Dissertationen zum Thema „Produits dérivés de levure“
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Baillou, Ambre. „Contrôle de la cryptosporidiose des ruminants : de la caractérisation des phagocytes mononucléés de l'intestin à l'immunostimulation avec des produits dérivés de levures“. Electronic Thesis or Diss., Tours, 2022. http://www.theses.fr/2022TOUR5010.
Der volle Inhalt der QuelleCryptosporidiosis is a poorly controlled zoonotic disease caused by the infection with the intestinal parasite Cryptosporidium parvum (Cp), presenting a high prevalence in livestock. Young ruminants (calves, lambs, kids) are particularly susceptible to the infection due to the immaturity of their intestinal immune system. The infection is responsible for watery diarrhea that can lead to the death of the animal by dehydration in the most severe cases. There is no vaccine and the approved treatment (Halocur™) requires preventive administrations to be effective. Innate immunity plays an essential role in controlling the acute phase of parasite infection, in which mononuclear phagocytes (MP), and in particular conventional type 1 dendritic cells (cDC1), are key effectors, as demonstrated in newborn murine model.The first objective of this thesis project was to characterize intestinal MP in lambs and calves at homeostasis and during Cp infection, which develops primarily in the ileum of its hosts. We performed phenotypic (flow cytometry) and transcriptomic (Fluidigm®) analyses of MP in several compartments of the distal small intestine of the animals. We have thus described a population of macrophages (MAC) and three subpopulations of cDC, two of which were identified as cDC1 and cDC2 and the third characterized by an activated DC phenotype with putative regulatory potential. We identified that the number of cDC1 increases very rapidly from the first 10 days of life of the animals, which could be related to the great sensitivity of the animals during this period. Cp infection induces an increase in the abundance of MAC, cDC1 and cDC2 in the intestine of animals, which could result from the recruitment induced by the chemokines produced in the infected tissues (CXCL10, CCL5). These MPs produce in turn a large panel of cytokines and chemokines (IL12p40, IL6, CXCL10) involved in the establishment of the pro-inflammatory response and the recruitment of other immune effector cells to control the infection.In the context of the development of immunostimulation strategies for controlling cryptosporidiosis, the second objective of this thesis was to study the immunostimulatory properties of yeast-derived products for the lamb intestine and to evaluate their protective effect against Cp infection. For the intestinal immunostimulation of young lambs we first used ex vivo models (explants, isolated intestinal cells) which turned out not to be informative. We therefore next developed a model of intestinal loop surgery in caesarian-born lamb, which allowed us to demonstrate the moderate pro-inflammatory properties of the yeast products in vivo as well as their mild but significant protective effect on parasite development.This work establishes the first fine characterization of intestinal MP in young ruminants at homeostasis and during infection with Cp and provides encouraging prospects for the use of immunostimulation strategies to control cryptosporidiosis
Barrieu, Pauline. „Produits dérivés météorologiques et environnement“. Phd thesis, Jouy-en Josas, HEC, 2002. http://pastel.archives-ouvertes.fr/pastel-00918753.
Der volle Inhalt der QuelleRoustant, Olivier. „Produits dérivés climatiques : aspects économétriques et financiers“. Phd thesis, Université Claude Bernard - Lyon I, 2003. http://tel.archives-ouvertes.fr/tel-00804727.
Der volle Inhalt der QuelleNoel, Gerald. „Essais sur l'évaluation de produits dérivés complexes“. Paris 1, 1998. http://www.theses.fr/1998PA010038.
Der volle Inhalt der QuelleThis work presents optimal pricing methods of complex structured products involving exotic options and efficient techniques for estimating their hedge parameters. When no closed-form formula can be used in practice, we resort to Monte Carlo methods the main advantages of which are their flexibility, the diversity of their domain of potential application and their fruitful implementation in the case of high-dimensional problems. The main results are the analytical valuation in the usual black-scholes environment of path-dependent options whose payoff includes discrete extrema (not measured in continuous time) of the price of the underlying asset during the option's lifetime, the efficient simulation of continuous extrema in order to price options with a payoff involving several extrema, the use of conditioning within monte carlo paths in order to reduce the dimension of problems and thus the requirement in computer time, and the application of optimal variance reduction techniques to monte carlo simulations of the premium of options on several assets and of the associated sensitivities. We also propose analytical approximations of prices and Greek parameters ; of products whose payoff uses functions of a high number of iid or inid variables by resorting to certain asymptotic methods and theorems (edgeworth expansions, extreme value theory. . . . ). Eventually we provide valuation methods regarding exotic options when the price of the underlying asset has discontinuous paths. Thus, efficient simulation through Monte Carlo of path-dependent options in presence of jumps are proposed and we also indicate pricing techniques for options involving more than one asset with a joint dynamics of the rates of return of the underlying assets being multivariate jump-diffusion
Ben, Salem-Hajili Amira. „Les produits dérivés climatiques : Modelisation et valorisation“. Paris 2, 2009. http://www.theses.fr/2009PA020088.
