Výsledky vyhledávání - "David Schranz"

Reduced-Order Model of the Environmental Variation Error of a Precision Five-Axis Machine Tool

Autor: Jan Konvicka, Joel Purtschert, Josef Mayr, Christian Buesser, Konrad Wegener, David Schranz, Pablo Hernandez-Becerro

Publikováno v: Journal of Manufacturing Science and Engineering. 143

Thermo-mechanical models, based on the discretization of the heat transfer and elasticity equations, enable the analysis and optimization of the thermal design of machine tools. This work investigates the thermo-mechanical response of a five-axis pre

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::21270db78de0390d5019757a8cf37efd
https://doi.org/10.1115/1.4047739

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Measuring Default Risk Premia from Default Swap Rates and EDFs

Autor: Antje Berndt, Darrell Duffie, David Schranz, Mark Ferguson, Rohan Douglas

Publikováno v: SSRN Electronic Journal.

This paper estimates recent default risk premia for U.S. corporate debt, based on a close relationship between default probabilities, as estimated by Moody's KMV EDFs, and default swap (CDS) market rates. The default-swap data, obtained through CIBC

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::da12e4c751d33a8296b98c262cc0b294
https://doi.org/10.2139/ssrn.556080

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