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Synthetic equity and franked debt : capital markets savings cures /Rumble, Tony, January 1998 (has links)
Thesis (Ph. D.)--University of New South Wales, 1998. / Bibliography: leaves 391-401. Also available online.
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Three essays on credit risk, fixed income and derivativesElkamhi, Redouane. January 1900 (has links)
Thesis (Ph.D.). / Written for the Desautels Faculty of Management. Title from title page of PDF (viewed 2008/01/12). Includes bibliographical references.
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Applications and portfolio theory in the South African agricultural derivatives marketScheepers, Deon. January 2005 (has links)
Thesis (M. Sc.(Agricultural economics))-University of Pretoria, 2005. / Includes bibliographical references. Mode of access: World Wide Web.
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The legal risks associated with trading in derivatives in a Merchant Bank /Terblanché, Janet René. January 2006 (has links)
Thesis (LLM)--University of Stellenbosch, 2006. / Bibliography. Also available via the Internet.
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Numerical algorithms for exotic financial derivatives /Lau, Ka Wo. January 2004 (has links)
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 120-126). Also available in electronic version. Access restricted to campus users.
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Hedging and pricing of constant maturity swap derivatives /Zheng, Wendong. January 2009 (has links)
Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2009. / Includes bibliographical references (p. 58-60).
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Analytic pricing of American put options /Glover, Elistan Nicholas. January 2008 (has links)
Thesis (M.Sc. (Statistics)) - Rhodes University, 2009. / A thesis submitted to Rhodes University in partial fulfillment of the requirements for the degree of Master of Science in Mathematical Statistics.
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Strategic trading in illiquid marketsMönch, Burkart. January 1900 (has links)
Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004. / Includes bibliographical references.
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Strategic trading in illiquid marketsMönch, Burkart. January 1900 (has links)
Thesis (doctoral)--Johann Wolfgang Goethe-University, 2004. / Title from e-book title screen (viewed January 2, 2008). Includes bibliographical references.
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Projetos de controladores baseados em LMI usando realimentação da derivada dos estados /Faria, Flávio Andrade. January 2009 (has links)
Resumo: Já é conhecido da teoria de controle clássico, que a realimentação derivativa pode ser útil e em alguns casos, essencial para a obtenção do desempenho desejado. Além disso, existem problemas práticos em que a derivada dos estados é mais fácil de se obter do que os sinais dos estados. Por exemplo, nos seguintes problemas: controle de vibrações de sistemas mecânicos, sistemas de suspensão de automóveis, controle de vibrações em pontes suspensas e controle de vibrações na aterrissagem de aviões. O principal sensor usado nesses problemas é o acelerômetro. A partir do sinal do acelerômetro é possível obter com precisão a velocidade, mas não o deslocamento. Definindo o deslocamento e a velocidade como as variáveis de estado, então apenas os sinais da derivada dos estados estão disponíveis para a realimentação. A realimentação derivativa foi usada recentemente no projeto de sistemas lineares. Os procedimentos consideram o problema de alocação de pólos (ABDELAZIZ; VALÁŠEK, 2004, 2005) e o projeto de reguladores lineares quadráticos (DUAN; NI; KO, 2005). Infelizmente esses resultados não podem ser usados em sistemas incertos ou sujeitos à falhas estruturais. Para resolver esse caso, projetos baseados em DesigualdadesMatriciais Lineares (LMIs) foram propostos em (FARIA, 2005; ASSUNÇÃO et al., 2007e; FARIA; ASSUNÇÃO; TEIXEIRA, 2009a; CARDIM et al., 2008; FARIA et al., 2009c). LMIs podem ser facilmente resolvidas com softwares de otimização, tais como os pacotes "LMI control toolbox" e "SeDuMi" do MATLAB. Este trabalho aborda o projeto de controladores para sistemas descritores usando a realimentação da derivada dos estados. São apresentadas condições necessárias e suficientes baseadas em LMIs para a estabilidade assintótica de sistemas descritores. Como a estabilidade nem sempre é suficiente, posteriormente... (Resumo completo, cliccar acesso eletrônico abaixo) / Abstract: From classical control theory, it is well-known that state-derivative feedback can be very useful, and even in some cases essential to achieve a desired performance. Moreover, there exist some practical problems where the state-derivative signals are easier to obtain than the state signals. For instance, in the following applications: suppression of vibration in mechanical systems, control of car wheel suspension systems, vibration control of bridge cables and vibration control of landing gear components. The main sensor used in these problems is the accelerometer. In this case, from the signals of the accelerometers it is possible to reconstruct the velocities with a good precision but not the displacements. Defining the velocities and displacement as the state variables, then one has available for feedback the state-derivative signals. Recent researches about state-derivative feedback design for linear systems have been presented. The procedures consider, for instance, the pole placement problem (ABDELAZIZ; VALÁŠEK, 2004, 2005), and the design of a Linear Quadratic Regulator (DUAN; NI; KO, 2005). Unfortunately these results are not applied to the control of uncertain systems or systems subject to structural failures. For this case, Linear Matrix Inequalities (LMIs) based designs were recently proposed in (FARIA, 2005; ASSUNÇÃO et al., 2007e; FARIA; ASSUNÇÃO; TEIXEIRA, 2009a; CARDIM et al., 2008; FARIA et al., 2009c). LMIs can be easily solved with optimization softwares, such as the packages "LMI control toolbox" and "SeDuMi" of MATLAB. This work focuses control designs for descriptor systems using the state-derivative feedback. Necessary and sufficient LMI-based conditions for asymptotically stability of descriptor systems are presented. As the stability of a control system is insufficient to obtain a suitable performance... (Complete abstract click electronic access below) / Orientador: Edvaldo Assunção / Coorientador: Marcelo Carvalho Minhoto Teixeira / Banca: Neusa Augusto Pereira da Silva / Banca: Erica Regina Marani Daruichi Machado / Banca: Roberto Kawakami Harrop Galvão / Banca: Ricardo Coração de Leão Fontoura de Oliveira / Doutor
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