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1

Pricing Credit Default Swaps with Option-Implied Volatility

Charles Cao, Fan Yu and Zhaodong Zhong

Journal:

Financial Analysts Journal

Year:

2011

Language:

english

File:

PDF, 1.17 MB

english, 2011

2

Nitrogen removal from urban stormwater runoff by stepped bioretention systems

Wang, Shumin, Lin, Xiuyong, Yu, Hui, Wang, Zhaodong, Xia, Hongxia, An, Jinshuo, Fan, Gongduan

Journal:

Ecological Engineering

Year:

2017

Language:

english

File:

PDF, 948 KB

english, 2017

3

Accuracy improvement of imaging lidar based on time-correlated single-photon counting using three laser beams

Chen, Zhaodong, Fan, Rongwei, Li, Xudong, Dong, Zhiwei, Zhou, Zhigang, Ye, Guangchao, Chen, Deying

Journal:

Optics Communications

Year:

2018

Language:

english

File:

PDF, 1.35 MB

english, 2018

4

Burst mode dye laser with high pulse energy at 10 kHz repetition rate

Chen, Deying, Zhou, Zhigang, Chen, Zhaodong, Xu, Xinrui, Li, Xudong, Fan, Rongwei, Dong, Zhiwei

Journal:

Optics & Laser Technology

Year:

2019

Language:

english

File:

PDF, 1.19 MB

english, 2019

5

Do Zinc Dendrites Exist in Neutral Zinc Batteries: A Developed Electrohealing Strategy to In Situ Rescue In‐Service Batteries

Yang, Qi, Liang, Guojin, Guo, Ying, Liu, Zhuoxin, Yan, Boxun, Wang, Donghong, Huang, Zhaodong, Li, Xinliang, Fan, Jun, Zhi, Chunyi

Journal:

Advanced Materials

Year:

2019

Language:

english

File:

PDF, 2.82 MB

english, 2019

6

Characterizing and Understanding GCNs on GPU

Yan, Mingyu, Chen, Zhaodong, Deng, Lei, Ye, Xiaochun, Zhang, Zhimin, Fan, Dongrui, Xie, Yuan

Journal:

IEEE Computer Architecture Letters

Year:

2020

File:

PDF, 1.81 MB

2020

7

Identification of drug targets and potential molecular mechanisms for Wantong Jingu Tablet extract in treatment of rheumatoid arthritis: bioinformatics analysis of fibroblast-like synoviocytes

Li, Zhaodong, Qi, Fangyuan, Li, Fan

Journal:

Chinese Medicine

Year:

2020

File:

PDF, 4.72 MB

2020

8

The information content of option-implied volatility for credit default swap valuation

Charles Cao, Fan Yu, Zhaodong Zhong

Journal:

Journal of Financial Markets

Year:

2010

Language:

english

File:

PDF, 367 KB

english, 2010

9

SPIE Proceedings [SPIE Photonics Asia - Beijing, China (Monday 5 November 2012)] High-Power Lasers and Applications VI - Phase and spectrum control requirements of high intensity laser beam combining

Gao, Yanqi, Cao, Zhaodong, Yang, Xuedong, Feng, Wei, Ma, Weixin, Zhu, Baoqiang, Zhu, Jian, Dai, Yaping, Singh, Upendra N., Fan, Dianyuan, Yao, Jianquan, Walter, Robert F.

Year:

2012

Language:

english

File:

PDF, 281 KB

english, 2012

10

A low temperature mechanochemical synthesis and characterization of amorphous Ni–B ultrafine nanoparticles

Shao, Jie, Xiao, Xuezhang, Fan, Xiulin, Chen, Lixin, Zhu, Hongyi, Yu, Siqi, Gong, Zhaodong, Li, Shouquan, Ge, Hongwei, Wang, Qidong

Journal:

Materials Letters

Year:

2013

Language:

english

File:

PDF, 1.05 MB

english, 2013

11

Effects of Oxide on Plasma in Arc Welding With Activating Fluxes

Zhang, Zhaodong, Fan, Fuqun, Wang, Jining, Liu, Liming

Journal:

IEEE Transactions on Plasma Science

Year:

2015

Language:

english

File:

PDF, 1.88 MB

english, 2015

12

Range accuracy analysis of streak tube imaging lidar systems

Ye, Guangchao, Fan, Rongwei, Chen, Zhaodong, Yuan, Wei, Chen, Deying, He, Ping

Journal:

Optics Communications

Year:

2016

Language:

english

File:

PDF, 3.39 MB

english, 2016

13

Assessing benthic ecological impacts of bottom aquaculture using macrofaunal assemblages

Wang, Lu, Fan, Ying, Yan, Cunjun, Gao, Chunzi, Xu, Zhaodong, Liu, Xiaoshou

Journal:

Marine Pollution Bulletin

Year:

