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1
Diallo, Nafi C. "The valuation of credit default swaps". Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-011106-122357/.
Testo completo
2
Leung, Seng Yuen. "Analysis of counterparty risks and derivative pricing under stochastic volatility /". View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?MATH%202004%20LEUNG.
Testo completoAbstract (sommario):
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004.Includes bibliographical references (leaves 120-131). Also available in electronic version. Access restricted to campus users.
3
Teimouri, Ilia. "On aspects of infinite derivatives field theories & infinite derivative gravity". Thesis, Lancaster University, 2018. http://eprints.lancs.ac.uk/90105/.
Testo completoAbstract (sommario):
In this thesis some essential aspects of an infinite derivative theory of gravity are studied. Namely, we considered the Hamiltonian formalism, where the true physical degrees of freedom for infinite derivative scalar models and infinite derivative gravity are obtained. Furthermore, the Gibbons-Hawking-York boundary term for the infinite derivative theory of gravity was obtained. Finally, we considered the thermodynamical aspects of the infinite derivative theory of gravity over different backgrounds. Throughout the thesis, our methodology is applied to other modified theories of gravity as a check and validation. Infinite derivative theory of gravity is a modification to the general theory of relativity. Such modification maintains the massless gravi- ton as the only true physical degree of freedom and avoids ghosts. Moreover, this class of modified gravity can address classical singularities.
4
Xu, Qing. "Pricing multi-state lookback-style derivatives /". View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?MATH%202009%20XU.
Testo completo
5
SILVA, ROMULO BRITO DA. "INVARIANT DERIVATIVE FILTERS". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22234@1.
Testo completoAbstract (sommario):
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROCOORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO
Os dados adquiridos nos experimentos físicos e nas imagens geométricas ou médicas são tipicamente discretas. Esses dados são interpretados como amostras de uma função desconhecida, porém cujas derivadas servem para caracterizar o dado. Por exemplo, o movimento de um fluido é descrito por um campo de velocidades, uma curva é caracterizada pela evolução da sua curvatura, as imagens médicas são geralmente segmentadas por estimativas de gradiente, entre outros. É possível obter derivadas coerentes a partir de filtragem dos dados. Porém, em dados multi-dimensionais, os filtros usuais privilegiam direções alinhadas com os eixos, o que pode gerar problemas quando essas derivadas são interpretadas geometricamente. Por exemplo, a curvatura estimada dependeria da orientação da curva, perdendo o sentido geométrico da curvatura. O objetivo do presente trabalho é melhorar a invariância geométrica dos filtros de derivadas.
Typical data acquired in physical experiments or in geometrical or medical imaging are discrete. This data is generally interpreted as samples of an unknown function, whose derivatives still serve for the data characterisation. For example, the movement of a fluid is described as a velocity field, a curve is characterised by the evolution of its curvature, images used in medical sciences are usually segmented by estimates of their gradients, among others. It is possible to obtain coherent derivatives by filtering the data. However, with multidimensional data, the usual filters present a bias towards to favor directions aligned with the axis, which may induce problems when the derivatives are interpreted geometrically. For example, the estimated curvature would depend on the orientation of the curve, loosing the geometric meaning of the curvature. The goal of the present work is to improve the geometric invariance of derivative filters.
6
Gianastacio, Vanderlei. "A presença do sufixo -ismo nas gramáticas da língua portuguesa e sua abrangência dos valores semânticos, a partir do Dicionário de Língua Portuguesa Antônio Houaiss". Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/8/8142/tde-30112009-151358/.
