A 50 MHz Frequency Modulated Continuous Wave (FMCW) radar system, developed at the University of Saskatchewan to provide improved spatial and temporal resolution measurements of auroral E-region plasma processes, introduces ambiguous spectral information, due to spectral ghosting, for scattering events in which multiple radar echoes are detected. This thesis identifies two Linearly Frequency Modulated (LFM) radar waveforms used by the FMCW system as the source of the ghosting. An analysis procedure designed to counteract the spectral ghosting problem is developed but is not an ideal solution, and therefore replacement of the LFM waveforms is recommended.<p> A detailed investigation of alternative radar waveforms using the Ambiguity Function and Ambiguity Diagram techniques is performed. A frequency coded continuous wave radar waveform based on a composite Costas sequence is proposed as a successor to the LFM waveforms. The composite Costas radar waveform will conserve the spatial and temporal resolutions extended by the LFM waveforms and preclude any spectral ghosting. Implementing the proposed radar waveform and avoiding receiver saturation issues with the mono-static FMCW radar system in which both the transmitting and receiving antenna arrays are simultaneously and continuously active and geographically co-located is also discussed.<p> In addition to this, two 50 MHz backscatter events are presented in this thesis to demonstrate the effectiveness of the FMCW system, notwithstanding the spectral ghosting complication. The first event from November 21, 2009 is identified as a Type 1 instability and the second from September 13, 2009 is identified as a Type 2 instability which lasted for ~ 16 minutes. Linear plasma fluid theory is used to provide a brief interpretation of both scattering events.

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This thesis presents a design methodology for continuous wave (CW) synthetic aperture radar (SAR) systems. The focus is on design considerations specific to small, low-power systems suitable for operation on small aircraft and unmanned aerial vehicles (UAVs). Well-known results which have been derived in other works, such as the radar equation, are explained in the context of low-power, CW systems. Additionally, design issues unique to CW SAR are addressed and the results generalized. A method for controlling feedthrough between antennas is developed, and the resulting limitations on swath width are discussed. Methods are developed which allow an engineer to design a CW SAR system to obtain a given swath width, resolution, and data rate, and necessary tradeoffs are discussed. Using the proposed methodology, designs for two specific SAR systems are developed. Example sections outline the design of two small SAR systems called microASAR and microBSAR. These sections present a real-world application of the methodology and offer explanations of the rationale behind many of the design choices. Straightforward methods for testing different aspects of a completed SAR system are developed and presented. These procedures are carried out using microASAR hardware, and the results are used to validate the design methodology.

本文採用Lognormal Forward LIBOR Model (LFM) 利率模型，針對可贖回利差型結構債券進行相關的評價與避險分析。所選取的評價商品為勞埃德 TSB 銀行所發行的「五年期雙區間鎖定可贖回債券」，模型參數部分利用市場上既有的資料來進行校準，使模型表現其能更貼近市場利率的走勢，評價過程採用蒙地卡羅模擬來得到未來的現金流量，並搭配Longstaff and Schwartz(2001)所提出的最小平方蒙地卡羅來處理同時具有可贖回與路徑相依的特性。 最後的評價結果可以發現，考慮發行商的贖回權下，一元美元本金的商品價值只有0.81241美元，不考慮贖回權下價值為1.1195美元，可見發行商的贖回權非常不利於投資人。而模擬結果也顯示發行商將在前幾期即進行贖回，並不會讓投資人持有到到期日。因此投資人面對眾多的金融商品時，要以符合個人需求下去做出選擇。 / This article presents an analytical valuation of “5 Years USD Callable Dual Range Lock Down Steepner Note”, a callable spread note, issued by Lloyds TSB bank under the Lognormal Forward LIBOR (LFM). Parameters of the model are calibrated by using existing data, making sure of the model performance to fit market interest rates well. The main method to get the future cash flows is the use of Monte Carlo simulations, and adapting the least squares Monte Carlo simulations proposed by Longstaff and Schwartz (2001) to deal with features of callable and path- dependence. Consider the call right of the issuer, the results present that the price per 1 dollar principal is only 0.93154 dollar and 1.15109 dollar without the call right. In summary, the call right of issuer deeply damage investors’ returns. The simulated result also show that issuer will redeem the product in early quarters so that investors loss much future interest. Therefore, investors must make a choice to fit his own needs when facing many financial products.

本論文分別以美元計價之「美元區間保本票券」(連結美元固定年期交換利率)與歐元計價之「信用連結暨通貨膨脹連動票券」為例，進行個案評價與避險分析，期能提供證券商未來設計相關類型商品時的一個參考。 由於過去評價利率衍生性商品所使用的模型主要是建構瞬間利率的隨機過程，但市場上無法觀察到瞬間利率的動態行為；而對數常態遠期LIBOR利率模型則是建立一個較貼近市場殖利率曲線的利率模型架構，並且可以直接描述市場指標利率的動態行為。因此，本論文在評價「美元保本區間票券」是使用對數常態遠期LIBOR利率模型，盼透過該模型能更精準地訂定商品的合理價格。另外，基於國內信用評等機制尚未成熟，因此國際上普遍使用的信用評等移轉模型目前並不適用於台灣，故本論文係採用建構信用曲線的方法評價「信用連結暨通貨膨脹連動票券」。

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本文採用Lognormal Forward LIBOR Model (LFM) 利率模型，針對可贖回雪球式債券進行相關的評價與避險分析，而由於此商品的計息方式為路徑相依型態，價格沒有封閉解，故必須利用數值方法來進行評價。過去通常使用二元樹或三元樹的方法來評價具有可贖回特性的商品，但因為LFM是屬於多因子模型，所以不容易處理建樹的過程。而一般路徑相依商品的評價是使用蒙地卡羅法來進行，但是標準的蒙地卡羅法不易處理美式或百慕達式選擇權的問題，因此，本研究將使用由Longstaff and Schwartz(2001)所提出的最小平方蒙地卡羅法，來處理同時具有可贖回與路徑相依特性的商品評價並進行實證研究。 / 此外，關於可贖回商品的避險參數部分，由於商品的價格函數不具有連續性，若在蒙地卡羅法之下直接使用重新模擬的方式來求算避險參數，將會造成不準確的結果，而Piterbarg (2004)提出了兩種可用來計算在LFM下可贖回商品避險參數的方法，其實証結果發現所求出的避險參數結果較準確，因此本研究將此方法運用至可贖回雪球式利率連動債券，並分析各種參數變化對商品價格的影響大小，便於進行避險工作。

The purpose of this work is to design and implement software support for Project Definition of LFM (Logical Frame Method). The first part is about project management and about necessity to use it for solving projects. There is description of phases of project and detailed description of logical frame method. In the second part there is system requirements analysis, description of the application via UML and implementation of application which was created in development environment Microsoft Visual Studio 2005 in C# language. There is a short summary, possible extensions and comparing with existing applications in the end of the work.