Concept
Risk-free rate
Related publications (59)
Autoantibodies against type I IFNs in humans with alternative NF-κB pathway deficiency
Jacques Fellay, Christian Axel Wandall Thorball, Alessandro Borghesi, Yu Zhang, Peng Zhang, Qian Zhang
Patients with autoimmune polyendocrinopathy syndrome type 1 (APS-1) caused by autosomal recessive AIRE deficiency produce autoantibodies that neutralize type I interferons (IFNs) 1,2 , conferring a predisposition to life-threatening COVID-19 pneumonia 3 . ...
Berlin2023Shannon Bounds on Lossy Gray-Wyner Networks
Michael Christoph Gastpar, Erixhen Sula
The Gray-Wyner network subject to a fidelity criterion is studied. Upper and lower bounds for the trade-offs between the private sum-rate and the common rate are obtained for arbitrary sources subject to mean-squared error distortion. The bounds meet exact ...
2022Conveying the Perception of Humor Arising from Ambiguous Grammatical Constructs in Human-Chatbot Interaction
Denis Gillet, Juan Carlos Farah, Sandy Ingram, Vandit Sharma
Chatbots have long been advocated for computer-assisted language learning systems to support learners with conversational practice. A particular challenge in such systems is explaining mistakes stemming from ambiguous grammatical constructs. Misplaced modi ...
2021A term structure model for dividends and interest rates
Damir Filipovic, Sander Félix M Willems
Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. ...
WILEY2020Influence of thermo-mechanical history on the ordering kinetics in 18 carat Au alloys
Helena Van Swygenhoven, Steven Van Petegem, Nadine Baluc, Marina Garcia Gonzalez
Precious alloys are subjected to a series of mechanical and thermal operations during manufacturing. For 18 carat gold alloys the processing operations can induce L1(0) ordered nanodomains, known to lead to the buildup of residual stresses, which are the p ...
PERGAMON-ELSEVIER SCIENCE LTD2020Essays on adaptation to rare disasters
This thesis aims to further investigate rare natural disasters and studies adaptation decisions under uncertainty by solving several computational economic models. The modeling of rare natural disasters depends on the treatment of catastrophic outcomes wit ...
EPFL2019Pricing interest rate, dividend, and equity risk
This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...
EPFL2019