Showing 1 - 9 of 9
To develop an efficient method to achieve fast discharge/charge ability and long-cycle life for NCM cathodes, is still an urgent and challenging problem for further effectively improving the overall performance of lithium ion battery (LIB). Herein, NCM523 uniformly modified by Pr 6 O 11...
Persistent link: https://www.econbiz.de/10013303736
This paper presents a computationally efficient technique for the computation of exposure distributions at any future time under the risk-neutral and some observed real-world probability measures, needed for computation of credit valuation adjustment (CVA) and potential future exposure (PFE). In...
Persistent link: https://www.econbiz.de/10012989696
Three computational techniques for approximation of counterparty exposure for financial derivatives are presented. The exposure can be used to quantify so-called Credit Valuation Adjustment (CVA) and Potential Future Exposure (PFE), which are of utmost importance for modern risk management in...
Persistent link: https://www.econbiz.de/10013058870
Continuous removal of toxic element boron from aqueous solution was investigated with new phenolic hydroxyl modified resin (T-resin) using a fixed bed column reactor operated under various flow rates, bed height and influent concentrations. The breakthrough time, exhaustion time and uptake...
Persistent link: https://www.econbiz.de/10013302805
CoNi alloys are excellent magnetic microwave absorption materials, and the influence of various structures on performance is very significant, especially chains versus particles. Herein, a magnetic field-induced solvothermal method was applied to prepare hierarchical CoNi chains, and without the...
Persistent link: https://www.econbiz.de/10013305044
Analysing the vertical distribution of nutrient salts and estimating the total mass of lake nutrients is helpful for the management of lake nutrient status and the formulation of drainage standards in basins. However, studies on nitrogen (N) and phosphorus (P) in lakes have focused on obtaining...
Persistent link: https://www.econbiz.de/10014259629
Credit Valuation Adjustment (CVA) has become an important field as its calculation is required in Basel III, issued in 2010, in the wake of the credit crisis. Exposure, which is defined as the potential future loss on a financial contract due to a default event, is one of the key elements for...
Persistent link: https://www.econbiz.de/10013005951
This paper estimates individual treatment effects in a triangular model with binary — valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2015), we propose a two — stage estimation approach. First, we estimate the counterfactual outcome and hence...
Persistent link: https://www.econbiz.de/10012980656
We study the impact of wrong-way-risk (WWR) on credit valuation adjustment (CVA) for European and Bermudan options, based on an intensity model. WWR is modeled by a dependency between the underlying asset and the intensity of the counterparty's default. We consider three different models. We...
Persistent link: https://www.econbiz.de/10012981149