Background: The volatility in the interest rate market have increased during the last decade and this have made interest rate risk management more important for  both financial institutions and non-financial companies with short- and long term financial commitments. Objective: The main objective of this thesis is to analyze different ways of measuring interest rate risk in the treasury operations an international industrial company group. Further, the study will also examine the way treasury departments of international industrial company group’s measure interest rate risk and explain why this method have been chosen. Method: The research method of the thesis is a case study and a mix of both quantitative and qualitative data has been used to conduct it. The quantitative data have been secondary data received from TIFI’s treasury management software and the qualitative data have been collected through a survey with eight treasury managers from other international industrial company groups. Conclusion: The repricing model is suitable because it is straight forward, fairly easy to communicate to management and it focuses on the book value. However, defining relevant time buckets might be difficult. The duration model is a good measurement tool because it can be used in a variety of ways, but a disadvantage is that it focuses on the market value, which might not be appropriate for treasury departments. Stress testing captures the true change in market value, but demands forecasts about future interest rate movements and lacks tools to manage the interest rate risk. Treasury departments of international industrial company groups use a variety of measurement methods. The most frequently used methods are duration-, maturity- and Value at Risk models and different kinds of stress tests. The method should not only measure the interest rate risk in a correct way but it should also be easily explained to management and other executives in the company that might not have knowledge about financial economics. The main difference between treasury departments and commercial banks is that commercial banks try to earn money on interest rate fluctuations, whereas treasury departments want to minimize the impact of interest rate fluctuations in order to support the company group’s core business.

<p>Diss. Stockholm : Handelshögskolan, 2007 viii, s. [1]-4: sammanfattning, s. [7]-104: 3 uppsatser</p>

L’objectif de cette thèse est d’étudier divers concepts de positivité en géométrie kählerienne. En particulier,pour une variété kählerienne compacte de dimension n, nous étudions la positivité des classes transcendantes de type (1,1) et (n-1, n-1) - ces classes comprennent donc en particulier les classesde diviseurs et les classes de courbes. / The goal of this thesis is to study various positivity concepts in Kähler geometry. In particular, for a compact Kähler manifold of dimension n, we study the positivity of transcendental (1,1) and (n-1, n-1) classes. These objects include the divisor classes and curve classes over smooth complex projective varieties.

Cette thèse se situe à l'interface entre l'analyse d'images, dont l'objectif est la description automatique du contenu visuel, et la géométrie discrète, qui est l'un des domaines dédiés au traitement des images numériques. Pour être stocké et manipulé sur un ordinateur, un signal observé est régulièrement échantillonné. L'image numérique, qui est le résultat de ce processus d'acquisition, est donc constituée d'un ensemble fini d'éléments distincts. La géométrie discrète se propose d'étudier les propriétés géométriques d'un tel espace dépourvu de continuité. Dans ce cadre, nous avons considéré les régions homogènes et porteuses de sens d'une image, avec l'objectif de représenter leur contour au moyen de modèles géométriques ou de les décrire à l'aide de mesures. L'étendue des applications de ce travail en analyse d'images est vaste, que ce soit au cours du processus de segmentation, ou en vue de la reconnaissance d'un objet. Nous nous sommes concentrés sur trois modèles géométriques discrets définis par la discrétisation de Gauss : la partie convexe ou concave, l'arc de cercle discret et le segment de droite discrète. Nous avons élaboré des algorithmes dynamiques (mise à jour à la volée de la décision et du paramétrage), exacts (calculs en nombres entiers sans erreur d'approximation) et rapides (calculs simplifiés par l'exploitation de propriétés arithmétiques et complexité en temps linéaire) qui détectent ces modèles sur un contour. L'exécution de ces algorithmes le long d'un contour aboutit à des décompositions ou à des polygonalisations réversibles. De plus, nous avons défini des mesures de convexité, linéarité et circularité, qui vérifient un ensemble de propriétés fondamentales : elles sont robustes aux transformations rigides, elles s'appliquent à des parties de contour et leur valeur maximale est atteinte pour le modèle de forme qui sert de comparaison et uniquement sur celui-ci. Ces mesures servent à l'introduction de nouveaux modèles dotés d'un paramètre variant entre 0 et 1. Le paramètre est fixé à 1 quand on est sûr de la position du contour, mais fixé à une valeur inférieure quand le contour est susceptible d'avoir été déplacé par un bruit d'acquisition. Cette approche pragmatique permet de décomposer de manière robuste un contour en segments de droite ou en parties convexes et concaves. / The work presented in this thesis concerns the fields of image analysis and discrete geometry. Image analysis aims at automatically describing the visual content of a digital image and discrete geometry provides tools devoted to digital image processing. A two-dimensional analog signal is regularly sampled in order to be handled on computers. This acquisition process results in a digital image, which is made up of a finite set of discrete elements. The topic of discrete geometry is to study the geometric properties of such kind of discrete spaces. In this work, we consider homogeneous regions of an image having a meaning for a user. The objective is to represent their digital contour by means of geometric patterns and compute measures. The scope of applications is wide in image analysis. For instance, our results would be of great interest for segmentation or object recognition. We focus on three discrete geometric patterns defined by Gauss digitization: the convex or concave part, the digital straight segment and the digital circular arc. We present several algorithms that detect or recognize these patterns on a digital contour. These algorithms are on-line, exact (integer-only computations without any approximation error) and fast (simplified computations thanks to arithmetic properties and linear-time complexity). They provide a way for segmenting a digital contour or for representing a digital contour by a reversible polygon. Moreover, we define a measure of convexity, a measure of straightness and a measure of circularity. These measures fulfil the following important properties: they are robust to rigid transformations, they may be applied on any part of a digital contour, they reach their maximal value for the template with which the data are compared to. From these measures, we introduce new patterns having a parameter that ranges from 0 to 1. The parameter is set to 1 when the localisation of the digital contour is reliable, but is set to a lower value when the digital contour is expected to have been shifted because of some acquisition noise. This measure-based approach provides a way for robustly decomposing a digital contour into convex, concave or straight parts.

