Zobrazeno 1 - 10
of 585
pro vyhledávání: '"ZWAARD, A."'
Affine Diffusion dynamics are frequently used for Valuation Adjustments (xVA) calculations due to their analytic tractability. However, these models cannot capture the market-implied skew and smile, which are relevant when computing xVA metrics. Henc
Externí odkaz:
http://arxiv.org/abs/2403.14841
Wrong-Way Risk (WWR) is an important component in Funding Valuation Adjustment (FVA) modelling. Yet, the standard assumption is independence between market risks and the counterparty defaults and funding costs. This typical industrial setting is our
Externí odkaz:
http://arxiv.org/abs/2209.12222
In March 2020, the world was thrown into financial distress. This manifested itself in increased uncertainty in the financial markets. Many interest rates collapsed, and funding spreads surged significantly, which increased due to the market turmoil.
Externí odkaz:
http://arxiv.org/abs/2204.02680
Autor:
de Haan, Michel, van der Zwaard, Stephan, Schreven, Sander, Beek, Peter J., Jaspers, Richard T.
Publikováno v:
In Journal of Science and Medicine in Sport July 2024 27(7):499-506
Autor:
Simon T. de Gans, Gerdinique C. Maessen, Marjolein H. J. van de Pol, Marjan J. van Apeldoorn, Margot A. L. van Ingen-Stokbroekx, Niels van der Sloot, Carolina J. P. W. Keijsers, Babette C. van der Zwaard
Publikováno v:
BMC Geriatrics, Vol 23, Iss 1, Pp 1-11 (2023)
Abstract Background The management and care of older patients with multiple health problems is demanding and complex. Interprofessional and intraprofessional collaboration has the potential to improve both the efficiency and the quality of care for t
Externí odkaz:
https://doaj.org/article/90379e307b8540328e663decb4ec5abc
Autor:
Zwaard, Stefan, Boele, Henk-Jan, Alers, Hani, Strydis, Christos, Lew-Williams, Casey, Al-Ars, Zaid
Distributed machine learning is becoming a popular model-training method due to privacy, computational scalability, and bandwidth capacities. In this work, we explore scalable distributed-training versions of two algorithms commonly used in object de
Externí odkaz:
http://arxiv.org/abs/2010.07259
This study contributes to understanding Valuation Adjustments (xVA) by focussing on the dynamic hedging of Credit Valuation Adjustment (CVA), corresponding Profit & Loss (P&L) and the P&L explain. This is done in a Monte Carlo simulation setting, bas
Externí odkaz:
http://arxiv.org/abs/2005.10504
Autor:
Lee, Benjamin Charles Germain, Mears, Jaime, Jakeway, Eileen, Ferriter, Meghan, Adams, Chris, Yarasavage, Nathan, Thomas, Deborah, Zwaard, Kate, Weld, Daniel S.
Chronicling America is a product of the National Digital Newspaper Program, a partnership between the Library of Congress and the National Endowment for the Humanities to digitize historic newspapers. Over 16 million pages of historic American newspa
Externí odkaz:
http://arxiv.org/abs/2005.01583
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.