Dissertations / Theses on the topic 'Jump'
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Zambon, Nancy. "Jumps diffusion and jump risk pricing." Doctoral thesis, Università degli studi di Padova, 2017. http://hdl.handle.net/11577/3423229.
Full textOgni giorno gli operatori di mercato si scambiano decine di migliaia di titoli, creando in questo modo un ricco bacino d'informazione che può essere utilizzato per studiare la dinamica dei prezzi. Infatti, il processo seguito dai rendimenti dei titoli rappresenta un argomento fondamentale nella letteratura finanziaria da decenni. Diversi studi forniscono prove, tra gli altri Ball e Torous (1983), Jarrow e Rosenfeld (1984), e Jorion (1988), circa la presenza di improvvisi ed infrequenti movimenti di grande ampiezza nei prezzi delle azioni, conosciuti con il nome di jump (salti). Pertanto, è uno standard disegnare la dinamica dei prezzi delle azioni combinando una componente diffusiva continua e una componente discontinua rappresentata dai jump. A causa della loro rilevanza in economia, finanza e scienze delle decisioni, la presente tesi si concentra sui jump nei rendimenti azionari. Si noti che i capitoli 1 e 2 rappresentano due diversi paper, intitolati rispettivamente "Rischio legato ai jump e implicazioni sui prezzi" e "La diffusione nella cross-section dei jump e l'identificazione dei movimenti settoriali di tipo collettivo", ognuno dei quali sviluppa il tema principale in una diversa direzione. Capitolo 1: costruzione di un fattore di rischio legato ai jump. Un modello centrale nella descrizione dei rischi e rendimenti di mercato è quello proposto da Sharpe (1964), Lintner (1965), Mossin (1966) e Black (1972): il CAPM. Successivamente, Fama e French (1993) e Carhart (1997), tra gli altri, hanno proposto modelli di asset pricing alternativi, sviluppati espandono il CAPM con l’aggiunta di ulteriori fonti di rischio. Il primo capitolo contribuisce alla letteratura esistente proponendo un fattore in grado di catturare la paura degli investitori di futuri salti nei prezzi delle azioni, fattore che viene successivamente aggiunto al modello di Carhart (1997) creando, di conseguenza, un modello a cinque fattori. Tramite l’utilizzo di questo modello, dimostriamo che non solo il nostro fattore è in grado di catturare variazioni comuni nei rendimenti azionari, ma anche che il suo utilizzo migliora le prestazioni del modello. Infine calcoliamo i premi per il rischio associati alle cinque fonti di rischio del modello e mostriamo che essi sono sempre positivi e non significativamente diversi dai rendimenti medi dei fattori. Il database utilizzato per tutte le elaborazioni è costituito dalle informazioni reperibili tramite il CRSP per il periodo 1925-2014, scelta che ci permette di utilizzare una base di informazioni molto ampia: 89 anni di dati e più di 24.000 titoli. Capitolo 2: diffusione nella cross-section dei jump. Nonostante sia stata evidenziata la presenza di jump nei prezzi dei titoli per vari mercati, continua ad essere limitata la comprensione della loro diffusione nella cross-section. Il secondo capitolo indaga la presenza di jump che coinvolgono contemporaneamente un gran numero di azioni, i salti multivariati (o MJ), utilizzando un database di dati in alta frequenza di notevoli dimensioni. Il database include i prezzi a 1 minuto per tutti i 3.509 titoli appartenenti all'indice Russell 3000 tra il 2 Gennaio 1998 e il 5 Giugno 2015 (4.344 giorni), dati che trattiamo sia nel loro complesso sia concentrandoci sulle 11 industrie cui appartengono. Utilizzando le informazioni sui jump multivariati, proponiamo due indici informativi della diffusione in cross-section dei jump: un indice di diffusione giornaliero (o DID), e un indice di diffusione intraday (o DII). I risultati confermano l'utilità di entrambi gli indici, i cui trend e residui mostrano picchi più alti in corrispondenza di importanti fasi economiche, come ad esempio il 2008 e il 2010. Inoltre, osserviamo una correlazione positiva e significativa degli indici di diffusione con il mercato ed evidenziamo che un’analisi limitata agli eventi sistemici potrebbe essere fuorviante e incompleta. Diversamente si consiglia l’uso combinato di jump multivariati sistemici e non sistemici. Siamo inoltre in grado di stabilire una relazione tra jump multivariati e notizie a livello di mercato. I nostri risultati hanno importanti implicazioni non solo per le attività di asset allocation ed hedging, ma anche nel settore di asset pricing. Per quanto riguarda questo ultimo punto, includendo i nostri indici di diffusione in un modello CAPM, dimostriamo che, sia il DID che il DII, catturano variazioni comuni dei rendimenti azionari che sono invece tralasciate dal fattore di mercato. Questi risultati depongono a favore dell’utilizzo di informazioni sui jump multivariati per la costruzione di un fattore che catturi il rischio di jump nella cross-section, che potrebbe poi essere aggiunto, ad esempio, nel modello a 5 fattori che abbiamo proposto nel Capitolo 1.
