An approach to scenario hedging
CF Hill, S Vaysman - Journal of portfolio management, 1998 - search.proquest.com
An article describes how to develop a small but representative set of deterministic yield
curve scenarios using principal components analysis (PCA). Using these scenarios as a …
curve scenarios using principal components analysis (PCA). Using these scenarios as a …
Quasi-Monte Carlo in Tree Pricing Models
R Zywina - Available at SSRN 3077402, 2017 - papers.ssrn.com
… I thank Simon Vaysman and Sergei Kucherenko for helpful discussion and suggestions.
This work was supported by TD Bank Financial Group. …
This work was supported by TD Bank Financial Group. …
[HTML][HTML] Phenotypes of disease severity in a cohort of hospitalized COVID-19 patients: results from the IMPACC study
…, DA Esserman, S Liu, AF Sesma, V Simon… - …, 2022 - thelancet.com
Background Better understanding of the association between characteristics of patients
hospitalized with coronavirus disease 2019 (COVID-19) and outcome is needed to further …
hospitalized with coronavirus disease 2019 (COVID-19) and outcome is needed to further …
Improving grid-based methods for estimating value at risk of fixed-income portfolios
MS Gibson, M Pritsker - Board of Governors of the Federal Reserve …, 2000 - papers.ssrn.com
Jamshidian and Zhu (1997) propose a discrete grid method for simplifying the computation
of Value at Risk (VaR) for fixed-income portfolios. Their method relies on two simplifications. …
of Value at Risk (VaR) for fixed-income portfolios. Their method relies on two simplifications. …
Concept mapping in a financial accounting theory course
J Simon - Accounting Education Research, 2015 - taylorfrancis.com
This paper assesses the usefulness of concept mapping (an educational learning, assessment,
and curriculum development technique developed by Novak, widely used in the natural …
and curriculum development technique developed by Novak, widely used in the natural …
[HTML][HTML] Reactive control in suicide ideators and attempters: An examination of the congruency sequence effect in cognitive and emotional Simon tasks
… nonsuicidal controls were tested in cognitive and emotional Simon tasks. We examined
the congruency sequence effect (CSE) in the Simon tasks as an indication of the efficiency of …
the congruency sequence effect (CSE) in the Simon tasks as an indication of the efficiency of …
[HTML][HTML] Features of acute COVID-19 associated with post-acute sequelae of SARS-CoV-2 phenotypes: results from the IMPACC study
Post-acute sequelae of SARS-CoV-2 (PASC) is a significant public health concern. We
describe Patient Reported Outcomes (PROs) on 590 participants prospectively assessed from …
describe Patient Reported Outcomes (PROs) on 590 participants prospectively assessed from …
Introduction: Queer Life Writing in Russia and Beyond
C Doak - Avtobiografija, 2022 - avtobiografija.com
… Vaysman argues that Aleksandrov … , Vaysman suggests that it is more appropriate for
scholars to refer to Aleksandrov by his male name and masculine pronouns. However, Vaysman …
scholars to refer to Aleksandrov by his male name and masculine pronouns. However, Vaysman …
Host-microbe multiomic profiling reveals age-dependent immune dysregulation associated with COVID-19 immunopathology
HV Phan, A Tsitsiklis, CP Maguire… - Science Translational …, 2024 - science.org
Age is a major risk factor for severe coronavirus disease 2019 (COVID-19), yet the mechanisms
behind this relationship have remained incompletely understood. To address this, we …
behind this relationship have remained incompletely understood. To address this, we …
Engineered yeast for enhanced CO 2 mineralization
R Barbero, L Carnelli, A Simon, A Kao… - Energy & …, 2013 - pubs.rsc.org
In this work, a biologically catalysed CO2 mineralization process for the capture of CO2 from
point sources was designed, constructed at a laboratory scale, and, using standard …
point sources was designed, constructed at a laboratory scale, and, using standard …