In this paper, we study ill-posedness concepts of nonlinear and linear inverse problems in a Hilbert space setting. We define local ill-posedness of a nonlinear operator equation $F(x) = y_0$ in a solution point $x_0$ and the interplay between the nonlinear problem and its linearization using the Frechet derivative $F\acent(x_0)$ . To find an appropriate ill-posedness concept for the linarized equation we define intrinsic ill-posedness for linear operator equations $Ax = y$ and compare this approach with the ill-posedness definitions due to Hadamard and Nashed.

本文探討可違約互換率之匯率連動選擇權的評價，外國以及本國違約交 換率的動態是建立在LIBOR 市場模型的框架。為了簡化推導過程，我們將 原本本國以及外國交換率的雙動態轉為單一動態, 因此違約以及履約價將轉 換為一個固定的常數比率來評價可違約互換率之匯率連動選擇權。由於商品 本身是考量違約的情況，因此使用遠期的存活測度來評價可違約互換率之匯 率連動選擇權。最後在數值分析的部分我們使用蒙地卡羅來模擬可違約互換 率之匯率連動選擇權，理論值與模擬值的結果接近。 / This study prices quanto options on defaultable swap rates (QODSR) in which domestic and foreign defaultable swap rates are considered in the LIBOR market model. We use two fixed ratios to price the QODSR with the default and strike rate property. The forward default-swap measure provides a simple method for valuing the QODSR. Numerical analysis is performed and compared with the Monte Carlo method to investigate the effects of volatility and default on the QODSR.

À la lecture de la Loi sur le droit d'auteur, il n'est pas clair que la mise en scène y soit protégée. C'est pourquoi nous nous questionnons sur la qualification juridique la plus adéquate pour la mise en scène. Le metteur en scène est-il un artiste-interprète ou un auteur? Après avoir étudié les caractéristiques artistiques des mises en scène, par types de productions et à la lumière de facteurs faisant varier la latitude du metteur en scène, nous étudions les différentes possibilités de qualification juridique de la mise en scène. Les possibilités sont vastes, car le metteur en scène évolue dans un cadre comprenant plusieurs intervenants. De plus, la mise en scène rencontre deux obstacles caractéristiques à sa qualification juridique en droit d'auteur: la fixation et l'originalité. Nous en venons à la conclusion que le metteur en scène est un auteur, car chacun des aspects de la mise en scène serait protégeable sous différentes qualifications juridiques. / Stage directions are not c1early protected under the current wording of the Copyright Law. This is why we wonder which legal qualification would be most appropriate. Is the stage director a performer or an author? We study the possibilities of legal qualification for stage direction, according to its artistic characteristics by production types, and considering the different factors which influence the Stage Director's liberty as well. The possibilities are vast since the Stage Director works in collaboration with several other intervening parties. Also, the Stage Director meets two typical obstacles: fixation and originality. We conclude that the Stage Director is an author because each and every aspect of the stage directions are copyrightable, under different legal qualifications.

<p>Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser.</p>

The development of highly coherent X-ray sources offers new possibilities to image biological structures at different scales exploiting the refraction of X-rays. The coherence properties of the third-generation synchrotron radiation sources enables efficient implementations of phase contrast techniques. One of the first measurements of the intensity variations due to phase contrast has been reported in 1995 at the European Synchrotron Radiation Facility (ESRF). Phase imaging coupled to tomography acquisition allows threedimensional imaging with an increased sensitivity compared to absorption CT. This technique is particularly attractive to image samples with low absorption constituents. Phase contrast has many applications, ranging from material science, paleontology, bone research to medicine and biology. Several methods to achieve X-ray phase contrast have been proposed during the last years. In propagation based phase contrast, the measurements are made at different sample-to-detector distances. While the intensity data can be acquired and recorded, the phase information of the signal has to be "retrieved" from the modulus data only. Phase retrieval is thus an illposed nonlinear problem and regularization techniques including a priori knowledge are necessary to obtain stable solutions. Several phase recovery methods have been developed in recent years. These approaches generally formulate the phase retrieval problem as a linear one. Nonlinear treatments have not been much investigated. The main purpose of this work was to propose and evaluate new algorithms, in particularly taking into account the nonlinearity of the direct problem. In the first part of this work, we present a Landweber type nonlinear iterative scheme to solve the propagation based phase retrieval problem. This approach uses the analytic expression of the Fréchet derivative of the phase-intensity relationship and of its adjoint, which are presented in detail. We also study the effect of projection operators on the convergence properties of the method. In the second part of this thesis, we investigate the resolution of the linear inverse problem with an iterative thresholding algorithm in wavelet coordinates. In the following, the two former algorithms are combined and compared with another nonlinear approach based on sparsity regularization and a fixed point algorithm. The performance of theses algorithms are evaluated on simulated data for different noise levels. Finally the algorithms were adapted to process real data sets obtained in phase CT at the ESRF at Grenoble.

