This work deals with the design of a CMOS pixel sensor prototype (called MIMOSA 31) for the outer layers of the International Linear Collider (ILC) vertex detector. CMOS pixel sensors (CPS) also called monolithic active pixel sensors (MAPS) have demonstrated attractive performance towards the requirements of the vertex detector of the future linear collider. MIMOSA 31developed at IPHC-Strasbourg is the first pixel sensor integrated with 4-bit column-level ADC for the outer layers. It is composed of a matrix of 64 rows and 48 columns. The pixel concept combines in-pixel amplification with a correlated double sampling (CDS) operation in order to reduce the temporal and fixed pattern noise (FPN). At the bottom of the pixel array, each column is terminated with an analog to digital converter (ADC). The self-triggered ADC accommodating the pixel readout in a rolling shutter mode completes the conversion by performing a multi-bit/step approximation. The ADC design was optimized for power saving at sampling frequency. Accounting the fact that in the outer layers of the ILC vertex detector, the hit density is inthe order of a few per thousand, this ADC works in two modes: active mode and inactive mode. This thesis presents the details of the prototype chip and its laboratory test results.

Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues of subprime residential mortgage loan (RML) securitization in discrete-, continuous-and discontinuous-time and their connections with the SMC. In this regard, the main issues to be addressed are discussed in Chapters 2, 3 and 4. In Chapter 2, we investigate the risk allocation choices of an investing bank (IB) that has to decide between risky securitized subprime RMLs and riskless Treasuries. This issue is discussed in a discrete-time framework with IB being considered to be regret- and risk-averse before and during the SMC, respectively. We conclude that if IB takes regret into account it will be exposed to higher risk when the difference between the expected returns on securitized subprime RMLs and Treasuries is small. However, there is low risk exposure when this difference is high. Furthermore, we assess how regret can influence IB's view - as a swap protection buyer - of the rate of return on credit default swaps (CDSs), as measured by the premium based on default swap spreads. We find that before the SMC, regret increases IB's willingness to pay lower premiums for CDSs when its securitized RML portfolio is considered to be safe. On the other hand, both risk- and regret-averse IBs pay the same CDS premium when their securitized RML portfolio is considered to be risky. Chapter 3 solves a stochastic optimal credit default insurance problem in continuous-time that has the cash outflow rate for satisfying depositor obligations, the investment in securitized loans and credit default insurance as controls. As far as the latter is concerned, we compute the credit default swap premium and accrued premium by considering the credit rating of the securitized mortgage loans. In Chapter 4, we consider a problem of IB investment in subprime residential mortgage-backed securities (RMBSs) and Treasuries in discontinuous-time. In order to accomplish this, we develop a Levy process-based model of jump diffusion-type for IB's investment in subprime RMBSs and Treasuries. This model incorporates subprime RMBS losses which can be associated with credit risk. Furthermore, we use variance to measure such risk, and assume that the risk is bounded by a certain constraint. We are now able to set-up a mean-variance optimization problem for IB's investment which determines the optimal proportion of funds that needs to be invested in subprime RMBSs and Treasuries subject to credit risk measured by the variance of IE's investment. In the sequel, we also consider a mean swaps-at-risk (SaR) optimization problem for IB's investment which determines the optimal portfolio which consists of subprime RMBSs and Treasuries subject to the protection by CDSs required against the possible losses. In this regard, we define SaR as indicative to IB on how much protection from swap protection seller it must have in order to cover the losses that might occur from credit events. Moreover, SaR is expressed in terms of Value-at-Risk (VaR). Finally, Chapter 5 provides an analysis of discrete-, continuous- and discontinuous-time models for subprime RML securitization discussed in the aforementioned chapters and their connections with the SMC. The work presented in this thesis is based on 7 peer-reviewed international journal articles (see [25], [44], [45], [46], [47], [48] and [55]), 4 peer-reviewed chapters in books (see [42], [50j, [51J and [52]) and 2 peer-reviewed conference proceedings papers (see [11] and [12]). Moreover, the article [49] is currently being prepared for submission to an lSI accredited journal. / Thesis (Ph.D. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2010.

Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues of subprime residential mortgage loan (RML) securitization in discrete-, continuous-and discontinuous-time and their connections with the SMC. In this regard, the main issues to be addressed are discussed in Chapters 2, 3 and 4. In Chapter 2, we investigate the risk allocation choices of an investing bank (IB) that has to decide between risky securitized subprime RMLs and riskless Treasuries. This issue is discussed in a discrete-time framework with IB being considered to be regret- and risk-averse before and during the SMC, respectively. We conclude that if IB takes regret into account it will be exposed to higher risk when the difference between the expected returns on securitized subprime RMLs and Treasuries is small. However, there is low risk exposure when this difference is high. Furthermore, we assess how regret can influence IB's view - as a swap protection buyer - of the rate of return on credit default swaps (CDSs), as measured by the premium based on default swap spreads. We find that before the SMC, regret increases IB's willingness to pay lower premiums for CDSs when its securitized RML portfolio is considered to be safe. On the other hand, both risk- and regret-averse IBs pay the same CDS premium when their securitized RML portfolio is considered to be risky. Chapter 3 solves a stochastic optimal credit default insurance problem in continuous-time that has the cash outflow rate for satisfying depositor obligations, the investment in securitized loans and credit default insurance as controls. As far as the latter is concerned, we compute the credit default swap premium and accrued premium by considering the credit rating of the securitized mortgage loans. In Chapter 4, we consider a problem of IB investment in subprime residential mortgage-backed securities (RMBSs) and Treasuries in discontinuous-time. In order to accomplish this, we develop a Levy process-based model of jump diffusion-type for IB's investment in subprime RMBSs and Treasuries. This model incorporates subprime RMBS losses which can be associated with credit risk. Furthermore, we use variance to measure such risk, and assume that the risk is bounded by a certain constraint. We are now able to set-up a mean-variance optimization problem for IB's investment which determines the optimal proportion of funds that needs to be invested in subprime RMBSs and Treasuries subject to credit risk measured by the variance of IE's investment. In the sequel, we also consider a mean swaps-at-risk (SaR) optimization problem for IB's investment which determines the optimal portfolio which consists of subprime RMBSs and Treasuries subject to the protection by CDSs required against the possible losses. In this regard, we define SaR as indicative to IB on how much protection from swap protection seller it must have in order to cover the losses that might occur from credit events. Moreover, SaR is expressed in terms of Value-at-Risk (VaR). Finally, Chapter 5 provides an analysis of discrete-, continuous- and discontinuous-time models for subprime RML securitization discussed in the aforementioned chapters and their connections with the SMC. The work presented in this thesis is based on 7 peer-reviewed international journal articles (see [25], [44], [45], [46], [47], [48] and [55]), 4 peer-reviewed chapters in books (see [42], [50j, [51J and [52]) and 2 peer-reviewed conference proceedings papers (see [11] and [12]). Moreover, the article [49] is currently being prepared for submission to an lSI accredited journal. / Thesis (Ph.D. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2010.

本研究探討歐洲已開發市場之主權信用違約交換與主權債券和無風險利率之債券信用價差之間的動態關係以及價格發現現象。此外亦分析可能影響歐洲已開發市場主權信用違約交換與債券信用價差變動之因子。 實證結果發現信用違約交換有較明顯之價格發現功能，且信用違約交換與債券信用價差間之基準差與信用風險呈現正向關係。而歐洲主權債券因其性質特殊，其使用德國政府公債作無風險利率反而較歐元交換利率為佳。此外我們發現利率變化與股市皆為影響歐洲主權信用價差之因子，而波動率之影響不明顯，原因也可能是歐洲主權債券過去低風險而成為資金避險標的之特殊性質。 / The thesis examines the dynamic relation between CDS and bond spread on developed European sovereign bonds. We also investigate which variables will affect the changes of CDS and bond spreads. We found that price discovery occurs on CDS more often, and the basis between CDS and bond spread has a positive relationship with credit risk. Due to the special characteristic of developed European sovereign bonds, the German sovereign bond yield is a better benchmark for risk-free rate than the Euro swap rate. Also we found that the change of rates and the return on stock market affect the European sovereign credit spread, but the effect of volatility on credit spread is limited. The reason should be the low-risk nature of these bonds in the past, which made them “safe” products for capitals to park.

