Global ETD Search

1	Application of Triz to the Design of the Frame and Transmission Systems for Bicycles Chen, Yu-Ren 12 September 2007 (has links) TRIZ is a method that can be applied to analyze and solve engineering problem with contradiction effectively, but design problem does not easy to clarify. Thus, the purpose of the research is to propose a systematic methodology to make clear engineering problem and get just principles to design, designs of transmission system and frame of bicycle are the examples to explain. First, utilizing object tree method transform design question to better parameter, simultaneously the better parameter transformed to worse parameter. According to better and worse parameter suitable principles are selected with Contradiction Matrix and design transmission system of bicycle. Next, Inventive Principles is categorized by characteristic of design, and getting suite attribute. Thus, using asymmetry principle to design frame. Finally the Bottom Bracket be load force that deform magnitude is evaluating, and influence the result of position of tube of frame find out batter frame. Inventive Principles Objective Tree method contradiction contradiction Objective Tree method Inventive Principles
2	Numerical techniques for the American put Randell, Sean David 11 December 2008 (has links) This dissertation considers an American put option written on a single underlying which does not pay dividends, for which no closed form solution exists. As a conse- quence, numerical techniques have been developed to estimate the value of the Amer- ican put option. These include analytical approximations, tree or lattice methods, ¯nite di®erence methods, Monte Carlo simulation and integral representations. We ¯rst present the mathematical descriptions underlying these numerical techniques. We then provide an examination of a selection of algorithms from each technique, including implementation details, possible enhancements and a description of the convergence behaviour. Finally, we compare the estimates and the execution times of each of the algorithms considered. analytical approximations American put Monte Carlo simulation tree method lattice method numerical techniques
3	Pricing American style employee stock options having GARCH effects Arotiba, Gbenga Joseph January 2010 (has links) Magister Scientiae - MSc / We investigate some simulation-based approaches for the valuing of the employee stock options. The mathematical models that deal with valuation of such options include the work of Jennergren and Naeslund [L.P Jennergren and B. Naeslund, A comment on valuation of executive stock options and the FASB proposal, Accounting Review 68 (1993) 179-183]. They used the Black and Scholes [F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81(1973) 637-659] and extended partial differential equation for an option that includes the early exercise. Some other major relevant works to this mini thesis are Hemmer et al. [T Hemmer, S. Matsunaga and T Shevlin, The influence of risk diversification on the early exercise of employee stock options by executive officers, Journal of Accounting and Economics 21(1) (1996) 45-68] and Baril et al. [C. Baril, L. Betancourt, J. Briggs, Valuing employee stock options under SFAS 123 R using the Black-Scholes-Merton and lattice model approaches, Journal of Accounting Education 25 (1-2) (2007) 88-101]. The underlying assets are studied under the GARCH (generalized autoregressive conditional heteroskedasticity) effects. Particular emphasis is made on the American style employee stock options. / South Africa Employee Stock Options Black Scholes Option Pricing Model American options Incentive stock options Non-qualified stock options Internal Revenue Code (IRC) Financial Accounting Standard Statement No. 123 Binomial tree method
4	Pricing American Style Employee Stock Options having GARCH Effects Gbenga Joseph Arotiba January 2010 (has links) <p>We investigate some simulation-based approaches for the valuing of the employee stock options. The mathematical models that deal with valuation of such options include the work of Jennergren and Naeslund [L.P Jennergren and B. Naeslund, A comment on valuation of executive stock options and the FASB proposal, Accounting Review 68 (1993) 179-183]. They used the Black and Scholes [F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81(1973) 637-659] and extended partial differential equation for an option that includes the early exercise. Some other major relevant works to this mini thesis are Hemmer et al. [T Hemmer, S. Matsunaga and T Shevlin, The influence of risk diversification on the early exercise of employee stock options by executive officers, Journal of Accounting and Economics 21(1) (1996) 45-68] and Baril et al. [C. Baril, L. Betancourt, J. Briggs, Valuing employee stock options under SFAS 123 R using the Black-Scholes-Merton and lattice model approaches, Journal of Accounting Education 25 (1-2) (2007) 88-101]. The underlying assets are studied under the GARCH (generalized autoregressive conditional heteroskedasticity) effects. Particular emphasis is made on the American style employee stock options.</p> Employee Stock Options Black Scholes Option Pricing Model American Options Incentive Stock Options Non-Qualified Stock Options International Revenue Code Financial Accounting Standard Board (FAS 123): Financial Accounting Standard Statement No. 123 Binomial Tree Method Conditional Heteroskedasticity Volatility.
5	Consequences of Insect Flight Loss for Molecular Evolutionary Rates and Diversification Mitterboeck, T. Fatima 25 May 2012 (has links) This thesis investigates the molecular evolutionary and macroevolutionary consequences of flight loss in insects. Chapter 2 tests the hypothesis that flightless groups have smaller effective population sizes than related flighted groups, expected to result in a consistent pattern of increased non-synonymous to synonymous ratios in flightless lineages due to the greater effect of genetic drift in smaller populations. Chapter 3 tests the hypothesis that reduced dispersal and species-level traits such as range size associated with flightlessness increase extinction rates, which over the long term will counteract increased speciation rates in flightless lineages, leading to lower net diversification. The wide-spread loss of flight in insects has led to increased molecular evolutionary rates and is associated with decreased long-term net diversification. I demonstrate that the fundamental trait of dispersal ability has shaped two forms of diversity—molecular and species—in the largest group of animals, and that microevolutionary and macroevolutionary patterns do not necessarily mirror each other. / Generously funded by NSERC with a Canada Graduate Scholarship and the Government of Ontario with an Ontario Graduate Scholarship to T. Fatima Mitterboeck; NSERC with a Discovery Grant to Dr. Sarah J. Adamowicz evolution flight transitions insects molecular rates diversification flightless flight loss dispersal holometabola insect species species richness effective population size population size population subdivision macroevolution microevolution comparative method substitution rates dN/dS ratios non-synonymous substitutions nearly neutral theory molecular clock mitochondrial DNA nuclear DNA OXPHOS COI COX1 Cytochrome c oxidase subunit I pterygota speciation extinction whole-tree method sister-group method
6	Pricing American Style Employee Stock Options having GARCH Effects Gbenga Joseph Arotiba January 2010 (has links) <p>We investigate some simulation-based approaches for the valuing of the employee stock options. The mathematical models that deal with valuation of such options include the work of Jennergren and Naeslund [L.P Jennergren and B. Naeslund, A comment on valuation of executive stock options and the FASB proposal, Accounting Review 68 (1993) 179-183]. They used the Black and Scholes [F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81(1973) 637-659] and extended partial differential equation for an option that includes the early exercise. Some other major relevant works to this mini thesis are Hemmer et al. [T Hemmer, S. Matsunaga and T Shevlin, The influence of risk diversification on the early exercise of employee stock options by executive officers, Journal of Accounting and Economics 21(1) (1996) 45-68] and Baril et al. [C. Baril, L. Betancourt, J. Briggs, Valuing employee stock options under SFAS 123 R using the Black-Scholes-Merton and lattice model approaches, Journal of Accounting Education 25 (1-2) (2007) 88-101]. The underlying assets are studied under the GARCH (generalized autoregressive conditional heteroskedasticity) effects. Particular emphasis is made on the American style employee stock options.</p> Employee Stock Options Black Scholes Option Pricing Model American Options Incentive Stock Options Non-Qualified Stock Options International Revenue Code Financial Accounting Standard Board (FAS 123): Financial Accounting Standard Statement No. 123 Binomial Tree Method Conditional Heteroskedasticity Volatility.

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