Stock options are priced numerically using space- and time-adaptive finite difference methods. European options on one and several underlying assets are considered. These are priced with adaptive numerical algorithms including a second order method and a more accurate method. For American options we use the adaptive technique to price options on one stock with and without stochastic volatility. In all these methods emphasis is put on the control of errors to fulfill predefined tolerance levels. The adaptive second order method is compared to an alternative discretization technique using radial basis functions. This method is not adaptive but shows potential in option pricing for one and several underlying assets. A finite difference method and a Monte Carlo method are applied to a new financial contract called Turbo warrant. A comparison of these two methods shows that for the case considered the finite difference method is superior.

Bibliography: leaves 179-215 / 1 v. (various pagings) ; 30 cm. / Title page, contents and abstract only. The complete thesis in print form is available from the University Library. / Thesis (Ph.D.)--University of Adelaide, Dept. of Psychology, 1993

Masters Research - Master of Philosophy (MPhil) / The psychosocial stress of social conflict contributes to the development of depression and anxiety in those individuals vulnerable to its effects, yet the factors that contribute to vulnerability remain unclear. Researchers investigating factors such as behaviour and physiology have used the animal resident/intruder social conflict model whereby a young male rodent (intruder) is placed into the home cage of an older male (resident) that is trained to attack and defeat all intruders. Findings reported previously have shown that defeated intruders displayed medium to longer-term stress-related changes in behaviour and physiology, with considerable variability in the severity of these changes reported from one individual to another. Interestingly, a reduction in severity of behavioural and physiological changes was associated most significantly with intruders that deployed ‘active coping’ behaviours during the social defeat interaction than animals that deployed ‘passive coping’. However, these findings do not describe the short-term effects, raising the question; does coping style also influence the short-term stress response? We investigated the relationship between coping behaviour adopted by intruders during a 10 minute social conflict culminating in defeat and both acute peak plasma corticosterone (CORT) stress hormone levels and number of cells expressing Fos protein in eight brain regions. Our investigations revealed that higher levels of fight and guard behaviours were associated with lower peak plasma CORT levels compared to ready submission, and that higher levels of fight were associated with fewer numbers of Fos-ir cells in prefrontal cortex (PFC), amygdala (Am), and paraventricular nucleus (PVN) brain regions. In general terms, these findings indicate that coping behaviour deployed during social conflict influences the endocrine and neurobiological elements of the acute phase of the HPA axis response to psychosocial stress. Intruders that deploy an ‘active’ coping style including fight behaviours display significantly smaller physiological and neurobiological alterations in the acute response than intruders that deploy a ‘passive’ coping style during social conflict. These results demonstrate that the vulnerability to the effects of psychosocial stress are ameliorated by actively engaging with the perpetrator rather than passively taking the attack, and that adopting the behaviour fight is most protective. Further elucidation of the neural mechanisms that underpin the reduction in stress-induced effects is warranted.

Thesis (M.A.)--University of North Carolina Wilmington, 2007. / Includes bibliographical references (leaves: [38]-39)

Thesis (M.A.)--Bowling Green State University, 2007. / Document formatted into pages; contains v, 57 p. Includes bibliographical references.

Thesis (M.A.)--Cleveland State University, 2007. / Abstract. Title from PDF t.p. (viewed on May 8, 2008). Includes bibliographical references (p. 97-110). Available online via the OhioLINK ETD Center. Also available in print.

Thesis (M. P. H.)--University of Hong Kong, 2006. / Also available in print.

Thesis (Ph. D.)--University of Adelaide, Dept. of Applied Mathematics, 1994? / Includes bibliographical references (leaves 211-216).

Thesis (B.A. Hons.) from the Department of Psychology, University of Adelaide.

Thesis (B.A.(Hons.)) -- University of Adelaide, Department of Psychology, 1980.