University of Bath

About: University of Bath is a education organization based out in Bath, Bath and North East Somerset, United Kingdom. It is known for research contribution in the topics: Population & Context (language use). The organization has 15830 authors who have published 39608 publications receiving 1358769 citations. The organization is also known as: Bath University.

Robust hedging of the lookback option

Abstract: The aim of this article is to find bounds on the prices of exotic derivatives, and in particular the lookback option, in terms of the (market) prices of call options. This is achieved without making explicit assumptions about the dynamics of the price process of the underlying asset, but rather by inferring information about the potential distribution of asset prices from the call prices. Thus the bounds we obtain and the associated hedging strategies are model independent. The appeal and significance of the hedging strategies arises from their universality and robustness to model mis-specification.

Biological inorganic and bioinorganic chemistry of neurodegeneration based on prion and Alzheimer diseases.

Abstract: A change of the prion protein conformation results in a class of neurodegenerative diseases called the transmissible spongiform encephalopathies (like mad cow and Creutzfeld–Jakob diseases). The function of the normal prion protein is unknown, although much of recent research demonstrates the it may be a copper binding protein selective for Cu(II). Amyloid precursor protein (APP) releases the 39–42 amino acid peptide, a major constituent of the deposit in plaques of Alzheimer disease brain. Also APP is a metal binding protein, including copper ions. The link between copper and both proteins may provide insight into the role of metals in neurodegenerative pathologies.

New routes to sustainable photovoltaics: evaluation of Cu2ZnSnS4 as an alternative absorber material

Abstract: Thin film heterojunction solar cells based on chalcopyrites such as Cu(In,Ga)Se2 have achieved impressive efficiencies. However concern about the long term sustainability of photovoltaics based on scarce or expensive raw materials has prompted the search for alternative absorber materials. In this work, films of the p-type absorber Cu2ZnSnS4 (CZTS) were prepared by electroplating metallic precursors sequentially onto a molybdenum-coated glass substrate followed by an nealing in a sulfur atmosphere. The polycrystalline CZTS films were characterized by photoelectrochemical methods, which showed films were p-type with doping densities of the order of 1016 cm–3 and a band gap of 1.49 eV, close to the optimum value for terrestrial solar energy conversion. Preliminary results obtained for solar cells fabricated with this material are promising. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Sharing knowledge in knowledge-intensive firms

Abstract: Knowledge-intensive firms need to share knowledge held by employees if they are to gain the most from their intellectual capital and compete effectively in the marketplace. Sharing and integrating knowledge within the organisation depends partly on building social capital. However, there are obstacles to this integration because knowledge is often distributed throughout the organisation. This article draws on a detailed study of a single case to examine the ways in which HR policies and processes contribute to overcoming these barriers to sharing knowledge. We highlight the role of HR policies and processes as facilitators of the social capital that interconnects knowledge by focusing on the needs of knowledge workers.