Der volle Inhalt der QuelleWang, Zaizhi. „Produits dérivés des matières premières : modélisation et évaluation“. Phd thesis, École Nationale Supérieure des Mines de Paris, 2011. http://pastel.archives-ouvertes.fr/pastel-00712137.
Der volle Inhalt der QuelleBizid, Abdelhamid. „Equilibre, imperfections de marché et évaluation de produits dérivés“. Paris 1, 2001. http://www.theses.fr/2001PA010026.
Der volle Inhalt der QuelleMauhé, Nicolas. „Le risque généré par les produits dérivés en réseau“. Thesis, Bordeaux, 2020. http://www.theses.fr/2020BORD0058.
Der volle Inhalt der QuelleThis thesis studies the mechanisms at work when agents exchange derivatives in networks. The general conclusion of this work is the following: when one models simple mechanisms between agents who have different risk tolerances, one obtains behaviors which are similar to those observed in reality, and which are sometimes the source of major trouble. To reach this conclusion, this work uses mathematical modeling based on financial risk measures, made more complex over the chapters and extended using computer simulation. At first, the model shows that agents tend to establish chains of dependence when they have the freedom to trade derivatives. Their behavior leads to the emergence of a point of systemic failure. When modeling incorporates counterparty risk, chains of dependence can worsen general bankruptcy. A computer method is then developed to extend the analysis to the most general case possible; it enables to design optimal derivative products within a very broad framework. Applied to the problem of network derivatives, this method leads to the emergence of more realistic derivatives than previously, such as options. Systemic risk persists, however, raising the threat of general bankruptcy if one of the financial positions is misjudged. Finally, this thesis work proposes a reflection on the scientific value of computer simulations in social sciences. Adopting a point of view stemming from the philosophy of Karl Popper, this thesis proposes to consider simulations as logical counterexamples to firmly established theoretical presuppositions
Bahuaud, Myriam. „Les produits dérivés : un moyen de communication pour les industries culturelles : les acteurs impliqués dans le cas des produits dérivés pour enfants en France“. Bordeaux 3, 1998. http://www.theses.fr/1998BOR30062.
Der volle Inhalt der QuelleLicensed products (i. E the declension of literary or artistic work's notoriety and its marketing through numerous articles) destined for children are the results of a process in which cartoons shows on television promote these products. Licensed products, because they allow different cultural industries to be linked and to reach their goals (recognition and increased revenue) are also ways to communicate. At the crossroads of cultural industries and mass communication, this process is similar to advertising and organizational communication. Not studied in any of the fields of communication and information sciences, it is analyzed here through the prism of this communication process that is being played out between 4 poles : the cartoon, toy, and television industries and two state bodies : the conseil superieur de l'audiovisuel (csa, high council for audiovisual affairs. ) and the centre national de la cinematographie (cnc, national center on cinematography. ). The following main lines emerge from this analysis : 7 caracteristics of these licensed products for children ; 7 players involved in this arena and their complex relationships ; 7 other fundamental cultural, political and economic problems
Drouhin, Pierre-Arnaud. „Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers“. Phd thesis, Université Paris Dauphine - Paris IX, 2012. http://tel.archives-ouvertes.fr/tel-00780338.
Der volle Inhalt der QuelleMraoua, Mohammed. „Gestion du risque climatique par l'utilisation des produits dérivés d'assurance“. Phd thesis, INSA de Rouen, 2013. http://tel.archives-ouvertes.fr/tel-00845895.
Der volle Inhalt der QuelleRoche, Adrian. „Transferts de risque de crédit : de l’essor des produits dérivés à la crise des produits structurés“. Paris 10, 2009. http://www.theses.fr/2009PA100016.
Der volle Inhalt der QuelleThis thesis is concerned with credit risk management and its influence on the financial cycle. After a detailed analysis of credit risk models used by banks, we point out different issues concerning risk measurement and the valuation of credit derivatives. We then show that securitization allowed banks to mitigate the strong increase in default rates following the IT crash and the corporate governance crisis. But the proliferation of structured products backed by household debt, and sustained by the real estate bubble, played a major role in the subprime crisis. Indeed, the period 2001-2006 was symptomatic of an euphoric phase in the financial cycle, where leveraging increases exponentially and risk under-evaluation is extreme. Securitization transformed the original banking model into a production/distribution model in which banks have no incentive to monitor credit risk. Structured products attracted investors with high returns, but these investors were not always aware of the risks involved due to misleading agency ratings. Therefore, we conclude the analysis by stressing the need to reinforce banking supervision and regulation of securitization markets
Michel, Jean. „Évaluation de produits dérivés, théorème fondamental et application à l'option d'Istanbul“. Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape9/PQDD_0001/MQ44935.pdf.
Der volle Inhalt der QuelleAinou, Viou. „La gestion du risque de longévité et évaluation de produits dérivés“. Thesis, Lyon 1, 2013. http://www.theses.fr/2013LYO10127.
