本篇論文藉由對結構型債券的介紹、評價以及分析，使投資人更加瞭解投資結構型債券所會面臨到的報酬以及風險;另外提供發行券商評價結構型債券的評價方法（例如Hull-White利率三元樹及蒙地卡羅法）以及發行結構型商品所會面臨的風險與可行的避險方法。 本篇論文介紹兩個連動債券，分別是利率連動保本型商品以及匯率連動保本型商品。我們使用Hull-White利率三元樹評價利率連動保本型商品，並計算出避險參數Delta及Vega，藉由避險參數可知道利率變動對連動型債券價值的影響，並根據所算出的Delta值，進行產品的動態避險。避險方法除了動態避險之外，我們可以拆解利率連動保本商品收益率結構，複製商品的報酬以進行避險。評價匯率連動商品時，我們使用蒙地卡羅法評價雙出局匯率保本型商品，並拆解此保本商品提供發行商一個可行的避險方法。本篇論文使發行商瞭解設計連動債券所需注意的要點，並分析可能的風險以及可行的避險方式，以確保發行商的獲利。 發行商推出新結構型商品時，需考慮三個因素：1.投資人是否會受吸引進而購買2.產品是否會為發行商帶來利潤3.產品推出後的避險策略。發行商發行結構型商品時，三種要素要同時兼顧，缺一不可。

<p>Sigma-delta modulators (SDM) have come up as an attractive candidatefor analog-to-digital conversion in single chip front ends thanks to the continuousimproving performance. The major disadvantage is the limited bandwidthdue to the need of oversampling. Therefore, extending these convertersto broadband applications requires lowering the oversampling ratio (OSR) inorder. The aim of this thesis is the investigation on the topology and structureof sigma-delta modulators suitable for wideband applications, e.g. wireline orwireless communication system applications having a digital baseband aboutone to ten MHz.It has recently become very popular to feedforward the input signal inwideband sigma-delta modulators, so that the integrators only process quantizationerrors. The advantage being that the actual signal is not distorted byopamp and integrator nonlinearities. An improved feedforward 2-2 cascadedstructure is presented based on unity-gain signal transfer function (STF). Theimproved signal-to-noise-ratio (SNR) is obtained by optimizing zero placementof the noise transfer function (NTF) and adopting multi-bit quantizer.The proposed structure has low distortion across the entire input range.In high order single loop continuous-time (CT) sigma-delta modulator, excessloop delay may cause instability. Previous techniques in compensation ofinternal quantizer and feedback DAC delay are studied especially for the feedforwardstructure. Two alternative low power feedforward continuous-timesigma-delta modulators with excess loop delay compensation are proposed.Simulation based CT modulator synthesis from discrete time topologies isadopted to obtain the loop filter coefficients. Design examples are given toillustrate the proposed structure and synthesis methodology.Continuous time quadrature bandpass sigma-delta modulators (QBSDM)efficiently realize asymmetric noise-shaping due to its complex filtering embeddedin the loops. The effect of different feedback waveforms inside themodulator on the NTF of quadrature sigma-delta modulators is presented.An observation is made that a complex NTF can be realized by implementingthe loop as a cascade of complex integrators with a SCR feedback digital-toanalogconverter (DAC), which is desirable for its lower sensitivity to loopmismatch. The QBSDM design for different bandpass center frequencies relativeto the sampling frequency is illustrated.The last part of the thesis is devoted to the design of a wideband reconfigurablesigma-delta pipelined modulator, which consists of a 2-1-1 cascadedmodulator and a pipelined analog-to-digital convertor (ADC) as a multi-bitquantizer in the last stage. It is scalable for different bandwidth/resolutionapplication. The detail design is presented from system to circuit level. Theprototype chip is fabricated in TSMC 0.25um process and measured on thetest bench. The measurement results show that a SNR over 60dB is obtainedwith a sampling frequency of 70 MHz and an OSR of ten.</p>

