Search results for "TFA"
showing 8 items of 58 documents
Local Expected Shortfall-Hedging
2001
This paper proposes a self-financing trading strategy that minimizes the expected shortfall locally when hedging a European contingent claim. A positive shortfall occurs if the hedger is not willing to follow a perfect hedging or a superhedging strategy. In contrast to the classical variance criterion, the expected shortfall criterion depends only on undesirable outcomes where the terminal value of the written option exceeds the terminal value of the hedge portfolio. Searching a strategy which minimizes the expected shortfall is equivalent to the iterative solution of linear programs whose number increases exponentially with respect to the number of trading dates. Therefore, we partition th…
A gas chromatography-mass spectrometric method to determine skin-whitening agents in cosmetic products.
2010
An analytical method is proposed here to determine three allowed (kojic acid, azelaic acid and arbutin) and two forbidden (resorcinol and hydroquinone) skin-whitening agents in cosmetics. The method is based on gas chromatography coupled with mass spectrometric detection, which allows the two prohibited target compounds to be identified unequivocally by means of their mass spectra acquired in full-scan mode at the retention time of these compounds. Owing to their low volatility, target analytes are derivatized using N,O-bis-(trimethylsilyl)trifluoroacetamide (BSTFA) (containing 1% trimethylchlorosylane) prior to injection into the chromatographic system. The accuracy and precision of the pr…
Contingent Convertible Bonds for Sovereign Debt Risk Management
2018
Abstract We consider convertible bonds that contractually stipulate payment standstill, contingent on a market indicator of a sovereign’s credit worthiness breaching a distress threshold. This financial innovation limits ex ante the likelihood of debt crises and imposes ex post risk sharing between creditors and the debtor. Drawing from literature on contingent contracts, neglected risks, and bank CoCo, we extend prevailing arguments in favor of sovereign CoCo (S-CoCo). We discuss issues relating to their design: which market trigger, market discipline and sovereign incentives, and errors of false alarms or missed crises, and provide supporting evidence with eurozone data and a simple simul…
Pitfalls in whole body MRI with diffusion weighted imaging performed on patients with lymphoma: What radiologists should know
2016
The technological advances in radiological imaging and the relevance of a diagnostic tool that may reduce radiation-induced long-term effects have led to a widespread use of whole body magnetic resonance imaging (WB-MRI) with diffusion weighted imaging for oncologic patients. A lot of studies demonstrated the feasibility and reliability of WB-MRI as an alternative technique for lymphoma staging and response assessment during and after treatment. In this paper, taking advantage of our 2years of experience using WB-MRI for lymphoma, we discuss the main pitfalls and artifacts radiologists should know examining a WB-MRI performed on this typology of patients in order to avoid images misinterpre…
Clinical Pitfalls in Diagnosis of Nonmuscle-Invasive Bladder Cancer
2015
Current global economic crisis imposes healthcare system to reduce unnecessary investigations and increase early detection of tumors, to decrease the costs of an advanced disease. Several diagnostic pitfalls may occur dealing with bladder cancer (BC), particularly in nonmuscle-invasive (NMIBC) one. Hematuria, the commonest sign in NMIBC, is often underestimated. Urinary cytology is highly specific for high-grade tumors, but has a low sensitivity for low-grade BC, is operator dependent, and not always obtainable in clinical practice. Numerous urinary tests are available to ameliorate the accuracy of cytology, but none of them is routinly used in urological practice. Ultrasound could hardly …
The Car Resequencing Problem with Pull-Off Tables
2011
AbstractThe car sequencing problem determines sequences of different car models launched down a mixed- model assembly line. To avoid work overloads of workforce, car sequencing restricts the maximum occurrence of labor-intensive options, e.g., a sunroof, by applying sequencing rules. We consider this problem in a resequencing context, where a given number of buffers (denoted as pull-off tables) is available for rearranging a stirred sequence. The problem is formalized and suited solution procedures are developed. A lower bound and a dominance rule are introduced which both reduce the running time of our graph approach. Finally, a real-world resequencing setting is investigated.
Developing doctoral students' / researchers’ understanding of the journal peer-review process
2021
A growing body of knowledge has confirmed that the journal peer-review process is an integral part of the scientific publication process and provides demonstrable benefits to journal editors and authors. This study aims to develop doctoral students’ understanding of the journal peer-review process and highlight the most common errors and pitfalls reviewers identify in novice authors’ manuscripts, which could lead to rejection. A qualitative content analysis research method was used to analyse the primary data as experience collected from senior researchers, editors and associate editors. Among the major contributions of this study is an interactive diagram that provides an overview of the j…
Saksalaiset alueet ennen Westfalenin rauhaa
1806
Eero ja Erkki Fredriksonin säätiö