Der volle Inhalt der QuelleThis thesis discuss about the longevity / mortality risk and its impact on pension funds and insurers. In the first part, we consider and expose the different mortality models. The state of art done, we propose an extension, using the Lévy processes, of the well-known model CBD. The Lévy processes are considered to take in account of jumps in mortality curve. The new model will be used, in the second part of this thesis, as underlined index to value the longevity derivatives. We use the Wang and Esscher Transforms as martingales measure because of incompleteness of the longevity market. These two measures are, beforehand, defined and the ways they represent pricing measures are exposed. Finally, we propose a new contract “the mortality collar”, which is a hedging instrument against the longevity or mortality risk, as well as for insurer, but also for pension fund. We give a complete analysis of this new management tool regarding its mechanism and its pricing
Benamour, Khalid. „Produits dérivés de la 2-iminoimidazolidine : synthèse, structure et résultats pharmacologiques“. Université Joseph Fourier (Grenoble), 1993. http://www.theses.fr/1993GRE18013.
Der volle Inhalt der QuelleAbou, Hamdan Malek. „Produits dérivés, risques de marché et "Gharar" : recherche d'une alternative islamique“. Thesis, Paris 2, 2013. http://www.theses.fr/2013PA020027/document.
Der volle Inhalt der QuelleThe currently prevailing position among Islamic Finance’s jurists and theorists being to prohibit derivative products in Islamic Financial Institutions, the search for an “Islamic” alternative to these products, in particular for market risks’ management, constitutes one of the fundamental axes of research concerning the future of this school and type of institutions. Thus, this doctoral work deals with the inference of the possible contemporary meanings of the Islamic concept called “prohibited Gharar” (litt. “prohibited risk”) while opposing it to the permissible risk-taking, then, based on the corresponding findings, it deals with the exploration and proposal of alternative instruments to derivatives. On the first aspect, this research used texts of Islamic Fiqh (“jurisprudence”), and mobilised qualitative and numerical tools of analysis, while drawing on Max Weber’s method of the idealtype. On the second, it implemented a survey combining literature and field study, before passing the obtained instruments through a filter constructed from the results of the first aspect. This work has mainly contributed to shed a new light on the theories of risk-taking and Gharar in Islam, to identify and discuss the shadow areas behind contemporary debates, to draw up an inventory of research on alternatives, to identify and understand a phenomenon called replication trap, and especially, to propose a general way out, using the Islamic theory of need and public interest, the idea of risk-sharing and that of alternative
Millot, Nicolas. „Couverture des produits dérivés par minimisation locale de critères de risque convexes“. Phd thesis, Ecole Centrale Paris, 2012. http://tel.archives-ouvertes.fr/tel-00722225.
Der volle Inhalt der QuellePalidda, Ernesto. „Modélisation du smile de volatilité pour les produits dérivés de taux d'intérêt“. Thesis, Paris Est, 2015. http://www.theses.fr/2015PEST1027/document.
Der volle Inhalt der QuelleThis PhD thesis is devoted to the study of an Affine Term Structure Model where we use Wishart-like processes to model the stochastic variance-covariance of interest rates. This work was initially motivated by some thoughts on calibration and model risk in hedging interest rates derivatives. The ambition of our work is to build a model which reduces as much as possible the noise coming from daily re-calibration of the model to the market. It is standard market practice to hedge interest rates derivatives using models with parameters that are calibrated on a daily basis to fit the market prices of a set of well chosen instruments (typically the instrument that will be used to hedge the derivative). The model assumes that the parameters are constant, and the model price is based on this assumption; however since these parameters are re-calibrated, they become in fact stochastic. Therefore, calibration introduces some additional terms in the price dynamics (precisely in the drift term of the dynamics) which can lead to poor P&L explain, and mishedging. The initial idea of our research work is to replace the parameters by factors, and assume a dynamics for these factors, and assume that all the parameters involved in the model are constant. Instead of calibrating the parameters to the market, we fit the value of the factors to the observed market prices. A large part of this work has been devoted to the development of an efficient numerical framework to implement the model. We study second order discretization schemes for Monte Carlo simulation of the model. We also study efficient methods for pricing vanilla instruments such as swaptions and caplets. In particular, we investigate expansion techniques for prices and volatility of caplets and swaptions. The arguments that we use to obtain the expansion rely on an expansion of the infinitesimal generator with respect to a perturbation factor. Finally we have studied the calibration problem. As mentioned before, the idea of the model we study in this thesis is to keep the parameters of the model constant, and calibrate the values of the factors to fit the market. In particular, we need to calibrate the initial values (or the variations) of the Wishart-like process to fit the market, which introduces a positive semidefinite constraint in the optimization problem. Semidefinite programming (SDP) gives a natural framework to handle this constraint
Chuburu, Françoise. „Caractérisation de méthylènecétènes hétérosubstitués et de leurs produits de réarrangement par couplage FVT spectroscopie photoélectronique“. Pau, 1992. http://www.theses.fr/1992PAUU3022.
Der volle Inhalt der QuelleBirot, Marc. „Sous-produits de la synthèse industrielle du diméthyldichlorosilane : Nouvelles applications. Précurseurs de matériaux Si C“. Bordeaux 1, 1985. http://www.theses.fr/1985BOR10613.