Submitted by RODRIGO FERREIRA DE MORAIS null (morais_rf@yahoo.com.br) on 2018-02-02T20:42:19Z No. of bitstreams: 1 Tese-Final-Correção.pdf: 2669730 bytes, checksum: 576a54e50568133796232621abf36675 (MD5) / Rejected by Ana Paula Santulo Custódio de Medeiros null (asantulo@rc.unesp.br), reason: - Fatla a capa. - Falta a ficha catalográfica, que deve ser solicitada pela home-page da biblioteca. - Verificar a folha de aprovação que não consta a data de defesa e a informação de aprovado. on 2018-02-05T10:18:25Z (GMT) / Submitted by RODRIGO FERREIRA DE MORAIS null (morais_rf@yahoo.com.br) on 2018-03-12T00:50:14Z No. of bitstreams: 1 Tese-Final-Correção.pdf: 2870079 bytes, checksum: 5202fec250145dfa46a6eaec7b5e486b (MD5) / Approved for entry into archive by Ana Paula Santulo Custódio de Medeiros null (asantulo@rc.unesp.br) on 2018-03-12T12:06:27Z (GMT) No. of bitstreams: 1 morais_rf_dr_rcla.pdf: 2562833 bytes, checksum: f79e474e4fef9378e024df78cf771f9e (MD5) / Made available in DSpace on 2018-03-12T12:06:27Z (GMT). No. of bitstreams: 1 morais_rf_dr_rcla.pdf: 2562833 bytes, checksum: f79e474e4fef9378e024df78cf771f9e (MD5) Previous issue date: 2016-01-08 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Nas florestas tropicais os complexos fatores ambientais responsáveis pelos padrões de distribuição espacial da vegetação são de grande interesse de pesquisas em ecologia vegetal. O objetivo principal desta tese foi estudar a estrutura e a composição florística da comunidade arbórea da Floresta Pluvial Atlântica (Floresta Ombrófila Densa Montana) em um gradiente de altitude, e as possíveis correlações com fatores topográficos e edáficos no Parque Estadual da Serra do Mar, Núcleos de Picinguaba, Santa Virgínia e Cunha, no sudeste do Brasil. Para tanto, esta tese foi dividida em três capítulos. No primeiro analisamos as variações na estrutura, composição e a riqueza em escala local e as relações com as variáveis topográficas e edáficas. No segundo verificamos a similaridade florística, e variações na riqueza e estrutura da comunidade arbórea entre as altitudes de 600 e 1.100 m, e verificamos as relações dos padrões florísticos e de riqueza com os fatores topográficos e edáficos. Por fim, no terceiro capítulo analisamos as variações na estrutura, composição e riqueza de espécies da comunidade arbórea relacionadas as condições edáficas, e a contribuição na diversidade beta no gradiente de altitude (600, 800, 1.000 e 1.100 m). Em cada altitude foram implantadas 4 parcelas de 50 x 50 m, subdividas em 10 x 10 m. Realizamos os levantamentos florísco-fitossociológicos aos 600 e 1.100 m de altitude, e as medições das variáveis topográficas e amostragem do solo aos 600, 1.000 e 1.100 m. Compilamos os dados dos levantamentos aos 800 e 1.000 m de altitude, e para as variáveis edáficas e topográficas da cota de 800 m. Foram amostrados os indivíduos com PAP ≥ 15 cm. Os resultados indicam que as variáveis edáficas e topográficas não influenciaram nos parâmetros estruturais da comunidade arbórea, no entanto, estiveram relacionadas com a distribuição das espécies e riqueza local. Os efeitos do solo e da topografia na distribuição das espécies e na riqueza divergem parcialmente em diferentes altitudes (600 e 1.100), sendo estas divergências atribuídas às diferentes condições topográficas das florestas, nas quais os efeitos da topografia na comunidade arbórea e nas condições edáficas são mais pronunciados em ambientes com amplitudes de maior inclinação. As características florísticas e estruturais da floresta aos 1.100 m, indicam uma região de transição entre a Floresta Ombrófila Densa Montana e Altomontana. No gradiente de altitude verificamos diferenças na composição florística e alta substituição de espécies, sendo que as florestas de altitude mais elevadas (1.000 e 1.100 m) mais contribuem para diversidade beta. Diferenças na riqueza ao longo do gradiente não foram relacionadas com as variáveis edáficas, sendo as menores riquezas encontradas nos extremos do gradiente, já as diferenças na composição florísticas estiveram relacionadas às condições edáficas do gradiente de altitude. / In tropical forests, the complex environmental factors responsible for the spatial distribution patterns of vegetation are of great interest for research in plant ecology. The main objective of this research was to analyze the structure and floristic composition of the tree community of the Atlantic Rain Forest (Montana Rain Forest) in a gradient of altitude, and possible correlations with topographic and soil factors in the Atlantic Rain Forest in the State Park Serra do Mar, Núclo of Picinguaba, Santa Virgínia and Cunha, in Southeastern Brazil. To this purpose, we divided this research into three chapters. At first we examined the changes in the structure, composition and richness at the local level and relations with topographic and edaphic variables. In the second, we evaluated the floristic similarity and variations in richness and structure of the tree community between the altitudes of 600 and 1.100 m, and verify the relations of floristic patterns and richness with topographic and edaphic factors. Finally, in the third chapter we examined the changes in the structure, composition and species richness of tree community related to soil conditions, and the contribution in the beta diversity in altitude gradient (600, 800, 1.000 and 1.100 m). At each altitude, we implanted four plots of 50 x 50 m, subdivided into 10 x 10 m. We conducted flora-Phytosociological surveys at the 600 and 1.100 m a.s.l, took measurements of the environmental variables and soil sampling of the 600, 1.000 and 1.100 m. We compiled data from surveys at 800 and 1.000 m a.s.l, and the soil and topographic variables quota of 800 m. Individuals with PBH ≥ 15 cm were sampled. The results indicate that soil and topographic variables did not influence the structural parameters of the tree community, however, they were related to the distribution of species and the local richness. The effects of soil and topography in species distribution and richness partially diverge at different altitudes (600 and 1.100), and these differences attributed to the different topographical conditions of the forests, where the effects of topography on the tree community and the soil conditions are more pronounced in environments with greater inclination amplitudes. The floristic and structural characteristics of the forest at 1.100 m, indicate a transition region between the Atlantic Rain Forest and Upper Montane and Montana. In the elevation gradient, we found differences in the floristic composition and high turnover of species, and the forests at greater altitudes (1.000 to 1.100 m) contributed more to beta diversity. Differences in richness over gradient were not related to the edaphic variables, and the lowest richness found in the extremes of the gradient. In the other hand, the differences in floristic composition were related to soil conditions of altitude gradient.

Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2018-10-30T11:09:54Z No. of bitstreams: 2 Dissertação - Braully Rocha da Silva - 2018.pdf: 1396149 bytes, checksum: 9a9145cb07e037a784d2d15d43cbd1ff (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-10-30T11:20:36Z (GMT) No. of bitstreams: 2 Dissertação - Braully Rocha da Silva - 2018.pdf: 1396149 bytes, checksum: 9a9145cb07e037a784d2d15d43cbd1ff (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-10-30T11:20:36Z (GMT). No. of bitstreams: 2 Dissertação - Braully Rocha da Silva - 2018.pdf: 1396149 bytes, checksum: 9a9145cb07e037a784d2d15d43cbd1ff (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-09-24 / Outro / In this work we present results and implementantions for hull and Carathéodory numbers in P3 convexity. We obtain results for graphs of diameter 2 having cut-vertex for both problems. Finally, entering more complex cases, we were able to determine a logarithmic limit, means of algorithm, for the hull number in case of graph diameter 2 and 2-connected. Exploring more restrictive cases, we determined a constant limit for some subclasses of graphs of diameter 2. We made also implementations and algorithms for these parameters. Implementations algorithms heuristic, parallel, and brute force. Finally, although not directly related, we developed an algorithm for Moore's graphs generation, which may be one of the ways to find Moore missinge graph, if it exists, a question that remains unknown for 55 years. And finally, we conclude with some conjectures interesting, for limits to the hull and Carathéodory numbers, in other classes of graphs, that were not explored in this work, but was identified by the implementations, and can be better explored in future works. / Nesta dissertação, tratamos de limites para o número envoltório e o número de Carathéodory na Convexidade P3. Aferimos resultados para grafos de diâmetro 2 com vértice de corte para ambos os problemas. Adentrando em casos mais complexos, conseguimos determinar um limite logarítmico, por meio de algoritmo pseudo-polimonial, para o número envoltório de grafos de diâmetro 2 biconexos. Explorando um pouco mais restritivamente, conseguimos determinar um limite constante para algumas subclasses de grafos de diâmetro 2, os grafos maximais sem triângulo. Não atendo somente aos resultados teóricos, realizamos também implementações e algoritmos para esses parâmetros. As implementações perfazem algoritmos heurísticos, paralelos e força bruta. Por fim, embora não diretamente relacionado, desenvolvemos uma algoritmo para geração de grafos de Moore, que pode ser um dos caminhos para encontrar o ultimo grafo de Moore, caso ele exista. Questão que remanesce desconhecido e procurada por 55 anos.

