Publications associées à Taux actuariel

Takeover Protections and Asset Prices

We study the effects of takeover feasibility on asset prices and returns in a unified framework. We show theoretically that takeover protections increase equity risk, stock returns, and bond yields by removing a valuable put option to sell the firm, notabl ...

Informs2024

Asset life, leverage, and debt maturity matching

Erwan Morellec, Jakub Hajda

Capital ages and must eventually be replaced. We propose a theory of financing in which firms borrow to finance investment and deleverage as capital ages to have enough financial slack to finance replacement investments. To achieve these dynamics, firms is ...

Elsevier Science Sa2024

Lignin Hydrogenolysis: Phenolic Monomers from Lignin and Associated Phenolates across Plant Clades

Jeremy Luterbacher, Yuan Li

The chemical complexity of lignin remains a major challengeforlignin valorization into commodity and fine chemicals. A knowledgeof the lignin features that favor its valorization and which plantsproduce such lignins can be used in plant selection or to eng ...

AMER CHEMICAL SOC2023

Essays in Monetary Policy and Asset Pricing

Benoit Vincent Sylvain Cornet

This thesis uses machine learning techniques and text data to investigate the relationships that arise between the Fed and financial markets, and their consequences for asset prices. The first chapter, entitled Market Expectations and the Impact of Unconv ...

EPFL2022

Construction of Fe3O4 bridged Pt/g-C3N4 heterostructure with enhanced solar to fuel conversion

Michael Graetzel, Shaik Mohammed Zakeeruddin

In this study, we report the effects of co-catalysts of Pt nanoparticles and Fe3O4 clusters on photocatalytic behaviors of g-C3N4 (CN) and the use of the resulting photocatalyst for CO2 photoreduction to solar fuels in a flow reactor operated at room-tempe ...

ELSEVIER2022

Photochemical oxidation of phenols and anilines mediated by phenoxyl radicals in aqueous solution

Urs von Gunten, Silvio Canonica, Stephanie Christa Remke

Reactive intermediates formed upon irradiation of chromophoric dissolved organic matter (CDOM) contribute to the degradation of various organic contaminants in surface waters. Besides well-studied "short-lived" photo oxidants, such as triplet state CDOM (3 ...

PERGAMON-ELSEVIER SCIENCE LTD2022

Activity-Based Screening of Homogeneous Catalysts through the Rapid Assessment of Theoretically Derived Turnover Frequencies

Matthew Wodrich, Anne-Clémence Corminboeuf, Boodsarin Sawatlon

In homogeneous catalysis, the turnover frequency (TOF) and turnover number (TON) are the most commonly used quantities that experimentally describe catalytic activity. Computational studies, on the other hand, generally yield the ubiquitous free energy pro ...

AMER CHEMICAL SOC2019

Design of concrete structures using structural optimization based on the stress field method

Aurelio Muttoni, Miguel Fernández Ruiz, Qianhui Yu

The Elastic Plastic Stress Field method (EPSF) is a widely used tool for design and verification of structural concrete works. EPSF uses the elastic-plastic material behavior, which allows accounting for compatibility conditions and thus provides exact sol ...

2018

Contributions to the Chemistry of N2O and 1-Alkynyltriazenes

Loïc Nicolas Jeanbourquin

This thesis describes the utilization of nitrous oxide N2O as an oxidant in oxidative cou-pling reactions and as a nitrogen atom donor in the synthesis of 1-alkynyltriazene and further reactivity of the latter. An overview of N2O and its reactivity is give ...

EPFL2018

Techno-Economic and Environmental Optimization of Palm-based Biorefineries in the Brazilian Context, 27th European Symposium on Computer Aided Process Engineering

François Maréchal, Maziar Kermani, Adriano Viana Ensinas, Ivan Daniel Kantor, Anna Sophia Wallerand, Ayse Dilan Celebi

Due to the global increase in energy consumption, greenhouse gas emissions, and the depletion of fossil energy resources, the research presented here is focused on finding economically and environmentally competitive renewable energy resources. Fuel produc ...