Der volle Inhalt der QuelleMouaziz, Hanna. „Synthèse et polycondensation de macrocycles dérivés du 1,4,7,10-tétraazacyclododécane“. Le Mans, 2000. http://cyberdoc.univ-lemans.fr/theses/2000/2000LEMA1014.pdf.
Der volle Inhalt der QuelleDelgenes, Jean-Philippe. „Production d'éthanol à partir de sucres dérivés des hémicelluloses par Pichia stipitis“. Montpellier 2, 1989. http://www.theses.fr/1989MON20003.
Der volle Inhalt der QuelleLecomte, Patrick. „Produits dérivés et actifs immobiliers : étude de faisabilité des méthodes de couverture factorielle“. Thesis, Paris 10, 2012. http://www.theses.fr/2012PA100102.
Der volle Inhalt der QuelleReal estate is well known for its overwhelmingly idiosyncratic risk structure stemming from heterogeneous assets traded on illiquid markets with asymmetric information. The search for efficient risk management tools applicable to private commercial real estate assets has attracted academics’ interest for many years, albeit with few concrete results. The thesis conducts a theoretical and empirical study of factor based hedging instruments applied to commercial real estate. It first reviews various models of property derivatives, both existing and experimental, and then analyses the concept of factor in modern finance. An empirical study follows by designing and evaluating factor hedges for a selection of office buildings located in the City of London (United Kingdom). The thesis concludes by making a series of recommendations to investors based on a typology of City properties
El, Haouzali Hafida. „Deroulage du peuplier : effets cultivars et stataions sur la qualité des produits dérivés“. Paris, ENSAM, 2009. http://www.theses.fr/2009ENAM0025.
Der volle Inhalt der QuellePeeling industry is the major application for poplar resource composed with more and more cultivars. A comprehensive evaluation of wood quality of these different cultivars is necessary for a better knowledge of their adequacy to different conventional (light packaging, plywood) or innovative applications (LVL for construction) in order to help foresters in their choices. This research participates to this approach focusing on poplar peelability, veneer quality, mechanical properties of plywood and LVL produced from 10 cultivars (5 well-known by professional and 5 promising new ones) coming from 4 different types of forest stations. Three trees having been harvested per station and per cultivar, the tests have been performed on 120 trees: 40 of them have been peeled in 1. 4 mm thick, 40 in 3 mm thick at laboratory scale. The other 40 trees have been peeled in industry in order to collect estimation of qualitative and quantitative production yields. Veneer quality has been evaluated measuring curl-up, surface quality (roughness, plushy surfaces), thickness variation, lathe checking. These veneers have been used to manufacture 320 plywood and LVL boards using two types of glue (PVAC and MUF). Each board has been characterized by non destructive and destructive bending and shearing tests. The results show that veneer quality mainly depends of peeling thickness and of radial position into the tree. Boards’ mechanical performances are linked to veneer thickness and glue types. No cultivar or stations effect haven been clearly identified, it is not necessary to adapt peeling and board manufacturing processes according to cultivars and station. Nevertheless, it seems relevant to discuss about an increase of poplar rotation duration in order to be able to use this wood for construction. Finally, technical proposals are made to bypass the presence of tension wood into poplar producing fuzzy surfaces
Nguyen, Thi Nhung. „Les techniques des produits dérivés et leurs champs d'application au café du vietnam“. Thesis, Bordeaux, 2015. http://www.theses.fr/2015BORD0333/document.
Der volle Inhalt der QuelleThe main objective of the thesis is to find solutions to improve the effectiveness of risk management for Vietnamese coffee stakeholders through trading on commodity exchanges. Like any agriculture products being subject to an important international exchange, coffee is known as a price significantly fluctuated product, which impacts not only the profitability and sustainability of producing entities, but also the export value of the major producing countries. The issue of management of price risk and implicitly, which relates to the appropriateness of the derivatives usage as hedging tools are central in fact.In order to understand how derivatives are applicable in the circumstances of Vietnamese coffee producers, the thesis focused primarily on studying about how to organize the coffee supply chain in Vietnam and foreseeing whether more intervention from intermediaries (traders, industrial shopkeepers) – before the product arrives the consumer – causes any effects. Each participant may face many risks, which has a direct or indirect impact on the product sale price. Producers are exposed to the risk of falling prices while intermediaries (processors or “simple” traders) are exposed to the risk of reducing their intermediation margin. In fact, they buy the product to resell but the two activities (selling and buying) are not done in a simultaneous way. From this point of view, the risk level to which they are exposed is usually significant in comparison with their commercial margin. The thesis tried to define which the most appropriate solutions should be taken by Vietnamese coffee producers in order to protect themselves against short-term unfavorable prices. This led us to consider the relevance of domestic as well as international coffee futures markets.For exporting products like coffee, there are two types of market which coexist: The Future Market (or organized market) - such as ICE Europe in London which deals Robusta coffee, ICE Futures U.S with Arabica coffee, CME and CBOT, the oldest and most active commodity exchange in the United States, and the Forward Market which is in India, China and Vietnam. There’s no better market since each type has its advantages and disadvantages. However, based on the previous research of commodity and finance exchange, we could estimate its respective interests for the Vietnamese economy leading to the possibility of optimizing only to the risk management function. Therefore, its roles in information dissemination and the implementation of storage policies may be unavoidable in some cases. According to this evaluation, the thesis also aims to propose some methods of improving the price risk management and storage policies in the Vietnamese coffee sector
Djerdjouri, Nour-Eddine. „Blanchiment et inhibition de la réversion par des produits réducteurs dérivés du phosphore“. Thèse, Université du Québec à Trois-Rivières, 1998. http://depot-e.uqtr.ca/3770/1/000648934.pdf.
