published_or_final_version / Chemistry / Doctoral / Doctor of Philosophy

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Conventional financial theory has played an important – and yet largely unexamined – role in shaping how we regulate modern financial markets. This thesis explores the influence of conventional financial theory on the regulation of over-the-counter (OTC) derivatives markets in the U.S. and U.K. prior to the global financial crisis. More specifically, it explores how conventional financial theory failed to adequately account for both the complexity of OTC derivatives markets and the nature and pace of financial innovation and, ultimately, how these blind spots became reflected in a ‘non-interventionist’ approach toward their regulation now widely viewed as suboptimal. This thesis yields three important contributions to the scholarly and public policy debates surrounding the regulation of modern financial markets. First, it articulates a more robust theoretical framework for understanding complexity, financial innovation, and the relationship between these powerful market dynamics. This, in turn, facilitates an examination of the implications of complexity and financial innovation in terms of the ongoing debates respecting the optimal source, form and scope of financial regulation. It also facilitates an examination of both the shortcomings of the pre-crisis regulatory regimes governing OTC derivatives markets and, looking forward, the prospective strengths and weaknesses of embryonic post-crisis reforms. Finally, and more broadly, this thesis enhances our understanding of the relationship between the important insights of financial theory and how we conceptualize and pursue the objectives of financial regulation.

