Results 61 to 70 of about 616,096 (355)
Financial instruments fair value accounting for (not against) the banking industry [PDF]
The paper analyses the effects of three sets of accounting rules for financial instruments - Old IAS before IAS 39 became effective, Current IAS or US GAAP, and the Full Fair Value (FFV) model proposed by the Joint Working Group (JWG) - on the financial ...
Gebhardt, Günther +2 more
core +1 more source
2D Multifunctional Spin‐Orbit Coupled Dirac Nodal Line Materials
A total of 473 nonmagnetic and antiferromagnetic 2D spin‐orbit coupled Dirac nodal line materials are screened, spanning 5 layer groups and 12 magnetic space groups. Furthermore, it integrates their topological properties with electride, multiferroic, and magnetic characteristics, revealing unique systems with expanded functionalities and promising ...
Weizhen Meng +7 more
wiley +1 more source
Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp +7 more
wiley +1 more source
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
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
doaj +1 more source
Pricing variance swaps with stochastic volatility
Song‐Ping Zhu, Guanghua Lian
openalex +3 more sources
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management [PDF]
Once upon a time there was a classical financial world in which all the Libors were equal. Standard textbooks taught that simple relations held, such that, for example, a 6 months Libor Deposit was replicable with a 3 months Libor Deposits plus a 3x6 ...
Bianchetti, Marco
core +2 more sources
Double Helical Plasmonic Antennas
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
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
The Rise and Fall of S&P500 Variance Futures [PDF]
Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and variance swaps, options and ...
Chia-Lin Chang +3 more
core +3 more sources
Inter-Dealer OTC E-markets [PDF]
The global OTC markets have been very active in the past decade as many institutions have chosen to rely on growth in the OTC issuance to facilitate deal-making outside of the exchange regulated avenues.
Iosif ZIMAN
doaj