Der volle Inhalt der QuelleAllard, Jessica. „Métathèse de dérivés de corps gras, séparation, extrapolation et valorisation des produits obtenus“. Rennes, Ecole nationale supérieure de chimie, 2015. http://www.theses.fr/2015ENCR0028.
Der volle Inhalt der QuelleA process of fatty compound transformation was developed for the production of a synthetic intermediate: 1,18-octadec-9- enedioic acid (D18:1) and its corresponding ester. It required the development of a pretreatment method of the raw material and an optimization of reaction conditions leading to the use of a low catalyst loading (<5 ppm). This process has been implemented successfully in several trials on a pilot scale (up to 200 kg). The advantage of using a continuous mode reactor was demonstrated by a process simulation made from experimental data. Finally, separation of reaction products was evaluated through different methods. On the other hand, preliminary tests of D18:1 transformation have been made by cross metathesis reactions
Dao, Vi Thuy. „Le gossypol et ses nouveaux dérivés : synthèse et étude d'activités biologiques“. Paris 11, 2002. http://www.theses.fr/2002PA112286.
Der volle Inhalt der QuelleNew Schiff bases of racemic gossypol and gossypolone and of (+)- or (-)-gossypol enantiomers are described. Schiff bases obtained from gossypol enantiomers are optically stable at room temperature whereas gossypolone Schiff bases racemize quickly and may be observed only at lower temperatures. Their cytotoxic activities on KB human cancer cells were determined : the methylimine and ethylimine derivatives of racemic gossypolone were the most active compounds, and the cytotoxicity of racemic gossypol and gossypolone was increased when the tests were performed in the absence of serum and decreased when catalase as well as mannitol were added to the culture medium. (+)-gossypol and (-)-gossypol derivatives displayed higher toxicities on KS and MCF7 cells than the corresponding (+) isomers. New derivatives of gossypol and gossypolone: dithianes or dithiolanes, were synthesized using dithioethane or dithiopropane in the presence of BF3. Et2O. Furthermore, the same reaction conditions with tetramethyl or hexamethyl ethers of gossypol lead to cyclic thioderivatives. These thioderivatives exhibited very low toxicity in KB cells. This masking of the aldehyde groups may be reverted by the use of electrophiles such as nitroxide ions, nitrosonium tetrafluoroborate which regenerate gossypolone or transform thiogossypols in new compounds, more toxic. Since toxicities of the derivatives issued from nitrosonium tetraf luoroborate action or nitric oxide plus ferric ion are increased, these results support the hypothesis that gossypol and gossypolone dithiane and dithiolanes could be proposed as prodrugs targeted against cells that express or are surrounded by high concentrations of nitric oxide, for instance, tumor cells
Zargari, Behnaz. „Le risque de crédit et les produits dérivés de crédit : modélisation mathématique et numérique“. Thesis, Evry-Val d'Essonne, 2011. http://www.theses.fr/2011EVRY0004.
Der volle Inhalt der QuelleThis thesis deals with credit derivatives modeling and consists of two parts: The first part concerns the density model, recently proposed by El Karoui et al., where the standing assumption is that the conditional law of default time given the reference filtration is equivalent to its (non-conditional) law. Under this assumption, we provide alternative (and simpler) proofs for some existing results in the theory of initial and progressive enlargement of filtrations. Also, we present some new results such as the predictable representation theorem for progressively enlarged filtration in the multidimensional case. We then propose several methods to construct density models, in both one-dimensional and multidimensional cases. Finally, we show that the density model is an efficient approach for dynamic hedging of multi-name credit derivatives. In the second part, a Markov model is constructed for studying the counterparty risk in a CDS contract. The wrong-way risk in this model is accounted for by the possibility of the simultaneous default of the reference name and of the counterparty. We start by considering a Markov chain model of two reference credits, the firm underlying the CDS and the protection seller in the CDS. In this set-up, we have semi-explicit formulae for most quantities of interest with regard to CDS counterparty risk like price, CVA, EPE or hedging strategies. We then generalize this framework to account for the spread risk by introducing stochastic factors, so that, we deal with a Markov copula model with stochastic intensities. We also address the issue of dynamically hedging the CVA with a CDS written on the counterparty. For model implementation, we consider three different affine specification of the intensities, which in view of the dynamic copula property of the model, make calibration very efficient. Numerical results are presented to show the adequacy of the behavior of CVA in the model with stylized features
Muni, Toke Ioane Susitino Patrick. „Résolution de modèles d'évaluation de produits dérivés financiers sur des architectures de grilles informatiques“. Châtenay-Malabry, Ecole centrale de Paris, 2006. http://www.theses.fr/2006ECAP1015.