Le sujet de cette thèse est de concevoir un prototype de capteur à pixel CMOS adapté aux couches extérieures du détecteur de vertex de l'International Linear Collider (ILC).Il est le premier prototype de capteur CMOS intégrant un ADC en bas de colonne de 4-bit et une matrice de pixels, dédié aux couches externes. L'architecture du prototype nommé MIMOSA 31 comprend une matrice de pixels de 48 colonnes par 64 lignes, des ADC en bas de colonne. Les pixels sont lus ligne par ligne en mode d'obturation roulant. Les ADCs reçoivent la sortie des pixels en parallèle achève réalisent la conversion en effectuant une approximation de multi-bit/step. Sachant que dans les couches externes de l'ILC, la densité de pixels touchés est de l'ordre de quelques pour mille, !'ADC est conçu pour fonctionner en deux modes (actifs et inactifs) afin de minimiser la consommation d'énergie. Les résultats indiquent que MIMOSA 31 répond aux performances nécessaires pour cette couche de capteurs. / This work deals with the design of a CMOS pixel sensor prototype (called MIMOSA 31) for the outer layers of the International Linear Collider (ILC) vertex detector. CMOS pixel sensors (CPS) also called monolithic active pixel sensors (MAPS) have demonstrated attractive performance towards the requirements of the vertex detector of the future linear collider. MIMOSA 31developed at IPHC-Strasbourg is the first pixel sensor integrated with 4-bit column-level ADC for the outer layers. It is composed of a matrix of 64 rows and 48 columns. The pixel concept combines in-pixel amplification with a correlated double sampling (CDS) operation in order to reduce the temporal and fixed pattern noise (FPN). At the bottom of the pixel array, each column is terminated with an analog to digital converter (ADC). The self-triggered ADC accommodating the pixel readout in a rolling shutter mode completes the conversion by performing a multi-bit/step approximation. The ADC design was optimized for power saving at sampling frequency. Accounting the fact that in the outer layers of the ILC vertex detector, the hit density is inthe order of a few per thousand, this ADC works in two modes: active mode and inactive mode. This thesis presents the details of the prototype chip and its laboratory test results.

Recent advancements in nanotechnology and emerging applications of nanomaterials in various fields have stimulated interest in fundamental scientific research dealing with the size and structure controlled synthesis of nanoparticles. The unique properties of nanoparticles are largely size dependent which could be tuned further by varying shape, structure, and surface properties, etc. The preparation of monodisperse nanoparticles is desirable for many applications due to better control over properties and higher performance compared to polydispersity nanoparticles. There are several methods for the synthesis of nanoparticles based on top-down and bottom-up approaches. The main disadvantage of top-down approach is the difficulty in achieving size control. Whereas, uniform nanoparticles with controllable size could be obtained by chemical methods but most of them are difficult to scale up. Moreover, a separate step of size separation is necessary in order to achieve monodispersed which may lead to material loss. In this context, a post-synthetic size modification process known as digestive ripening is highly significant. In this process, addition of a capping agent to poly disperse colloid renders it highly monodisperse either under ambient or thermal conditions. In addition to size control, digestive ripening is also effective in controlling the structure of nanoparticles in colloidal solution comprising two different elements. Use of co-digestive ripening strategy in conjunction with solvated metal atom dispersion (SMAD) method of synthesis resulted in hetero structures such as core–shell, alloy, and composite nanoparticles. Despite the versatility of digestive ripening process, the underlying mechanism in controlling size and structure of nanoparticles are not understood to date. The