In this dissertation, I focus on the development and application of nonparametric methods in econometrics. First, a constrained nonparametric regression method is developed to estimate a function and its derivatives subject to shape restrictions implied by economic theory. The constrained estimators can be viewed as a set of empirical likelihood-based reweighted local polynomial estimators. They are shown to be weakly consistent and have the same first order asymptotic distribution as the unconstrained estimators. When the shape restrictions are correctly specified, the constrained estimators can achieve a large degree of finite sample bias reduction and thus outperform the unconstrained estimators. The constrained nonparametric regression method is applied on the estimation of daily option pricing function and state-price density function. Second, a modified Cumulative Sum of Squares (CUSQ) test is proposed to test structural changes in the unconditional volatility in a time-varying coefficient model. The proposed test is based on nonparametric residuals from local linear estimation of the time-varying coefficients. Asymptotic theory is provided to show that the new CUSQ test has standard null distribution and diverges at standard rate under the alternatives. Compared with a test based on least squares residuals, the new test enjoys correct size and good power properties. This is because, by estimating the model nonparametrically, one can circumvent the size distortion from potential structural changes in the mean. Empirical results from both simulation experiments and real data applications are presented to demonstrate the test's size and power properties. Third, an empirical study of testing the Purchasing Power Parity (PPP) hypothesis is conducted in a functional-coefficient cointegration model, which is consistent with equilibrium models of exchange rate determination with the presence of trans- actions costs in international trade. Supporting evidence of PPP is found in the recent float exchange rate era. The cointegration relation of nominal exchange rate and price levels varies conditioning on the real exchange rate volatility. The cointegration coefficients are more stable and numerically near the value implied by PPP theory when the real exchange rate volatility is relatively lower.

Micro-economic reform is a primary objective of modern Australian socio-economic policy. The key outcome targetted by this reform is increased efficiency, measured by a range of factors, including cost reduction, increased savings, and a more facilitative environment for business activity. These benefits are sought by the proponents of reform as part of a push to increase national prosperity, but concerns that social equity is undermined by it are expressed by opponents of that reform. The debate between efficiency and equity is raging in current Australian tax policy, a key site for micro-economic reform. As Government Budget restructuring occurs in Australia, demographic change (eg, the ageing population) undermines the ability of public funded welfare to provide retirement benefits. Responsibility for self-funded retirement is an important contributor to increasing private savings. Investment in growth assets such as corporate stock is increasing in Australia, however concerns about volatility of asset values and yield stimulate the importance of investment risk management techniques. Financial contract innovation utilising financial derivatives is a dominant mechanism for that risk management. Synthetic equity products which are characterised by capital protection and enhanced yield are popular and efficient equity risk management vehicles, and are observed globally, particularly in the North American market. Financial contract innovation, risk management using financial derivatives, and synthetic equity products suffer from an adverse tax regulatory response in Australia, which deprives Australian investors from access to important savings vehicles. The negative Australian tax response stems from anachronistic legislation and jurisprudence, which emphasises tax outcomes based on legal form. The pinnacle of this approach is the tax law insistence on characterisation of financial contracts as either debt or equity, despite some important financial similarities between these two asset types. Since derivatives produce transactions with novel legal forms this approach is unresponsive to innovation. The negative tax result also stems from a perception that the new products are tax arbitrage vehicles, offering tax benefits properly available to investment in stocks, which is thought to be inappropriate when the new products resemble debt positions (particularly when they are capital protected and yield enhanced). The negative tax response reflects administrative concerns about taxpayer equity and revenue leakage. This approach seeks to impose tax linearity by proxy: rather than utilising systemic reform to align the tax treatment of debt and equity, the current strategy simply denies the equity tax benefits to a variety of innovative financial contracts. It deprives Australians of efficiency enhancing savings products, which because of an adverse tax result are unattractive to investors. The weakness of the current approach is illustrated by critical analysis of three key current and proposed tax laws: the ???debt dividend??? rules in sec. 46D Income Tax Assessment Act 1936 (the ???Tax Act???); the 1997 Budget measures (which seek to integrate related stock and derivative positions); and the proposals in the Taxation of Financial Arrangements Issues Paper (which include a market value tax accounting treatment for ???traded equity,??? and propose a denial of the tax benefits for risk managed equity investments). The thesis develops a model for financial analysis of synthetic equity products to verify the efficiency claims made for them. The approach is described as the ???Tax ReValue??? model. The Tax ReValue approach isolates the enhanced investment returns possible for synthetic equity, and the model is tested by application to the leading Australian synthetic equity product, the converting preference share. The conclusions reached are that the converting preference share provides the key benefits of enhanced investment return and lower capital costs to its corporate issuer. This financial efficiency analysis is relied upon to support the assertion that a facilitative tax response to such products is appropriate. The facilitative response can be delivered by a reformulation of the existing tax rules, or by systemic reform. The reformulation of the existing tax rules is articulated by a Rule of Reason, which is proposed in the thesis as the basis for the allocation and retention of the equity tax benefits. To avoid concerns about taxpayer equity and revenue leakage the Rule of Reason proposes a Two Step approach to the allocation of the equity tax benefits to synthetics. The financial analysis is used to quantify non-tax benefits of synthetic equity products, and to predict whether and to what extent the security performs financially like debt or equity. This financial analysis is overlayed by a refined technical legal appraisal of whether the security contains the essential legal ???Badges of Equity.??? The resulting form and substance approach provides a fair and equitable control mechanism for perceived tax arbitrage, whilst facilitating efficient financial contract innovation. The ultimate source of non-linearity in the taxation of investment capital is the differential tax benefits provided to equity and debt. To promote tax linearity the differentiation needs to be removed, and the thesis makes recommendations for systemic reform, particularly concerning the introduction of a system of ???Franked Debt.??? The proposed system of ???Franked Debt??? would align the tax treatment of debt and equity by replacing the corporate interest deduction tax benefit with a lender credit in respect of corporate tax paid. This credit would operate mechanically like the existing shareholder imputation credit. The interface of this domestic tax credit scheme with the taxation of International investment capital, and the problems occasioned by constructive delivery of franking credits to Australian taxpayers via synthetics, are resolved by the design and costings of the new system, which has the potential to be revenue positive.