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by Ka Lok Cheng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 115-122). / Abstracts in English and Chinese. / Abstract --- p.i / Abstract (in Chinese) --- p.ii / Acknowledgement --- p.iii / Table of Contents --- p.iv / List of Figures --- p.viii / List of Tables --- p.xi / Abbreviations --- p.xii / Chapter PART I --- SYNTHESIS OF FERROCENE-CONTAINING PUSH-PULL DIPHENYLPORPHYRINS --- p.1 / Chapter Chapter 1 --- Introduction --- p.2 / Chapter 1.1 --- Introduction to Nonlinear Optics --- p.2 / Chapter 1.1.1 --- Interactions of Light with Matters --- p.2 / Chapter 1.1.2 --- Structural Requirements of Second-Harmonic Generating Molecules --- p.4 / Chapter 1.2 --- Ferrocene as an Electron Donor in Second Harmonic Generating Molecules --- p.7 / Chapter 1.3 --- Porphyrin as a Platform of Second Harmonic Generating Molecules --- p.16 / Chapter 1.4 --- Target Molecules of this Project --- p.22 / Chapter Chapter 2 --- Result and Discussion --- p.23 / Chapter 2.1 --- Preparation of Alkynyl Fragments --- p.23 / Chapter 2.1.1 --- Preparation of 2-ferrocenylethyne (24) --- p.23 / Chapter 2.1.2 --- Preparation of 1 -ethynyl-4-nitrobenzene (26) --- p.24 / Chapter 2.1.3 --- "Preparation of l-ethynyl-4-(N,N-dimethylaminophenyl) benzene (28)" --- p.25 / Chapter 2.2 --- Preparation of Porphyrin Precursors --- p.26 / Chapter 2.3 --- "Synthesis and Characterizations of 5-(2'-Ferrocenylethynyl)-l5- formyl-10,20-diphenylporphyrinatonickel(II) (36)" --- p.29 / Chapter 2.4 --- "Synthesis and Characterizations of 5-(2',2'-Dicyanoethenyl)-l5- (2""-Ferrocenylethynyl)-10,20-diphenylporphyrinatonickel(II) (38)" --- p.33 / Chapter 2.5 --- "Synthesis and Characterizations of 5-Ferrocenylethynyl-l 5-(4""- nitrophenylethynyl)-10,20-diphenylporphyrinatonickel(II) (40)" --- p.37 / Chapter 2.6 --- "Synthesis and Characterizations of 5-Ferrocenylethynyl-l 5-(4'- (N,N-dimethylamino)phenyl)ethynyl)-10,20-diphenyl porphyrinatonickel(II) (47)" --- p.43 / Chapter 2.7 --- Conclusion for Part One --- p.47 / Chapter Chapter 3 --- Experimental Section --- p.48 / Chapter 3.1 --- General Information --- p.48 / Chapter 3.2 --- Physical Measurements --- p.48 / Chapter 3.3 --- Preparation of Alkynyl Fragments --- p.49 / Chapter 3.4 --- Preparation of Some Known Porphyrins --- p.54 / Chapter 3.5 --- "Synthesis of Ferrocenyl ""Push-pull"" Porphyrin" --- p.58 / Chapter PART II --- LIGHT-HARVESTING NAPHTHALENE-PHTHALOCYANINE SYSTEMS --- p.65 / Chapter Chapter 4 --- Introduction --- p.55 / Chapter 4.1 --- Porphyrin-based Light-harvesting systems --- p.66 / Chapter 4.1.1 --- Multiporphyrins --- p.57 / Chapter 4.1.2 --- Carotenoid-porphyrins --- p.74 / Chapter 4.1.3 --- Boron-dipyrrin porphyrins --- p.75 / Chapter 4.1.4 --- Anthracene-porphyrin systems --- p.73 / Chapter 4.1.5 --- Dendritic porphyrins --- p.79 / Chapter 4.2 --- Phthalocyanine-based Light-harvesting systems --- p.80 / Chapter 4.3 --- Objective of this project --- p.83 / Chapter Chapter 5 --- Result and Discussion --- p.84 / Chapter 5.1 --- Preparation of naphthalene-phthalocyanine systems --- p.84 / Chapter 5.1.1 --- Synthesis of zinc(II) tetra( 1 -naphthoxy)phthalocyanines --- p.84 / Chapter 5.1.2 --- Synthesis of tetra[2-(l´ة-naphthoxy)ethoxy] phthalocyaninatozinc(II) (83) --- p.85 / Chapter 5.1.3 --- "Synthesis of 2,3,9,10,16,17,23,24-octa( 1 -naphthoxy) phthalocyaninatozinc(II) (89)" --- p.86 / Chapter 5.2 --- Absorption spectra of naphthalene-phthalocyanine systems --- p.88 / Chapter 5.2.1 --- Absorption spectra at different concentrations --- p.89 / Chapter 5.2.2 --- Comparison of the absorption spectra of the naphthoxy phthalocyanine with the spectra of the mixture of corresponding 1-ethoxynaphthalene and alkoxyphthalocyanines --- p.92 / Chapter 5.3 --- Fluorescence Quantum yields of Naphthalene-Phthalocyanine Systems --- p.96 / Chapter 5.4 --- Singlet-singlet energy transfer efficiencies of Naphthalene- phthalocyanine Systems --- p.98 / Chapter 5.4.1 --- Methodology --- p.98 / Chapter 5.4.2 --- Determination of energy transfer quantum yields --- p.99 / Chapter 5.5 --- Conclusion for Part II --- p.103 / Chapter Chapter 6 --- Experimental Section --- p.104 / Chapter 6.1 --- General Information --- p.104 / Chapter 6.2 --- Synthesis of tetra( 1 -naphthoxy)phthalocyanines --- p.105 / Chapter 6.3 --- Synthesis of tetra(naphthoxyethoxy)phthalocyanine --- p.108 / Chapter 6.4 --- Synthesis of octa( 1 -naphthoxy)phthalocyanine --- p.111 / References --- p.115 / Appendix A: Spectra of new compounds not discussed in the main text --- p.123 / Appendix B: X-ray crystallographic data of compound40 --- p.133

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In this thesis, we provide several applications of Gram-Charlier expansions in derivative pricing. We first give an exposition on how to calculate swaption prices under the the CIR2 model. Then we extend this method to CIR2++ model. We also develop a procedure to calculate European call options under Heston’s model of stochastic volatility by Gram-Charlier Expansions.