A Merton Model of Credit Risk with Jumps

In this note, we consider a Merton model for default risk, where the firm’s value is driven by a Brownian motion and a compound Poisson process

THE SL₃ COLORED JONES POLYNOMIAL OF THE TREFOIL

Rosso and Jones gave a formula for the colored Jones polynomial of a torus knot, colored by an irreducible representation of a simple Lie algebra. The Rosso-Jones formula involves a plethysm function, unknown in general. We provide an explicit formula for the second plethysm of an arbitrary representation of \fsl_3, which allows us to give an explicit formula for the colored Jones polynomial of the trefoil, and more generally, for T(2,n) torus knots. We give two independent proofs of our plethysm formula, one of which uses the work of Carini-Remmel. Our formula for the \fsl_3 colored Jones polynomial of T(2,n) torus knots allows us to verify the Degree Conjecture for those knots, to efficiently the \fsl_3 Witten-Reshetikhin-Turaev invariants of the Poincare sphere, and to guess a Groebner basis for recursion ideal of the \fsl_3 colored Jones polynomial of the trefoil

The debates and the long-awaited reform

Trung Tran, Phuong-Thao T. Trinh, Thu-Trang Vuong, Hiep-Hung Pham (2019). Chapter 1. The debates and the long-awaited reform. In Quan-Hoang Vuong, Trung Tran (Eds.), The Vietnamese Social Sciences at a Fork in the Road (pp. 17–32). Warsaw, Poland: De Gruyter / Sciendo. DOI:10.2478/9783110686081-006 Online ISBN: 9783110686081 © 2019 De Gruyter / Sciend

Three essays on liquidity creation

This dissertation investigates comprehensive dimensions surrounding liquidity creation, a vital role of banks in the economy. It offers important strategy recommendations for bank executives on bank liquidity risk management and policy recommendations contributing to the ongoing debate regarding Basel III reforms for liquidity, capital requirements, and deregulation.<br /

The question of quality

Phuong-Thao T. Trinh, Thu-Hien T. Le, Thu-Trang Vuong, Phuong-Hanh Hoang (2019). Chapter 6. The question of quality. In Quan-Hoang Vuong, Trung Tran (Eds.), The Vietnamese Social Sciences at a Fork in the Road (pp. 121–142). Warsaw, Poland: De Gruyter. DOI:10.2478/9783110686081-011. Online ISBN: 9783110686081 © 2019 Sciendo / De Gruyte

Synthesis and characterization of curcumin-phosphatidylcholine complex via solution enhanced dispersion by supercritical CO2

In order to enhance the bioavailability of poorly water-soluble curcumin, solution enhanced dispersion by supercritical carbon dioxide (CO2) (SEDS) was employed to prepare curcumin-phosphatidyl choline complex. The reaction parameters were varied and investigated. The typical parameters were determined as follow:  P = 200 bar, T = 60 °C, gas flow rate 10 mL.min-1, molar ratio of phosphatidylcholine:curcumin 2:1, ratio of dichloromethane/scCO2 15 % (w/w). The characteristics of complexation product were measured such as the water solubility, natural stability, UV-Vis, FTIR and DSC. The FE-SEM image shows that curcumin-phosphatidylcholine complex appeared in two types of spherical shape with the big particle size of  complex approximately 0.9 µm and nano curcumin with particles size of approximately 100 nm. This study revealed that supercritical CO2 technologies had a great potential in fabricating complex and improving the bioavailability of poorly water-soluble drugs. Keywords. Curcumin, water soluble curcumin, phosphatidylcholine, CO2 supercritical fluids

Synthesis of new alkoxy substituted 4-piperidinobenzylidene malononitrile (PDCST) nonlinear optical chromophores

The new alkoxy-substituted 4-piperidinobenzylidene malononitrile (PDCST) nonlinear optical chromophores were synthesized for investigation into substitutional effect on electrooptic properties and response time. The concise four-step procedure afforded PDCST skeleton with various alkoxy-substituted groups such as methoxy, ethoxy and isobutoxy. Structures were confirmed by H, C-NMR and EI-MS spectroscopic analysis. Keywords. Nonlinear optical chromophores, 4-piperidinobenzylidene malononitrile (PDCST), bromination; formylation; Buchwald-Hartwing, Knoevenagel condensation