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We investigate the cross-sectional variation in the credit default swap (CDS)-bond bases and test explanations for the violation of the arbitrage relation between cash bond and CDS contract, which states that the basis should be zero in normal conditions. ...
The design of stimuli-responsive nanocarriers has raised much attention to achieve higher local concentration of therapeutics and mitigate the appearance of drug resistance. The combination of imaging properties and controlled photorelease of active molecu ...
We introduce a novel class of credit risk models in which the drift of the survival process of a firm is a linear function of the factors. The prices of defaultable bonds and credit default swaps (CDS) are linear-rational in the factors. The price of a CDS ...
Volume 2 of the IRGC Resource Guide on Resilience provides an in-depth and pragmatic evaluation of concepts and methods for resilience-based approaches in contrast to risk-based approaches, as proposed and practised in different domains of science and prac ...
This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...
We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...
We present a self-organised method for quickly obtaining the epidemic threshold of infective processes on networks. Starting from simple percolation models, we introduce the possibility that the effective infection probability is affected by the perception ...
This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...
Interview of Prof. Lyesse Laloui at the RTS on the risks during the period of flood reduction. During the period of flood reduction, the level of water reduces more quickly than the pore water pressures in the ground of banks, which makes the risk of insta ...
Shewanella oneidensis produces an extensive electron transfer network that results in metabolic flexibility. A large number of c-type cytochromes are expressed by S. oneidensis and these function as the fundamental electron transport chain proteins. Althou ...