Companies in the same industry sector are usually stronger correlated than firms in different sectors, as they are similarly affected by macroeconomic effects, political decisions, and consumer trends. In spite of many stock return models taking account of this fact there are only a few credit default models taking it into consideration. In this paper we present a default model based on nested ...

Herein, for the first time, we report a generalized strategy for the successful synthesis of highly crystalline metal and metal oxide nanoparticles embedded in a carbon matrix by the controlled thermolysis of metal organic frameworks (MOFs). The rationalized synthesis strategy of a broad range of metal and metal oxides nanoparticles, such as Cu/CuO, Co/Co(3)O(4), ZnO, Mn(2)O(3), MgO and CdS/CdO...

In this paper, we prove that the conditional dependence structure of default times in the Markov model of [4] belongs to the class of Marshall-Olkin copulas. This allows us to derive a factor representation in terms of “common-shocks”, the latter beeing able to trigger simultaneous defaults in some pre-specified groups of obligors. This representation depends on the current default state of the...

background: and objectives:the aim of this study was to detect the antibacterial properties of 0.01, 0.5 and 1% nano-tio2 and -cdo against e. coli. materials and methods: e. coli was cultured in liquid and agar nutrient medium to evaluate the antibacterial effects of 0.01, 0.05 and 1% of both nano-tio2 and -cdo via the optical density (od) and log cfu/ml measurements. results: non-significant e...

the zinc-cadmium oxide (zno-cdo) nanocomposites with different weight percentages of cadmium oxide (cdo) nanoparticles were successfully synthesized by the sonochemical method using zinc and cadmium nitrates as precursors to probe their nano-structured surfaces for the decomposition reactions of chloroethyl phenyl sulfide (ceps) as a surrogate of sulfur mustard agent simulant. scanning electron...

Triptycene Barrelene Anthracene (TBA) is a polycyclic aromatic hydrocarbon consisting of three benzene rings. The name TBA composite phenyl and TBA. In its pure form, it found in cigarette smoke known irritant, photosensitizing skin industrial carcinogenic wastewater. Cadmium Oxide (CdO) an inorganic compound with the formula CdO. It one main precursors to other cadmium compounds. crystallizes ...

Digital innovation impacts every industry, and in response many organizations have introduced a new leadership role—the chief digital officer (CDO). Based on interviews with CDOs from various sectors, we have identified three types of CDOs—digital accelerators, digital marketers and digital harmonizers—and three domains where successful CDOs build digital capabilities (digital innovation, data ...

CdO has drawn much recent interest as a high-room-temperature-mobility oxide semiconductor with exciting potential for mid-infrared photonics and plasmonics. Wide-range modulation of carrier density in is both fundamental reasons (to explore transport mechanisms single samples) applications (in tunable photonic devices). Here, we thus apply ion-gel-based electrolyte gating to ultrathin epitaxia...

This paper is dedicated to the risk analysis of credit portfolios. Assuming that default indicators form an exchangeable sequence of Bernoulli random variables and as a consequence of de Finetti’s theorem, default indicators are Binomial mixtures. We can characterize the supermodular order between two exchangeable Bernoulli random vectors in terms of the convex ordering of their corresponding m...