Broussard, Tracey Ann. "Jump! How high?" FIU Digital Commons, 2004. http://digitalcommons.fiu.edu/etd/1816.
Full textFlykt, Ebba, and Hanna Magnusson. "JJ PRO JUMP." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-279726.
Full textThis report is part of the Bachelor’s Degree Project in Integrated Product Design at KTH, Royal Institute of Technology. The project was conducted in collaboration with NOA Aluminium. The task was to develop a jumping harness which is to be used by figure skaters and their coaches. It is common by figure skaters to use a jumping harness to reduce the learning time for performing different types of artistic movements. It was stated at the beginning of the project that the product ought to be constructed with modern materials and solutions. Furthermore, the harness should be adjustable to fit athletes of different ages and sizes. Several methods, such as market analysis, interviews, and observations, were used to gather information about the user and his or her experiences with their harness. The market analysis showed that there are three various types of jumping harnesses on the market today. These are known as NoFall, On-Ice track, and the hand-held harness. The interviews and observations gave a whole lot of information about the positive and negative sides of the tools. Thereafter, the ideation phase took a start. Numerous design thinking methods, such as brainstorming, 3-6-5, and brainwriting, were used to generate as many and as broad ideas as possible. Henceforth, three ideas were chosen, all of which differed a lot from each other. The concepts were named Mette, Magda, and Stella. Mette is a development of the hand-held jumping harness. Moreover, Magda is a concept that works through magnetic levitation, and Stella is a bearing rack. After careful evaluation, the concept called Mette was chosen for further development. The final concept is a product that aims to be comfortable, easy to carry, and sustainable for the environment. The product consists of a telescopic aluminum bar, a wire construction, a detachable handle for the coach, as well as one harness for the athlete and one for its coach.
Liao, Fuong-Cheng William. "The influence of different drop jump training techniques on jump performance." Thesis, University of Ulster, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.411659.
Full textWong, Ho Cheung. "Control of a quadruped standing jump and running jump over irregular terrain obstacles /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487760357823082.
Full textRosenbaum, Molly Anne. "One Jump Forward, Two Jumps Back: A Qualitative Study of Parental Issues Raising Adolescents with Autism." BYU ScholarsArchive, 2018. https://scholarsarchive.byu.edu/etd/7028.
Full textGriggs, Cameron V. "Relationship Between Lower Body Strength, Countermovement Jump Height, and Optimal Drop Jump Drop Height." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etd/3098.
Full textTassi-Londorfou, Eleftheria. "Jump diffusion models in volatility." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.249634.
Full textConforti, Giovanni, Pra Paolo Dai, and Sylvie Roelly. "Reciprocal class of jump processes." Universität Potsdam, 2014. http://opus.kobv.de/ubp/volltexte/2014/7077/.
Full textHadjerioua, Boualem 1957. "Behavior of hydraulic jump basins." Thesis, The University of Arizona, 1990. http://hdl.handle.net/10150/291709.
Full textMai, Hilmar. "Drift estimation for jump diffusions." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012. http://dx.doi.org/10.18452/16590.