Univ., Diss.--Frankfurt (Main), 2005. / Literaturverz. S. 283 - 300.

Thesis (MA (English))--University of Stellenbosch, 2010. / Thesis presented in partial fulfilment of the requirements for the degree Master of Arts at the University of Stellenbosch / ENGLISH ABSTRACT: Since 1995, three female authors have published novels narrating the events of Vladimir Nabokov’s novel Lolita from Lolita’s point of view. What is it about the character Lolita that prompts writers to rework Nabokov’s text? In an attempt to answer this question this thesis explores reader-responses to Lolita. The grand narrative of girlhood is illuminated, and it emerges that, influenced by the discourse of Romanticism, girls’ subjectivity in the Western world is governed by an ‘innocent-or-corrupt’ dichotomy. As a result, Lolita, who seduces her stepfather, Humbert Humbert, has been vilified by readers through the decades, so that very little further critical attention has been given to her representation in the text. However, in recent years rising concern over the representation of girls has seen renewed interest in Lolita from feminist quarters, with Lolita’s non-representation being critics’ main concern. These derivative novels work towards compiling a body of feminist criticism on Lolita. A secondary function of the derivatives is the restructuring of the grand narrative of girlhood: in other words, the erasure of the ‘innocent-or-corrupt’ dichotomy in favour of a wide range of conceivable subjectivities. This is necessary because the sexualised images of girls in the media are in danger of representing girl-children as one-dimensional sexual objects. Both feminist critics and critical theorists are calling for a new form of resistance to these hegemonic media forms, so that a collaboration between the two fields seems useful. This thesis argues that the existence of the derivative novels point to the emergence of a new form of feminist resistance to the oppressive representations of advancing technological society. Consequently, the thesis performs a reading of Lolita and three derivative novels to ascertain how the girl-child is represented. Issues of interest include the Romantic discourse of childhood, the representational practices of advancing technological society, and girls’ agency. Finally, conclusions are drawn about the effectiveness of each derivative novel in terms of their contributions to both the Lolita-discourse and the feminist endeavour to restructure the grand narrative of girlhood. / AFRIKAANSE OPSOMMING: Drie vroueskrywers het sedert 1995 romans gepubliseer wat die gebeure van Vladimir Nabokov se roman Lolita uit Lolita se oogpunt oorvertel. Wat is dit omtrent die karakter Lolita wat skrywers aanspoor om Nabokov se teks te hersien? In ‘n poging om hierdie vraag te beantwoord verken hierdie tesis leser-reaksies op Lolita. Die meesternarratief oor jongmeisieskap word blootgelê en dit kom na vore dat meisies se subjektiwiteit in die Westerse wêreld, onder die invloed van die Romantiese diskoers, regeer word deur die digotomie van ‘onskuldig-of-korrup’. Gevolglik is Lolita, wat haar stiefpa, Humbert Humbert, verlei, oor die dekades heen deur lesers sleggemaak, sodat baie min kritiese aandag verder aan haar gewy is. Toenemende kommer onder feministe rondom die uitbeelding van meisies het egter in die afgelope klompie jare tot hernieude belangstelling in Lolita gelei, met die gebrek aan aandag aan Lolita se uitbeelding as hoofbekommernis. Die Lolita-verwerkings dra by tot die saamstel van ‘n versameling van feministiese kritiek oor Nabokov se teks. Die sekondêre funksie van die verwerkings is die herstrukturering van die meesternarratief aangaande jongmeisieskap: met ander woorde, die uitwissing van die