"The VIX was introduced in 1993 by the CBOE and has been commonly referred to as the fear gauge due to decreases in market sentiment leading market participants to purchase protection from declining asset prices. As market sentiment improves, declines in the VIX are generally observed. In reality the VIX measures the markets expectations about future volatility with asset prices either rising or falling in value. With the VIX gaining popularity in the marketplace a proliferation of derivative products has emerged allowing investors to trade volatility. In observance of the behavior of the VIX we attempt to model the derivative VXX as a mean reverting process via the Ornstein-Uhlenbeck stochastic differential equation. We extend this analysis by calibrating VIX options with observed market prices in order to extract the market density function. Using these parameters as the diffusion process in our Ornstein-Uhlenbeck model we derive futures prices on the VIX which serves to value our target derivative VXX."

"December 2003." / Thesis (Ph.D.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references. / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

Wong, Chun Yin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 45-46). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Weather Risks and Weather Derivatives --- p.4 / Chapter 2.1 --- Weather Risk --- p.4 / Chapter 2.2 --- Weather Derivatives --- p.6 / Chapter 2.3 --- Importance of Long Term Forecasting --- p.7 / Chapter 3 --- Modeling the Temperature --- p.9 / Chapter 3.1 --- Stationary Long-Memory Time Series Model --- p.13 / Chapter 3.2 --- Use of Temporal Aggregation Model --- p.19 / Chapter 4 --- Weather Derivative Valuation Models --- p.26 / Chapter 4.1 --- List of Assumptions --- p.27 / Chapter 4.2 --- Valuation Formula --- p.30 / Chapter 4.3 --- Forecasting power of daily temperature model --- p.32 / Chapter 4.4 --- Empirical Result --- p.37 / Chapter 5 --- Summary and Conclusion --- p.43 / Bibliography --- p.45

A novel acyl protecting group for cytosine and adenine has been prepared from 4-( chloromethyl) benzoic acid. Reaction of the acid with morpholine produces 4-( 4-morpholinyl )methyl benzoic acid which is converted to it's acid chloride with thionyl chloride. This may be used to acylate cytidine and adenosine under standard conditions. This ionizable protecting group has the ability to solublize protected oligomers, which allows their purification with ion-exchange chromatography on S-Sepharose. Solid phase synthesis has been performed using this protecting group on morpholine nucleosides. Morpholine nucleoside carbamates were synthesized in high yields. The results revealed that high purities of the hexamers were obtained. These hexamers, which have the protecting groups intact, provide the potential for further segment condensation to make large size oligonucleotide analogues. The success of the solid phase synthesis was dependent upon use of a selectively cleavable anchor which allowed the finished oligomer to be released from the resin with protecting groups intact. Attempts to modify the anchor to make it more efficient were unsuccessful. It was found that DBU degrades derivatized polystyrene resin and should not be used at early stages in solid phase synthesis. / Graduation date: 1992

Includes bibliographical references (p. 32-34).

Thesis (Ph. D.)--UCLA, 2009. / Vita. Description based on print version record. Includes bibliographical references (leaves 160-165).

Thesis (Ph. D.)--University of Texas at Austin, 2003. / Vita. Includes bibliographical references. Available also from UMI Company.

Disputats, Göteborg 2007. / Includes bibliographical references.

During the past two decades, oligonucleotide analogues have drawn considerable attention as potential therapeutic and diagnostic agents. Gene silencing through "RNA interference" (siRNA) or the more mature "antisense" technology (AONs) have proven to be powerful tools for studying gene functions. Chemical modifications of these compounds are generally required to improve their "drug-like" properties such as potency, selectivity and delivery, particularly in the development of oligonucleotide-based therapeutics. Aptamers are another emerging class of oligonucleotide therapeutics and diagnostics. / This thesis focuses on oligonucleotides containing 1-(2-deoxy-2-alpha-C-hydroxymethyl-beta- D-ribofuranosyl)thymine (2'-alpha-hm-dT, abbreviated as "H") and 2'-deoxy-2'-fluoroarabinonucleotides (2'F-araN), and their applications. A major component of this work focused on the synthesis of 2'-alpha-hm-dT (H) and the first investigation of oligoribonucleotides containing this nucleoside analogue. Specifically, 2'-CH2O-phosphoramidite and 3'-O-phosphoramidite derivatives of H were synthesized and incorporated into both 2',5'-RNA and RNA chains. Incorporation of 3',5'-linked H units into a DNA, 2',5'-RNA or RNA strand led to significant destabilization of duplexes formed with unmodified RNA targets. 2',5'-Linked H units into 2',5'-RNA or RNA caused significantly less destabilization, and in fact, they were shown to stabilize the loop structure of some RNA hairpins. These results were rationalized in terms of the "compact" and "extended" conformations of nucleotides. / A series of branched RNAs (Y-shaped) related to yeast pre-mRNA splicing intermediates were synthesized incorporating both natural (i.e., ribose) and nonnatural (i.e., H, and acyclic nucleoside) branch points in order to examine the effect of sugar conformation and phosphodiester configuration on yeast debranching enzyme (yDBR) hydrolytic efficiency. The results indicate that 2'-phosphodiester scission with yDBR occurs only with a ribose-phosphate backbone at the branch point, whereas some of the H-containing branched RNAs were found to competitively inhibit yDBR hydrolytic activity. / This thesis also examines the stabilization of DNA guanine-quadruplexes (G-quadruplexes) by replacing the deoxyribose sugar by a 2-deoxy-2-fluoroarabinose. The effect of this substitution was assessed in the well-known thrombin-binding DNA aptamer d(G2T2G2TGTG2T 2G2), the telomeric DNA d(G4T4G 4) sequence and a phosphorothioate octanucleotide PS-d(T2G 4T2), all of which are known to fold into G-quadruplex structures. Stabilization of the G-quadruplexes was possible provided that the arabinose sugar was introduced at guanosine residues adopting an anti N-glycosidic bond conformation. Some of the arabinose modified thrombin-binding aptamers not only exhibited superior thermal stability and nuclease resistance, but also maintained high thrombin binding affinity. / Finally, this thesis examines the ability of DNA polymerases to recognize and utilize 2'-deoxy-2'-fluoro-beta-D-arabinonucleoside 5'-triphosphates (2'F-araNTPs) as building blocks for the synthesis of 2'-deoxy-2'-fluoro-beta- D-arabinonucleic acids (2'F-ANA). The results obtained indicate that a few DNA polymerases can synthesize 2'F-ANA and 2'F-ANA-DNA chimeras on a DNA template. Conversely, certain enzymes were shown to catalyze 2'F-ANA template-directed DNA synthesis. While it was not possible to synthesize 2'F-ANA strands on a 2'F-ANA template, it is possible for some DNA polymerases to catalyze the formation of multiple 2'F-ANA:2'F-ANA base pairs within a DNA-FANA chimeric duplex. These results suggest that it should be possible to evolve FANA-modified aptamers via SELEX.