Orientador: Sandra Maria Carmello-Guerreiro, Fernando Roberto Martins / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Biologia / Made available in DSpace on 2018-08-17T07:29:42Z (GMT). No. of bitstreams: 1 Uehara_LucianaYukari_M.pdf: 4862542 bytes, checksum: ad70cd04421ec86d5f001965c62d9a94 (MD5) Previous issue date: 2010 / Resumo: Características morfológicas e anatômicas da folha de espécies vegetais são importantes indicadores de sua ecologia e dos habitats que ocupam. A variação das características anatômicas das folhas relacionadas às diferentes condições ambientais como deficiência hídrica, luminosidade, tipo de solo e disponibilidade de nutrientes é interpretada como resposta ecofisiológica da planta às diferenças microclimáticas. Dentre as características morfo-anatômicas, a área foliar, a área foliar específica (AFE), a densidade estomática, a espessura total da lâmina, a espessura do parênquima paliçádico, a espessura da epiderme, a quantidade de tecido esclerenquimático e a razão entre o tecido paliçádico e lacunoso, são alguns caracteres que podem ser utilizados para avaliar o grau de escleromorfismo de uma vegetação. Características edáficas, como disponibilidade de água e de nutrientes, pH, textura, podem sofrer variações devido a condições do relevo, como declividade. As variações do relevo estão intrinsecamente relacionadas com a disponibilidade hídrica e nutricional, exercendo grande influência em características da vegetação local. O objetivo deste estudo foi descrever e analisar características da morfológicas e anatômicas de folhas de espécies em diferentes microrrelevos, em um fragmento de Floresta Ombrófila Densa Submontana, na região da Serra do Mar, Estado de São Paulo. / Abstract: Plant species morphological and anatomical leaf traits are important indicators of their ecology and habitats. The variation of leaf anatomical traits, in relation to different environmental conditions, such as water stress, light, soil type, nutrient availability, is interpreted as ecophysiological response of plants to microclimatic differences. Among the morpho-anatomical traits, leaf area, specific leaf area (SLA), stomatal density, total thickness of leaf blade, the thickness of palisade parenchyma, thickness of epidermis, the amount of sclerenchyma, the ratio of palisade and spongy tissue, are some traits that can be used to assess the degree of scleromorphy of vegetation. Soil characteristics, such as availability of water and nutrients, pH, texture, may vary due to relief conditions, such as slope. Relief variations are intrinsically related to water and nutrient availability, exercising great influence on the characteristics of local vegetation. The aim of this study was to describe and analyze morphological and anatomical characteristics of leaves of herbaceous species on different micro-relief in a fragment Lower Montane Rain Forest in the Serra do Mar, State of Sao Paulo. / Mestrado / Biologia Vegetal / Mestre em Biologia Vegetal