Full textThe problem of parametric drift estimation for a a Lévy-driven jump diffusion process is considered in two different settings: time-continuous and high-frequency observations. The goal is to develop explicit maximum likelihood estimators for both observation schemes that are efficient in the Hájek-Le Cam sense. The likelihood function based on time-continuous observations can be derived explicitly for jump diffusion models and leads to explicit maximum likelihood estimators for several popular model classes. We consider Ornstein-Uhlenbeck type, square-root and linear stochastic delay differential equations driven by Lévy processes in detail and prove strong consistency, asymptotic normality and efficiency of the likelihood estimators in these models. The appearance of the continuous martingale part of the observed process under the dominating measure in the likelihood function leads to a jump filtering problem in this context, since the continuous part is usually not directly observable and can only be approximated and the high-frequency limit. In the second part of this thesis the problem of drift estimation for discretely observed processes is considered. The estimators are constructed from discretizations of the time-continuous maximum likelihood estimators from the first part, where the continuous martingale part is approximated via a thresholding technique. We are able to proof that even in the case of infinite activity jumps of the driving Lévy process the estimator is asymptotically normal and efficient under weak assumptions on the jump behavior. Finally, the finite sample behavior of the estimators is investigated on simulated data. We find that the maximum likelihood approach clearly outperforms the least squares estimator when jumps are present and that the efficiency gap between both techniques becomes even more severe with growing jump intensity.
Tsai, Ping-Chen. "An empirical study on jumps in asset prices using high-frequency data : volatility specification, jumps detection & the modelling of jump intensity." Thesis, Lancaster University, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.663227.
Full textMeylan, Cesar. "Kinematic and kinetic characteristics of unilateral jump assessments: Reliability, asymmetry and relationship to jump performance." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2009. https://ro.ecu.edu.au/theses/1847.
Full textKraska, Jenna M., Ann M. Kinser, C. Whitted, Michael W. Ramsey, Margaret E. Stone, G. Gregory Haff, William A. Sands, and Michael H. Stone. "Relationship Between Isometric Force Characteristics and the Difference in Jump Height in Weighted and Un-weighted Jumps." Digital Commons @ East Tennessee State University, 2007. https://dc.etsu.edu/etsu-works/4104.
Full textOkamatsu, Hidefusa. "External Ankle Supports Alter Kinematics and Kinetics during Drop-Jump Landing and Forward-Jump Landing Tasks." Diss., North Dakota State University, 2014. https://hdl.handle.net/10365/27366.
Full textNDSU College of Human Development and Education
Beckham, George, Timothy J. Suchomel, C. J. Cole, S. B. Kim, and Michael H. Stone. "Influence of Sex, Relative Maximal Strength and Unloaded Vertical Jump Height on the Countermovement Vertical Jump." Digital Commons @ East Tennessee State University, 2019. https://dc.etsu.edu/etsu-works/6298.
Full textGarforth, Kathryn Charlotte. "JUMP Math in grade four classrooms." Thesis, University of British Columbia, 2013. http://hdl.handle.net/2429/43953.
Full textKosytsina, Nadiya [Verfasser]. "Jump penalized L1-Regression / Nadiya Kosytsina." Greifswald : Universitätsbibliothek Greifswald, 2012. http://d-nb.info/1024402258/34.
Full textHovey, Richard. "Examination of the Bosco jump test." Thesis, McGill University, 1989. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=55609.
Full textOrnthanalai, Chayawat. "Asset pricing with Lévy jump processes." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66745.
