Trade Credit: Literature Review and Research Directions

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The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and hence play a sig ...

The use of medicinal plants as a therapy alternative is old as human existence itself. Nowadays, the search for effective molecules for chronic diseases treatments has increased. The cardiometabolic disorders still the main cause of death worldwide and pla ...

Buildings’ expected (projected, simulated) energy use frequently does not match actual observations. This is commonly referred to as the energy performance gap. As such, many factors can contribute to the disagreement between expectations and observations. ...

This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures. The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets ...

Virtual metrology (VM) involves estimating a product's quality directly from production process data without physically measuring it. This enables the product quality of each unit of production to be monitored in real time, while preserving the process eff ...

Objective: To investigate (i) typical protocols used in research on biomechanical response to running-induced fatigue, (ii) the effect of sport-induced acute fatigue on the biomechanics of running and functional tests, and (iii) the consistency of analyzed ...

Virtual reality (VR) technology had its earliest developments in the 1970s in the U.S. Air Force and has since evolved into a budding area of scientific research with many practical medical purposes. VR shows a high potential to benefit to learners and tra ...

Building occupants are continuously exposed to multiple indoor environmental stimuli, including thermal, visual, acoustic, and air quality related factors. Moreover, personal and contextual aspects can be regarded as additional domains influencing occupant ...

Life cycle interpretation is the fourth and last phase of life cycle assessment (LCA). Being a "pivot" phase linking all other phases and the conclusions and recommendations from an LCA study, it represents a challenging task for practitioners, who miss ha ...

Research and practice in the broader fields of civil and geotechnical engineering had long ignored the presence of living microorganisms in the subsurface and the way it impacts conventional practices. In the last 10 years, the term “microbial induced calc ...

In Time-Sensitive Networking (TSN), it is important to formally prove per-flow latency and backlog bounds. To this end, recent works have applied network calculus and obtained latency bounds from service curves. The latency component of such service curves ...

Governments choose to issue risky or riskless debt depending on the nature of the stochastic process of output. We use Brownian motion and Poisson shocks a modeling method in the literature on corporate default known as Levy processes to approximate a deco ...

This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...

The literature on energy management in manufacturing is rapidly growing. Since the literature is also quite fragmented, we believe that the time has come to delve into current knowledge in the research field to provide directions for policy makers and guid ...

This thesis is structured in three chapters, each pertaining to a specific problem in financial economics. The first chapter, titled 'High-Frequency Jump Analysis of the Bitcoin Market' and co-authored with Prof. Olivier Scaillet and Adrien Treccani of the ...

This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-the-counter markets in which trading is segmented and subject to many ...

Mild traumatic brain injury (mTBI) is one of the most frequently diagnosed neurological disorders in emergency departments. Although there are established recommendations for the diagnosis and treatment in the acute stage, there is an on-going debate in wh ...

We propose an equilibrium model for defaultable bonds that are subject to contagion risk. Contagion arises because agents with "fragile beliefs" are uncertain about the underlying economic state and its probability. Estimation on sovereign European credit ...

Reduced-form models of default that attribute a large fraction of credit spreads to compensation for credit-event risk typically preclude the most plausible economic justification for such risk to be priced, namely, a contemporaneous drop in the market por ...

We study the implications of credit market frictions for the dynamics of corporate capital structure and the risk of default of corporations. To do so, we develop a dynamic capital structure model in which firms face uncertainty regarding their ability to ...

Trade Credit: Literature Review and Research Directions

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A contagion process with self-exciting jumps in credit risk applications

Plant Terpenes on Treating Cardiovascular and Metabolic Disease: A Review

The Role of Occupants in Buildings’ Energy Performance Gap: Myth or Reality?

Essays in Banking and Financial Regulation

Virtual metrology as an approach for product quality estimation in Industry 4.0: a systematic review and integrative conceptual framework

Biomechanical Response of the Lower Extremity to Running-Induced Acute Fatigue: A Systematic Review

Application of virtual reality in neurosurgery: Patient missing. A systematic review

Review of multi-domain approaches to indoor environmental perception and behaviour

Methodological review and detailed guidance for the life cycle interpretation phase

A decade of progress and turning points in the understanding of bio-improved soils: A review

Improved Credit Bounds for the Credit-Based Shaper in Time-Sensitive Networking

The sources of sovereign risk: a calibration based on Levy stochastic processes

Polynomial models in finance

Energy management in manufacturing: From literature review to a conceptual framework

Essays in Financial Economics

Essays on the Market Structure and Pricing of Credit Derivatives

Diagnostic approaches to predict persistent post-traumatic symptoms after mild traumatic brain injury - a literature review

Modeling Credit Contagion via the Updating of Fragile Beliefs

On Bounding Credit-Event Risk Premia

Credit market frictions and capital structure dynamics