Chan Shuet Ying, Chan Yiu Wing. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 122-124). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.v / LIST OF EXHIBITS --- p.vi / ACKNOWLEDGMENTS --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Background --- p.1 / Objective --- p.3 / Scope --- p.3 / Organization of Paper --- p.4 / Chapter II. --- THE HANG SENG INDEX OPTIONS --- p.5 / Description..................: --- p.5 / Mechanics of Hang Seng Index Option Trading --- p.13 / Market Reviews of HSI Options --- p.15 / Chapter III. --- LITERATURE REVIEW --- p.18 / Seasonal Patterns of Stock Returns --- p.18 / Month-of-the-Year Effect --- p.18 / Week-of-the-Month Effect --- p.18 / Day-of-the-Week Effect --- p.19 / Hour-of-the-Week Effect --- p.19 / Seasonality in Options Returns --- p.20 / Model of Strategic Trading --- p.21 / Seasonality in Hong Kong Stock Market --- p.24 / Chapter IV. --- EMPIRICAL STUDY OF INTRADAY PATTERN OF HSI OPTIONS --- p.26 / Data and Methodology --- p.26 / Obtaining data for the price of the underlying assets --- p.26 / Obtaining data for the price of the option contracts --- p.27 / Calculating means and standard deviations of returns --- p.31 / Chapter V. --- RESULTS AND DISCUSSION --- p.32 / Futures percentage returns per minute --- p.37 / Call options percentage returns per minute --- p.38 / Put options percentage returns per minute --- p.39 / Testing the relationship between index options and index future --- p.40 / Chapter VI. --- IMPLICATION OF FINDINGS AND CONCLUSIONS --- p.45 / Implication of Findings --- p.45 / Conclusions --- p.49 / APPENDIX --- p.50 / BIBLIOGRAPHY --- p.122

by Fung Lai-sang & Kwan Tat-shing. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 60-64). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF FIGURES --- p.v / LIST OF TABLES --- p.vi / ACKNOWLEDGMENT --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- HANG SENG INDEX OPTIONS --- p.3 / Hong Kong Futures Exchange Limited --- p.3 / Hang Seng Index --- p.4 / Basic Characteristics of HSI Options --- p.5 / Chapter III. --- LITERATURE REVIEW --- p.8 / (A) Put-Call Parity --- p.8 / Put-Call Parity on Other Security --- p.10 / Empirical Studies --- p.11 / Put-Call-Futures Parity --- p.12 / (B) Applicability of Black-Scholes Model --- p.14 / Possible Biases in Black-Scholes Model --- p.16 / (C) Hedging Effectiveness of Derivative Instruments --- p.18 / Empirical Evidence --- p.20 / Chapter IV. --- "EMPIRICAL METHODOLOGY, DATA EMPLOYED AND EMPIRICAL FINDINGS" --- p.22 / Chapter (A) --- Methodology and Data Employed in Investigation of Put-Call Parity for HSI Options --- p.22 / Empirical Findings for Put-Call Pariry for HSI Options --- p.26 / Chapter (B) --- Methodology anf Data Employed in Investigation of Applicability of Black-Scholes Model - An Implied Volatility Approach --- p.30 / Empirical Findings for Applicability of Black Scholes Model --- p.35 / Chapter (C) --- Methodology anf Data Employed in Investigation of the Hedging Effectiveness of Different Derivative Instrument / Methodology --- p.40 / Empirical Findings for Hedging Effectiveness of Different Derivative Instruments --- p.45 / Chapter V. --- "CONCLUSIONS, RECENT DEVELOPMENTS AND TRENDS OF HSI OPTIONS" --- p.48 / Conclusions --- p.48 / International Status --- p.49 / Work to Be Done --- p.50 / APPENDICES --- p.51 / BIBLIOGRAPHY --- p.60