This research has been undertaken to further our knowledge of decade-to-century timescale braided, gravel-bed river delta growth dynamics. The study included: a review of available literature; field studies; the development of microscale models for two study deltas; and the development of a simple numerical model incorporating movement of braided river channels across a delta topset (varying the location of sediment delivery to the delta). Results from the microscale modelling showed that successful physical modelling requires well-defined fixed boundaries and, ideally, good historical aerial photography for the estimation of the model time scale. A complex braided gravel-bed river delta system composed of two merging deltas entering a deep, low-energy receiving basins was able to be successfully modelled to provide valuable information on delta growth dynamics. However, a microscale model of a delta prograding into shallow receiving basins, with a large supply of fine sediment, was more difficult to calibrate and assess (partly due to limited field data), and was considered less reliable. The simple rule-based numerical model ‘DELGROW’, developed to simulate a braided river system entering a deep, low-energy body of water, requires a known sediment supply rate, as well as information on the braided river topography, submerged delta foreset, and lakebed bathymetry. Unlike simple 1-d width-averaged geometric models, DELGROW takes into consideration barriers (e.g. islands) as well as relatively complex converging braided river delta configurations. By changing the sediment supply, or modifying the river system, the response of the river system to various scenarios can also be assessed. Microscale models and DELGROW appear to realistically simulate decade-to-century timescale growth of braided gravel-bed river deltas entering a deep, low-energy, receiving basin. Both of these modelling methods initially use the supplied sediment to try and eliminate any riverbed irregularities (e.g. low areas), before continuing to advance and deposit sediment in a more evenly-distributed manner, whilst taking into consideration irregularities due to barriers, and asymmetric sediment sources such as merging deltas. Neither model can reliably predict locations of bank erosion, or channel avulsions that divert flow and sediment outside of the fixed model boundaries.

No description available.

This dissertation explores methods of reducing the oversampling ratio (OSR) of both delta-sigma modulators and incremental data converters. The first reduced-OSR architecture is the high-order cascaded delta-sigma modulator. These delta-sigma modulators are shown to reduce the in-band noise sufficiently at OSRs as low as 3 while providing power savings. The second low OSR architecture is the high-order cascaded incremental data converter which possesses signal-to-quantization noise ratio (SQNR) advantages over equivalent delta-sigma modulators at low OSRs. The final architecture is the time-interleaved incremental data converter where two designs are identified as potential methods of increasing the throughput of low OSR incremental data converters. A prototype chip is designed in 0.18um CMOS technology which can operate in three modes by simply changing the resetting clock phases. It can operate as an 8-stage pipeline analog-to-digital (A/D) converter, an 8th-order cascaded delta-sigma modulator, and an 8th-order cascaded incremental data converter with an OSR of 3.

L'intérêt porté sur la miniaturisation des systèmes par la communauté scientifique est grand, que ce soit pour des raisons de mobilité, d'économie d'énergie ou d'innovation technologique. L'objectif de cette thèse est de déterminer les caractéristiques physiques et structurales des couches minces et des nanofils d'oxydes métalliques synthétisés par la méthode électrochimique. La première partie de cette thèse est consacrée à l'oxyde de bismuth en phase delta. Les couches minces élaborés par électrochimie sont de très bonne qualité cristalline, et seul la phase delta- Bi2O3 est présente. Le caractère nano structuré des couches minces est mis en évidence par les expériences de microscopie électronique en transmission (MET) et participe à la stabilisation de cette phase à température ambiante. Les mesures de conductivité réalisées par spectroscopie d'impédance complexe montrent un comportement différent selon la nature du substrat utilisé. Nous observons une excellente conductivité électrique des dépôts réalisés sur les substrats en argent doré (4*10-3 S*cm-1), alors que les dépôts obtenus sur l'inox montre un comportement très résistif (10-7 S*cm-1). La seconde partie de cette étude concerne l'oxyde de zinc. Les conditions d'élaboration par électrochimie influence les propriétés structurales et physiques des couches minces obtenues. Les différents traitements thermiques réalisés sur les couches minces de ZnO ont permis d'améliorer la qualité optique des couches et de modifier la structure du ZnO par incorporation d'azote lors de recuit dans l'ammoniaque. La dernière partie est consacrée à la synthèse et à la caractérisation de nanofils de ZnO élaborés par la méthode " template ". Cette méthode nous a permis de confiner la croissance par électrochimie dans des pores de différents diamètres. Les observations réalisés par MET et MET en Haute Résolution montrent que les nanofils obtenus sont monocristallins et de bonne qualité. Les propriétés d'émission observées en PL sont très proches des propriétés d'émission des couches minces

