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Concentration and derivatization in silicone rubber traps for mass spectrometric and gas chromatographic analysis of air and water pollutantsFernandes-Whaley, Maria Jose January 2008 (has links)
Thesis (PhD.(Chemistry)--University of Pretoria, 2008. / On title page: Submitted in partial fulfilment of the requirements for the degree Doctor of Philosophy in Chemistry in the faculty of Natural and Agricultural Sciences of the University of Pretoria. Includes bibliographical references.
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Analysis of counterparty risks and derivative pricing under stochastic volatility /Leung, Seng Yuen. January 2004 (has links)
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 120-131). Also available in electronic version. Access restricted to campus users.
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Drinking water disinfection byproduct formation assessment using natural organic matter fractionation and excitation-emission matricesJohnstone, David W. January 2009 (has links)
Dissertation (Ph. D.)--University of Akron, Dept. of Civil Engineering, 2009. / "August, 2009." Title from electronic dissertation title page (viewed 9/30/2009) Advisor, Christopher M. Miller; Committee members, William Brian Arbuckle, George G. Chase, Annabelle M. Foos, William H. Schneider IV; Department Chair, Wieslaw Binienda; Dean of the College, George K. Haritos; Dean of the Graduate School, George R. Newkome. Includes bibliographical references.
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Hedging out the mark-to market volatility for structured credit portfoliosIlerisoy, Mahmut. Sa-Aadu, Jarjisu. January 2009 (has links)
Thesis advisor: Jarjisu Sa-Aadu. Includes bibliographic references (p. 130).
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Complexes of thiophene derivatives as potential metallomesogensThomas, Mary Solly. January 2006 (has links)
Thesis (D.Phil.(Chemistry))-University of Pretoria, 2006. / Includes bibliographical references. Available on the Internet via the World Wide Web.
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Mean reversion models for weather derivatives /Petschel, Ben. January 2005 (has links) (PDF)
Thesis (Ph.D.) - University of Queensland, 2005. / Includes bibliography.
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Evaluation of sets of oriented and non-oriented receptive fields as local descriptorsYokono, Jerry Jun, Poggio, Tomaso 24 March 2004 (has links)
Local descriptors are increasingly used for the task of object recognition because of their perceived robustness with respect to occlusions and to global geometrical deformations. We propose a performance criterion for a local descriptor based on the tradeoff between selectivity and invariance. In this paper, we evaluate several local descriptors with respect to selectivity and invariance. The descriptors that we evaluated are Gaussian derivatives up to the third order, gray image patches, and Laplacian-based descriptors with either three scales or one scale filters. We compare selectivity and invariance to several affine changes such as rotation, scale, brightness, and viewpoint. Comparisons have been made keeping the dimensionality of the descriptors roughly constant. The overall results indicate a good performance by the descriptor based on a set of oriented Gaussian filters. It is interesting that oriented receptive fields similar to the Gaussian derivatives as well as receptive fields similar to the Laplacian are found in primate visual cortex.
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Mathematical models of credit management and credit derivativesKhatywa, Thembalethu January 2010 (has links)
>Magister Scientiae - MSc / The first two chapters give the background, history and overview of the dissertation, together with the necessary mathematical preliminaries. Thereafter, the next four chapters deal with credit risk and credit derivatives.The final part of the dissertation is devoted to the Basel II bank regulatory framework and the mathematical modeling of asset allocation in bank management, pertaining to credit risk.Credit risk models can be categorized into two groups known as structural models and reduced form models. These models are used in pricing
and hedging credit risk. In this thesis we review a variety of credit risk instruments described by models of the said types. One of the strategies utilized by companies to mitigate credit risk is by using credit derivatives.In this thesis, five main types of risk derivatives have been considered: credit swaps, credit linked notes, credit spreads, total return swaps and collaterized debt obligations. Valuation models for the first three derivatives that are mentioned above, are also presented in this dissertation.The material presented include some of the most recent developments
in the literature. Our methods range from single-period modeling to application
of stochastic optimal control theory. We expand on the material presented from the literature by way of simplifying or clarifying proofs, and by adding illustrative examples in the form of calculations, tables and simulations.Also, the entire Chapter 6 is a new original contribution to the existing literature on mathematical modeling of credit risk. Key words: credit risk; default risk; structural approach; reduced form approach; incomplete information approach; investment strategy; Basel II regulatory framework
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[en] BASIS RISK AND THE DEMAND FOR COMMODITY DERIVATIVES IN BRAZIL / [pt] RISCO DE BASE E DEMANDA POR DERIVATIVOS AGROPECUÁRIOS NO BRASILGUILHERME AYRES DA SILVA LUCAS 26 April 2010 (has links)
[pt] Nos mercados internacionais, o volume negociado de derivativos
agropecuários representa cerca de 5% do volume total de derivativos financeiros.
