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Investigação comparativa de espermátides de quatro infraordens de Heteroptera, com ênfase nos aspectos ultraestruturais /Souza, Emi Rosane Silistino de. January 2020 (has links)
Orientador: Maria Tercília Vilela de Azeredo Oliveira / Resumo: A subordem Heteroptera possui uma enorme diversidade de insetos distribuída em sete infraordens, dentre as quais utilizamos Gerromorpha, Nepomorpha, Cimicomorpha e Pentatomomorpha. As espécies que foram estudadas da primeira infraordem, representando os insetos semi-aquáticos, são Limnogonus aduncus e Mesovelia mulsanti, da segunda infraordem, representando os aquáticos, são Belostoma anurum, Martarega sp. e Buenoa unguis, da terceira infraordem Zelus sp. e Teleonemia sp. e da última infraordem, representando juntas os terrestres, são Largus sp., Stenocoris sp., Zicca pulchra e Dysdercus sp. para descrever as ultraestruturas de suas espermátides e posterior comparação. Durante o processo de espermiogênese em geral, ocorre uma série de modificações nas espermátides antes dessas serem transformadas em espermatozoide, inclusive nos insetos. Neste trabalho verificamos por meio da Microscopia Eletrônica de Transmissão, as modificações ocorridas nas espermátides das infraordens anteriormente mencionadas. Na maioria dos insetos com hábitat aquático foi identificada uma maior variação morfológica com relação aos derivados mitocondriais, apresentando-se tanto com simetria reniforme, com simetria e padrão diferente, quanto com assimetria. Com relação aos terrestres, foi identificado predominantemente um padrão morfológico reniforme com uma área de cada derivado mitocondrial menor que a do axonema. Somente a espécie B. unguis, de hábitat aquático, evidenciou um padrão atípico, assimétri... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The suborder Heteroptera has an enormous diversity of insects distributed in seven infraorders, among which Nepomorpha, Gerromorpha, Pentatomomorpha e Cimicomorpha, The species that have been studied from the first infraorder, representing semi-aquatic insects, are Limnogonus aduncus and Mesovelia mulsanti, from the second order, representing the aquatic ones, Belostoma anurum, Martarega sp. and Buenoa unguis, from the third infraorder Zelus sp. and Teleonemia sp. and the last infraorder, representing terrestrials together, are Largus sp., Stenocoris sp., Zicca pulchra and Dysdercus sp. to describe the ultrastructures of their spermatides and further comparison. During the spermiogenesis process in general, a series of changes in spermatids occur before they are transformed into sperm, including in insects In this work we verified through Transmission Electron Microscopy, the changes occurred in the spermatids of the abovementioned infraorders. In the majority of insects with aquatic habitat, a greater morphological variation was identified in relation to mitochondrial derivatives, presenting both with reniform symmetry, with different symmetry and pattern, and with asymmetry. With respect to terrestrials, a predominantly reniform morphological pattern was identified with an area of each mitochondrial derivative smaller than the axoneme. Only the species B. unguis, of aquatic habitat, showed an atypical, asymmetric pattern of mitochondrial derivatives, in relation to that com... (Complete abstract click electronic access below) / Doutor
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Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes / Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européensQi, Ziqiong 25 November 2014 (has links)
Cette thèse de doctorat s’articule en trois chapitres. Le premier chapitre s’attache à trouver les déterminants principaux des variations hebdomadaires des marges de CDS, en période normale. Le deuxième chapitre se concentre, quant à lui, sur le comportement des marges de CDS dans les situations extrêmes. Nous exploitons dans ce chapitre les outils couramment employés dans l’analyse du risque systémique (CoVaR et régression quantile). Le troisième et dernier chapitre s’intéresse à l'impact des modifications de notations émises par les agences de rating (sur les marges de CDS). Nous procédons ici à une étude d’événements. Ces trois chapitres, de nature empirique, analysent donc, sous des angles différents. Ils insistent aussi dans leur interprétation sur la dimension sectorielle du marché des CDS. Bien que conçus séparément et indépendamment; les résultats de ces chapitres apparaissent, pour l’essentiel, assez cohérents. Ainsi, dans le premier chapitre, une série d’analyses en composantes principales menées sur les marges de CDS indiquent que le « secteur » constitue un facteur important. Dans le deuxième chapitre, les résultats fournis par la mesure de risque systémique appelée CoVaR suggèrent aussi que les secteurs dirigent le comportement des CDS individuels dans les moments extrêmes. / This thesis examines in three empirical essays levels and changes of CDS spread related to largest European companies. In the first chapter, we aim at identifying most important variables that drive CDS spreads in normal market conditions We suggest a list of new microeconomic variables and we find there exist some remaining sector wide common factors. In chapter two, we examine credit risk spillovers of CDS and equity markets under extreme conditions. To this end, we implement among other the very recent CoVaR technology of related entities. We also find here indirect evidences that sectors govern the behavior of individual CDS. In chapter three, we finally undertake a number of event studies on CDS and Equity daily data making use of hand-collected credit rating changes. Among other things, we evidence that both CDS spreads and equity prices move as the rating changes but also that movements differ according to upgrades, downgrades, succession and turnovers.
