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The financial crisis and the bankruptcy of Lehman Brothers in 2008 lead to harder regulations for the banking industry which included larger capital reserves for the banks. One of the parts that contributed to this increased capital reserve was the the credit valuation adjustment capital charge which can be explained as the market value of the counterparty default risk. The purpose of the credit valuation adjustment capital charge is to capitalize the risk of future changes in the market value of the counterparty default risk. One financial contract that had a key role in the financial crisis was the credit default swap. A credit default swap involves three different parts, a contract seller, a contract buyer and a reference entity. The credit default swap can be seen as an insurance against a credit event, a default for example of the reference entity. This thesis focuses on the study and calculation of the credit valuation adjustment of credit default swaps. The credit valuation adjustment on a credit default swap can be implemented with two different assumptions. In the first case, the seller (buyer) of the contract is assumed to be default risk free and then only the buyer (seller) contributes to the default risk. In the second case, both the seller and the buyer of the contract is assumed to be default risky and therefore, both parts contributes to the default risk. / Finanskrisen och Lehman Brothers konkurs 2008 ledde till hårdare regleringar för banksektorn som bland annat innefattade krav på större kapitalreserver för bankerna. En del som bidrog till denna ökning av kapitalreserverna var kreditvärdighetsjusteringens kapitalkrav som kan förklaras som marknadsvärdet av motpartsrisken. Syftet med kreditvärdighetsjusteringens kapitalkrav är att kapitalisera risken för framtida förändringar i marknadsvärdet av motpartsrisken. Ett derivat som hade en nyckelroll under finanskrisen var kreditswappen. En kreditswap innefattar tre parter, en säljare, en köpare och ett referensföretag. Kreditswappen kan ses som en försäkring mot en kredithändelse, till exempel en konkurs på referensföretaget. Detta arbete fokuserar på studier och beräkningar av kreditvärdesjusteringen på kreditswappar. Kreditvärdesjusteringen på en kreditswap kan implementeras med två olika antaganden. I det första fallet antas säljaren (köparen) vara riskfri och då bidrar bara köparen (säljaren) till konkursrisken. I det andra fallet antas både säljaren och köparen bidra till konkursrisken.

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This thesis describes a method of determining the recombination rate coefficient experimentally, which does not depend on a specific model of the recombination process. With this method established, results are presented for the recombination rate coefficient measurements at 44.6 Torr.

Zhang Cheungyao = 人類心率變化中的層次結構 / 張程遙. / Thesis submitted in: November 2004. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 75-77). / Text in English; abstracts in English and Chinese. / Zhang Cheungyao = Ren lei xin lü bian hua zhong de ceng ci jie gou / Zhang Chengyao. / Table of Contents --- p.1 / List of Figures --- p.6 / List of Tables --- p.7 / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- What is human heart rate variability? --- p.1 / Chapter 1.2 --- Review of previous work --- p.2 / Chapter 1.3 --- Outline of the thesis --- p.6 / Chapter 2 --- Basic statistical properties of human heartbeat data --- p.8 / Chapter 2.1 --- Data analyzed --- p.8 / Chapter 2.2 --- Results and conclusion --- p.11 / Chapter 3 --- Further analysis of heartbeat interval data --- p.20 / Chapter 3.1 --- The method of analysis --- p.20 / Chapter 3.2 --- Characteristic parameters for the multifractality of HRV --- p.22 / Chapter 4 --- Results and discussion --- p.24 / Chapter 4.1 --- Existence of hierarchical structure in human HRV --- p.24 / Chapter 4.2 --- Characteristic parameters and potential application --- p.32 / Chapter 5 --- A cardiac dynamical model --- p.51 / Chapter 5.1 --- Description of the model --- p.51 / Chapter 5.2 --- Review of some interesting results --- p.59 / Chapter 5.3 --- Numerical methods --- p.61 / Chapter 6 --- Results and discussion --- p.62 / Chapter 6.1 --- Output for our simulation --- p.62 / Chapter 6.2 --- Probability density function and structure functions --- p.65 / Chapter 7 --- Conclusion --- p.73 / Bibliography --- p.75

Thesis (Ph. D.)--Virginia Commonwealth University, 2006. / Prepared for: Dept. of Biostatistics. Bibliography: leaves 189-198. Also available online via the Internet.