Testo completoAbstract (sommario):
Esta pesquisa tem o objetivo de entender os valores semânticos do sufixo ismo, num estudo diacrônico, trabalhando com dados etimológicos encontrados no Dicionário Houaiss e avaliando a formação de vocábulos nas diversas categorias. Para uma melhor compreensão do sufixo ismo, observou-se sua origem, bem como sua produtividade, na língua grega. Atentou-se para a sua transição do grego para o latim e para o processo de formação de palavras nesse idioma. Considerou-se a presença de vocábulos de origem grega, no latim, ora transliterados, ora formados no latim, mesmo sem encontrar nas gramáticas desse idioma o ismo classificado como sufixo. A passagem desse sufixo para a língua portuguesa é um fato constatado, porém o estudo do ismo não aparece nas primeiras gramáticas de língua portuguesa. Para isso, analisaram-se as gramáticas portuguesas, iniciando por Fernão de Oliveira e, assim, percebeuse que o primeiro gramático de língua portuguesa a estudar o sufixo ismo foi Julio Ribeiro. Uma vez que esta obra é produzida antes da data que marca o início do estruturalismo, verificaram-se as afirmações de Humboldt percebendo que, mesmo antes da obra de Ferdinand de Saussure, Curso de linguística geral, já havia pensamentos voltados para o estruturalismo, algo que influenciou Julio Ribeiro. Com base em um corpus de duas mil, trezentas e quarenta e três palavras (2.343), analisou-se a etimologia desses vocábulos, recorrendo aos dicionários de grego, latim, espanhol, inglês, italiano e francês, confrontando com as informações encontradas em Houaiss. Além disso, contrastou-se a datação das palavras formadas com o sufixo ismo, apresentadas em Houaiss, com o sítio na internet denominado Corpus do Português. Dessa forma, concluiu-se que o sufixo ismo apresenta uma diversidade de valores semânticos adquiridos em sua trajetória diacrônica formando, assim, substantivo de substantivo, substantivo de adjetivo e substantivo de verbo.The objective of this research is to understand, by means of a diachronic study, the semantic diversity of the suffix ism and to evaluate the formation of various types of words, working with the etymological information found in the Houaiss dictionary. In order to understand better the suffix ism, its origin and uses in Greek were observed. Attention was given to the transition from Greek to Latin and the process by which words in these languages were formed. The presence of Latin words of Greek origin, either transliterated or of Latin formation, were considered, even if the ism suffix was not found in the grammars of these languages. The transfer of the ism suffix to the Portuguese language is an established fact. However, the study of the suffix ism does not appear in the first Portuguese language grammars. For this reason, Portuguese grammars, starting with Fernão de Oliveira, were analyzed. It was shown that the first Portuguese grammar to study the suffix ism was that of Julio Ribeiro. Noting that this grammar was produced before the beginning date of structuralism, the affirmations of Humboldt were verified, showing that even before Ferdinand de Saussures work, Curso de lingüística geral, there were already structuralist ideas which influenced Julio Ribeiro. Using a group of two thousand, three hundred and forty-three (2,343) words, the etymology of each was analyzed, consulting dictionaries in Greek, Latin, Spanish, English, Italian and French, and comparing them with the information found in Houaiss. In addition, the date of the words formed with the suffix ism, presented in Houaiss, was contrasted with words found on the site O Corpus do Português. It was concluded that the suffix ism presents a semantic diversity acquired in its diachronic trajectory, forming nouns from nouns, nouns from adjectives and nouns from verbs.
7
Lacotiz, Andréa. "Estudo diacrônico da função e dos valores semânticos dos sufixos -ança/ -ença, -ância/ -ência no português". Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/8/8142/tde-28012008-112539/.
Testo completoAbstract (sommario):
O percurso histórico de derivações sufixais é muito pouco estudado, pois é lugar-comum concentrarem a análise de formação de palavras sob a ótica sincrônica. O presente trabalho constitui-se de um estudo calcado em diacronia sobre as ocorrências dos sufixos -ança/-ença, -ância/-ência, em suas funções transcategorial e semântica. Em manuais de gramática normativa, afirma-se, comumente, que esses sufixos se prestam apenas a transpor a classe gramatical de uma palavra, de verbo a substantivo abstrato, e acrescentam à base um significado superficial. Os modelos gerativos de estudo morfológico, por sua vez, embora reconheçam a polissemia dos sufixos, instituem regras de derivação sufixal que não abrangem a total possibilidade formativa, encontrada no processo histórico dos sufixos abordados. O objetivo de nossa pesquisa tratava-se de precisar dados etimológicos encontrados no Dicionário Houaiss, para com isso investigar os valores semânticos variáveis no percurso diacrônico dos sufixos, avaliar a tendência formativa transcategorial, desde o latim clássico, e verificar a relação que os substantivos derivados estabelecem com seus verbos e adjetivos cognatos. Com base em um corpus de 250 palavras usuais formadas por esses sufixos, investigamos a etimologia dos vocábulos, utlizando-se de dicionários de latim, clássico e medieval, inglês, francês, espanhol e