Der volle Inhalt der QuelleThis thesis explores the possible benefits of an implementation on a Grid Computing architecture for solving the models used for the pricing of financial derivatives products. Two categories of numerical methods used in financial mathematics are studied: Monte Carlo simulations, and discretization of the parabolic problem arising when writing a Black and Scholes type partial differential equation. The first chapter introduces the Grid architecture used in this thesis, and especially the Globus Toolkit middleware. The second chapter deals with Monte Carlo methods for high-dimensional Bermudan options, through the study of two algorithms: the stochastic mesh method (Broadie and Glasserman, 1997) and the explicit computation of the exercise frontier (Ibanez and Zapatero, 2002). We “gridify” these algorithms and give results of speedup and efficiency for three types of implementations, named Scheduler, Web Services and Grid Services. In the third chapter we evaluate high-dimensional European options with a partial differential equation. Two numerical schemes are investigated and implemented: additive operator splitting (Kilianova and Sevcovic, 2004) and “Parareal” scheme (Lions, Maday, Turinici, 2001). Furthermore, we propose a technique for the reduction of the dimensionality based on a Galerkin method with orthogonal polynomials, and allowing the solving of the partial differential equation up to dimension 5 on one node of the computing grid
Mojuyé, Joseph Benjamin. „L'analyse juridique des produits dérivés financiers (swaps, options, futures. . . ) en droits français et américain“. Paris 2, 2003. http://www.theses.fr/2003PA020022.
Der volle Inhalt der QuelleSimonetti, Estelle. „Synthèses et études physico-chimiques de composés amphiphiles dérivés du Tham“. Avignon, 2005. http://www.theses.fr/2005AVIG0222.
Der volle Inhalt der QuelleDorn, Jochen. „Évaluation, modélisation et couverture des produits structurés de crédit“. Paris 1, 2008. http://www.theses.fr/2008PA010059.
Der volle Inhalt der QuelleLeonardi, Marie-Pascale. „Essais sur l'évaluation de produits dérivés sur actifs non négociés : de l'assurance à la finance“. Paris 9, 2004. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2004PA090070.
Der volle Inhalt der QuelleThe goal of this dissertation is to study a valuation method of contingent claims in incomplete markets given that the investor tries to maximize his expected wealth with his attitude towards risk. We make the assumption that there exists at least one untraded source of risk in the financial market and that contingent claims written on this source of risk are illiquid. We also make the assumption that it is possible to hedge the investor’s position with a liquid proxy. The first contribution of this work is to show that the price of the contingent claim, namely the indifference price, lies between financial and actuarial pricing. We show the this price can be expressed as the certainty equivalent with a modified risk aversion parameter and under a given probability measure which is not the historical one. The second contribution is directly linked to the first one as it is an empirical illustration of the theoretical result for different types of contingent claims: weather derivatives and options on funds. As for weather derivatives, we consider different valuation approaches and compare them to the indifference price. As for options on funds, we give the price of both a standard option and a barrier option. Lastly, the third contribution provides comprehensive coverage of macro-economic derivatives as inflation-linked options and options written on the French Livret A
Palseur, Alban. „Participation à l'étude de la qualification juridique des produits dérivés de crédit en droit français“. Thesis, Lyon 3, 2011. http://www.theses.fr/2011LYO30075/document.
Der volle Inhalt der QuelleNowadays, since financial crisis, « credit derivatives » are famous. Born in 1990’s, they transfer the credit risk. They are speculation’s instrument or margin’s instrument. International Swaps and Derivatives Association (ISDA), and the Fédération Bancaire Française (in France), point to pattern juridical agreement. Credit derivatives include five big sort of agreement : « credit default swap » (« contrat d’échange sur le risque de crédit »), « credit linked notes » (« dérivé de crédit titrisé »), « credit spread option » (« option sur écart de taux »), « credit spread forward » (« dérivé sur écart de taux ») and « total rate of return swap » (« dérivé de transfert total de rendement »). Their variety and essence ask difficult question of juridical appreciation in many countries. In French law, credit derivatives are « instrument financier ». But this juridical appreciation is incomplete. Every sort of agreement must being individually studies
Ballot, Sandrine. „Dérivés du fullérène et nanocapsules lipidiques comme nouveaux vecteurs de radiopharmaceutiques (99mTc/188Re)“. Rennes 1, 2003. http://www.theses.fr/2003REN10084.
Der volle Inhalt der QuelleChaouni-Benabdallah, Aziz. „Synthèse et étude physico-chimique de nouveaux aminoxyles hydroxyméthylés et méthoxyméthylés dérivés du doxyl“. Montpellier 1, 1993. http://www.theses.fr/1993MON13502.
Der volle Inhalt der QuelleBeaudoin, Luc. „Évaluation de deux modèles de produits dérivés : pour le marché de l'électricité en Amérique du Nord“. Thesis, Université Laval, 2007. http://www.theses.ulaval.ca/2007/24799/24799.pdf.
