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Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yan-long
;
Cao, Zhen
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2022/06/21
forward rate agreement
counterparty credit risk
expected exposure
potential future exposure
Application of a Space-based Optical Interferometer Toward Measuring Cosmological Distances of Quasars
期刊论文
RESEARCH IN ASTRONOMY AND ASTROPHYSICS, 2022, 卷号: 22, 期号: 3
作者:
Huang, Ying-Ke
;
Fang, Yue-Dong
;
Lu KX(卢开兴)
;
Zhang, Zhi-Xiang
;
Liu, Ji-Lin
收藏
  |  
浏览/下载:70/0
  |  
提交时间:2022/03/28
(galaxies:) quasars: emission lines
techniques: interferometric
(cosmology:) distance scale
Database Resources of the National Genomics Data Center, China National Center for Bioinformation in 2022
期刊论文
NUCLEIC ACIDS RESEARCH, 2022, 卷号: 50, 期号: D1, 页码: D27-D38
作者:
Xue, Yongbiao
;
Bao, Yiming
;
Zhang Zhang
;
Zhao, Wenming
;
Xiao, Jingfa
收藏
  |  
浏览/下载:47/0
  |  
提交时间:2022/04/02
Database Resources of the National Genomics Data Center, China National Center for Bioinformation in 2022
期刊论文
NUCLEIC ACIDS RESEARCH, 2022, 卷号: 50, 期号: D1, 页码: D27-D38
作者:
Xue, Yongbiao
;
Bao, Yiming
;
Zhang Zhang
;
Zhao, Wenming
;
Xiao, Jingfa
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2024/03/07
Contrasting Sensitivity of Weathering Proxies to Quaternary Climate and Sea-Level Fluctuations on the Southern Slope of the South China Sea
期刊论文
GEOPHYSICAL RESEARCH LETTERS, 2021, 卷号: 48, 期号: 24, 页码: 13
作者:
Zhong, Yi
;
Wilson, David J.
;
Liu, Jiabo
;
Wan, Shiming
;
Bao, Rui
收藏
  |  
浏览/下载:66/0
  |  
提交时间:2022/02/18
Detection, visualization, quantification, and warning of pipe corrosion using distributed fiber optic sensors
期刊论文
AUTOMATION IN CONSTRUCTION, 2021, 卷号: 132, 页码: 13
作者:
Tan, Xiao
;
Fan, Liang
;
Huang, Ying
;
Bao, Yi
收藏
  |  
浏览/下载:49/0
  |  
提交时间:2021/12/01
Corrosion
Distributed fiber optic sensors (DFOS)
Optical frequency domain reflectometry 
(OFDR)
Pipeline
Structural health monitoring (SHM)
Visualization
AGN STORM 2. I. First results: A Change in the Weather of Mrk 817
期刊论文
The Astrophysical Journal, 2021, 卷号: 922, 期号: 2
作者:
Kara,Erin
;
Mehdipour,Missagh
;
Kriss,Gerard A.
;
Cackett,Edward M.
;
Arav,Nahum
收藏
  |  
浏览/下载:72/0
  |  
提交时间:2021/12/27
Advanced glycation end products via skin autofluorescence as potential marker of carotid atherosclerosis in patients with type 2 diabetes
期刊论文
NUTRITION METABOLISM AND CARDIOVASCULAR DISEASES, 2021, 卷号: 31
作者:
Ying, Lingwen
;
Shen, Yun
;
Zhang, Yang
;
Wang, Yikun
;
Liu, Yong
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2022/01/10
Advanced glycation end products
Carotid atherosclerosis
Cardiovascular events
Non-invasive
Type 2 diabetes
Additive effects of variants of unknown significance in replication repair-associated DNA polymerase genes on mutational burden and prognosis across diverse cancers
期刊论文
JOURNAL FOR IMMUNOTHERAPY OF CANCER, 2021, 卷号: 9
作者:
Ying, Jieer
;
Yang, Lin
;
Yin, Jiani C.
;
Xia, Guojie
;
Xing, Minyan
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2021/11/15
biomarkers
tumor
genetic markers
genome instability
Immunotherapy
translational medical research
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