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 . ...

Berlin2023

Shannon 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 ...

2022

Essays in Banking and Financial Regulation

Susanne Johanna Petronella Léonie Vissers

This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures. The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets a ...

EPFL2021

Conveying 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 ...

2021

A 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. ...

WILEY2020

Competitive Neural Layer-based Method to Identify People with High Risk for Diabetic Foot

André Anjos

Background and objective: To automatically identify patients with diabetes mellitus (DM) who have high risk of developing diabetic foot, via an unsupervised machine learning technique. Methods: We collected a new database containing 54 known risk factors f ...

2020

Influence 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 LTD2020

EyeWatch Rescue of Refractory Hypotony After Baerveldt Drainage Device Implantation: Description of a New Technique

André Mermoud, Adan Villamarin, Sina Elahi

The most effective way to control glaucoma is by lowering intraocular pressure (IOP) in order to prevent the progression of the disease. Glaucoma drainage devices (GDDs) are surgical option reserved for refractory cases and have been designed to address kn ...

LIPPINCOTT WILLIAMS & WILKINS2020

Essays on adaptation to rare disasters

Takafumi Usui

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 ...

EPFL2019

Pricing interest rate, dividend, and equity risk

Sander Félix M Willems

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

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