2016

Language:

english

File:

PDF, 1.44 MB

english, 2016

14

Spectral Analysis of Welding Plasma of Magnesium Alloy Using Flux Coated Wire

Zhang, Zhaodong, Zhang, Fan

Journal:

MATERIALS TRANSACTIONS

Year:

2009

Language:

english

File:

PDF, 185 KB

english, 2009

15

SPIE Proceedings [SPIE International Symposium on Optoelectronic Technology and Application 2016 - Beijing, China (Monday 9 May 2016)] High Power Lasers, High Energy Lasers, and Silicon-based Photonic Integration - An experimental research about dye-doped distributed feedback laser

Zhou, Zhigang, Wang, Lijun, Zhou, Zhiping, Fan, Rongwei, Chen, Zhaodong, Xu, Xinrui, Chen, Deying

Year:

2016

Language:

english

File:

PDF, 1.27 MB

english, 2016

16

Linearly frequency-tuned LD-pumped Nd:YVO_4 laser with an 18-GHz broadband tuning range

Xu, Xinrui, Li, Xudong, Yan, Renpeng, Ma, Yufei, Chen, Zhaodong, Yu, Yang, Zhou, Zhigang, Fan, Rongwei, Chen, Deying

Journal:

Year:

2017

Language:

english

File:

PDF, 1.03 MB

english, 2017

17

The chemical functionalization of graphene nanoplatelets through solvent-free reaction

Cunha, Eunice, Ren, He, Lin, Fei, Kinloch, Ian A., Sun, Quanji, Fan, Zhaodong, Young, Robert J.

Journal:

Year:

2018

Language:

english

File:

PDF, 1.48 MB

english, 2018

18

Pricing Credit Default Swaps with Option-Implied Volatility

Cao, Charles, Yu, Fan, Zhong, Zhaodong

Journal:

Financial Analysts Journal

Year:

2011

Language:

english

File:

PDF, 394 KB

english, 2011

19

Hybrid lidar system using combination of streak tube imaging and time-correlated single-photon counting

Chen, Zhaodong, Li, Xudong, Zhou, Zhigang, Ye, Guangchao, Guan, Jiayu, Luo, Tong, Fan, Rongwei, Chen, Deying

Journal:

Year:

2018

Language:

english

File:

PDF, 2.35 MB

english, 2018

20

A correction method for range walk error in time-correlated single-photon counting using photomultiplier tube

Chen, Zhaodong, Li, Xudong, Li, Xiaohui, Ye, Guangchao, Zhou, Zhigang, Lu, Liutao, Sun, Tongying, Fan, Rongwei, Chen, Deying

Journal:

Optics Communications

Year:

2019

Language:

english

File:

PDF, 829 KB

english, 2019

21

[ACM Press the 25th ACM SIGKDD International Conference - Anchorage, AK, USA (2019.08.04-2019.08.08)] Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining - KDD '19 - A Deep Value-network Based Approach for Multi-Driver Order Dispatching

Tang, Xiaocheng, Qin, Zhiwei (Tony), Zhang, Fan, Wang, Zhaodong, Xu, Zhe, Ma, Yintai, Zhu, Hongtu, Ye, Jieping

Year:

2019

Language:

english

File:

PDF, 6.80 MB

english, 2019

22

The Information Content of Option-Implied Volatility for Credit Default Swap Valuation

Cao, Charles, Zhong, Zhaodong, Yu, Fan

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 270 KB

english, 2009

23

Enhanced adhesion property of aramid fibers by polyphenol-metal iron complexation and silane grafting

Wang, Lei, Zhang, Bo, Li, Xue, Wang, Wencai, Tian, Ming, Fan, Zhaodong, Zhang, Liqun

Journal:

The Journal of Adhesion

Year:

2019

Language:

english

File:

PDF, 2.20 MB

english, 2019

24

The Information Content of Option-Implied Volatility for Credit Default Swap Valuation

Cao, Charles, Zhong, Zhaodong, Yu, Fan

Journal:

SSRN Electronic Journal

Year:

2009

File:

PDF, 270 KB

2009

25

Do Zinc Dendrites Exist in Neutral Zinc Batteries: A Developed Electrohealing Strategy to In Situ Rescue In‐Service Batteries

Yang, Qi, Liang, Guojin, Guo, Ying, Liu, Zhuoxin, Yan, Boxun, Wang, Donghong, Huang, Zhaodong, Li, Xinliang, Fan, Jun, Zhi, Chunyi

Journal:

Advanced Materials

Year:

2019

File:

PDF, 2.82 MB

2019

26

Facile synthesis of double-mesoporous-shelled hollow spheres of Cu–CuFe2O4/SiO2 composite as excellent Fenton catalyst

Wu, Xingping, Xia, Fan, Nan, Zhaodong

Journal:

