|Commenced in January 2007||Frequency: Monthly||Edition: International||Paper Count: 12|
In this paper the CVA computation of interest rate swap is presented based on its rating. Rating and probability default given by Moody’s Investors Service are used to calculate our CVA for a specific swap with different maturities. With this computation the influence of rating variation can be shown on CVA. Application is made to the analysis of Greek CDS variation during the period of Greek crisis between 2008 and 2011. The main point is the determination of correlation between the fluctuation of Greek CDS cumulative value and the variation of swap CVA due to change of rating.
Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.
Cd1−xZnxS thins films have been fabricated from ZnS/CdS/ZnS multilayer thin film systems, by using the vacuum deposition method; the Rutherford backscattering (RBS) technique have been applied in order to determine the: structure, composition, depth profile, and stoichiometric of these films. The influence of the chemical and heat treatments on the produced films also have been investigated; the RBS spectra of the films showed that homogenous Cd1−xZnxS can be synthesized with x=0.45.
A SnO2/CdS/CdTe heterojunction was fabricated by thermal evaporation technique. The fabricated cells were annealed at 573K for periods of 60, 120 and 180 minutes. The structural properties of the solar cells have been studied by using X-ray diffraction. Capacitance- voltage measurements were studied for the as-prepared and annealed cells at a frequency of 102 Hz. The capacitance- voltage measurements indicated that these cells are abrupt. The capacitance decreases with increasing annealing time. The zero bias depletion region width and the carrier concentration increased with increasing annealing time. The carrier transport mechanism for the CdS/CdTe heterojunction in dark is tunneling recombination. The ideality factor is 1.56 and the reverse bias saturation current is 9.6×10-10A. The energy band lineup for the n- CdS/p-CdTe heterojunction was investigated using current - voltage and capacitance - voltage characteristics.
Regulatory relationships of 686 intronic miRNA and 784 intergenic miRNAs with mRNAs of 51 intronic miRNA coding genes were established. Interaction features of studied miRNAs with 5'UTR, CDS and 3'UTR of mRNA of each gene were revealed. Functional regions of mRNA were shown to be significantly heterogenous according to the number of binding sites of miRNA and to the location density of these sites.
A simple and dexterous in situ method was introduced to load CdS nanocrystals into organofunctionalized mesoporous, which used an ion-exchange method. The products were extensively characterized by combined spectroscopic methods. X- ray diffraction (XRD) and high-resolution transmission electron microscopy (HRTEM) demonstrated both the maintenance of pore symmetry (space group p6mm) of SBA-15 and the presence of CdS nanocrystals with uniform sizes of about 6 - 8 nm inside the functionalized SBA-15 channels. These mesoporous silica-supported CdS composites showed room temperature photoluminescence properties with a blue shift, indicating the quantum size effect of nanocrystalline CdS.
In ubiqutious healthcare environment, user's health data are transfered to the remote healthcare server by the user's wearable system or mobile phone. These collected user's health data should be managed and analyzed in the healthcare server, so that care giver or user can monitor user's physiological state. In this paper, we designed and developed the intelligent Healthcare Server to manage the user's health data using CDSS and ontology. Our system can analyze user's health data semantically using CDSS and ontology, and report the result of user's physiological raw data to the user and care giver.