by Adelaide Pang Lan-Fong & Danny Poon Yiu-tak. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1993. / Includes bibliographical references (leaves 83-88). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF ILLUSTRATIONS --- p.v / LIST OF TABLES --- p.vi / LIST OF EXHIBITS --- p.vii / ACKNOWLEDGEMENTS --- p.viii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.3 / The Black-Scholes Model --- p.3 / The Test of the Applicability of the Black-Scholes Model --- p.4 / Test of predictability of Black-Scholes Model --- p.5 / Implied Volatility Estimation --- p.5 / Chapter III. --- OPTIONS DEFINED --- p.7 / What are Options ？ --- p.7 / Options Pricing --- p.10 / Intrinsic (Theoretical) Value --- p.10 / Time Value --- p.11 / Price Volatility --- p.12 / Interest Rates --- p.12 / Dividends --- p.12 / Chapter IV. --- HANG SENG INDEX OPTIONS --- p.13 / The Hang Seng Index --- p.13 / Specifications for HSI Options --- p.15 / The Trading Procedures of HSI Options --- p.19 / Advantages of Traded Index Options --- p.21 / Risks involved in Options Trading --- p.23 / Risks of Buying Options --- p.23 / Risk of Writing Options --- p.24 / Chapter V. --- BASIC STRATEGIES OF OPTIONS TRADING --- p.25 / Buy Call --- p.26 / Buy Put --- p.26 / Call Writing --- p.26 / Naked Call Writing --- p.26 / Covered Call Writing --- p.26 / Ratio Covered Call Writing --- p.27 / Put Writing --- p.27 / Naked Put Writing --- p.27 / Covered Put Writing --- p.27 / Ratio Covered Put Writing --- p.28 / Spreads --- p.28 / Bull Spreads --- p.28 / Bear Spreads --- p.28 / Butterfly Spreads --- p.29 / Calendar Spreads --- p.29 / Ratio Spreads --- p.30 / Ratio Calendar Spreads --- p.30 / Straddles --- p.30 / Straddle Purchase / Bottom Straddle --- p.31 / Straddle Write / Top Straddle --- p.31 / Strips --- p.31 / Straps --- p.31 / Strangles --- p.31 / Long Strangle / Bottom Vertical Combination --- p.31 / Short Strangle / Top Vertical Combination --- p.32 / Chapter VI. --- PRICING MODEL --- p.33 / The Biack-Scholes Option Pricing Model --- p.33 / Modifications to Original Black-Scholes Pricing Model --- p.33 / Empirical Analysis and Data Collection --- p.34 / Tests used to determine the performance of Black-Scholes Model --- p.38 / Chapter VII. --- EMPIRICAL RESULTS --- p.39 / Chapter VIII. --- CONCLUSIONS --- p.45 / APPENDICES --- p.48 / BIBLIOGRAPHY --- p.83

Lui Ho-Chung, Oliver. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 63-64). / Table of Contents --- p.i / Abstract --- p.iii / List of Tables --- p.v / List of Appendices --- p.vi / Acknowledgments --- p.vii / Chapter / Chapter I --- Methodology --- p.1 / Chapter II --- Issues about the HSIF market --- p.2 / The establishment of the Hong Kong Futures Exchange --- p.2 / The Hang Seng Index --- p.3 / The Hang Seng Index Futures Contracts --- p.4 / Features of futures trading --- p.8 / The 1987 crash and the HKFE --- p.10 / Reforms --- p.12 / The evaluation after the reforms --- p.16 / Existing practices of the HSIF brokerage firms --- p.18 / Issues concerning the HSIF investors --- p.20 / Stimulating the HSIF market --- p.21 / Chapter III --- Issues about options --- p.23 / "Current News (updated to April 20, 1992)" --- p.23 / Options --- p.23 / Determination of option premiums --- p.26 / Options on the Hang Seng Index --- p.28 / Features of options in other markets --- p.30 / Margin requirement --- p.34 / Options on index vs. Options on index futures --- p.36 / Options on index vs. Index futures --- p.37 / Chapter IV --- Issues of option development --- p.39 / Lessons learned from the HSIF market --- p.39 / The trend--derivative products --- p.42 / Factors that make options on the HSI successful --- p.43 / Chapter V --- Conclusion --- p.46 / Appendices --- p.48 / References --- p.63

by Chau Chi-Man. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1987. / Bibliography: leaves 76-78.

