Concept

Yield spread

Publications associées (37)

Investment timing, debt structure, and financing constraints

We introduce debt issuance limit constraints along with market debt and bank debt to consider how financial frictions affect investment, financing, and debt structure strategies. Our model provides four important results. First, a firm is more likely to is ...

Elsevier Science Bv2015

Variability-Aware Design Space Exploration of Embedded Memories

Andreas Peter Burg, Georgios Karakonstantis, Shrikanth Ganapathy

With scaling of process technologies and worsening of process variations, embedded memories are susceptible to a large number of failure mechanisms making it hard to achieve high yield. In this paper, by bringing together architecture and circuit-level exp ...

2014

Could electrical conductivity replace water level in rating curves for alpine streams?

Marc Parlange, Steven Vincent Weijs, Raphaël Mutzner

Streamflow time series are important for inference and understanding of the hydrological processes in alpine watersheds. Because streamflow is expensive to continuously measure directly, it is usually derived from measured water levels, using a rating curv ...

American Geophysical Union2013

Comparison of hydraulic design equations for Type A Piano Key Weirs

Anton Schleiss, Michael Pfister

Piano Key weirs (PKWs) are a hydraulically attractive alternative to linear overflow weirs, increasing the unit discharge at the unregulated spillway inlet for similar heads and spillway widths. This advantage, allowing for operation of dam reservoirs on e ...

2013

Estimation of A-type Piano Key weir rating curve

Anton Schleiss, Michael Pfister

The Piano Key weir (PKW) is a hydraulically attractive alternative to linear overflow weirs, increasing the unit discharge for similar heads and spillway widths. This advantage allows operating dam reservoirs on an increased level and provides thereby an e ...

Eds Erpicum et al., CRC Press, Boca Raton2013

On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations

Pierre Collin Dufresne

We investigate a structural model of market and firm-level dynamics in order to jointly price long-dated S&P 500 index options and CDO tranches of corporate debt. We identify market dynamics from index option prices and idiosyncratic dynamics from the term ...

Wiley-Blackwell2012

Doubly Stochastic CDO Term Structures

Damir Filipovic

This paper provides a general framework for doubly stochastic term structure models for portfolio of credits, such as collateralized debt obligations (CDOs). We introduce the defaultable (T, x)-bonds, which pay one if the aggregated loss process in the und ...

Birkhauser Boston, C/O Springer-Verlag, Service Center, 44 Hartz Way, Secaucus, Nj 07096-2491 Usa2011

Explaining asset pricing puzzles associated with the 1987 market crash

Pierre Collin Dufresne

The 1987 market crash was associated with a dramatic and permanent steepening of the implied volatility curve for equity index options, despite minimal changes in aggregate consumption. We explain these events within a general equilibrium framework in whic ...

Elsevier2011

A simple high-yielding process for transient gene expression in CHO cells

Florian Maria Wurm, David Hacker, Lucia Baldi Unser, Yashas Rajendra, Divor Kiseljak

Here we describe a simplified method for transient gene expression (TGE) in suspension-adapted Chinese hamster ovary (CHO) cells using polyethylenimine (PEI) for DNA delivery. Both the transfection and production phases of the bioprocess were performed at ...

Elsevier2011

Experimental parametric study for hydraulic design of PKWs

Anton Schleiss, Marcelo Leite Ribeiro

The implementation of a new type of labyrinth spillway, called PKW (Piano Key Weir) reveals as a performing alternative for increasing the overflow capacity of existing dams. The optimal hydraulic design of such structure is however not obvious due to the ...

CRC Press, Taylor & Francis Group2011

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