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Avalanche photodiode detector has come to more and more attention due to single photon detection sensitivity, low noise in night vision field. However, avalanche photodiodes (APD) made of different materials have different photon detection efficiency characteristics. The spectral matching factors were computed and analyzed based on the spectrums of night sky, Si APD & InGaAs APD and typical object...
With more and more increasingly significant attention has paid to operational risk, it is urgent for the banks to find some suitable approaches to measure and manage their operational risk. An operational risk management system (ORMS) is set up, which based on case-based reasoning (CBR) methods. The frame of operational risk management system is presented. Some key techniques associated with the CBR...
In this paper, we compare the costs and efficiency arising from the delta-neutral dynamic hedging of options, using two possible values for the delta of the option. The first one is the traditional Black-Scholes delta, while the second one is the GARCH option pricing delta, namely the delta of the option in the generalized Black-Scholes model with a volatility calibrated from GARCH model. Both our...
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