We present an essentially affine model with pricipal components as state variables. We
show that, once no-arbitrage is imposed, this choice of state variables imposes some …

We show how the most likely deformation can be assigned to a yield curve, consistent with
subjective views on a handful of key rates. We provide an intiutive explanation for the solution…

We present an affine multifactor Gaussian term structure model, where we let factors be principal
components of yields. Taking forward the affine-yield idea presented in Duffie and Kan (…

This work builds on the work by Joslin et al. [(2011) A new perspective on Gaussian
dynamic term structure Models, The Review of Financial Studies 24, 926–970] on the affine …

We show that strong light–matter coupling can be used to overcome a long-standing problem
that has prevented efficient optical emission from carbon nanotubes. The luminescence …

In this section we present a derivation of the matrix elements of dipole transitions within the
zone-folding tight-binding approximation. For graphene-based nanostructures it is …

The characteristics dependence on the ambient temperature for three types of silicon
photoelectronic multipliers have been studied in this research. The prototypes of Si-photoelectronic …

The article analyzes the original and translated texts of a work of art through the prism of the
communicative-functional approach to translation activity, according to which the translation …

The physics of light-matter interactions is a rapidly developing interdisciplinary research area,
combining methods and phenomena both from condensed matter physics and quantum …

In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage,
convexity, expectations, risk premia) needed for the affine modeling of the …