Full textCette thèse comporte trois essais qui explorent le développement théorique ainsi que les applications empiriques des modèles d'évaluation d'actifs avec des processus de saut de Lévy. Le premier essai présente un nouveau cadre d'évaluation en temps discret qui combine à la fois des processus heteroskedastic ainsi qu'une large famille de spécifications à base des sauts dans les processus de rendement et de la volatilité. Nos modèles peuvent être facilement estimés en utilisant des techniques standard de maximum de vraisemblance. Nous évaluons les modèles proposés en les adaptant à un long échantillon de rendement sur l'indice S&P500, et en évaluant un grand échantillon d'options. Nous trouvons un fort soutien empirique pour l'existence des sauts avec intensités à temps-variables. Un modèle à saut dont l'intensité est affine avec la variance conditionnelle performe particulièrement bien a la fois pour les rendements ainsi que pour l'évaluation des options. Dans le deuxième essai, nous développons une nouvelle famille de modèles d'évaluations d'actif qui combine la flexibilité des processus de Lévy avec la facilité d'implémentations des modèles affines GARCH. Ce cadre résulte à une grande classe des processus de rendement des actifs qui ont des solutions analytiques pour leur «transforme», et mène à une évaluation simple des produits dérivés. Nous appliquons ce cadre nouvellement proposé à de divers modèles à deux-facteurs-une composante normale et une autre a base du processus à saut de Lévy. Les résultats de l'évaluation commune des options et des rendements sur l'indice du marché indiquent le rôle économique important des sauts. Nous constatons que les modèles sans sauts ne peuvent pas réconcilier la différence entre les rendements réalisés du marché et les espérances des investisseurs concernant les rendements avec un niveau de prime de risque économiquemen
Wickström, Simon. "Jump-Diffusion Models and Implied Volatility." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-242054.
Full textXia, Yuan. "Multilevel Monte Carlo for jump processes." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8.
Full textBreeds, Edward. "Novel hardware for temperature-jump DNP." Thesis, University of Nottingham, 2018. http://eprints.nottingham.ac.uk/52518/.
Full textBoiardi, Sara. "Introduzione ai modelli a jump-diffusion." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2010. http://amslaurea.unibo.it/1388/.
Full textEllison, Philip James. "Structural properties of generalised jump classes." Thesis, University of Leeds, 2011. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.535681.
Full textNeuhoff, Daniel. "Reversible Jump Markov Chain Monte Carlo." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016. http://dx.doi.org/10.18452/17461.
Full textThe four studies of this thesis are concerned predominantly with the dynamics of macroeconomic time series, both in the context of a simple DSGE model, as well as from a pure time series modeling perspective.
Horton, Micheal Milo. "Improving vertical jump: A program design." CSUSB ScholarWorks, 2003. https://scholarworks.lib.csusb.edu/etd-project/2185.
Full textDiop, Sidy <1987>. "Credit Risk Management and Jump Models." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amsdottorato.unibo.it/8745/1/Sidy%20Diop%20-%20PhD%20Thesis.pdf.
Full textGreen, Nancy C. "The influence of parachute jump experience on intensity of sensation seeking and anxiety state during a jump exercise /." Thesis, McGill University, 1988. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=61895.
Full textAntunes, Mário. "Efeitos agudos da aplicação de Kinesio Tape na performance do salto vertical." Bachelor's thesis, [s.n.], 2014. http://hdl.handle.net/10284/4322.
Full textIntrodução: A aplicação de Kinesio Tape tem sido utilizada para melhorar o desempenho desportivo. O objetivo deste estudo foi analisar os efeitos agudos da aplicação de Kinesio Tape na performance do salto vertical. Metodologia: A amostra foi constituída por 12 participantes (7 mulheres e 5 homens), com idades compreendidas entre os 18 e os 35 anos. Todos os participantes foram avaliados em duas sessões onde foi aplicado o procedimento experimental ou de controlo, de forma randomizada. Para avaliar o desempenho do salto vertical recorreu-se à utilização do Ergojump®. Resultados: Verificou-se uma diminuição significativa da performance após o procedimento de controlo que não se verificou após a aplicação da ligadura. Conclusão: A aplicação da ligadura não melhorou a performance do salto vertical, mas parece indiciar efeitos protetores de diminuição da performance de salto. Introduction: The application of Kinesio Tape has been used to improve athletic performance. The aim of this study was to analyze the acute effects of Kinesio Tape on the vertical jump performance. Methodology: The sample consisted in 12 participants (7 women and 5 men), with ages between 18 and 35 years. All the participants were assessed in two sessions for the application of the control and experimental procedures in a random order. The Ergojump®was used for the evaluation of the jump performance. Results: A significant decrease of the performance was found after the control procedure but not after the Kinesio Tape application. Conclusion: The Kinesio Tape did not improve the vertical jump performance, but seems to indicate protective effects in the decrease of the jump performance.
