<p>In this thesis a new method for the option pricing will be introduced with the help of the Mellin transforms. Firstly, the Mellin transform techniques for options on a single underlying stock is presented.After that basket options will be considered. Finally, an improvement of existing numerical results applied to Mellin transforms for 1-basket and 2-basket American Put Option will be discussed concisely. Our approach does not require either variable transformations or solving diffusion equations.</p> / thesis

In this thesis a new method for the option pricing will be introduced with the help of the Mellin transforms. Firstly, the Mellin transform techniques for options on a single underlying stock is presented.After that basket options will be considered. Finally, an improvement of existing numerical results applied to Mellin transforms for 1-basket and 2-basket American Put Option will be discussed concisely. Our approach does not require either variable transformations or solving diffusion equations. / thesis

In this article, we explore the determinants of foreign exchange market intervention by the People's Bank of China as well as RMB real exchange rate. Mmonthly data from July 2005 to October 2010 are used. In the foreign exchange market intervention, operating variables and economic variables are studied separately. For the economic variables, we find that economic leading index of China is an important factor to determine whether to intervene or not. In addition, we find that producer price index is better than consumer price index to explain intervention in foreign exchange market. Economic leading index of U.S. is also important to determine the intervention. For the operating variables, we find that intervention by the People's Bank of China has the characteristics of leaning against the wind and deferred intervention. Foreign capital inflows are also the important determinant of the intervention. As for the determinants of RMB real exchange rate, we find that the China-U.S. interest rate differentials and China's business cycles relative to the U.S. are the main factors to determine the RMB real exchange rate. Also, the RMB tends to move with the Euro's in the same direction.

Thèse de doctorat : Sciences et techniques des activités physiques et sportives : Rennes 2 : 2007. / Bibliogr. f. 233-258.

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In this paper, we test the hypothesis that the introduction of Taiwan Top 50 Tracker Fund (TTT) would impact the market liquidity of its underlying stocks. We address this issue by adopting several volume-based and price-based liquidity measures to present the multi-dimension of liquidity. Our empirical results show that after the introduction of TTT, the standardized trading volume decreases and the market becomes more volatile for the underlying stocks. Both the quoted spread and the effective spread widen in the post-introduction period. These findings suggest deterioration of market liquidity for the underlying stocks. We then further follow Lin et al. (1995) to decompose the effective spread to examine the changes in spread components. We find a significant increase in the adverse selection component in contrast to a slight decline in the order processing cost. Overall, we find evidence that the liquidity of the underlying stocks tends to deteriorate after the introduction of TTT primarily because there is an increase in the cost of informed trading. Our finding is consist with the prediction of Subrahmanyam (1991) where the migration of liquidity traders to the basket securities raises the portion of informed traders in the market of underlying stocks and tends to increase the adverse selection risk and reduce the market liquidity of the underlying stocks.

In this study, I examine the material culture of the Rio Fuerte Basket-Maker Phase (200 B.C. - 1000 A.D.) and Cave-Dweller Phase (1000 - 1600 A.D.) occupations in southern Chihuahua, Mexico, that is represented in the Dr. Robert Zingg Archaeological Collection. Zingg believed that the material culture showed a clear progression from the Basket-Maker Phase to the Cave-Dweller Phase, which he interpreted to indicate a relationship between these two phases, and that these phases were the precursors of the twentieth century Tarahumara. I test this hypothesis by comparing the artifacts in the Dr. Robert Zingg Archaeological Collection curated by the University Museum at Southern Illinois University Carbondale to the artifacts in the ethnographic Tarahumara Collection curated by the Milwaukee Public Museum. Following an evaluation of the archaeological and ethnographic material culture, I conclude that Zingg's hypothesis is only partially supported by the museum collections. Although the material culture of the later Cave-Dweller Phase is sufficiently similar to the material culture of the twentieth century Tarahumara to suggest a relationship between the two cultures, the earlier Rio Fuerte Basket-Maker Phase does not provide enough artifacts that show similarity with either the Cave-Dweller Phase or the twentieth century Tarahumara.

The content of this thesis is the design of street furniture using concrete. The work includes a brief summary of marketing, analyzing current trends in design of street furniture and analysis used technical solutions. The main part is devoted to the design process, resulting in the shape of street furniture while respecting the structural and ergonomic requirements in relation to people who use the furniture.

The content of this thesis is the design of street furniture using concrete. The work includes a brief summary of marketing, analyzing current trends in design of street furniture and analysis used technical solutions. The main part is devoted to the design process, resulting in the shape of street furniture while respecting the structural and ergonomic requirements in relation to people who use the furniture.

Bakgrund: Fotboll, basket och ishockey är tre av de största lagidrotterna i Sverige och till idrottsutövandet har skador alltid hört till. Idrottsskador kan delas upp i akuta- och belastningsskador. En fysioterapeuts arbetsroll är att förebygga och behandla skador. Sedan covid-19 bröt ut har mycket påverkats, även idrottsutövandet. Vi ville kartlägga skadebilden för idrottare under covid-19.Syfte: Syftet med studien var att kartlägga förekomst, lokalisation och typ av idrottsskador under covid-19 inom fotboll, ishockey och basket på elitnivå samt undersöka könsskillnader.Metod: En kvantitativ ansats valdes till studien och för datainsamlingen konstruerades en webbenkät med sex frågor. Deltagarna som inkluderades i studien tillhörde lag från de tre högsta divisionerna inom respektive idrott. Enkäten skickades ut digitalt via kontakter till deltagande klubbar. Totalt inkluderades 139 svar som analyserades och bearbetades i Excel.Resultat: Samtliga idrotter ådrog sig minst en skada per idrottare under studiens undersökta period. De vanligaste skadelokalisationerna skiljde sig åt bland samtliga idrotter, inom fotboll var lårskador vanligast, inom basket fotskador och inom ishockey var axel/skuldra och rygg de mest skadedrabbade kroppsdelarna. Det fanns skillnader i antalet av akuta respektive belastningsskador inom idrotterna, där det visade sig att belastningsskador var mer förekommande bland deltagarna. I resultatet återfanns även könsskillnader inom förekomst, lokalisation och typ. Konklusion: Fotboll var den mest skadedrabbade idrotten.Fler belastningsskador rapporterades till studien. Män ådrog sig fler skador än kvinnor i samtliga idrotter, framförallt akuta skador. Större population bör undersökas för att fastställa detta resultat. Vidare forskning skulle kunna undersöka vilken effekt skadeförebyggande träning har.