by Wong Fat Keung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 44-46). / Abstracts in English and Chinese. / Chapter 1. --- INTRODUCTION --- p.1 / Chapter 2. --- METHODOLOGY --- p.7 / Chapter 2.1 --- Fund's return --- p.7 / Chapter 2.2 --- Value weighted Index of Hedge Funds --- p.8 / Chapter 2.3 --- Sharpe' s(1992) style analysis --- p.8 / Chapter 2.4 --- Econometric Procedure and Hypothesis Test --- p.11 / Chapter 3. --- DATA --- p.15 / Chapter 3.1 --- Market Data --- p.15 / Chapter 3.2 --- Hedge Fund Data --- p.16 / Chapter 3.3 --- Selecting Market Factor --- p.17 / Chapter 4. --- RESULTS --- p.19 / Chapter 4.1 --- Interest Rate Market --- p.19 / Chapter 4.1.1 --- Did the hedge fund industry as a whole manipulate the interest rate market? --- p.19 / Chapter 4.1.2 --- Did the Jaguar Fund NV manipulate the interest rate market? --- p.23 / Chapter 4.1.3 --- Did the Quantum Fund NV manipulate the interest rate market? --- p.24 / Chapter 4.2 --- Hang Seng Index Future Market --- p.26 / Chapter 4.2.1 --- Did the hedge fund industry as a whole manipulate the Hang Seng Index Future Market? --- p.26 / Chapter 4.2.2 --- Did the Jaguar Fund NV manipulate the Hang Seng Index Future Market? --- p.29 / Chapter 4.2.3 --- Did the Quantum Fund NV manipulate the Hang Seng Index Future Market? --- p.31 / Chapter 4.3 --- Hang Seng Index Market --- p.33 / Chapter 4.3.1 --- Did the hedge funds as a whole manipulate the Hang Seng Index Market? --- p.33 / Chapter 4.3.2 --- Did the Jaguar Fund NV manipulate the Hang Seng Index Market? --- p.34 / Chapter 4.3.3 --- Did the Quantum Fund NV manipulate the Hang Seng Index Market? --- p.35 / Chapter 5. --- CONCLUSION --- p.37 / Chapter 5.1 --- Contribution --- p.41 / BIBLIOGRAPHY --- p.44 / APPENDIX A TABLES --- p.47 / Table 1. Hedge Funds in value-weighted Index (vw38) --- p.47 / Table 2. Net Asset Value of Hedge Funds ( --- p.48 / Table 3. Hedge Fund Returns Around Crash --- p.49 / Table 4. Regression result of value-weighted index (vw38) --- p.50 / Table 5. Regression result of individual fund --- p.51 / Table 6. Correlation of return rates between different market segments from 11/1988 to 10/1999 --- p.52 / Table 7. Correlation of return rates between different market segments from 9/1997 to 10/1999 --- p.53 / Table 8. Regression result of 2-month HIBOR rate and dollar positions of hedge funds --- p.54 / Table 9. Regression result of 2-month HIBOR rate and dollar positions of Jaguar Fund NV --- p.55 / Table 10. Regression result of 2-month HIBOR rate and dollar positions of Quantum Fund NV --- p.56 / Table 11. Regression Result of Hang Seng Index Future Price against Dollar Positions of Hedge Funds --- p.57 / Table11b. Estimated Profit of Hedge Funds in the turmoil period in Hang Seng Index Future (in billions) --- p.58 / Table 12. Regression Result of Hang Seng Index Future Price against Dollar Positions of Jaguar Fund NV --- p.59 / Table 12b. Estimated Profit of Jaguar Fund NV in the turmoil periodin Hang Seng Index Future (in HK billions) --- p.60 / Table 13. Regression Result of Hang Seng Index Future Price against Dollar Positions of Quantum Fund NV --- p.61 / Table 13b. Estimated Profit of Quantum Fund NV in the turmoil periodin Hang Seng Index Future (in HK billions) --- p.62 / Table 14. Regression Result of Hang Seng Index Price against Dollar Positions of Hedge Funds --- p.63 / Table 15. Regression Result of Hang Seng Index Price against Dollar Positions of Jaguar Fund NV --- p.64 / Table 16. Regression Result of Hang Seng Index Price against Dollar Positions of Quantum Fund NV --- p.65 / APPENDIX B. FIGURES --- p.67 / Figure 1. Hong Kong Dollar Position of Hedge Funds --- p.67 / Figure 2. Hong Kong Dollar Position of Hedge Funds and 2m HIBOR Rate --- p.68 / Figure 3. Hong Kong Dollar Positions of Jaguar Fund NV --- p.69 / Figure 4. Hong Kong Dollar Positions of Jaguar Fund and 2m HIBOR Rate --- p.70 / Figure 5. Hong Kong Dollar Positions of Quantum Fund NV --- p.71 / Figure 6. Hong Kong Dollar Positions of Quantum Fund NV and 2m HIBOR Rate --- p.72 / Figure 7. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.73 / Figure 8. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.74 / Figure 7. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.73 / Figure 8. Hong Kong Dollar Positions of Hedge Funds in Hang Seng Index Future --- p.74 / Figure 9. Hong Kong Dollar Positions of Jaguar Fund NV in Hang Seng Index Future --- p.75 / Figure 10. Hong Kong Dollar Positions of Jaguar Fund NV in Hang Seng Index Future --- p.76 / Figure 11. Hong Kong Dollar Positions of Quantum Fund NV in Hang Seng Index Future --- p.77 / Figure 13. Hong Kong Dollar Positions of Hedge Funds in Hang Seng --- p.79 / Figure 17. Hong Kong Dollar Positions of Quantum Fund NV in Hang Seng Index --- p.83 / Figure 18. Hong Kong Dollar Positions of Quantum Fund NV in Hang Seng Index --- p.84 / Figure 19. Net Profit of Hedge Funds in Hang Seng Index Future (in HK Billions) --- p.85 / Figure 20. Net Profit of Jaguar Fund NV in Hang Seng Index Future (in HK Billions) --- p.86