Sjödin, Johanna. "Telefonapplikationen My Jump2 som mätverktyg vid utförandet av unilateralt Drop Jump. : Klinisk funktionell bedömning av triceps surae hos aktiva motionärer." Thesis, Umeå universitet, Avdelningen för idrottsmedicin, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-166190.
Full textIntroduction: The smartphoneapplication My Jump2 has been assessed in rescent research for its validity and reliability. In comparison to golden standard devices, My Jump2 shows great- perfect correlation measuring jump height. Eventhough former results indicate usability of the smarthphoneapplication, further research is needed in order to evaluate clinical usefulness in a more expanded population. Aim: The aim of this study was to analyse the relationship and correlations between measured values from My Jump2 and clinical testing of lower extremity performance. This in an active and recreational population, both male and female. Method: A total of 26 males and females were tested individually in a gym-location. 3rep MAX, lunge-test, heel-rises to exhaustion and best of three drop jumps were analysed on the dominat leg. Pearsons correlation was used to evaluate the relationship between My Jump2 and clinical tests and ANCOVA to analyse diffrences within the testgroup. Results: Analysis showed two significant correlations between functional values for the men and one for women when comparing My Jump2 and clinical tests. A significant difference in RSI-value was found between the covariate (sex) (95% CI; 0,01-0,19, p = 0,03) considering 3rep MAX (factor). No significant difference was found in stiffness between the covariate (sex) considering ROM (factor). Conclusion: This study indicates that further research is needed. Analysis shows few significant correlations between My Jump2 and clinical tests. My Jump2 results shows significant values regarding RSI-values considering sex and musclestrenght. This study can not confirm the relationship and correlations between measured values from My Jump2 and clinical testing of lower extremity performance.
Boysen, Leif. "Jump estimation for noisy blurred step functions." Doctoral thesis, [S.l.] : [s.n.], 2006. http://webdoc.sub.gwdg.de/diss/2006/boysen.
Full textWong, Wee Chin. "Estimation and control of jump stochastic systems." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31775.
Full textCommittee Chair: Jay H. Lee; Committee Member: Alexander Gray; Committee Member: Erik Verriest; Committee Member: Magnus Egerstedt; Committee Member: Martha Grover; Committee Member: Matthew Realff. Part of the SMARTech Electronic Thesis and Dissertation Collection.
Skoog, Daniel. "Jump processes and the implied volatility curve." Thesis, Uppsala University, Department of Mathematics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-120040.
Full textSimsek, Cagdas. "Forced Hydraulic Jump On Artificially Roughened Beds." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608038/index.pdf.
Full textPereira, Gleber [UNESP]. "Co-ordination and fatigue of countermovement jump." Universidade Estadual Paulista (UNESP), 2007. http://hdl.handle.net/11449/100397.
Full textConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
O objetivo principal desta tese foi investigar a causa e a conseqüência da fadiga em countermovement jumps realizados em diferentes razões de esforço e pausa. Esses objetivos foram testados utilizando dois estudos experimentais. O primeiro estudo comparou as causas da fadiga em protocolos de fadiga de curta (=10 min) e longa duração (=20 min), manipulando as durações da pausa entre countermovement jumps. Os resultados indicaram que, após a realização do protocolo de fadiga de curta duração, houve redução da contração isométrica voluntária máxima para extensão do joelho acompanhada por fadiga central e periférica. Por outro lado, após a realização do protocolo de fadiga de longa duração, a redução da contração isométrica voluntária máxima para extensão do joelho foi associada apenas à fadiga periférica. No segundo estudo foi utilizado um protocolo de fadiga para o sistema neuromuscular similar ao primeiro estudo, tendo como objetivo investigar o padrão de movimento sob fadiga. O tempo e a seqüência da relação inter-segmental do movimento e da ativação muscular permaneceram inalteradas sob a condição de fadiga. Entretanto, alguns ajustes no controle de countermovement jumps realizados sob a condição de fadiga foram observados, provavelmente na tentativa de manter a altura do salto vertical. Entre alguns ajustes, é possível destacar um aumento na flexão das articulações e na duração do salto vertical. Esses resultados foram similares independentemente da razão de esforço e pausa utilizada para induzir fadiga em countermovement jumps. Considerando ambos os estudos experimentais, os resultados da presente tese sugerem que a causa da fadiga em countermovement jumps é tarefa-dependente. Isso significa que dependendo do protocolo de indução de fadiga utilizado, a causa da fadiga pode ser alterada de central para periférica, por exemplo...
