This research has focused on the development of novel coumann derivatives containing peptide-like side chains as potential HIV-1 protease inhibitors. The reaction of various salicylaldehyde derivatives with tert-butyl acrylate In the presence of 1,4- diazabicyclo[2.2.2]octane (DABCO) has afforded a series of Baylis-Hillman adducts in moderate yield. Cyclisation of the adducts in the presence of HCI afforded the corresponding 3-(chloromethyl)coumarin derivatives, which have been reacted with various amine hydrochlorides in the presence of Proton Sponge® to afford a series of novel 3- (aminomethyl)coumarin derivatives, which were fully characterised by NMR and HRMS methods. Various approaches to the introduction of hydroxyl or amino groups at the C-4 position of coumarin and the 3-(chloromethyl)coumarin derivatives have been explored; these have included dihydroxylation of the coumarin double bond, and the synthesis of 4- benzylaminocoumarin derivatives as potential intermediates. The Vilsmeier-Haack and Mannich reactions have also been investigated as possible methods of introducing the desired peptide-like functionality. Computer modelling of selected structures has indicated that some of the novel 3- (aminomethyl)coumarin derivatives may exhibit activity as inhibitors of HIV-1 protease. The planned enzyme inhibition assays were unfortunately precluded by the aqueous insolubility of the selected compounds. Three ¹³C NMR chemical shift algorithms, viz., Modgraph Neural Network, Modgraph HOSE and Chern Window, have been applied to selected compounds prepared in this study. The Modgraph Neural Network algorithm was found, in all cases, to provide the most accurate correlations with the experimentally-determined chemical shifts. / KMBT_363 / Adobe Acrobat 9.54 Paper Capture Plug-in

The valuation of weather derivatives is complex since the underlying temperature process has no negotiable price. This thesis introduces a selection of models for the valuation of weather derivative contracts, governed by a stochastic underlying temperature process. We then present a new weather pricing model, which is used to determine the fair hedging price of a weather derivative under the assumptions of mean self-financing. This model is then extended to incorporate a compensation (or market price of risk) awarded to investors who hold undiversifiable risks. This results in the derivation of a non-linear two-dimensional PDE, for which the numerical evaluation cannot be performed using standard finite-difference techniques. The numerical techniques applied in this thesis are based on a broad range of lattice based schemes, including enhancements to finite-differences, quadrature methods and binomial trees. Furthermore simulations of temperature processes are undertaken that involves the development of Monte Carlo based methods.

Currently, the companies are exposed to many kinds of risk during the business, especially in case of activities which are overlapping the frontiers of inland market. Risk-aversive businessmen tend to minimize or even eliminate those risks so that they use different types of hedging instruments. The derivatives are a good choice but they are not able to meet all clients' needs sufficiently in their classic simple form at present. That is the reason for rise of their new combinations and modifications which are so-called "tailor-made" for each company separately. The purpose of this paper is to create the compact overview about those "second generation" products and show the interest and currency risk hedging options.

Credit derivatives are one of the most often discussed instruments which influenced the mortgage crisis in USA and consequently also the global financial crisis. Credit derivatives are complex instruments. The aim of this thesis is to describe credit derivatives, dealing with them, analyse the situation on the housing market in USA, determine what the role of credit derivatives in the crisis was and analyse other factors, which contributed to the creation of the crisis.

The aim of this diploma thesis is to theoretically describe the risks connected to entrepreneurship. Stress is put mainly on financial risks that are related to price shifts of agricultural commodities and to changes in the exchange rates. The basis lies in theoretical identification of the nature of possible risks, methods of risk evaluation and description of instruments that serve for the risk elimination. This theoretical knowledge is further applied in case studies dealing with hedging of commodity and currency risks of firms that conduct business in agricultural basic industry. The analysis of firm's position, demonstration of hedging and final evaluation of efficiency are included.

Diploma thesis is concerned with foreign exchange risk management in terms of international trade. It deals with types of foreign exchange rate risk (transaction exposure, economic exposure, translation exposure) and their influence on business activity. Diploma thesis also focuses on the possibility of future foreign exchange rate's prediction. The main part of the thesis is devoted to various methods of foreign exchange rate risk management. These methods are analysed under two main groups, internal methods and external methods. Under internal methods, following techniques are analysed: netting, matching, leading and lagging, currency diversification, choice of invoicing currency and pricing policy. External methods focus on the use of financial derivatives, specifically currency forwards, currency futures, currency option and currency swaps. Analysis of exchange rate risk management using financial derivatives is supported with illustrative examples.