The purpose of this research was to synthesize 7-bromodeaminolavendamycin methyl ester (11), deaminolavendamycin methyl ester (19), 7-N-isobutyryldemethyllavendamycin methyl ester (54), 7-N-acetyldemethyllavendamycin ethyl ester (64), 7-Nisobutyryldemethyllavendamycin butyl ester (76), 7-N-isobutyryldemethyllavendamycin tbutyl ester (78), 7-N-cetyldemethyllavendamycin phenyl ester(79), and 7-Nisobutyryldemethyllavendamycin isopropyl ester (80).Lavendamycins 54, 64, 76, 80 were synthesized via the Pictet-Spengler condensation of the corresponding tryptophan esters with 7-N-acetamido-2-formylquinolinedione (91) or 7-N-isobutyramido-2-formylquinolinedione (92). 3-Carbomethoxy-l-( 8-hydroxyquinoline2-yl )-4-methyl-(3-carboline (18), and 3-carbomethoxy-l-(5-acetamido-8-acetoxy-7bromo-2-yl)-4-methyl-(3-carboline (109) were also prepared through the Pictet-Spengler condensation of p-methyl tryptophan methyl ester with 2-formyl-8-hydroxyquinoline (103) and 5-acetamido-8-acetoxy-7-bromo-2-formylquinoline (108), respectively.Compounds 18 and 109 were oxidized by potassium dichromate or Fremy's salt to give deaminolavendamycin methyl ester (19) and 7-bromodeaminolavendamycin methyl ester (11) respectively.7-Isobutyramido-2-formylquinoline-5,8-dione (92) was prepared according to the following general procedure. 8-Hydroxy-2-methylquinoline (26) was reacted with a 70% mixture of HNO3 / H2SO4 to produce 8-hydroxy-2-methyl-5,7-dinitroquinoline (39). Compound 39 was reduced by H2 / Pd-C and then reacted with isobutyric anhydride in the presence of sodium sulfite and sodium acetate to produce 88. Recrystallization of 88 with methanol gave 5,7-diisobutyramido-8-hydroxy-2-methylquinoline (98). Compound 98 was suspended in acetic acid and oxidized by a solution of potassium dichromate to give 7isobutyramido-2-methylquinoline-5,8-dione (90). The dione derivative 90 was oxidized by selenium dioxide in 1,4-dioxane to yield the target aldehyde 92. 2-Formyl-8hydroxyquinoline (103) was synthesized through a selenium dioxide oxidation of 8hydroxy-2-methylquinoline (26).Ester 96 was prepared by the Fischer esterification of L-tryptophan with an excess amount of isopropyl alcohol in the presence of dry HCI. L-Tryptophan phenyl ester (97) was prepared through a two-step reaction. NCBZ-L-tryptophan (101) was treated with phenol and BOP reagent in the presence of triethylamine in acetonitrile to yield NCBZ-L tryptophan phenyl ester (102). The N-protected ester was reduced to L-tryptophan phenyl ester (97) by ammonium formate in the presence of palladium on charcoal in N,Ndimethylformamide. Esters 93-95 were obtained by the treatment of their commercially available hydrochloride salts with 14% NH4OH and then extraction with ethyl acetate.The structures of the compounds 11, 18, 19, 54, 64, 76, 80, 88, 90, 92, 96, 97, 98, 102, 103, 106, 108 and 109 were comfirmed through tH NMR, IR, and MS. Elemental analyses of 90, 92, 96, 98, 103 and 106 and HRMS of 98, 19, 54, 76, 95, 109 are also included. 1H NMR are also provided for compounds 39, 94,95. / Department of Chemistry