This thesis explored the cause of fatigue in countermovement jump performed under different intensities and its influence upon movement pattern. These aims were tested using two experimental studies. The first one aimed to compare the causes of fatigue development during a short- (=10 min) and a long-term (=20 min) countermovement jump protocols through the manipulation of resting interval. The results indicated that after short-term fatigue protocol, maximal voluntary isometric contraction reduction was accompanied by central and peripheral fatigue. On the other hand, after long-term fatigue protocol, maximal voluntary isometric contraction reduction was accompanied by peripheral fatigue. The second study used similar exercise protocol to induce fatigue on neuromuscular system. It was aimed to investigate the movement pattern of countermovement jump throughout fatigue exercise protocols. The timing and sequencing of inter-segmental movement and of muscle activation remained relatively unaltered under fatigue. However, in order to sustain required jump height, few adjustments were performed on control and on coordination of fatigued jumps, such as increased joint flexion and earlier initiation of joint extension. This result was quite similar irrespective of fatigue-induced exercise intensities. Considering both experimental studies, the results of present thesis suggest that the cause of fatigue in countermovement jump is task-dependent in which depends on what fatigue protocol is used, thereby the cause of fatigue can move from one site to another. Even with the neuromuscular system impaired, there was not change on the movement pattern of countermovement jump, irrespective of exercise duration and cause of fatigue. However, adjustments on control and coordination of countermovement jump were performed in order to compensate the force loss and to maintain the targeted jump height.
Jiang, Xia. "Cadmium jump frequencies in L1₂ intermetallic compounds." Online access for everyone, 2008. http://www.dissertations.wsu.edu/Thesis/Spring2008/x_jiang_042408.pdf.
Full textSaeedi, Ardavan. "Nonparametric Bayesian models for Markov jump processes." Thesis, University of British Columbia, 2012. http://hdl.handle.net/2429/42963.
Full textSimen, Chardin Wese. "Variance and jump risks in financial markets." Thesis, University of Reading, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627643.
Full textKnight, P. "Temperature jump studies of lyotropic liquid crystals." Thesis, University of Salford, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.234784.
Full textBu, Tianren. "Option pricing under exponential jump diffusion processes." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/option-pricing-under-exponential-jump-diffusion-processes(0dab0630-b8f8-4ee8-8bf0-8cd0b9b9afc0).html.
Full textOcampo-Salazar, Julian Andres. "Scale : the next jump in architectural production." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/98638.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (pages 120-121).
As a result of macro-economic trends as well as extensive support from the Chinese central government and its 'Go West' initiative Chongqing has become the fastest growing large city in the world, with annual GDP growth of 15% and a continued economic expansion that has facilitated the conditions for unprecedented urban development both in terms of size and speed. In the year 2013 half an Empire State building was constructed in the city every day, an equivalent of 182 Empire State buildings in one year, a massive amount of architectural production for a single city. Chongqing has followed the default growth paradigm of isolated multi - tower - in - the - park developments located at the periphery of the city that are, by default, conceived in isolation; this paradigm fails to envision the concurrent architectural production within the city as a possible force that can be focused and utilized to shape the urban experience, reduce overall transportation time, reduce energy consumption and make evident the reality of the scale at which the city is growing. Scale, The next jump in architectural production proposes an alternative development model that capitalizes on the opportunities embedded within the unprecedented scale of concurrent development taking place in Chongqing. By understanding this development as a confluent force Scale proposes a system through which buildings previously thought of as single use become multi - use infrastructural parts of a much larger architectural object, a single "building made of buildings". Typical generically designed housing and office towers become the columns supporting city blocks turned elevated beams that assemble to form a new infrastructural object. Such an object fulfills the immediate programmatic requirements of the city below; education, housing, offices and public space as well as transportation are embedded within, giving the new architectural object the ability to intensify the gravitational pull of the city towards itself and serves as a marker showcasing the unparalleled scale of architectural production that the city of Chongqing is currently able to generate.
by Julian Andres Ocampo-Salazar.