This thesis is essentially an ethnographic examination of the instrumentalist and functionalist reading of African evangelical Christianity that is prevalent in a section of Western scholarship. Thus, it sets out to achieve two primary objectives: to investigate, describe and analyse Christian theological and socio-political consciousness within the context of oil and conflict in the Niger Delta region of Nigeria from Baptist and Pentecostal perspectives; and to use the data to test the veracity of the prevalent account on African evangelical Christianity regarding social witness. This account is succinctly represented by Paul Gifford who claims, among other things, that such Christianity lacks social responsibility and is anti-development and a-political. In order to achieve these objectives, the thesis adopts approaches from practical theology, particularly the burgeoning field of congregational studies, with its focus on qualitative research, and African Christian Theology, with its emphasis on grassroots theology, or ‘theology from below’. Also, achieving these objectives requires an analysis and description of Nigeria’s political economy of oil and conflict, which forms the secondary goal of the study. Consequently, two local Baptist churches and a Pentecostal congregation were selected on theological, geographical, and pragmatic grounds. The thesis is in two parts. Part I, comprising Chapters One to Three, gives the background to the study. Chapter One is the introductory chapter. In Chapter Two an analysis of Gifford’s account of African evangelical and ‘fundamentalist’ Christianity is provided. Chapter Three identifies and critiques the prevalent perspectives on oil and conflict in Nigeria. Part II covered in Chapters Four to Eight comprises the core ethnographic data from the case studies and their description and analysis. Chapter Four is essentially a thick description of the three congregations. In Chapter Five the first set of theological themes from the case studies – God, Jesus Christ and the Holy Spirit – are discussed. Also included in the chapter is their theology of prayer. Chapter Six focuses on the theme of ecclesiology and also addresses their perspective on Christian socio-political role, as well as their theology of conversion. Chapter Seven offers a detailed analysis and description of their experiences, response and understanding of oil and conflict. Chapter Eight, which is the concluding chapter, sets the research findings against Gifford’s claims and concludes that most of them are at variance with the reality in the three congregations. Possible explanations for this discrepancy are offered, as well as some implications the study has for the scholarship on African Christianity and for the three churches. The chapter also includes the description and proposal of a contextual political theology for the Niger Delta.

Analyses of the light variation of the 6 Scuti star CC Andromedae and of the radial velocity variation of the ß Canis Majoris star 6 Scorpii, a single -line spectroscopic binary, indicate that the long period modulations exhibited are caused by tidal deformations induced in the hydrogen and /or helium ionization zones of each primary by a faint companion, resulting in surface zonal variations of the amplitude and phase of each primary's normal radial pulsations. The variations in the tide raising potential calculated at the center of the apparent disk of o Scorpii correlate very strongly with the observed variations in the phase zero -point of the fundamental pulsation. It is suggested that all the ß Canis Majoris and 6 Scuti stars exhibiting long period modulation, and probably also the RR Lyrae stars showing a Blazhko effect, do so because of tidal perturbations induced by faint companions.