Elsevier Science2017

Linear flavor-wave theory for fully antisymmetric SU( N ) irreducible representations

Frédéric Mila, Pierre Marcel Nataf, Francisco Hyunkyu Kim, Karlo Penc

The extension of the linear flavor-wave theory to fully antisymmetric irreducible representations (irreps) of SU(N) is presented in order to investigate the color order of SU(N) antiferromagnetic Heisenberg models in several two-dimensional geometries. The ...

2017

Biosurfactant production through Bacillus sp MTCC 5877 and its multifarious applications in food industry

Edgard Gnansounou

In this study Bacillus sp. MTCC5877 was explored for the production of biosurfactant (BSs) and various carbon sources 1% (w/v), 0.5% (w/v) nitrogen sources were tested at different pH, and temperature. Yield was measured in terms of Emulsification index (E ...

Elsevier2016

Exterior Convexity And Classical Calculus Of Variations

Saugata Bandyopadhyay, Swarnendu Sil

We study the relation between various notions of exterior convexity introduced in [S. Bandyopadhyay, B. Dacorogna and S. Sil, J. Eur. Math. Soc. 17 (2015) 1009-1039.] with the classical notions of rank one convexity, quasiconvexity and polyconvexity. To th ...

Edp Sciences S A2016

Nucleophilic Reactivity of a Nitride-Bridged Diuranium(IV) Complex: CO2 and CS2 Functionalization

Marinella Mazzanti, Lucile Sylvie Danielle Chatelain, Marta Falcone

Thermolysis of the nitride-bridged diuranium(IV) complex Cs{(-N)U(OSi((OBu)-Bu-t)(3))(3)} (1) showed that the bridging nitride behaves as a strong nucleophile, promoting N-C bond formation by siloxide ligand fragmentation to yield an imido-bridged sil ...

Wiley-VCH Verlag GmbH2016

The Swaption Cube

We infer conditional swap rate moments model independently from swaption cubes. Conditional volatility and skewness exhibit systematic variation across swap maturities and option expiries (conditional kurtosis less so), with conditional skewness sometimes ...

Oxford Univ Press Inc2014

The term structure of interbank risk

Damir Filipovic

We infer a term structure of interbank risk from spreads between rates on interest rate swaps indexed to the London Interbank Offered Rate (LIBOR) and overnight indexed swaps. We develop a tractable model of interbank risk to decompose the term structure i ...

Elsevier2013

Iron-Catalyzed [3+2] Annulation of Aminocyclopropanes with Aldehydes: Stereoselective Synthesis of Aminotetrahydrofurans

Jérôme Waser, Fides Benfatti, Florian Patrick Marie Daniel De la Barre De Nanteuil

The first method for the [3 + 2] annulation of donor acceptor aminocyclopropanes with aldehydes is reported. The reaction is catalyzed by iron trichlorlde on alumina in yields up to 99% and with excellent cis selectivities (up to >20:1) and represents a st ...

American Chemical Society2012

Financial Markets Equilibrium with Heterogeneous Agents

Semyon Malamud

This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion, and in their time preference rate. The authors study th ...

Oxford University Press2012

Manufacturing recombinant proteins in kg-ton quantities using animal cells in bioreactors

Florian Maria Wurm

Mammalian cells in bioreactors as production host are the focus of this review. We wish to briefly describe today's technical status and to highlight emerging trends in the manufacture of recombinant therapeutic proteins, focusing on Chinese hamster ovary ...

Elsevier2011

Long Run Forward Rates and Long Yields of Bonds and Options in Heterogeneous Equilibria

Semyon Malamud

We prove that, in a heterogeneous economy with scale-invariant utilities, the yield of a long term bond is determined by the agent with maximal expected marginal utility. We also prove that the same result holds for the long term forward rates. Furthermore ...

2008