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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
241

Changes in trading volume and return volatility associated with S&P 500 Index additions and deletions

Lin, Cheng-I Eric. Kensinger, John W., January 2007 (has links)
Thesis (Ph. D.)--University of North Texas, Dec., 2007. / Title from title page display. Includes bibliographical references.
242

Excessive margin requirements and intermarket derivative exchange competition a study of the effect of risk management on market microstructure /

Dutt, Hans R., January 2008 (has links)
Thesis (Ph.D.)--George Mason University, 2008. / Vita: p. 75. Thesis director: Willem Thorbeck. Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Economics. Title from PDF t.p. (viewed Aug. 27, 2008). Includes bibliographical references (p. 70-74). Also issued in print.
243

Strategic trading in illiquid markets

Mönch, Burkart. January 1900 (has links)
Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004. / Includes bibliographical references.
244

Controlabilidade de sistemas não lineares de equações diferenciais ordinárias /

Bairrada, Alexandre da Silva. January 2009 (has links)
Orientador: Adalberto Spezamiglio / Banca: Rita de Cássia Pavani Lamas / Banca: Jair Silvério dos Santos / Resumo: Este trabalho estudamos a controlabilidade de sistemas de n equações dife renciais ordinárias não lineares de entrada única, via mudança local de coordenadas e retroalimentação, que levam o sistema a um linear controlável. O elemento fundamental e a existência de uma função de grau relativo n em relação ao sistema, conceito que envolve a Derivada de Lie de um campo de vetores, que se constitui numa condição necessária e suficiente para a controlabilidade. / Abstract: In this work we study the controllability of systems of n nonlinear ordinary diferential equations of single-input, by using local coordinate change and state feedback, which take the system to a controllable linear form. The main element is the existence of a function of relative degree n with respect to the system, a concept that involves the Lie Derivative of a vector field, and it is a necessary and suficient condition to controllability. / Mestre
245

Ácido rosmarínico : complexação com ciclodextrinas, avaliação do potencial antioxidante in vitro e estudo de compatibilidade com excipientes com vistas ao desenvolvimento de formulação sólida oral

Veras, Kleyton Santos January 2017 (has links)
Introdução: O ácido rosmarínico (AR) é um composto fenólico que apresenta inúmeras atividades biológicas, dentre estas, destaca-se a atividade antioxidante. Entretanto, a biodisponibilidade do AR por via oral é de apenas 0,91 a 5,0%, fator que pode estar relacionado à sua solubilidade, estabilidade em meio gastrointestinal e mecanismo de absorção. Ciclodextrinas (CDs) são excipientes farmacêuticos utilizados com o objetivo de promover a absorção oral de fármacos por propiciarem aumento de solubilidade, estabilidade química e permeação pela membrana intestinal a partir da complexação com o fármaco. Tendo em vista o desenvolvimento de uma formulação farmacêutica, estudos de compatibilidade entre a substância e excipientes se fazem necessários. Objetivo: Obter complexo do AR com CDs derivadas, avaliar a atividade antioxidante dos complexos e compatibilidade entre excipientes. Materiais e métodos: Estudo de solubilidade de fase foi realizado para se determinar estequiometria e constante de estabilidade entre o AR e duas CDs: HPβCD e MβCD. Os complexos foram obtidos por liofilização e caracterizados por métodos espectroscópicos, calorimétrico e microscópico. A atividade antioxidante foi determinada pelo método DPPH e estudo de compatibilidade entre excipientes foi realizado por método espectroscópico, calorimétrico e cromatográfico. Resultados: O AR apresentou proporção estequiométrica 2:1 AR:CD e alta constante de estabilidade. Os métodos de caracterização permitiram inferir a presença de formação de complexo de inclusão e complexo de não-inclusão, nos quais uma molécula do AR estaria interagindo com prótons internos e outra estaria interagindo com prótons externos da CD. A atividade antioxidante dos complexos foi superior à apresentada pelo AR não complexado, demonstrando a ação das CDs sobre a doação de prótons do AR e o estudo de compatibilidade de excipientes não demonstrou incompatibilidades viabilizando a obtenção de formas farmacêuticas. Conclusão: Considerando todos os resultados, pode-se inferir que complexos AR:CD podem ser uma alternativa tecnológica para superar a baixa absorção pela via oral, sem ocasionar perda na atividade antioxidante, propiciando também o desenvolvimento de formulações sólidas orais. / Introduction: Rosmarinic acid (RA) is phenolic compound which present several biological activities, among these, antioxidant is remarkable. However, oral bioavailability of RA is only 0.91 to 5.0%, a factor that may be related to its solubility, stability in gastrointestinal environment and absorption mechanism. Cyclodextrins (CDs) are pharmaceutical excipients used in oral drug absorption by promoting increased solubility, chemical stability and permeation by the intestinal membrane through complexation with the drug. In view of the development of a pharmaceutical formulation, excipients compatibility studies are also expected. Objective: To obtain RA complex with derivative CDs (HPβCD and MβCD), to evaluate the antioxidant activity of complexes and compatibility between excipients. Materials and methods: Phase-solubility study was performed to determine stoichiometry and constant between RA and CD. The complexes were obtained by lyophilization and characterized by spectroscopic, calorimetric and microscopic techniques. The antioxidant activity was determined by the DPPH method and compatibility study among excipients was performed by spectroscopic, calorimetric and chromatographic methods.
246

