable.
Barndorff-Nielsen O. E. +3 more
core +1 more source