Der volle Inhalt der QuelleCristea, Victoria Cecilia. „Etudes électroanalytiques du p-nitrophénylsérinol et de quelques dérivés. Application à l'électrosynthèse de produits d'intérêt pharmacologique“. Rennes 1, 2003. http://www.theses.fr/2003REN10114.
Der volle Inhalt der QuelleTruan, Gilles. „Analyse du role de l'environnement d'oxydoreduction des cytochromes p450 produits chez la levure et identification des transporteurs endogenes“. Paris 11, 1994. http://www.theses.fr/1994PA112284.
Der volle Inhalt der QuelleBouraiou, Abdelmalek. „Synthèse d'hétérocycles quinoléiques à visée thérapeutique et d'analogues structuraux de produits naturels“. Rennes 1, 2009. http://www.theses.fr/2009REN1S126.
Der volle Inhalt der QuelleThis manuscript describes the preparation of new quinolines derivatives associated to heterocycles eg. Aziridine, pyrrolidine or pyrrole and some structural analogues of flavanones, flavonols and tetrahydroquinolones. In this context, we have developed two methods. The first one consists on the generation of the N-metalated azométhine ylide from a -iminoesters in presence of LiBr in basic medium. The second one is based on the thermolysis of the N-alkylaziridine, which react with DMAD to offer N-alkylpyrroles and Delta-pyrrolines. In second part, we have reported the synthesis of new heterocyclic compounds with likely flavonoïd structures incorporating a quinoline unit, from the corresponding 2-hydroxy and 2-aminochalcones. These intermediates were utilized for the preparation of some new compounds that have a similar structure of flavanones, flavonols, 3-hydroxy-2,3-dihydroquinolin-(4)-ones. A new synthetic approach concerning the preparation of 1,2,3,4-tetrahydroquinolin-(4)-one derivatives through an intramolecular cyclization using a microwave irradiation have used with success
Drelon, Mathieu. „Synthèse d’éthers insaturés dérivés de polyols par transformation du butadiène“. Thesis, Lille 1, 2019. http://www.theses.fr/2019LIL1R084.
Der volle Inhalt der QuelleGreen chemistry is today a priority axis of research and industry. The use of biobased compounds, safe solvents and economic processes is at the heart of this sustainable chemistry. In particular, many polyhydroxy compounds can be obtained by treatment of the biomass and use in this chemistry. The telomerization of butadiene catalysed by palladium on alcohol or polyol results in the formation of ethers with octadienyl chain. The reaction allows 100% atom economy which is in agreement with the previous concepts of sustainable chemistry. Our study relates the selective synthesis of mono-, di-, tri- or tetratelomers obtained by telomerization of butadiene on biosourced polyols. Optimization of the reaction was first carried out on the glycerol and then transposed on other biosourced polyols such as erythritol, pentaerythritol, methylglucose or sorbitol in order to obtain telomeres which ultimately have two functions. The kinetic studies of the telomerization reaction were also conducted under constant flow of butadiene to include this system in a continuous process. The installation of this system, from the production of biobutadiene from ethanol to its use in the telomerization reaction was carried out. Finally, the synthesized diols have been used in polycondensation reactions with diacids in order to produce alkyd resins present in the paint composition
Drelon, Mathieu. „Synthèse d’éthers insaturés dérivés de polyols par transformation du butadiène“. Electronic Thesis or Diss., Université de Lille (2018-2021), 2019. http://www.theses.fr/2019LILUR084.
Der volle Inhalt der QuelleGreen chemistry is today a priority axis of research and industry. The use of biobased compounds, safe solvents and economic processes is at the heart of this sustainable chemistry. In particular, many polyhydroxy compounds can be obtained by treatment of the biomass and use in this chemistry. The telomerization of butadiene catalysed by palladium on alcohol or polyol results in the formation of ethers with octadienyl chain. The reaction allows 100% atom economy which is in agreement with the previous concepts of sustainable chemistry. Our study relates the selective synthesis of mono-, di-, tri- or tetratelomers obtained by telomerization of butadiene on biosourced polyols. Optimization of the reaction was first carried out on the glycerol and then transposed on other biosourced polyols such as erythritol, pentaerythritol, methylglucose or sorbitol in order to obtain telomeres which ultimately have two functions. The kinetic studies of the telomerization reaction were also conducted under constant flow of butadiene to include this system in a continuous process. The installation of this system, from the production of biobutadiene from ethanol to its use in the telomerization reaction was carried out. Finally, the synthesized diols have been used in polycondensation reactions with diacids in order to produce alkyd resins present in the paint composition
Patard, Pierre-Alain. „Ingénierie des produits structurés : essais sur les méthodes de simulation numérique et sur la modélisation des données de marché“. Lyon 1, 2008. http://www.theses.fr/2008LYO10187.