This diploma thesis describes an anthropological survey of pupils in the 8th and 9th grades of certain primary schools in the Zlin Region (Czech Republic), pertaining to which the data thus obtained were subsequently processed and evaluated. The aim of the work was to analyse proportional changes and the biological maturity exhibited by the members of the probands through KEI, based on empirical data, in addition to determining the given somatotype according to the method of Heath & Carter (1967). ANTROPO 2000.2 software was utilized for processing the data. The findings of said research are compared with the data reported by the National Anthropological Survey (Czech Republic, 2001).

Philosophiae Doctor - PhD / This thesis extends the literature on the trends and magnitude of health inequalities in the area of maternal and reproductive health services in Sierra Leone, and particular across sub-Saharan Africa. It attempted to provide a good understanding of, not only the determinants of maternal and reproductive healthcare use, but also factors that enable health inequalities to exist in Sierra Leone. This is an appropriate topic in population health studies as it aims to address important questions on the research agenda in the context of sub-Saharan Africa, particularly in a country with poor health outcomes such as Sierra Leone. A proper understanding of not only the coverage rates of population health outcomes but also the extent of health inequalities as well as the factors that contribute to these inequalities is crucial for any government. The thesis applied various techniques in the analysis of DHS data (from 2008 and 2013 rounds) in an attempt to answer the research questions.

