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Distributed multi-party learning provides an effective approach for training a joint model with scattered data under legal and practical constraints. However, due to the quagmire of a skewed distribution of data labels across participants…

Machine Learning · Computer Science 2021-11-01 Maoguo Gong , Yuan Gao , Yue Wu , A. K. Qin

Working with a non-stationary stream of data requires for the analysis system to evolve its model (the parameters as well as the structure) over time. In particular, concept drifts can occur, which makes it necessary to forget knowledge…

Artificial Intelligence · Computer Science 2021-01-08 Clément Leroy , Eric Anquetil , Nathalie Girard

This article presents FVA and CVA of a bilateral derivative in a coherent manner, based on recent developments in fair value accounting and ISDA standards. We argue that a derivative liability, after primary risk factors being hedged,…

Pricing of Securities · Quantitative Finance 2020-05-05 Wujiang Lou

Enterprise deep research often fails to produce decision-ready reports due to uneven information coverage, context explosion, and premature stopping. We propose a scalable Enterprise Deep Research (EDR) architecture to address these…

Computation and Language · Computer Science 2026-04-29 Prafulla Kumar Choubey , Kung-Hsiang Huang , Pranav Narayanan Venkit , Jiaxin Zhang , Vaibhav Vats , Yu Li , Xiangyu Peng , Chien-Sheng Wu

The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche effect. In this paper we consider the problem of reducing the…

Optimization and Control · Mathematics 2022-07-05 Giuseppe Calafiore , Giulia Fracastoro , Anton V. Proskurnikov

This study introduces a new technique to recover the implicit discount factor in the derivative market using only European put and call prices: this discount is grounded in actual transactions in active markets. Moreover, this study…

Mathematical Finance · Quantitative Finance 2022-01-04 Michele Azzone , Roberto Baviera

This paper develops a two-dimensional structural framework for valuing credit default swaps and corporate bonds in the presence of default contagion. Modelling the values of related firms as correlated geometric Brownian motions with…

Pricing of Securities · Quantitative Finance 2008-12-02 Helen Haworth , Christoph Reisinger , William Shaw

An uncollateralized swap hedged back-to-back by a CCP swap is used to introduce FVA. The open IR01 of FVA, however, is a sure sign of risk not being fully hedged, a theoretical no-arbitrage pricing concern, and a bait to lure market risk…

Pricing of Securities · Quantitative Finance 2020-05-05 Wujiang Lou

We introduce new forecast encompassing tests for the risk measure Expected Shortfall (ES). The ES currently receives much attention through its introduction into the Basel III Accords, which stipulate its use as the primary market risk…

Risk Management · Quantitative Finance 2020-08-31 Timo Dimitriadis , Julie Schnaitmann

Mobile edge computing (MEC) paves the way to alleviate the burden of energy and computation of mobile users (MUs) by offloading tasks to the network edge. To enhance the MEC server utilization by optimizing its resource allocation, a…

Computer Science and Game Theory · Computer Science 2024-03-18 Hai Xue , Yun Xia , Neal N. Xiong , Di Zhang , Songwen Pei

Securing an adequate supply of dispatchable resources is critical for keeping a power system reliable under high penetrations of variable generation. Traditional resource adequacy mechanisms are poorly suited to exploiting the growing…

Systems and Control · Electrical Eng. & Systems 2022-10-27 Farhad Billimoria , Filiberto Fele , Iacopo Savelli , Thomas Morstyn , Malcolm McCulloch

We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the…

Pricing of Securities · Quantitative Finance 2011-04-05 Nick Bush , Ben M. Hambly , Helen Haworth , Lei Jin , Christoph Reisinger

Customization is a general trend in software engineering, demanding systems that support variable stakeholder requirements. Two opposing strategies are commonly used to create variants: software clone & own and software configuration with…

Software Engineering · Computer Science 2021-03-03 Wardah Mahmood , Daniel Strüber , Thorsten Berger , Ralf Lämmel , Mukelabai Mukelabai

Recently, the volatility associated with marginal prices has increased due to large scale integration of renewable generation. Price volatility is undesirable from a consumer perspective. To address this issue, we present a framework for…

Optimization and Control · Mathematics 2018-12-11 Shantanu Chakraborty , Kyri Baker , Milos Cvetkovic , Remco Verzijlbergh , Zofia Lukszo

Given a universe of N assets, investors often form equally weighted portfolios (EWPs) by selecting subsets of assets. EWPs are simple, robust, and competitive out-of-sample, yet the uncertainty about which subset truly performs best is…

Portfolio Management · Quantitative Finance 2025-10-20 Davide Ferrari , Alessandro Fulci , Sandra Paterlini

This paper introduces and defines a novel concept in sustainable investing, termed crosswashing, and explore its impact on ESG (Environmental, Social, and Governance) ratings through quantitative analysis using a Multi-Criteria Decision…

General Economics · Economics 2024-09-13 Bertrand Kian Hassani , Yacoub Bahini

Many real-life decision-making situations allow further relevant information to be acquired at a specific cost, for example, in assessing the health status of a patient we may decide to take additional measurements such as diagnostic tests…

Flexibility requirements are becoming more relevant in power system planning due to the integration of variable Renewable Energy Sources (vRES). In order to consider these requirements Generation Expansion Planning (GEP) models have…

Optimization and Control · Mathematics 2019-02-22 Diego A. Tejada-Arango , Germán Morales-España , Sonja Wogrin , Efraim Centeno

Intuitively, the default risk of a single borrower is higher when her or his assets and debt are denominated in different currencies. Additionally, the default dependence of borrowers with assets and debt in different currencies should be…

Risk Management · Quantitative Finance 2008-12-02 Dirk Tasche

This paper studies game-type credit default swaps that allow the protection buyer and seller to raise or reduce their respective positions once prior to default. This leads to the study of an optimal stopping game subject to early default…

Pricing of Securities · Quantitative Finance 2015-03-19 Masahiko Egami , Tim S. T. Leung , Kazutoshi Yamazaki
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