Der volle Inhalt der QuelleThis thesis gathers a set of studies dealing with the problematic of numerical procedures and with the problematic of market data modelling met during the development of an equity derivatives valuation tool. The first part relates to the use of Monte Carlo and Quasi-Monte Carlo simulations in order to price derivatives. It insists more particularly on the choice and the implementation of uniform generators, on the techniques employed to simulate Gaussian variables and on the variance reduction procedures that can be applied to improve the convergence rate of the estimators. The second part relates to the modelling of the market parameters, which influence the stock price dynamic. The first two chapters deal successively with the zero curve construction and the implied volatility surface fitting under the no-arbitrage assumption. The third chapter resolves the European option-pricing problem in the presence of discrete cash dividends
Kuczynski, Jerzy. „Relation entre les propriétés de surface des dérivés lourds des pétroles et leur tendance à la floculation“. Mulhouse, 1985. http://www.theses.fr/1985MULH0014.
Der volle Inhalt der QuelleBensusan, Harry. „Risques de taux et de longévité : Modélisation dynamique et Applications aux produits dérivés et à l'assurance-vie“. Phd thesis, Ecole Polytechnique X, 2010. http://pastel.archives-ouvertes.fr/pastel-00563792.
Der volle Inhalt der QuelleSkandrani, Yezid. „L'efficacité des stratégies de couverture sur les marchés dérivés de produits pétroliers en période de forte volatilité“. Paris 9, 1998. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1998PA090061.
Der volle Inhalt der QuelleIaych, Kamal. „Développement de nouveaux produits de traitement du bois basés sur l'utilisation de polycarbonates cycliques dérivés du glycérol“. Thesis, Nancy 1, 2010. http://www.theses.fr/2010NAN10032/document.
Der volle Inhalt der QuelleThe studies conducted during this thesis focuses on the development of various wood treatments based on the use of cyclic carbonates derived from glycerol, renewable source of raw materials in order to develop new methods of chemical modification of wood materials. The work proceeded in two stages: the first part of this work was to directly use the glycerol carbonate to develop treatments in the aqueous phase followed, after impregnating the wood product, a polymerization reaction for fixing the last to avoid leaching. The results have proved difficult to apply because of the reaction conditions too harsh, inconsistent with the thermal stability of wood. The second part related to the formation of polyurethanes in the wood without resorting to the use of isocyanates using condensation reactions of amines on cyclic di or polycarbonates. Various ways have been explored for the development of cyclic di or polycarbonate involving either the use of glycerol carbonate in a suitable junction module, or the action of dimethyl carbonate of polyglycerol. The formation of polyurethanes has been studied in a homogeneous phase and then applied to the treatment of wood. The results indicate, for the treatments performed, an increase of dimensional stability and resistance to wood brown rot fungus Poria placenta
Henon, Sandrine. „Évaluation et couverture de produits dérivés dans les marchés imparfaits : un modèle de taux avec volatilité stochastique“. Marne-la-Vallée, 2005. http://www.theses.fr/2005MARN0242.
Der volle Inhalt der QuellePrado, Sylvain. „Le Risque de Valeur Résiduelle : trois études quantitatives“. Thesis, Paris 10, 2010. http://www.theses.fr/2010PA100082/document.
Der volle Inhalt der QuelleLeasing, by its volume and its attributes, constitutes a significant mean of financing in the world. Leasing, however, sparked off a limited academic interest, many of its features have been unexplored and particularly on a critical point, the residual value risk. In the leasing industry the lessor faces a risk, at the end of the contract, in not recovering sufficient capital value from resale of the asset. The risk of loss on sales at the end of the contract term, as well as pricing, are critically impacted by the forecasted resale price of the asset (residual value). The thesis aims to provide an academic contribution directed at asset analysts in charge of residual value in the leasing industry. Three topics are discussed: asset valuation, residual value risk hedging, and macro economy perspective. In the first chapter, we apply the Hedonic methodology to European auto lease portfolios, in order to estimate the resale price distribution. The Hedonic approach estimates the price of a good through the valuation of its attributes. Following a discussion on Hedonic prices, we propose an operational model for the automobile resale market. The model is applied to four European countries (France, Germany, Spain and Great Britain), and distributions are calculated on two vehicle versions (Audi A4 and Ford Focus) allowing a comparison of market depreciation patterns and residual value risks. In the second chapter, we propose a model to hedge residual value risk using the Gaussian copula methodology. After discussing residual value risk and credit risk modelization, a new derivative product is introduced and analyzed; the Collateralized Residual Values (CRV). The model is applied to an European auto lease portfolio of operating lease contracts pertaining to a major company. Our results indicate that the financial product is easy to customize, and to implement through the contract characteristics and the level of correlation. In the third chapter, we aim at answering two critical questions of the Auto lease industry. What are the interactions between the new and the second-hand car markets? Can we use the interactions to estimate the car prices of tomorrow? Everybody knows that the new cars of today are used cars of tomorrow and some people assume a competition between new and used markets. There are numerous, preconceived ideas and academic theories regarding the interactions between primary and secondary markets. To investigate the relations, we provide a macroeconomic analysis of the French, the British and the US car markets. Our results indicate that the relations appear limited for France and the UK, whereas the US market faces a Scitovscky mechanism. Furthermore, they illustrate that the interrelations are not strong enough to fully explain and forecast market patterns