In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt Obligations. A novel convolution approach based on FIFOs for storage is implemented for the recursive convolution. It is also used to address one of the main drawbacks of the analytical approach. The FIFO-based convolution approach is compared against two different convolution approaches outperforming them with a much smaller memory usage. The CDO core designed with the FIFO-based convolution method is implemented and tested on a Virtex-5 FPGA and compared against a C implementation, running on a 2.8GHz Intel Processor, resulting in a 41-fold speed up. A brief comparison against a Monte Carlo based hardware implementation for structured instruments yields mixed results.

In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt Obligations. A novel convolution approach based on FIFOs for storage is implemented for the recursive convolution. It is also used to address one of the main drawbacks of the analytical approach. The FIFO-based convolution approach is compared against two different convolution approaches outperforming them with a much smaller memory usage. The CDO core designed with the FIFO-based convolution method is implemented and tested on a Virtex-5 FPGA and compared against a C implementation, running on a 2.8GHz Intel Processor, resulting in a 41-fold speed up. A brief comparison against a Monte Carlo based hardware implementation for structured instruments yields mixed results.

Consumers of news and music have embraced the Internet and its application very quickly; whereas companies in news and music have been rather more reluctant to integrate the Internet into their processes and their products and services. Only step by step- in a gradual adoption process- are they taking advantage of the new technology, generally in terms of products and services, or process and cost optimisation. / One of the main contributions of my thesis is how companies in the content sector can react to a constantly changing technological and competitive environment. Content providers in news and music do modify their business model in response to the Internet innovation and the consequences it (and the more recent mobile technologies) has for important market forces. The ‘Six forces model for Internet business models’ I developed shows how constant changes in market and company-based forces like Internet (and mobile) technology, end device development, financial constraints, customer behaviour, business structures, the competitive environment and institutional conditions constrain content providers to respond to new innovation through modification of their business model. The outcome of the business model modification itself, such as new products and services, new revenue sources, new structures for the company’s organisation and new cooperation, in turn has an impact on the market and company-based forces. To support companies’ strategic decision making I developed the ‘C+ model for content providers’ which describes a flexible, adaptable business model- not only designed for online and mobile distribution of content, but equally applicable to any business model in an increasingly competitive market environment. / Thesis (PhD)--University of South Australia, 2006.

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This thesis focuses on the shape-controlled metal nanoparticles for functional applications, covering the synthesis, characterization and optical properties. Three parts are mainly involved in this work, including, gold worm-like nanoparticles, silver nanoplates, and silver induced selenium nanowires. The first part focuses on a facile synthesis method for shape control of gold nanoparticles by treating an aqueous solution of chloroauric acid with sodium citrate and poly(vinyl pyrrolidone) (PVP), in which those worm-like nanoparticles were investigated by various advanced experimental characterizations combining density function theory (DFT) calculation. These nanoparticles can be used for optical sensing detection of ions in aqueous system. The second part involves the synthesis, growth, and optical properties of silver nanoplates (triangles and circular discs). Such nanoplates could be synthesized by a self-seeding co-reduction method at ambient conditions. In particular, molecular dynamics simulation is used to quantify the interaction energies between surfactant molecules and different facets of silver crystal. Such molecular information, together with measurements using x-ray diffraction (XRD), transmission electron microscopy (TEM), atomic force microscopy (AFM) and ultraviolet??visible (UV??vis) spectroscopy, has proven to be useful for understanding the growth mechanisms of silver nanoplates. The third part focuses on the template of silver nanoparticles for generating trigonal selenium (t-Se) nanowires. This technique exhibits some advantages in fabricating t-Se nanostructures, including no need to use stabilizers and sonichemical process and all operations being proceeded in aqueous media and at room temperature. Particularly it can successfully achieve the transformation from amorphous α-Se to crystalline t-Se in aqueous solution and this method would be useful for generating one-dimensional nanostructures with similar lattice parameter(s). It is considered that the technique for the shape-controlled metal nanoparticles can at least partially, be extended to other nanomaterials for functional applications.

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Techn. Univ., Diss.--Lungby, 1994.

Thesis (M.S.E.)--University of Wisconsin -- La Crosse, 2008. / Includes bibliographical references (p. 71-72).