This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...
The present invention concerns a computer-implemented method for secure data exchange between a sender (A) and a recipient (B), wherein the method is performed by the sender (A) and comprises encrypting data using a symmetric key k, creating a write transa ...
Persistent faults mark a new class of injections that perturb lookup tables within block ciphers with the overall goal of recovering the encryption key. Unlike earlier fault types persistent faults remain intact over many encryptions until the affected dev ...
Humor is an essential human trait. Efforts to understand humor have called out links between humor and the foundations of cognition, as well as the importance of humor in social engagement. As such, it is a promising and important subject of study, with re ...
Background: Wet markets are markets selling fresh meat and produce. Wet markets are critical for food security and sustainable development in their respective regions. Due to their cultural significance, they attract numerous visitors and consequently gene ...
We investigate the cross-sectional variation in the credit default swap (CDS)-bond bases and test explanations for the violation of the arbitrage relation between cash bond and CDS contract, which states that the basis should be zero in normal conditions. ...
