Results 121 to 130 of about 616,096 (355)

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

The Co-movement of Credit Default Swap Spreads, Stock Market Returns and Volatilities: Evidence from Asia-Pacific Markets

, 2023
José Da Fonseca, Katrin Gottschalk
openalex   +1 more source

Electron–Matter Interactions During Electron Beam Nanopatterning

Advanced Functional Materials, EarlyView.
This article reviews the electron–matter interactions important to nanopatterning with electron beam lithography (EBL). Electron–matter interactions, including secondary electron generation routes, polymer radiolysis, and electron beam induced charging, are discussed.
Camila Faccini de Lima, Prathiba Thamizhavel, Taylor J. Woehl   +2 more
wiley   +1 more source

Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers [PDF]

This study examines the determinants of bond yield spreads for 22 emerging markets in the period 1998-2009. In addition to the usual EMBI index data from credit default swaps (CDS) are also used.
Pierre L. Siklos
core  

In Materia Shaping of Randomness with a Standard Complementary Metal‐Oxide‐Semiconductor Transistor for Task‐Adaptive Entropy Generation

Advanced Functional Materials, EarlyView.
This study establishes a materials‐driven framework for entropy generation within standard CMOS technology. By electrically rebalancing gate‐oxide traps and Si‐channel defects in foundry‐fabricated FDSOI transistors, the work realizes in‐materia control of temporal correlation – achieving task adaptive entropy optimization for reinforcement learning ...
Been Kwak, Ryun‐Han Koo, Youngchan Cho, Changhyeon Han, Dongbin Kim, Soi Jeong, Yunho Shin, Joonhyeok Choi, Jiseong Im, Jonghyun Ko, Jong‐Ho Lee, Jangsaeng Kim, Youngho Kang, Wonjun Shin, Daewoong Kwon   +14 more
wiley   +1 more source

Deep treasury management for banks. [PDF]

Front Artif Intell, 2023
Englisch H, Krabichler T, Müller KJ, Schwarz M.   +3 more
europepmc   +1 more source

Does a Morphotropic Phase Boundary Exist in ZrxHf1‐xO2‐Based Thin Films?

Advanced Functional Materials, EarlyView.
This study investigates 6 nm zirconium‐rich hafnium‐zirconium oxide thin–film metal–insulator–metal capacitors using a combination of experimental methods and machine learning–based molecular dynamics simulations to provide insight into the physical mechanisms that enhance the dielectric constant near 0 V and attribute it to the field‐induced ...
Pramoda Vishnumurthy, Richard Ganser, Dong‐Gyu Kim, Intak Jeon, Chang Hwa Jung, Hanjin Lim, Thomas Mikolajick, Susan Trolier‐McKinstry, Alfred Kersch, Uwe Schroeder   +9 more
wiley   +1 more source

A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model. [PDF]

Comput Econ, 2023
Yoon Y, Kim JH.
europepmc   +1 more source

The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility [PDF]

, 2022
Frido Rolloos
openalex   +1 more source

CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES [PDF]

Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of market models as the latter are more flexible and best suited to cluster computing implementations.
Albanese, Claudio
core   +1 more source