Search results for "Pulse response"
showing 3 items of 53 documents
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES
2012
The interest rate risk is the most important risk that derives from the OTC transactions, taking into consideration both the notional amounts and the market value of the financial derivatives that relies on interest rate contracts. Open positions on interest rate derivatives represents more than 75% of the OTC market. In the European banking market interest rate swaps prices are strongly dependent on the interbank interest rates. In this paper we want to analyze the behavior of the Eoniaswap indices and their impact on the interest rate swaps between banks.
Random vibration mitigation of beams via tuned mass dampers with spring inertia effects
2019
The dynamics of beams equipped with tuned mass dampers is of considerable interest in engineering applications. Here, the purpose is to introduce a comprehensive framework to address the stochastic response of the system under stationary and non-stationary loads, considering inertia effects along the spring of every tuned mass damper applied to the beam. For this, the key step is to show that a tuned mass damper with spring inertia effects can be reverted to an equivalent external support, whose reaction force on the beam depends only on the deflection of the attachment point. On this basis, a generalized function approach provides closed analytical expressions for frequency and impulse res…
Application of Periodic Frames to Image Restoration
2014
In this chapter, we present examples of image restoration using periodic frames. Images to be restored were degraded by blurring, aggravated by random noise and random loss of significant number of pixels. The images are transformed by periodic frames designed in Sects. 17.2 and 17.4, which are extended to the 2D setting in a standard tensor product way. In the presented experiments, performances of different tight and semi-tight frames are compared between each other in identical conditions.