aim of this thesis is to gain mechanistic insight into size control of digestive ripening as well as to investigate structure control in various binary systems. Objectives  Study digestive ripening of Au nanoparticles using various alkyl amines to probe the mechanism  Study co-digestive ripening of binary colloids consisting of two metals, Pd and Cu prepared separately by SMAD method  Study co-digestive ripening of binary colloids consisting of a metal (Au) and a semiconductor (CdS) prepared separately by SMAD method  Study vaporization of bulk brass in SMAD reactor and analyse phase, structure, and morphology of various Cu/Zn bimetallic nanoparticles obtained from bulk brass under various experimental conditions Significant results In chapter 1, fundamental processes of nanoparticle formation and common synthetic techniques for the preparation of monodisperse nanoparticles are briefly discussed. Chapter 2 presents a mechanistic study of digestive ripening process with regard to size control using Au nanoparticles as a model system. Three long chain alkyl amine molecules having different chain length were used as digestive ripening agents. The course of digestive ripening process was analysed by UV-visible spectroscopy and transmission electron microscopy. The experimental conditions such as concentration of digestive ripening agent, time, and temperature were found to influence the size distribution of nanoparticles. The average particle size was found to be characteristic of metal-digestive ripening agent combination which is considered as the optimum size preferred during digestive ripening under a given set of experimental conditions. This study discusses stabilization of optimum sized particles, surface etching, and reversibility in digestive ripening. Chapter 3 describes the synthesis and characterization of PdCu alloy nanoparticles by co-digestive ripening method. Syntheses of individual Pd and Cu colloids were carried out by SMAD method. Pd nanoparticles obtained using THF as solvent and in the absence of any capping agent resulted in an extended small Pd nanowire network assembly. Morphological evolution of spherical Pd nanoparticles from Pd nanowire network structure was observed with the use of capping agent, hexadecyl amine (HDA) in SMAD method. Co-digestive ripening of Pd and Cu colloids was studied at various temperatures. This study revealed temperature dependent diffusion of Cu atoms into Pd lattice forming PdCu alloy nanoparticles. Next, co-digestive ripening of a colloidal system comprising a metal and a semiconductor was explored. Au-CdS combination was chosen for this study owing to its interesting photocatalytic properties. Chapter 4 deals with the synthesis of Au and CdS nanoparticles by SMAD method and Au/CdS nanocomposite by co-digestive ripening. CdS nanoparticles of size 4.0 + 1.2 nm and Au nanoparticles of size 5.6 + 1.1 nm were obtained as a result of digestive ripening process. Au/CdS nanocomposite obtained by co-digestive ripening was characterized by a matrix-like structure made up of CdS nanoparticles in which Au nanoparticles were embedded. CdS nanoparticles were found to establish an intimate surface contact with Au nanoparticles and the matrix of CdS surrounding Au was developed via aggregation during digestive ripening. Chapter 5 describes a comprehensive study on various Cu/Zn bimetallic nanoparticles obtained from bulk brass. Vaporization of bulk brass in SMAD reactor led to a deploying process and further growth of nanoparticles from phase separated Cu and Zn atoms formed a composite structure. The characterization of Cu/Zn nanocomposite revealed covering of composite surface with Cu resulting in a core-shell structure, Cu/Zn@Cu. Post-synthetic digestive ripening of these core-shell composite particles showed diffusion of Zn atoms to the composite surface in addition to size and shape modification. Annealing of Cu/Zn nanocomposites prepared in THF resulted in α-CuZn alloy nanoparticles via sequential transformation through η-CuZn5, γ-Cu5Zn8, and β-CuZn (observed as marten site) phases.

