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The regulatory credit value adjustment (CVA) for an outstanding over-the-counter (OTC) derivative portfolio is computed based on the portfolio exposure over its lifetime. Usually, the future portfolio exposure is approximated using the Monte Carlo simulation, as the portfolio value can be driven by several market risk-factors. For derivatives, such as Bermudan swaptions, that do not have an analyt

Developing an ability to independently formulate research questions is an important goal in doctoral education. During a seminar in the “Docent course”, accredited by Genombrottet at Lund University, the authors behind this paper ended up in a discussion on the actual conditions for developing such ability. During the discussions, the authors, based on their own experiences, identified several con

This article deals with the Pentecostal Christianity and the relation to the other by looking at theological and practical responses on how Pentecostals deal with the world that generally is seen to be infused by evil. By first looking into some broad theological themes on how negotiate the social world in which Pentecostals reside, the theological base will be discussed against empirical material

INTRODUCTION: Huntington's disease (HD) is an incurable chronic neurodegenerative disorder that typically presents in mid-life with a range of motor, cognitive and affective problems. Patients are currently managed using a combination of drug treatments and non-pharmacological therapies but at present there is no "gold standard" treatment for any aspect of the disease.AREAS COVERED: In this review

The simulation approach is an important tool used for the design and implementation of mobile radio systems with an emphasis on the propagation modeling for wireless channel. We carried out simulations for three different street positions scenarios of the receiver, (mobile station), using the geometrical-based single bounce elliptical channel model, as might be appropriate for microcellular applic

In Western classical music traditions, conventional ways of considering melody have been established. The tones of a melody phrase might be experienced as building up a continuous line moving between dynamical culmination points and relaxation points. In this study, a special visual tool called the Melody phrasing curve (MPhC) has been tested. The MPhC is designed according to some established con

In a study on the problems of censorship and interpretation from 1984, (Censorship and Interpretation; The Conditions of Reading and Writing in Early Modern England), Annabel Patterson states that British authors of the seventeenth century often used the shelter of ambiguity as a protection from the threat of censorship. But as the text had to be understood by the intended readers, Patterson argue

This paper presents a resource management strategy for control tasks that maximizes control performance within the available resources by readjusting the task periods at run-time. A feedback scheduler is used to determine on-line the optimal task periods considering the response over a finite time horizon of the plants controlled by arbitrary linear control laws. We show how this problem can