Students' Ways of Thinking about Two-Variable Functions and Rate of Change in Space

January 2012 (has links)
abstract: This dissertation describes an investigation of four students' ways of thinking about functions of two variables and rate of change of those two-variable functions. Most secondary, introductory algebra, pre-calculus, and first and second semester calculus courses do not require students to think about functions of more than one variable. Yet vector calculus, calculus on manifolds, linear algebra, and differential equations all rest upon the idea of functions of two (or more) variables. This dissertation contributes to understanding productive ways of thinking that can support students in thinking about functions of two or more variables as they describe complex systems with multiple variables interacting. This dissertation focuses on modeling the way of thinking of four students who participated in a specific instructional sequence designed to explore the limits of their ways of thinking and in turn, develop a robust model that could explain, describe, and predict students' actions relative to specific tasks. The data was collected using a teaching experiment methodology, and the tasks within the teaching experiment leveraged quantitative reasoning and covariation as foundations of students developing a coherent understanding of two-variable functions and their rates of change. The findings of this study indicated that I could characterize students' ways of thinking about two-variable functions by focusing on their use of novice and/or expert shape thinking, and the students' ways of thinking about rate of change by focusing on their quantitative reasoning. The findings suggested that quantitative and covariational reasoning were foundational to a student's ability to generalize their understanding of a single-variable function to two or more variables, and their conception of rate of change to rate of change at a point in space. These results created a need to better understand how experts in the field, such as mathematicians and mathematics educators, thinking about multivariable functions and their rates of change. / Dissertation/Thesis / Ph.D. Mathematics 2012
247

Analytic pricing of American put options

Glover, Elistan Nicholas January 2009 (has links)
American options are the most commonly traded financial derivatives in the market. Pricing these options fairly, so as to avoid arbitrage, is of paramount importance. Closed form solutions for American put options cannot be utilised in practice and so numerical techniques are employed. This thesis looks at the work done by other researchers to find an analytic solution to the American put option pricing problem and suggests a practical method, that uses Monte Carlo simulation, to approximate the American put option price. The theory behind option pricing is first discussed using a discrete model. Once the concepts of arbitrage-free pricing and hedging have been dealt with, this model is extended to a continuous-time setting. Martingale theory is introduced to put the option pricing theory in a more formal framework. The construction of a hedging portfolio is discussed in detail and it is shown how financial derivatives are priced according to a unique riskneutral probability measure. Black-Scholes model is discussed and utilised to find closed form solutions to European style options. American options are discussed in detail and it is shown that under certain conditions, American style options can be solved according to closed form solutions. Various numerical techniques are presented to approximate the true American put option price. Chief among these methods is the Richardson extrapolation on a sequence of Bermudan options method that was developed by Geske and Johnson. This model is extended to a Repeated-Richardson extrapolation technique. Finally, a Monte Carlo simulation is used to approximate Bermudan put options. These values are then extrapolated to approximate the price of an American put option. The use of extrapolation techniques was hampered by the presence of non-uniform convergence of the Bermudan put option sequence. When convergence was uniform, the approximations were accurate up to a few cents difference.
248

South African over-the-counter credit derivatives market : 2005-2015 / The SA OTC credit derivatives market : 2005 to 2015

