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  • Author: Thorsten Schmidt x
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Summary

The forward rate curve is assumed to follow a stochastic differential equation w.r.t. a Lévy process with infinite dimensions. Conditions under which the market is free of arbitrage are provided for both the interest rate case and for the case of credit risk with ratings. A simulation shows that typical movements of the yield curve are well captured by the model.

Paradigmenbildung zwischen 1918 und 1968

Summary

Novel surfactant-free magnetic fluids based on magnetite nanoparticles stabilized by a covalently attached polymeric brush were characterized in terms of their dispersion properties by DLS. We found that the molecular weight of the stabilizing surface-tethered polymeric arms has a direct impact on the hydrodynamic diameter d h of the well-dispersed particles. An increase of d h from 10 nm (octylcarboxylate-stabilized magnetite particles) to more than 100 nm for similar magnetite cores with a densely grafted poly(ε-caprolactone) (PCL) shell of 12300 g mol−1 is observed. The experimental results are compared to the expected values in the case of completely stretched polymeric chains.