Thèses sur le sujet « 86-10 »
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Mwape, Bibiana Mwansa. « An analysis of section 86(10) of the National Credit Act no. 32 of 2005 ». Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/15193.
Texte intégralTan, Xiaolu. « Stochastic control methods for optimal transportation and probabilistic numerical schemes for PDEs ». Palaiseau, Ecole polytechnique, 2011. https://theses.hal.science/docs/00/66/10/86/PDF/These_TanXiaolu.pdf.
Texte intégralThis thesis deals with the numerical methods for a fully nonlinear degenerate parabolic partial differential equations (PDEs), and for a controlled nonlinear PDEs problem which results from a mass transportation problem. The manuscript is divided into four parts. In a first part of the thesis, we are interested in the necessary and sufficient condition of the monotonicity of finite difference thêta-scheme for a one-dimensional diffusion equations. An explicit formula is given in case of the heat equation, which is weaker than the classical Courant-Friedrichs-Lewy (CFL) condition. In a second part, we consider a fully nonlinear degenerate parabolic PDE and propose a splitting scheme for its numerical resolution. The splitting scheme combines a probabilistic scheme and the semi-Lagrangian scheme, and in total, it can be viewed as a Monte-Carlo scheme for PDEs. We provide a convergence result as well as a rate of convergence. In the third part of the thesis, we study an optimal mass transportation problem. The mass is transported by the controlled drift-diffusion dynamics, and the associated cost depends on the trajectories, the drift as well as the diffusion coefficient of the dynamics. We prove a strong duality result for the transportation problem, thus extending the Kantorovich duality to our context. The dual formulation maximizes a value function on the space of all bounded continuous functions, and every value function corresponding to a bounded continuous function is the solution to a stochastic control problem. In the Markovian cases, we prove the dynamic programming principle of the optimal control problems, and we propose a gradient-projection algorithm for the numerical resolution of the dual problem, and provide a convergence result. Finally, in a fourth part, we continue to develop the dual approach of mass transportation problem with its applications in the computation of the model-independent no-arbitrage price bound of the variance option in a vanilla-liquid market. After a first analytic approximation, we propose a gradient-projection algorithm to approximate the bound as well as the corresponding static strategy in vanilla options
Le, Guenedal Théo. « Financial Modeling of Climate-related Risks ». Electronic Thesis or Diss., Institut polytechnique de Paris, 2022. http://www.theses.fr/2022IPPAG009.
Texte intégralThis research project aims at estimating financial risks related to climate change. Beyond the applications and quantitative findings, the main objective of the chapters of this thesis is to provide a structural and methodological framework that is generalizable, in order to facilitate their integration by practitioners. The first chapter proposes a bottom-up measure of transition risk, which can be incorporated with classical risk models (Merton or credit risk model). This cost-based approach is limited to the directly polluting sectors, which leads to the second chapter, which allows for the diffusion of transition risk through the value chain. These approaches offer a static structure that allows for a fixed scenario stress-test but not for pricing the bonds by considering heterogeneous scenarios and the probability of realization. To this end, chapter three proposes a pricing model that integrates a Bayesian approach in updating scenario probabilities based on observed jumps in carbon pricing mechanisms. Finally, the last chapter proposes a Monte-Carlo methodology for simulating annual damages caused by tropical cyclones. The conversion of raw climatic data into a synthetic database of losses is achieved by coupling statistical and thermodynamic relationships. The exposure of physical assets, the dynamics of socio-economic factors, local population densities and specific vulnerabilities in different regions of the world are borrowed from different segments of the literature, and combined to obtain a complete model of the classical triptych necessary for the study of physical hazards: hazard intensity x exposure x vulnerability generalizable and homogeneous across countries. The resulting signal can then be simply included in credit risk models equating annualized damages with additional debt
« RECL 189 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/534.
Texte intégral« RECL 191 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/541.
Texte intégral« RECL 15 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/568.
Texte intégral« RECL 16 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/668.
Texte intégral« RECL 214 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/677.
Texte intégral« RECL 246 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/789.
Texte intégral« RECL 266 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/860.
Texte intégral« RECL 266A - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/864.
Texte intégral« RECL 271 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/880.
Texte intégral« RECL 11A - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1652.
Texte intégral« RECL 12 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1696.
Texte intégral« RECL 13 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1818.
Texte intégral« RECL 14 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1896.
Texte intégral« RECL 174 - 10-Jul-86 ». 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1934.
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