Kennedy-Palmer, S January 2015 (has links)
Credit derivatives played a large role in intensifying losses during the subprime lending crisis, which began in 2007 in the US and spiralled into a financial crisis in 2008. One of the major reasons for this descent into financial crisis was the uncertainty about the exposure of some systemically important financial institutions through their derivative positions, specifically credit derivative instruments such as credit default swaps (CDSs). Using data obtained from the SARB, the study found that prior to the crisis, the size of the South African OTC credit derivatives market was increasing steadily. However, the 2008 financial crisis temporarily stunted this growth, and the size of the market declined. Since 2010, the growth of the market has once again been on an upward trajectory. The study examines recent international and local regulations relating to OTC derivatives and makes policy recommendations for South Africa. / Economics / M. Com. (Economics)
249

Ácido rosmarínico : complexação com ciclodextrinas, avaliação do potencial antioxidante in vitro e estudo de compatibilidade com excipientes com vistas ao desenvolvimento de formulação sólida oral

Veras, Kleyton Santos January 2017 (has links)
Introdução: O ácido rosmarínico (AR) é um composto fenólico que apresenta inúmeras atividades biológicas, dentre estas, destaca-se a atividade antioxidante. Entretanto, a biodisponibilidade do AR por via oral é de apenas 0,91 a 5,0%, fator que pode estar relacionado à sua solubilidade, estabilidade em meio gastrointestinal e mecanismo de absorção. Ciclodextrinas (CDs) são excipientes farmacêuticos utilizados com o objetivo de promover a absorção oral de fármacos por propiciarem aumento de solubilidade, estabilidade química e permeação pela membrana intestinal a partir da complexação com o fármaco. Tendo em vista o desenvolvimento de uma formulação farmacêutica, estudos de compatibilidade entre a substância e excipientes se fazem necessários. Objetivo: Obter complexo do AR com CDs derivadas, avaliar a atividade antioxidante dos complexos e compatibilidade entre excipientes. Materiais e métodos: Estudo de solubilidade de fase foi realizado para se determinar estequiometria e constante de estabilidade entre o AR e duas CDs: HPβCD e MβCD. Os complexos foram obtidos por liofilização e caracterizados por métodos espectroscópicos, calorimétrico e microscópico. A atividade antioxidante foi determinada pelo método DPPH e estudo de compatibilidade entre excipientes foi realizado por método espectroscópico, calorimétrico e cromatográfico. Resultados: O AR apresentou proporção estequiométrica 2:1 AR:CD e alta constante de estabilidade. Os métodos de caracterização permitiram inferir a presença de formação de complexo de inclusão e complexo de não-inclusão, nos quais uma molécula do AR estaria interagindo com prótons internos e outra estaria interagindo com prótons externos da CD. A atividade antioxidante dos complexos foi superior à apresentada pelo AR não complexado, demonstrando a ação das CDs sobre a doação de prótons do AR e o estudo de compatibilidade de excipientes não demonstrou incompatibilidades viabilizando a obtenção de formas farmacêuticas. Conclusão: Considerando todos os resultados, pode-se inferir que complexos AR:CD podem ser uma alternativa tecnológica para superar a baixa absorção pela via oral, sem ocasionar perda na atividade antioxidante, propiciando também o desenvolvimento de formulações sólidas orais. / Introduction: Rosmarinic acid (RA) is phenolic compound which present several biological activities, among these, antioxidant is remarkable. However, oral bioavailability of RA is only 0.91 to 5.0%, a factor that may be related to its solubility, stability in gastrointestinal environment and absorption mechanism. Cyclodextrins (CDs) are pharmaceutical excipients used in oral drug absorption by promoting increased solubility, chemical stability and permeation by the intestinal membrane through complexation with the drug. In view of the development of a pharmaceutical formulation, excipients compatibility studies are also expected. Objective: To obtain RA complex with derivative CDs (HPβCD and MβCD), to evaluate the antioxidant activity of complexes and compatibility between excipients. Materials and methods: Phase-solubility study was performed to determine stoichiometry and constant between RA and CD. The complexes were obtained by lyophilization and characterized by spectroscopic, calorimetric and microscopic techniques. The antioxidant activity was determined by the DPPH method and compatibility study among excipients was performed by spectroscopic, calorimetric and chromatographic methods.
250

Estudo de resistência anti-helmíntica ao monepantel em propriedades de ovinos de uma microrregião em torno de Jaboticabal-SP / Anthelmintic resistance study to monepantel at sheep properties located on a micrrorregion arround Jaboticabal-SP

