The focus of this dissertation is the European Credit Default Swaps (CDSs) market. CDSs are the most popular credit derivative products. Three issues are discussed, the first, which is covered in chapter 2, is the investigation of non-diversifiable jump risk in iTraxx sector indices based on a multivariate model that explicitly admits discrete common jumps for an index and its components. Our empirical research shows that both the iTraxx Non-Financials and their components experience jumps during the sample period, which means that the jump risks in the iTraxx sector index are not diversifiable. The second issue, which is covered in chapter 3 is the component structure of credit default swap spreads and their determinants. We firstly extract a transitory component and a persistent component from two different maturities of the Markit iTraxx index and then regress these components against proxies for several commonly used explanatory variables. Our results show that these explanatory variables have significant but differing impacts on the extracted components, which indicates that a two-factor formulation may be needed to model CDS options. The last issue, which is covered in chapters 4, 5 and 6 is the investigation of the linkage between the credit default swap market and the equity market within the European area. We innovatively calibrate the CDS option with the Heston Model to get the implied volatility in the CDS market, which allows us to investigate both the characteristic of implied volatility in the CDS market and the relationship of the two markets not only on the level of daily changes but also with regard to its second moment. Our analysis shows that the stock market weakly leads the CDS market on daily changes but for implied volatility, the stock market leads the CDS market. A VECM analysis shows that only the stock market contributes to price discovery. For sub-investment grade entities, the interactivities between the implied volatility of the CDS market and the implied volatility of the stock market are stronger, especially during the recent credit crunch period. All these results have important implications for the construction of portfolios with credit-sensitive instruments.

Thesis (M.S. in Civil Engineering)--Washington State University. / Includes bibliographical references.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1961. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 167-176).

Thesis (M.S.)--Pennsylvania State University, 2008. / Mode of access: World Wide Web.

Thesis (M.S.)--Springfield College, 2004. / Includes bibliographical references. Also available online (PDF file) by a subscription to the set or by purchasing the individual file.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1971. / Vita. Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.

Thesis (M.S.)--Springfield College, 2004. / Includes bibliographical references.

Klättring som utförs på överhängande ytor blir allt vanligare och kräver mer avancerad användning av underkroppen. Då tidigare forskning i synnerhet undersökt överkroppsstyrka saknas en muskulär profilering av underkroppen hos klättrare vilket således var syftet med denna studie. Frågeställningarna eftersträvade att undersöka om skillnader i styrka och power i nedre extremiteter kan relateras till prestation hos manliga klättrare. Deltagarna var 10 manliga amatörklättrare som delades in i 2 grupper baserat på idrottsspecifik prestationsnivå. Grupp 1 (n=6) kategoriserades som avancerade klättrare och grupp 2 (n=4) som moderata. Ett isokinetiskt styrketest och två olika hopptester genomfördes av samtliga studiedeltagare. Efter statistisk analys framgick det att det inte fanns några signifikanta skillnader (p= 0,05) mellan grupperna gällande relativ styrka i quadriceps, relativ styrka i hamstrings, H/Q-kvot, hopphöjd vid SJ eller hopphöjd vid CMJ. Gruppen med mer avancerade klättrare presterade signifikant högre vid CMJ kontra SJ (p=0,013). Slutsatserna av denna studie är att klättrare har förhållandevis låga resultat både vid mätning av H/Q-kvot vid 90°/s (grupp 1: 51% vs. grupp 2: 53,9%), 210°/s (59,4% vs. 57,9%) och vid vertikala hopptester (SJ: 32,1cm vs. 31,7cm; CMJ: 35,8 cm vs. 33,9 cm) samt att hoppteknik verkar kunna vara en bidragande faktor för prestation inom klättring. / Rock climbing performed on overhanging surfaces is becoming more common and requires more advanced use of the lower body. Since previous research has mostly examined upper body strength there is a need for a muscular profiling of the lower body of climbers, which was the purpose of this study. The study sought to investigate whether differences in strength and power in the lower extremities can be related to climbing performance in male climbers. The participants were 10 male amateur climbers divided into two groups based on athletes-specific performance level. Group 1 (n=6) where categorized as advanced climbers and group 2 (n=4) as moderate. An isokinetic strength test and two different jump tests were performed by all study participants. After statistical analysis, there were no significant differences (p= 0,05) between the groups in relative strength in the quadriceps, relative strength in hamstrings, H/Q-ratio, jump height at SJ or jump height at CMJ. The group with more advanced climbers performed significantly higher at CMJ versus SJ (p = 0.013). The conclusions of this study are that climbers have relatively low results when measuring H/Q-ratio at 90°/s (group 1: 51% vs. group 2: 53,9%), 210°/s (59,4% vs. 57,9%) and height at vertical jump tests (SJ: 32,1cm vs. 31,7cm; CMJ: 35,8 cm vs. 33,9 cm) and that jump technique seems to be a contributing factor in climbing performance.

The aim of this study was to determine how the performance of the Egyptian high jumpers is depending on the kinematic parameters of a take-off phase. The sample of the study has been selected from competitors of the high jump event - three jumpers representing the Egyptian international athletic team. The researcher has studied the sample using a direct measurement by a synchronized 3D video system to measure the kinematic parameters. The researcher has found a relation between record level and vertical velocity components with improvement in technique and better fitness levels, thus the Egyptian jumpers can achieve further progress in their results. This raises optimism because Omer Samir (A2) is very young and his current record 2.02m gives hope for future World - Class. Key words High jump, kinematic parameters, take-off phase.

In this thesis, we study some geometrical aspects of metric measure spaces (Rn, psi1/2 , mu)where mu is a locally finite regular Borel measure and a metric on psi1/2 which arises from a continuous negative definite function psi : Rn &rarr; R which satisfies psi(xi) &ge; 0 with psi(xi) = 0. This study is motivated by the investigation of a transition density estimate for pure jump processes on a general metric measure space. To gain a better insight into the behaviour of transition functions of symmetric Levy processes in this general setting, it seems desirable to understand geometrical properties of their underlying state spaces. More precisely, we show completeness of the metric spaces (Rn, psi1/2) and study under which circumstances open balls Bpsi(x,r), x &isin; Rn, r > 0, with respect to this metric are convex. Moreover, we focus on conditions of the metric measure spaces (Rn,psi1/2 ,mu) for the balls to satisfy the volume growth property [equation] for mu-almost all x &isin; Rn, 0 < r < R and a constant Cpsi(x,R)&ge;1. Finally, we show that the homogeneity property of a metric measure space can be applied to our case and provide some results associated with the construction of a Hajlasz-Sobolc space over (Rn,psi1/2, lambda(n)),where lambda(n) denotes the n-dirnensional Lebesgue measure.