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Characterization of a synthetic leoligin derivative, with agonistic FXR and enhancing macrophage cholesterol efflux activityKovářová, Lenka January 2016 (has links)
Charles University, Faculty of Pharmacy in Hradec Králové, Department of Biological and Medical Sciences University of Vienna, Faculty of Life Sciences, Department of Pharmacognosy Candidate: Lenka Kovářová Supervisor: Pharmdr. Miroslav Kovařík, Ph.D. Consultant: Dr. Angela Ladurner Title of the diploma thesis: Characterization of a synthetic leoligin derivative, with agonistic FXR and enhancing macrophage cholesterol efflux activity Atherosclerosis is a pathologic multifactorial process triggering the development of cardiovascular diseases, which are the leading causes of death in the western world. The initial phase of atherosclerosis is characterized by the accumulation of lipid particles, mainly low-density lipoproteins (LDL) and macrophage-derived foam cells in large arteries, leading to the gradual thickening of the vessel wall. These progressive alterations elicit plaque formation, followed by rupture, thrombosis and finally can lead to a cardiovascular event. Reverse cholesterol transport is an important preventive mechanism, which ensures removal of excessive atherogenic lipoproteins from macrophages. This efflux is facilitated by ATP binding cassette transporters, mainly ABCA1 and ABCG1 and in part by scavenger receptor B1 (SR-B1). Several nuclear receptors, including PPARγ, LXRα and LXRβ...
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Synthese und Charakterisierung neuartiger Cellulosederivate und deren Einsatz als VerkapselungsmaterialienRohowsky, Juta 11 March 2015 (has links)
Neuartige Cellulosederivate werden ausgehend von kommerziellen Celluloseethern synthetisiert. Aufgrund der guten Löslichkeit der Celluloseether in polaren Lösungsmitteln erfolgt eine homogene Reaktionsführung, wodurch eine regelmäßige Verteilung der Sulfatgruppen entlang der Polymerkette gewährleistet wird. Durch Variation der Reaktionsparameter wie Sulfatierungsmittel, Lösungsmittel, Reaktionszeit und -temperatur erfolgte die Synthese zahlreicher Celluloseethersulfate mit unterschiedlichen Eigenschaften bezüglich Sulfatierungsgrad und kinematischer Viskosität.
Durch Bestimmung des Schwefelgehaltes und entsprechender Berechnungen konnten die Anzahl der Sulfatgruppen im Molekül (DSSul) ermittelt werden, wobei die Werte für die synthetisierten Proben im Bereich zwischen DSSul = 0.1 bis DSSul = 2.7 lagen. Der Abbau der Polymerkette wurde ebenfalls durch die Reaktionsbedingungen gesteuert, sodass sowohl Produkte mit hohen (1698 mm2/s) als auch sehr niedrigen (2 mm2/s) kinemtischen Viskositäten resultierten. Wasserlöslichkeit der Produkte wurde durch Trübungsmessungen von 1%igen wässrige Lösungen und der daraus erhaltenen geringen Trübungswerte (NTU < 10) ermittelt.
Die Funktionalisierung der Celluloseether mit Sulfatgruppen konnte mittels spektroskopischer Methoden nachgewiesen werden. In 13C-NMR-Spektren von Hydroxypropylcellulosesulfaten wurden zusammen-hängende strukturelle Veränderungen mit dem Anstieg des DSSul der Produkte korreliert. Durch charakteristische Signale im Bereich der Ether-Kohlenstoffatome und deren Verschiebung wurde belegt, dass die Sulfatierung des Celluloseethers an den freien Hydroxylgruppen der Etherseitenkette erfolgte.
Mittels FT-RAMAN-Spektroskopie konnten für Sulfatgruppen charakteristische Banden der in den Spektren der sulfatierten Celluloseether nachgewiesen und zugeordnet werden.