En stor del av den tidiga språkutvecklingen sker i samspel med vuxna, och kommunikationen mellan vårdnadshavare och deras små barn är därför särskilt betydelsefull. Vuxna anpassar ofta sitt sätt att tala till små barn genom att göra anpassningar i de språkliga parametrarna prosodi, segmentell fonologi, syntax, pragmatik och ordförråd. Dessa anpassningar kallas ofta för barnriktat tal (BRT) och har visat sig ha både en kortsiktig såväl som långsiktig positiv inverkan på barns tidiga språkutveckling. Tidigare forskning gällande barns tal- och språkmiljö har främst fokuserat på kommunikationen mellan kvinnliga vårdnadshavare och deras små barn. Det finns därmed ett behov av forskning som undersöker manliga vårdnadshavares kommunikation, särskilt med fokus på kvalitativa aspekter så som användandet av BRT. Inom Ord gör skillnad-projektet på KI utvecklas en ny interventionsmetod, Preventive Education Program for Parents (PEPP). I metoden kartläggs kvantitativa och kvalitativa aspekter av barns tal- och språkmiljö med hjälp av Language ENvironment Analysis (LENA), videoinspelning och ett framtaget PEPP-protokoll. I föreliggande studie undersöktes förekomsten av de parametrar som utgör BRT i manliga vårdnadshavares kommunikation med sina små barn. Mer specifikt undersöktes förekomst eller icke förekomst av parametrarna samt mest respektive minst förekommande parameter. Studien syftade även till att undersöka om PEPP-protokollets nuvarande beskrivningar av parametrarna kan användas för att bedöma förekomst av BRT. I studien deltog 6 manliga vårdnadshavare och deras barn i åldrarna 0 till 12 månader. Material från barnens tal- och språkmiljö samlades in med videoinspelning under en strukturerad leksituation och med LENA under en heldag i hemmiljö. Användandet av BRT analyserades både med hjälp av PEPP-metodens bedömningsprotokoll samt genom en kompletterande uppskattning av mest respektive minst förekommande parameter. Resultaten visade att 5 av 5 parametrar som utgör BRT förekom i samtliga deltagares kommunikation i hemmiljön samt i majoriteten av deltagarnas kommunikation under den strukturerade leksituationen. För hälften av deltagarna noterades parametern pragmatik som mest förekommande parameter och segmentell fonologi som minst förekommande parameter. I studien påtalas brister gällande PEPP-protokollets beskrivningar av parametrarna och författarna presenterar förslag på förbättringsåtgärder. / A large part of early language development takes place in interaction with adults, and the communication between caregivers and their young children is therefore particularly important for the child’s language development. Adults often adapt their way of speaking to young children by making adjustments in the linguistic parameters’ prosody, segmental phonology, syntax, pragmatics and vocabulary. These adaptations are often referred to as child-directed speech (CDS) and have been shown to have both adirect, as well as long-term positive impact on young children's language development. Previous research on children's speech and language environment has mainly focused on communication between female caregivers and their young children. Therefore, there is a need for research that examines male caregivers’ communication, especially with focus on qualitative aspects such as the use of CDS. Within the Words make a difference project at Karolinska Institutet (KI), researchers are developing a new intervention method, Preventive Education Program for Parents (PEPP). The method maps quantitative and qualitative aspects of children's speech and language environment using Language ENvironment Analysis (LENA), video recordings and a protocol developed within PEPP. The present study explored the occurrence of the parameters that constitute CDS in male caregivers' communication with their young children. More specifically, the occurrence or non-occurrence of the parameters as well as the most and least occurring parameter were examined. The study also aimed to investigate whether the PEPP protocol's current descriptions of the parameters could be used to assess the occurrence of CDS. The study involved 6 male caregivers and their children aged 0 to 12 months. Data from the children's speech and language environment were collected with a short video recording during a structured play situation, and with LENA from a daylong recording in the child’s natural home setting. The use of CDS was analyzed both by using the PEPP protocol, and well as by a supplementary estimation of the most and least occurring parameter. The results showed that 5 out of 5 parameters that constitute CDS occurred in all participants' communication in the natural home setting as well as in the majority of the participants' communication during the structured play situation. For half of the participants, pragmatics was noted as the most occurring parameter, and segmental phonology as the least occurring parameter. The current study highlights shortcomings regarding the PEPP protocol's descriptions of the parameters and the authors proposes suggestions for improvement of the PEPP method.