M. Arch.
Pollock, Murray. "Some Monte Carlo methods for jump diffusions." Thesis, University of Warwick, 2013. http://wrap.warwick.ac.uk/60602/.
Full textPereira, Gleber. "Co-ordination and fatigue of countermovement jump /." Rio Claro : [s.n.], 2007. http://hdl.handle.net/11449/100397.
Full textAbstract: This thesis explored the cause of fatigue in countermovement jump performed under different intensities and its influence upon movement pattern. These aims were tested using two experimental studies. The first one aimed to compare the causes of fatigue development during a short- (=10 min) and a long-term (=20 min) countermovement jump protocols through the manipulation of resting interval. The results indicated that after short-term fatigue protocol, maximal voluntary isometric contraction reduction was accompanied by central and peripheral fatigue. On the other hand, after long-term fatigue protocol, maximal voluntary isometric contraction reduction was accompanied by peripheral fatigue. The second study used similar exercise protocol to induce fatigue on neuromuscular system. It was aimed to investigate the movement pattern of countermovement jump throughout fatigue exercise protocols. The timing and sequencing of inter-segmental movement and of muscle activation remained relatively unaltered under fatigue. However, in order to sustain required jump height, few adjustments were performed on control and on coordination of fatigued jumps, such as increased joint flexion and earlier initiation of joint extension. This result was quite similar irrespective of fatigue-induced exercise intensities. Considering both experimental studies, the results of present thesis suggest that the cause of fatigue in countermovement jump is task-dependent in which depends on what fatigue protocol is used, thereby the cause of fatigue can move from one site to another. Even with the neuromuscular system impaired, there was not change on the movement pattern of countermovement jump, irrespective of exercise duration and cause of fatigue. However, adjustments on control and coordination of countermovement jump were performed in order to compensate the force loss and to maintain the targeted jump height.
Orientador: Eduardo Kokubun
Coorientador: José Angelo Barela
Banca: André Luiz Félix Rodacki
Banca: Ana Maria Forti Barela
Banca: Carlos Ugrinowistch
Doutor
Czornik, Adam. "On control problems for jump linear systems." Praca habilitacyjna, Wydawnictwo Politechniki Śląskiej, 2003. https://delibra.bg.polsl.pl/dlibra/docmetadata?showContent=true&id=8802.
Full textKoimburi, Mercy Muthoni. "Finite activity jump models for option pricing." Master's thesis, University of Cape Town, 2011. http://hdl.handle.net/11427/9115.
Full textThis thesis aims to look at option pricing under affine jump diffusion processes, with particular emphasis on using Fourier transforms. The focus of the thesis is on using Fourier transform to price European options and Barrier options under the Heston stochastic volatility model and the Bates model. Bates model combines Merton's jump diffusion model and Heston's stochastic volatility model. We look at the calibration problem and use Matlab functions to model the DAX options volatility surface. Finally, using the parameters generated, we use the two stated models to price barrier options.
Xu, Guoping. "Basket options pricing for jump diffusion models." Thesis, Imperial College London, 2010. http://hdl.handle.net/10044/1/6331.
Full textMina, Francesco. "On Markovian approximation schemes of jump processes." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/48049.
Full textTurco, Giovanna <1985>. "Il "jump cut": dagli esordi al Carosello." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/6565.
Full textKaragiannis, Georgios. "AISRJMCMC - Annealed Importance Sampling within Reversible Jump Markov Chain Monte Carlo algorithm : a pseudo-marginal reversible jump MCMC algorithm." Thesis, University of Bristol, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.546223.
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