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Interest rate

Related publications (338)

Linear-Rational Term Structure Models

We introduce the class of linear-rational term structure models in which the state price density is modeled such that bond prices become linear-rational functions of the factors. This class is highly tractable with several distinct advantages: (i) ensures ...

Wiley2017

Essays in Financial Economics

Christoph Helmut Peter Herpfer

This thesis contains four chapters, each of which utilizes new or unusual data sources to analyze a different area of financial economics. In the first chapter, I construct a novel dataset linking individual bankers to large borrowers in the U.S. syndicate ...

EPFL2017

The climate impacts of feebate on cars in future scenarios

Rafael Laurenti

The ongoing EU FP7 project DYNAMIX aims to develop and assess dynamic policy mixes that achieve absolute decoupling between resource use and well-being. One of the policy instruments we assess is a feebate scheme for selected product categories. This instr ...

A World Resources Forum Production, PSI2017

Environmental Monitoring using Autonomous Vehicles: A Survey of Recent Searching Techniques

Auke Ijspeert, Alessandro Crespi

Autonomous vehicles are becoming an essential tool in a wide range of environmental applications that include ambient data acquisition, remote sensing, and mapping of the spatial extent of pollutant spills. Among these applications, pollution source locali ...

Elsevier2017

Indole- and Pyrrole-BX: Bench-Stable Hypervalent Iodine Reagents for Heterocycle Umpolung

Jérôme Waser, Stefano Nicolai, Paola Caramenti

The one-step synthesis of the bench-stable hypervalent iodine reagents IndoleBX and PyrroleBX using mild Lewis acid catalyzed conditions is reported. The new reagents are stable up to 150 degrees C and were applied in the C-H arylation of unactivated arene ...

2017

How Computer Science Risks to Lose its Innocence, and Should Attempt to Take Responsibility

Karl Aberer

Computer science is playing a driving role in transforming today's society through information technology. In this transformation we observe power shifts increasingly strengthening centralised organisations, which are negatively perceived by many people. W ...

Ieee Computer Soc2017

Essential connectedness and the rigidity problem for Gaussian symmetrization

Maria Colombo

We provide a geometric characterization of rigidity of equality cases in Ehrhard ' s symmetrization inequality for Gaussian perimeter. This condition is formulated in terms of a new measure-theoretic notion of connectedness for Borel sets, inspired by Fede ...

2017

Payment Size, Negative Equity, and Mortgage Default

Andreas Fuster

This paper studies the treatment effect of monthly payment size on mortgage default, using a sample of adjustable-rate loans that experienced large payment reductions thanks to the recent low interest rate environment. Payment size has an economically larg ...

2017

Compact Lensless Phase Imager

Michaël Unser, Ferréol Arnaud Marie Soulez

Lensless quantitative phase imaging is of high interest for obtaining a large field of view (FOV), typically the size of the camera chip, to observe biological cell material with high contrast. It has the potential to be widely spread due to its inherent s ...

2017

On the performance of metrics to predict quality in point cloud representations

Touradj Ebrahimi, Evangelos Alexiou

Point clouds are a promising alternative for immersive representation of visual contents. Recently, an increased interest has been observed in the acquisition, processing and rendering of this modality. Although subjective and objective evaluations are cri ...

Spie-Int Soc Optical Engineering2017

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