Materials Chemistry and Physics

Year:

2020

File:

PDF, 3.01 MB

2020

27

500âHz ultraviolet dye laser with pulse energy 1.7âmJ and potential for PLIF imaging

Zhou, Zhigang, Chen, Deying, Fan, Rongwei, Li, Xudong, Chen, Zhaodong, Luo, Tong, Dong, Zhiwei, Jiang, Yugang

Journal:

Journal of Modern Optics

Year:

2020

File:

PDF, 1.49 MB

2020

28

Excellent Fenton-like catalyst application in alkaline solution

Xia, Fan, Nan, Zhaodong

Journal:

Functional Materials Letters

Year:

2020

Language:

english

File:

PDF, 626 KB

english, 2020

29

HydrogenâSubstituted Graphdiyne Ion Tunnels Directing Concentration Redistribution for CommercialâGrade DendriteâFree Zinc Anodes

Yang, Qi, Guo, Ying, Yan, Boxun, Wang, Changda, Liu, Zhuoxin, Huang, Zhaodong, Wang, Yukun, Li, Yiran, Li, Hongfei, Song, Li, Fan, Jun, Zhi, Chunyi

Journal:

Advanced Materials

Year:

2020

File:

PDF, 2.84 MB

2020

30

Highly Efficient Electrochemical Reduction of Nitrogen to Ammonia on Surface Termination Modified Ti3C2Tx MXene Nanosheets

GUO, Ying, Wang, Tairan, YANG, Qi, Li, Xinliang, Li, Hongfei, Wang, Yukun, Jiao, Tianpeng, Huang, Zhaodong, Dong, Binbin, Zhang, Wenjun, Fan, Jun, Zhi, Chunyi

Journal:

Year:

2020

File:

PDF, 1.82 MB

2020

31

Single-atom Ru implanted metal-organic framework/MnO2 for the highly selective oxidation of NOx by the plasma activation

CHEN, SI, Zhou, Yi, Li, Jieyuan, Hu, Zhaodong, Dong, Fan, Hu, Yuxiang, Wang, Haiqiang, Wang, Lianzhou, Ostrikov, Kostya (Ken), Wu, Zhongbiao

Journal:

Year:

2020

File:

PDF, 1.50 MB

2020

32

Facile synthesis of Cu-CuFe 2 O 4 nanozymes for sensitive assay of H 2 O 2 and GSH

Xia, Fan, Shi, Qiaofang, Nan, Zhaodong

Journal:

Dalton Transactions

Year:

2020

File:

PDF, 4.84 MB

2020

33

Fabrication of FeS2/SiO2 DMHSs and Rapid Determination of H2O2 and GSH as An Artificial Peroxidase

Huang, Xing, Xia, Fan, Nan, Zhaodong

Journal:

ACS Applied Materials & Interfaces

Year:

2020

File:

PDF, 1.36 MB

2020

34

Effects of anion carriers on capacitance and selfâdischarge behaviors of zinc ion capacitor

Huang, Zhaodong, Wang, Tairan, Song, Hao, Li, Xinliang, Liang, Guojin, Wang, Donghong, Yang, Qi, Chen, Ze, Ma, Longtao, Liu, Zhuoxin, Gao, Biao, Fan, Jun, Zhi, Chunyi

Journal:

Angewandte Chemie International Edition

Year:

2020

File:

PDF, 2.28 MB

2020

35

Scalable synthesis of 2D hydrogen-substituted graphdiyne on Zn substrate for high-yield N2 fixation

Yang, Qi, Guo, Ying, Gu, Jinxing, Li, Na, Wang, Changda, Liu, Zhuoxin, Li, Xinliang, Huang, Zhaodong, Wei, Shiqiang, Xu, Suying, Song, Li, Fan, Jun, Chen, Zhongfang, Qiu, Jieshan, Zhi, Chunyi

Journal:

Year:

2020

File:

PDF, 10.93 MB

2020

36

Bonding mechanism of Al/steel interface formed by laser-TIG welding assisted riveting technology

Wang, Hongyang, Yang, Fan, Zhang, Zhaodong, Liu, Liming

Journal:

Materials Today Communications

Year:

2020

File:

PDF, 9.86 MB

2020

37

Evaluating the Wheelset Health Status of Rail Transit Vehicles: Synthesis of Wear Mechanism and Data-Driven Analysis

Zhu, Wei, Xiao, Xin, Huang, Zhaodong, Fan, Wei

Journal:

Transportation Engineering, Part A: Systems

Year:

2020

File:

PDF, 1.72 MB

2020

38

Establishment of a Gene Signature to Predict Prognosis for Patients with Lung Adenocarcinoma

Li, Zhaodong, Qi, Fangyuan, Li, Fan

Journal:

International Journal of Molecular Sciences

Year:

2020

File:

PDF, 4.16 MB

2020