Aufgrund der ionischen Sulfatgruppen dissoziieren die Celluloseethersulfate in Wasser in geladene Polymerketten. Dadurch ist in Gegenwart von kationischen Polyelektrolyten (polyDADMAC) die Bildung von Polyelektrolytkomplexen in Form von Kapseln und Folien/Membranen möglich.
Die Fähigkeit solcher Polyelektrolytkapseln aus Celluloseethersulat und polyDADMAC zu Verkapselung von Substanzen und deren anschließende Freisetzung wurde am Beispiel der Verkapselung des Fluoreszenzfarbstoffes Rhodamin B gezeigt. Mittels fluoreszenzspektroskopischer Messungen konnte der aus den Kapseln freiwerdende Farbstoff detektiert werden. Anhand der Messungen wurde gezeigt, dass die Farbstofffreigabe im Fall von Rhodamin B abhängig von den Probeneigenschaften ist. Durch die Wahl des Ausgangsstoffes und deren Funktionalisierung mit Sulfatgruppen kann die Farbstofffreisetzung gesteuert werden. Mit zunehmendem DSSul des Celluloseethersulfates verlängert sich die Verweilzeit des Fluoreszenz-farbstoffes in der Kapsel. Zusätzliche Funktionelle Gruppen in der Seitenkette des Ausgangsstoffes führen zu sterischen Hinderung bei der Wechselwirkung mit polyDADMAC, wodurch eine gegenseitige Durchdringung der Polymerketten bei der Ausbildung des Polyelektrolytkomplexes gehindert wird, sodass weniger kompakte Membranstrukturen der Kapseln resultieren.
In Zellexperimente mit adhärenten Zelllinien an entsprechenden mit Celluloseethersulfat präpartierten Oberflächen wurde gezeigt, dass die Zelladhäsion durch den Sulfatierungsgrad der Proben beeinflusst wird. Auf Proben mit höherem Sulfatierungsgrad findet eine verbesserte Adhäsion im Vergleich zu Proben statt, die einen geringen Sulfatierungsgrad aufweisen. Demnach wird die Kompatibilität der Zellen auf solche Oberflächen durch die Erhöhung des Substitutionsgrades der Proben begünstigt.
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A mathematical study of convertible bonds.Dimitry, Johan January 2014 (has links)
A convertible bond (CB) is a financial derivative, a so called hybrid security. It is an issued contract from a company or a government, which is paid for up-front. The contract yields a known amount at the specified maturity date, unless the holder chooses to convert it into an amount of the underlying asset. This kind of financial products can have complex features affecting the contract price and the optimal exercising situation. The partial differential equation (PDE) approach used for pricing financial derivatives makes it possible to describe convertible bonds with a physical model, a reversed diffusion described by a parabolic PDE. One can sometimes find both analytical and numerical solutions for this type of PDEs and interpret the solutions from a financial point of view, as they suggest predictable behaviour of the contract price.
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Taxation of derivative financial instruments : nature and timing of income and expenditureMasondo, Jabulani Steven 09 April 2010 (has links)
The purpose or objective of this dissertation was to analyse the current income tax treatment of derivative financial instruments in South Africa. In the context of financial markets, derivative financial instruments are mainly used for hedging and speculation. The dissertation considers whether the current South African Income Tax Act deals with the income taxation of derivatives with respect to gains and losses and the timing of those gains and losses. With regards to the nature of gains and losses arising from derivative transactions, the aspect which was considered is whether gains and losses were of a capital or revenue nature in the context of speculation or hedging. With regards to the timing of gains or losses, the dissertation considers when gains and losses should be brought into taxable income of a taxpayer. The following examples of derivative financial instruments were analysed: cross currency swaps, index options, credit default swaps and contracts for differences (CFDs). These derivatives were analysed with respect to the nature and timing of the gains or losses when hedging or speculating. The impact of the provisions of the Eighth Schedule is also considered with respect to the derivatives mentioned above. Copyright / Dissertation (MCom)--University of Pretoria, 2009. / Taxation / unrestricted
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Characterization and Provenance of Chert Stone Tools Recovered from Central and Northern OhioLewis, Angela 25 April 2022 (has links)
No description available.
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Use of Selected Melatonin Derivatives as Spin Traps for Hydroxy Radicals: A Computational Studies.Caesar, Aaron 06 April 2022 (has links)
Use of Melatonin Derivatives as Spin Traps for Hydroxyl Radicals: A Computational Studies.