Les lectines spécifiques du rhamnose ont été découvertes comme nouvelle classe de lectines dans les années 1990. La plupart de ces lectines a été isolée à partir d'animaux aquatiques. Des récepteurs spécifiques du rhamnose sur les kératinocytes ont été découverts en 1991 quand les reconnaissances entre des glycoprotéines synthétiques incorporées dans des liposomes et des kératinocytes ont été étudiées. Nous avons synthétisé des nouveaux dérivés de rhamnose à cibler ces lectines. / Rhamnose binding lectines were discovered as new class of lectines in 1990's. Most of these lectines has been isolated from aquatic animals. It was discovered in 1991 that rhamnose specific receptors may be present in human skin while studying the interaction between liposomes incorating synthesitic glycoproteins and keratinocytes. We have synthesized new derivatives of rhamnose to target these lectines.

In this work, we construct numerical methods to solve a wide range of problems in finance. This includes the valuation under affine jump diffusion processes, chaotic and hyperchaotic systems, and pricing fractional cryptocurrency models. These problems are of extreme importance in the area of finance. With today’s rapid economic growth one has to get a reliable method to solve chaotic problems which are found in economic systems while allowing synchronization. Moreover, the internet of things is changing the appearance of money. In the last decade, a new form of financial assets known as cryptocurrencies or cryptoassets have emerged. These assets rely on a decentralized distributed ledger called the blockchain where transactions are settled in real time. Their transparency and simplicity have attracted the main stream economy players, i.e, banks, financial institutions and governments to name these only. Therefore it is very important to propose new mathematical models that help to understand their dynamics. In this thesis we propose a model based on fractional differential equations. Modeling these problems in most cases leads to solving systems of nonlinear ordinary or fractional differential equations. These equations are known for their stiffness, i.e., very sensitive to initial conditions generating chaos and of multiple fractional order. For these reason we design numerical methods involving Chebyshev polynomials. The work is done from the frequency space rather than the physical space as most spectral methods do. The method is tested for valuing assets under jump diffusion processes, chaotic and hyperchaotic finance systems, and also adapted for asset price valuation under fraction Cryptocurrency. In all cases the methods prove to be very accurate, reliable and practically easy for the financial manager. / Thesis (PhD)--University of Pretoria, 2021. / Mathematics and Applied Mathematics / PhD / Unrestricted

Individual types of viability tests based on colorimetric changes of the solution are desribed in the theoretical part. Furthermore, HSP proteins are characterized, which are not connected only by heat shock, but also during other cell stresses such as exposure to UV, cold, extreme pH or heavy metals. They are important for the cell, because they help to reformulate proteins that have been damaged by cellular stress and also bind to new unpacked proteins and ensure their correct folding. Proteins that are affected by molecular chaperones are collectively called client proteins. Some HSPs also contribute to membrane transport or degradation. These proteins are co-operative with the cochaperones, which are important for heat shock proteins because they help them to pack protein, in particular by catalyzing the hydrolysis of ATP to ADP. Herein is also described cisplatin and its derivatives, including mechanism of action and adverse effects. This work was focused on detection cytotoxicity of cisplatin and its derivatives. Cells were exposed to stress condition induced by cytostatics and huge changes in heat shock proteins and cochaperon levels were observed. There was also observed colocalization of heat shock proteins and their client protein p53 by confocal microscopy in these stressing conditions.

One important goal of this thesis is the hydrogenation of the glycosyl cyanide, which has never been mentioned by any of the groups who have done work in this area, except for B. Coxon and G. Fletcher, who in 1964, reduced a tetra-O-acetyl-β-D-galactopyranosyl cyanide with lithium aluminum hydride. We were hoping to obtain, by reduction with hydrogen on Pd/C, an aminomethyl C-glycoside. It is believed that these aminomethyl C-glycosides are of potential biological importance especially in the area of AIDS and HIV therapy.