Submitted by Cássia Santos (cassia.bcufg@gmail.com) on 2015-10-27T14:37:06Z No. of bitstreams: 2 Tese - Marcio Antonio Duarte - 2015.pdf: 457015 bytes, checksum: 1f57686628e44a0cebc1fee7aaf0bcfc (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2015-10-29T10:04:41Z (GMT) No. of bitstreams: 2 Tese - Marcio Antonio Duarte - 2015.pdf: 457015 bytes, checksum: 1f57686628e44a0cebc1fee7aaf0bcfc (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2015-10-29T10:04:41Z (GMT). No. of bitstreams: 2 Tese - Marcio Antonio Duarte - 2015.pdf: 457015 bytes, checksum: 1f57686628e44a0cebc1fee7aaf0bcfc (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2015-04-10 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / In this work, we present some related results, especially the properties algoritimics and of complexity of a product of graphs called complementary prism. Answering some questions left open by Haynes, Slater and van der Merwe, we show that the problem of click, independent set and k-dominant set is NP-Complete for complementary prisms in general. Furthermore, we show NP-completeness results regarding the calculation of some parameters of the P3-convexity for the complementary prism graphs in general, as the P3-geodetic number, P3-hull number and P3-Carathéodory number. We show that the calculation of P3-geodetic number is NP-complete for complementary prism graphs in general. As for the P3-hull number, we can show that the same can be efficiently computed in polynomial time. For the P3-Carathéodory number, we show that it is NPcomplete complementary to prisms bipartite graphs, but for trees, this may be calculated in polynomial time and, for class of cografos, calculating the P3-Carathéodory number of complementary prism of these is 3. We also found a relationship between the cardinality Carathéodory set of a graph and a any Carathéodory set of complementary prism. Finally, we established an upper limit calculation the parameters: geodetic number, hull number and Carathéodory number to operations complementary prism of path, cycles and complete graphs considering the convexities P3 and geodesic. / Neste trabalho, apresentamos alguns resultados relacionados, principalmente às propriedades algorítmicas e de complexidade de um produto de grafos chamado prisma complementar. Respondendo algumas questões deixadas em aberto por Haynes, Slater e van der Merwe, mostramos o problema de clique, conjunto independente e conjunto com kdominantes é NP-Completo para prismas complementares em geral. Além disso, mostramos resultados de NP-completude em relação ao cálculo de alguns parâmetros da convexidade P3 para o prisma complementar de grafos em geral, como o número P3, número envoltório P3 e número de Carathéodory. Mostramos que o cálculo do número P3 é NPcompleto para o prisma complementar de grafos em geral. Já para o número envoltório P3, mostramos que o mesmo pode ser calculado de forma eficiente em tempo polinomial. Para o número de Carathéodory, mostramos que é NP-completo para os prismas complementares de grafos bipartidos, mas que para árvores, este pode ser calculado em tempo polinomial e ainda, para classe dos cografos, o cálculo do número de Carathéodory do prisma complementar desses é 3. Encontramos também, uma relação entre a cardinalidade de um conjunto de Carathéodory de um grafo qualquer e um conjunto de Carathéodory do seu prisma complementar. Por fim, estabelecemos um limite superior do cálculo dos parâmetros: número geodésico, número envoltório e número de Carathéodory para operações prisma complementar de grafos caminho, ciclos e completos considerando as convexidades P3 e geodésica.

We give a proof of the Oka-Weil theorem which states that on compact, polynomially convex subsets of Cn, holomorphic functions can be approximated uniformly by holomorphic polynomials. / Vi ger ett bevis av Oka-Weil sats som säger att på kompakta och polynomkonvexa delmängder av Cn kan holomorfa funktioner approximeras likformigt med holomorfa polynom.

No description available.