Peter Albrecht

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The rst objective of this paper is to apply the model of Barth (1999) to the numerical generation of credit loss distributions of a portfolio consisting entirely of interest rate swaps. The di erent possibilities for modelling the response function, which gives the impact of a interest rate change onto the credit default probability, is the main subject of(More)
The growth of large-area hexagonal boron nitride (h-BN) monolayers on catalytic metal substrates is a topic of scientific and technological interest. We have used real-time microscopy during the growth process to study h-BN chemical vapor deposition (CVD) from borazine on Ru(0001) single crystals and thin films. At low borazine pressures, individual h-BN(More)
The aim of the study was to examine the ability of a 64-slice MDCT to detect in-stent stenoses in an ex vivo model of coronary stents. Five different stents (Liberté™, Boston Scientific; Driver®, Medtronic; Multi-Link Vision®, Guidant; Taxus® Express®, Boston Scientific; Cypher®, Cordis) were examined using a dynamic cardiac phantom. The stents were pulled(More)
The present paper considers a retiree of a certain age with an initial endowment of investable wealth facing the following alternative investment opportunities. One possibility is to buy a single premium immediate annuity-contract. This insurance contract pays a life-long constant pension payment of a certain amount, depending e.g. on the age of the(More)
The purpose of this study was to test the hypothesis that a niobium stent might lower the restenosis rate in de novo coronary lesions as compared to a bare metal stent. Recent data have suggested that inflammatory and allergic reactions to certain compounds in metal stents may play a role in the onset of restenosis. Thus, niobium as an inert material might(More)