onskuldig-ofkorrup digotomie ten gunste van ‘n wye reeks denkbare subjektiwiteite. Dít is nodig omdat die geseksualiseerde beelde van meisies wat in die media voorkom, die gevaar loop om meisies as een-dimensionele seksobjekte uit te beeld. Beide feministe en kritiese teoretici beywer hul vir ‘n nuwe vorm van teenstand teen hierdie verdrukkende uitbeeldings, so samewerking tussen die twee is nuttig. Hierdie tesis doen dit aan die hand dat die bestaan van Lolita-verkwerkings bewys is van die ontluiking van ‘n nuwe vorm van feministiese teenstand teen die verdrukkende uitbeeldings van die vooruitgaande tegnologiese samelewing. Gevolglik analiseer hierdie tesis Lolita en drie verwerkings om vas te stel hoe die meisiekind uitgebeeld word. Sake van belang sluit die Romantiese diskoers van kindwees, die uitbeeldingspraktyke van die toenemend tegnologiese samelewing, en meisies as agente in. Uiteindlik word gevolgtrekkings gemaak oor die effektiwiteit van elke roman ten opsigte van hul bydraes tot beide die Lolita-diskoers en die feministiese poging om die meesternarratief aangaande jongmeisieskap te herstruktureer.

Este trabalho traz uma proposta de atividades, a serem desenvolvidas em sala de aula, com o objetivo de introduzir o conceito de derivadas para os alunos da primeira série do Ensino Médio. Antes das atividades, estão presentes algumas breves pesquisas. O histórico da presença de tópicos do Cálculo Diferencial e Integral no Ensino Médio no Brasil, assim como a análise de alguns livros didáticos, serve para mostrar como o assunto já foi e está sendo tratado no país. Também são exibidos aspectos sobre o Ensino Médio na Alemanha e nos Estados Unidos, países onde o cálculo está presente na Escola Secundária, embora de formas bastante diferentes. Um capítulo sobre a preparação adequada para as aulas também foi incluído, uma vez que a simples inserção da derivada poderia causar problemas de tempo para o cumprimento do cronograma e não trazer os resultados esperados. São necessários algum grau de adequação dos conteúdos ministrados e de cooperação com professores de Física. As atividades visando o ensino dos conceitos iniciais de derivada são motivadas por um problema físico de movimento. O foco é dado na intuição e na visualização de gráficos, para que haja uma melhor compreensão dos conceitos envolvidos. A utilização de um software de geometria dinâmica é requerida em boa parte do tempo, como importante ferramenta de apoio pedagógico / This paper presents a proposal of activities to be developed in the classroom, with the goal of introducing the concept of derivative for students in the first grade of secondary school. Before the activities, some brief researches are presented. The historical presence of the topics of Differential and Integral Calculus in brazilian High Schools, as well as the analysis of some textbooks, serves to show how it has been and is being treated in the country. Aspects of the High School are also shown in Germany and the United States, countries where the calculus is present in High School, though in quite different ways. A chapter about the proper preparation for these classes was also included, since the simple insertion of the derivative could cause problems for meeting the schedule and could not bring the expected results. Some degree of adequacy of the contents and cooperation with Physics teachers are needed. The activities aiming at teaching the initial concepts of derivatives are motivated by a physical problem of motion. The focus is given on intuition and visualization of graphs, so there is a better understanding of the concepts involved. The use of a dynamic geometry software is required for much of the time, as an important tool for pedagogical support