The Notch signalling pathway is universally conserved in all metazoan species, and is involved in many aspects of cell fate determination and tissue homeostasis, during development and in adult organisms. Several developmental diseases are associated with defective Notch signalling, and the Notch pathway has been implicated in a growing number of cancers. The Notch signalling pathway requires direct cell-cell contact for ligand binding and receptor activation to occur. Specific domains within the Notch receptors and ligands have been identified as necessary for the interaction to take place, and a series of enzymes are known to regulate Notch signalling via glycosylation. Other domains beyond the minimal ligand binding region of the Notch receptor are also known to influence binding. The aim of this study was to characterise the molecular basis for ligand binding by the Notch receptor, and how this is regulated by glycosylation. The effects on ligand binding of specific amino acid substitutions and sugar modifications were tested using prokaryotically -expressed proteins, and a series of constructs containing additional domains N-terminal of the ligand binding region was produced prokaryotically and eukaryotically to test how additional domains might affect ligand binding. Binding was assessed by a flow cytometry-based binding assay and by SPR in order to investigate how particular modifications affected ligand binding. These assays indicated that an evolutionarily-conserved hydrophobic site exists within the central β-sheet of EGF12 in the Notch receptor that is directly adjacent to the O-fucosylation site within this domain. The GlcNAc-fucose disaccharide modification at this position was found to increase binding of hNotch1 to both Jagged1 and DLL4. Additional EGF domains N-terminal to the ligand binding region showed opposite effects on binding to these two ligand classes, suggesting that the precise mode of binding may vary slightly between different Notch ligands.

Delta-Notch signaling is crucial for development of nearly every tissue in metazoans. Signals received by the Notch receptor influence transcription of select target genes that ultimately restrict the developmental fate of the signal receiving cell with respect to its neighbors. The Notch pathway also functions in contexts of abnormal proliferation and differentiation, e.g. cancer and inflammation. Therefore, understanding the regulation of signaling through the Notch receptor protein at the cellular and molecular level is of great significance. In this dissertation, I investigated three ways in which Notch signaling is regulated, namely (1) proteolysis of the Delta ligand; (2) endocytosis of the Delta ligand; and (3) proteolysis of the Notch receptor.. The Delta protein has three functions. First, Delta is a ligand for Notch when bound to it from an adjacent cell. Second, Delta is an inhibitor of Notch when coexpressed with it in the same cell. Third, Delta is hypothesized to be a receptor and, upon binding to Notch, signals to nucleus. Delta undergoes proteolysis by ADAM proteases and there are two contradictory models for the role of Delta cleavage: (1) cleavage disables Delta function; and (2) cleavage activates Delta function. Overall, the results presented in this dissertation strengthen the first model and weaken the second one. Consistent with the first model, we showed that preventing Delta cleavage strengthens its ligand function. As well, when co-expressed in the same with Notch, Delta cleavage is upregulated therefore disabling Delta function as inhibitor of Notch. In contrast to the second model, we showed that Delta proteolysis does not follow a previously established pattern of cleavages typical of cell surface proteins that are activated by proteolysis. Delta also undergoes endocytosis. Two general models have emerged that are again contradictory: (1) endocytosis downregulates cell surface expression of Delta and therefore diminishes its ability to bind Notch; (2) endocytosis of Delta invokes activation of Notch signaling. Overall, our results strengthen the first model and weaken the second one. In support of the first model, we first demonstrated that Notch activation shows a linear relationship to the amount of Delta ligand present on the cell surface and that subsequent inhibition of cell surface expression of Delta leads to its loss of function. In contrast to the second model, we showed that endocytosis of Delta is not required to activate Notch. We also resolved that earlier evidence in support for this model stemmed from misinterpretations of the properties of a Delta mutant protein. Proteolysis of Notch activates the signaling cascade. Binding of Delta to Notch was previously regarded as a requisite regulatory step to invoke receptor proteolysis. We identified the ability of Kuzbanian and TACE, ADAM proteases that cleave Notch in response to Delta stimulation, to activate Notch in a ligand-independent manner. Altogether, our results demonstrate that proteolysis and endocytosis of Delta are independent mechanisms that act to downregulate Delta function and are therefore an important means of attenuating the Notch signal. Alternatively, we find a novel means of enhancing Notch signals in specific contexts, namely through ligand-independent Notch activation by the ADAMs Kuzbanian and TACE. With respect to the latter observation, Kuzbanian and TACE expression is known to be elevated in several human diseases, and thus predicts that engagement of Notch signaling is a contributing factor in these pathologies.