This thesis explores a new technique for investigating the photochemical mechanisms of femtosecond laser inscription of permanent photonic structures in Poly(methylmethacrylate) (PMMA). The refractive index (RI) structures were fabricated with a direct writing method without ablation, and analysed using a non-invasive method - namely: Raman mapping spectrometry. The writing conditions for the photonic structures under investigation are mainly represented by 800nm and 400nm wavelength with 44fs and 100fs pulse length and a low repetition rate in the kHz domain. The mass percentage of the induced monomer and end groups modification (MMA) as a measure of the modification of the ratio of C=C and C=O Raman transition varies linearly with the total fluence (total). The mass percentage of the induced monomer and end groups change is defined by the modification of normalised ratio of the Raman intensity of C=C bond (I(C=C)) and the Raman intensity of C=O bond (I(C=O)) which is denoted by I(C=C/C=O)n. The modification of this ratio is denoted by I (C=C/C=O)n and also by MMA. MMA varies linearly with total with a positive slope for both writing conditions due to the induced main chain scission and unzipping. If total increases by 1J/cm2, it is predicted an increase in MMA, by (1.550±0.11)x10-2 (cntsxcm2)/J, for the near infrared (NIR) irradiated samples that is higher than the increase of MMA for the ultraviolet (UV) irradiated sample that show a value of (1.9200.274)x10-3 ( (cntsxcm2)/J). The same trend was found for the variation of MMA with diffraction efficiency () for NIR irradiated structures and also for UV irradiated structures. If  increases by 1cnt, it is predicted that there will be an increase in MMA, by (4.233±0.383) cnts for NIR irradiated samples that is lower than the increase of MMA for the UV irradiated sample that shows a value of (14.3922.477) cnts. The variation of MMA with  is higher for UV irradiated samples than for NIR irradiated samples, and this indicates that the nonlinear absorption of two photons produces a larger percentage of the monomer and end groups than the nonlinear absorption of three photons. Gel Permeation Chromatography (GPC), which is a destructive analytical method, was applied only for the investigation of the time dependent behaviour of the molecular weight of the photonics structures which were written with the parallel writing technique using 775nm wavelength and 160fs pulse length that shows an increase of 66 in  after seven days from the laser irradiation. Twenty-four hours after laser irradiation, the GPC results show that the weighted average molecular weight (Mw) of the exposed sample of 28,610,000 Daltons is about thirty times higher than the MW of the unexposed sample of 963,425 Daltons. This is an indication of the photo-cross-linking reaction. As a result of this reaction, the polymer chains link together through intermolecular forces to form a 3D network which produces an increase of molecular weight. It was also observed that there was a further decrease of molecular weight after three days to 437,441 Daltons due to main chain scission and unzipping. The main chain scission is actually the breaking of C-C bonds between structural units and the formation of radicals which further produce the monomer and end groups (MMA) through the unzipping reaction which leads to a decrease of the molecular weight. The main chain scission occurred with the greatest efficiency after three days following the end of irradiation, when the number of the main chain scissions (Ns) reached the maximum value of 1.193. An increase of molecular weight signifies an increase of the refractive index since the optical density has increased. The mechanical properties of PMMA optical fibres (e.g., Young's modulus) and of bulk PMMA (e.g., glass transition temperature) were investigated using Dynamical Mechanical Analysis (DMA) tests (e.g., stress-strain test and temperature ramp/frequency sweep test). These measurements were performed to study the effect of the manufacturing process that involves stretching and heating or cooling on the mechanical properties of PMMA optical fibres and unmodified PMMA material. T he ultimate aim of this section was to see the effect of the laser irradiation on the strain properties of an optical fibre sensor with gratings. The stress strain results show an increase of Young's modulus of the PMMA optical fibre of 5%, and this is an indication of decreased elasticity which is induced during the fabrication process. For a femtosecond laser irradiated region with UV wavelength, it is expected that there will be an increase of Young's modulus to 65%. This variation was obtained inthe research group from The Photon Science Institute by measuring Young's modulus for a diffraction grating which was written in PMMA with 180fs pulse length and 387nm wavelength and which was subjected to a strain. The elasticity was measured using the displacement of the first order diffracted beams as a result of a modification due to the applied strain [ ]. The temperature ramp/frequency sweep test shows an increase of glass transition temperature of the bulk PMMA of 54.12% which is also an indication of decreased elasticity induced during the fabrication process. A further increase in this temperature is expected for UV irradiated samples.

Lee and Zhou introduced the clean index of rings in 2004. Motivated by this work, Basnet and Bhattacharyya introduced both the weak clean index of rings and the nil clean index of rings and Cimpean and Danchev introduced the weakly nil clean index of rings. In this work, we calculate each of these indices for the rings ℤ/nℤ and matrix rings with entries in ℤ/nℤ. A generalized index is also introduced.