No Brasil, os derivativos agropecuários têm uma importância bem mais reduzida,
representando apenas 0,5% do volume de derivativos negociados na BM&F,
dados do primeiro semestre de 2008. A baixa proporção de derivativos
agropecuários negociados no Brasil não deixa de ser surpreendente. Afinal, a
importante posição do Brasil na produção mundial de commodities deveria gerar
uma demanda elevada por derivativos agropecuários para fins de hedge. Esta
dissertação mostra que, no Brasil, uma boa parte da variação dos preços de
commodities não é adequadamente replicada por uma carteira de contratos futuros
que tenha as commodities como ativo subjacente. A baixa correlação entre os
preços futuro e spot - chamada de risco de base na literatura de derivativos -
dificulta o uso de contratos futuros como instrumento de hedge para os produtos
agropecuários, explicando assim parte do baixo desenvolvimento do mercado de
derivativos agropecuários no Brasil. / [en] Worldwide, the traded volume of commodity derivatives accounts for
roughly 5% of the derivatives market. In Brazil, commodity derivatives are much
less important, representing only 0.5% of the volume of derivatives traded at
BM&F (the main derivatives exchange in Brazil), data concerning the first
semester of 2008. The small importance of commodity derivatives at BM&F is
somewhat surprising. After all, Brazil is one of the most important producers of
commodities in the world. Conceivably, such a prominent role in the commodities
markets should imply a large demand of commodity derivatives for hedging
purposes. Why are the commodity derivatives markets relatively underdeveloped
in Brazil? This dissertation shows that commodity futures poorly track the
variation of commodity prices. The low correlation between futures and
commodity prices - known in the literature as Basis Risk - makes futures
contracts poor hedge instruments, thereby explaining at least part of the low
importance of commodity derivatives in Brazil.
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Příprava derivátů lykorinu a jejich biologická aktivita / Preparation of lycorine derivatives and their biological activityLipovská, Kamila January 2018 (has links)
Charles University Faculty of Pharmacy in Hradec Králové Department of Pharmaceutical Botany Candidate: Kamila Lipovská Supervisor: doc. Ing. Lucie Cahlíková, Ph.D. Title of Diploma thesis: Preparation of lycorine derivatives and their biological activity The plants of the Amaryllidaceae family are one of the most important sources of biologically active alkaloids. Lycorine, a phenanthridine alkaloid, isolated from various species of the Amaryllidaceae plant family, has attracted considerable attention due to its promising biological activities. Specifically, its anticancer properties have been evaluated in vitro and in vivo in various preclinical models of human cancers. Further biological effects manifested by lycorine are: antiviral, antibacterial, antifungal, antiplasmodial, anti-oxidant, anti-inflammatory and insect antifeedant effects, as well as ascorbic acid biosynthesis and RNA inhibitory activity. So far, lycorine was used for preparation of many derivatives by modification of different functional groups in its molecule, and screened for a various biological activities such as anticancer activity, inhibition of cholinesterases, antiplasmodial, antitrypanosomal, antiviral and anti-Trichomonas vaginalis activity. The present work deals with the preparation of lycorine derivatives and their...
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