Martins, Aline Carvalho [UNESP] 29 January 2016 (has links)
Submitted by ALINE CARVALHO MARTINS null (alinecarvalhomartins@hotmail.com) on 2016-02-29T01:32:05Z No. of bitstreams: 1 Tese defesa com correções.pdf: 2266757 bytes, checksum: a86bbd4a6396a41dc83d25dac4029acf (MD5) / Approved for entry into archive by Ana Paula Grisoto (grisotoana@reitoria.unesp.br) on 2016-02-29T16:45:46Z (GMT) No. of bitstreams: 1 martins_ac_dr_jabo.pdf: 2266757 bytes, checksum: a86bbd4a6396a41dc83d25dac4029acf (MD5) / Made available in DSpace on 2016-02-29T16:45:46Z (GMT). No. of bitstreams: 1 martins_ac_dr_jabo.pdf: 2266757 bytes, checksum: a86bbd4a6396a41dc83d25dac4029acf (MD5) Previous issue date: 2016-01-29 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / O monepantel, anti-helmíntico de uma nova classe, foi desenvolvido e colocado no mercado recentemente, como solução para criações com helmintos de ovinos multirresistentes. Após pouco tempo de utilização, foram relatados casos de resistência contra o produto. Objetivou-se avaliar o perfil de resistência ao monepantel em criações de ovinos em uma microrregião em torno de Jaboticabal-SP e caracterizar experimentalmente a resistência ao monepantel em isolado de Haemonchus contortus. Foi realizado o teste de redução de ovos em dez propriedades ovinocultoras próximas a Jaboticabal/SP, identificando a eficácia do monepantel e levantando o histórico da utilização do produto para determinação de fatores de risco associados à resistência. Obteve-se isolado de H. contortus resistente para teste crítico. Após coleta de fezes dos animais oriundos de propriedade onde o vermífugo foi ineficaz, obteve-se larvas infectantes que foram inoculadas em dois doadores para obtenção de fêmeas de H. contortus. Larvas infectantes deste isolado foram inoculadas em dez animais. Após confirmada a patência, cinco animais receberam monepantel, grupo tratamento, e cinco não receberam, grupo controle. Exames de OPG foram realizados nos dias 0 (dia do tratamento), 2, 4, 6, 8, 10, 12 e 14 e os animais eutanasiados no dia 14, avaliando o número de H. contortus no abomaso dos animais dos dois grupos. Revelou-se que em duas propriedades o monepantel foi ineficaz, em duas foi eficaz e nas outras seis foi altamente eficaz. Os principais fatores predisponentes detectados foram: intervalos curtos entre vermifugações, não alternância com outras bases químicas, tratamento massivo, raça e intensificação da criação. Observou-se H. contortus resistente após realização do teste crítico com eficácia de 24,65%. Conclui-se que helmintos de ovinos já estão resistentes ao monepantel em criações brasileiras localizadas no estado de São Paulo, especialmente o H. contortus. / Monepantel, anthelmintic of a new class, was recently developed and released to the international market, it was presented as a solution for properties with multirresistant helminthes. However, with little time utilization, were related cases of resistance against this product. The objectives of this work were evaluate the resistance profile of monepantel on sheep creations at a microregion around Jaboticabal-SP and characterize experimentally the monepantel resistance on Haemonchus contortus isolate. Initially, was accomplished egg count reduction test at ten ovine properties located around Jaboticabal-SP, identifying the monepantel efficacy and investigating the history of product use for determination risk factors resistance associated. Posteriorly, a H. contortus resistant isolate was obtained for the critic test. After animals collect stoll of a resistance suspected proprierty, there were obtained infective larvae that were inoculated on two donors for females of H. contortus obtainment and after, infective larvae production for inoculation in ten animals. After patency confirmed, five animals received monepantel, treatment group, and five didn’t receive, control group. The treatment day was day 0. Fecal egg counts were performed on days 0, 2, 4, 6, 8, 10, 12 and 14 and the animals were euthanized on day 14, evaluating the H. contortus number in the sheep abomaso of both groups. The results of the fisrt part study revealed the monepantel was ineffective in two properties, was effective in two properties and highly effective on six properties. The risk factors detected were: short interval between anthelmintic treatments, no alternation with other chemical bases, massive treatment, breed, intensification of creation. In a second step, was observed H. contortus resistant after performed the critc test, with an efficacy of 24,65%. We concluded that sheep helminths are already monepantel resistant in brazilian creations located at São Paulo state, especially Haemonchus contortus.

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