Tesi sul tema "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.
Tan, 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.
This 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.
This 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.
"RECL 191 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/541.
"RECL 15 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/568.
"RECL 16 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/668.
"RECL 214 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/677.
"RECL 246 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/789.
"RECL 266 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/860.
"RECL 266A - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/864.
"RECL 271 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/880.
"RECL 11A - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1652.
"RECL 12 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1696.
"RECL 13 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1818.
"RECL 14 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1896.
"RECL 174 - 10-Jul-86". 1986. http://biblio-dev.laurentian.ca:8180/jspui/handle/10219/1934.