Aaron Teye Caesar and Dr. Scott Jeffery Kirkby, Department of Chemistry, College of Arts and Sciences, East Tennessee State University, Johnson City, TN.
Free radicals, especially reactive oxygen species, have been implicated in several deleterious processes which result in degenerative and cardiovascular diseases. Melatonin (N-acetyl-5-methoxytryptamin, MLT) is a naturally occurring antioxidant which has shown some potential for use as a spin trap. Spin traps react with short lived radicals such as hydroxy (.OH) or superoxide (O2-) to produce more stable products called spin adducts which may be characterized by electron paramagnetic resonance spectroscopy.
This work examines whether MLT derivatives show improved spin adduct stability which may enhance their spin trapping characteristics. Electronic structure calculations of MLT, selected derivatives and 2-OH radical products were performed at the HF/6-31G(d), cc-pVDZ and DFT/B3LYP/6-31G(d) and cc-pVDZ levels of theory using NWChem. The stabilization energy was calculated using;
∆Estabilization = Espin adduct – (Espin trap + Ehydroxy radical).
In units of hartrees, the results of 2-OHMLT, 2-OHMLT-Me and 2-OHMLT-CN are -0.43738, -1.60054, -1.60380 for HF/6-31G(d); -1.46071, -1.44788 and -1.46173 for DFT/6-31G(d) respectively. Also, HF/cc-pVDZ and DFTB3LYP/cc-pVDZ respectively gave -1.61268, -1.60233, -1.61409 and -1.44929, -0.26318, -1.45521.
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Advanced methods for pricing financial derivatives in a market modelwith two stochastic volatilitiesFolajin, Victor January 2021 (has links)
This thesis is on an advanced method for pricing financial derivatives in a market model,which comprises two stochastic volatilities. Financial derivatives are instruments whosethat is related to any financial asset. Underlying assets in derivatives are mostly financialinstruments; such as security, currency or a commodity. Stochastic volatilities are used infinancial mathematics to assess financial derivative securities; such as contingent claims andoptions for valuation of the derivatives, at the expiration of the contract. This study examinedtheoretical frameworks that evolve around the pricing of financial deriv- atives in a marketmodel and it mainly examines two stochastic volatilities: cubature formula and splittingmethod by analysing how these volatilities affect the pricing of financial derivatives. The studydeveloped an approximation approach with a double stochastic volatilities model in termsof Stratonovich integrals to evaluate the contingent claim, examined the similarities betweenNinomiya–Ninomiya scheme and Ninomiya–Victoir scheme, and rewrite the system of doublestochastic volatility model in terms of the standard Brownian motion.
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ŘÍZENÍ VOLNÉ LIKVIDITY PODNIKU / CORPORATE DEAD CAPITAL MANAGEMENTMakovský, Zdeněk January 2008 (has links)
The presented doctoral thesis deals with the problems of the corporate dead capital management in the conditions of the Czech Republic. The dramatic development of the financial markets in the recent years, related mainly to the development of communications technologies and to globalization, enabled Czech companies to make easy use of the capital markets to up-value their momentarily surplus dead capital. The reason why Czech companies have not used this possibility so much so far is partly the tradition of using banking institutions, partly the historically not very developed Czech financial market, and last but not least the worries about the risk of money depreciation. This thesis deals with the optimal portfolio creation methods in the conditions of the Prague Stock Exchange, including the risk management. The theoretical part of the thesis analyses the individual segments of the financial and capital markets from different points of view and it also analyses the dead capital management risks. An independent chapter is dedicated to the stock exchange indices as prospective underlying assets for financial derivatives. The chapter then analyses the structure of PX index, which includes the most liquid Czech shares. The thesis pays substantial attention to the legal and economic analyses of the financial derivatives as possible instruments, alternatively utilizable for appreciation of the dead capital. Financial derivatives do not necessarily represent a considerably higher risk for the company than using other financial instruments if their usage is accompanied by suitable risk mitigation methods. The view of financial derivatives as a game of hazard is analysed separately. This analysis aims to avoid potential legal complications that could be connected with financial derivatives. The closing section of the theoretical part describes the Capital Asset Pricing Model (CAPM), and then it extends and modifies it for the conditions of the Prague Stock Exchange. The practical part of the thesis describes the methods of creating the optimal portfolio, which might help the company appreciate the dead capital. The procedures of creating the portfolio are verified on particular titles, including the possibility of using a financial derivative and comparison of both approaches. The conclusion outlines the prospective development of the Czech capital market.
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