italiano, confrontando os dados encontrados com aqueles fornecidos pelo Dicionário Houaiss. Descrevemos os valores semânticos dos sufixos em forma de paráfrases, discernindo os prototípicos daqueles advindos de empréstimos ou por extensão de sentido. Averiguamos a cognação desses substantivos derivados entre adjetivos em -nte e verbos, no português atual. Dessa forma, pudemos concluir que esses sufixos se revestem de variáveis valores semânticos, prototípicos e adquiridos em seu percurso diacrônico; prestam-se à criação de substantivos majoritariamente abstratos, pois há ocorrências de substantivos concretos, e possuem a tendência de formar derivados a partir de bases adjetivais e verbais, ainda que, ao longo da história, desde o latim, tenham existido formações com outras categorias.The historical trajectory of suffixal derivations is too little studied, since it is a commonplace to concentrate the analysis of words formation under a synchronical point of view. The present work deals with a study set in the diachronical perspective of the suffixal occurrences of Portuguese suffixes -ança/-ença, -ância/-ência, in their transcategorical and semantical functions. In normative grammar manuals, it is used to affirm that these suffixes are useful in order to cross over the grammatical class of a word, from a verb to an abstract noun, and to add it on the basis of a superficial meaning. The generative models of Morphology, in their turn, recognize even though the polysemy of the suffixes and establish suffixal derivation rules that do not embrace all formative possibilities, found in the historical process of the broached suffixes. The purpose of this research was specify etymological data found in the Dicionário Houaiss, to, hereby, investigate the changeable semantic values in their suffixal diachronic trajectory, evaluate their transcategorical formative tendency, since the Classic Latin, and verify the relation that the derivative nouns establish with their verbs and cognate adjectives. Based on a corpus of 250 usual words formed by these suffixes, we investigate the etymology of the terms, consulting dictionaries of Classic and Medieval Latin, English, French, Spanish and Italian, confronting the found data with those supplied by the Dicionário Houaiss. We describe the semantical values of the suffixes in the form of paraphrases, discriminating the prototypical one from those ocurred by loans or by meaning extensions. We inquire the cognation of these derivative nouns among adjectives in -nte and verbs, in the current Portuguese. This way, we could conclude that these suffixes resemble themselves with changeable semantical values, prototypical and acquired in their diachronical trajectory; they are useful to the creation of nouns mainly the abstract ones, because there are occurrences of concrete nouns, and have the tendency to form derivatives from adjectival and verbal bases, although, alongside the history, since the Latin, formations with other categories have also existed.
8
Yick, Ho-yin. "Theories on derivative hedging". Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B30703530.
Testo completo
9
Ozonder, Sener. "Viable Higher Derivative Theories". Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608468/index.pdf.
Testo completoAbstract (sommario):
In this thesis, higher derivative theories are investigated. Ostrogradskian instability of higher derivative theories is examined both at the classical and quantum levels.
It is shown that avoiding the instability in nondegenerate higher derivative theories is impossible. Moreover, the degenerate model of relativistic particle with a curvature
term is studied as a viable higher derivative theory.
Most of the work we present here is not original. We give a review of the literature and compile various detached works that already exist.
10
Lowther, George Edward. "Derivative pricing with options". Thesis, University of Cambridge, 1999. https://www.repository.cam.ac.uk/handle/1810/265436.
Testo completoAbstract (sommario):
We consider the problem of pricing and hedging general path dependent derivatives on a single asset, supposing that we already know the prices of the vanilla options. If we are to avoid introducing arbitrage possibilities, then this is the same as finding a model under which the discounted asset price is a martingale and for which every vanilla option has its price equal to the expected value of its discounted payout. It has been shown by Dupire ([1], [2]) that if we restrict ourselves to diffusions, then the local volatility surface can be determined by a simple equation which involves differentiating the option prices with respect to their maturity and strike price. We considerably extend this result of Dupire. First, we show that if we generalise the possible models for the asset price to include what we shall term comparable processes, then there exists a unique such model fitting the observed option prices. The option prices need not be differentiable - just that they are continuous with respect to the maturity. One problem with the method proposed by Dupire is that no matter how many options we may observe in practise, it is impossible to calculate the local volatility surface to within any degree of accuracy. However, we show that the model for the asset price does depend on the observed options in a continuous way, so the proposed method of pricing derivatives is stable. We show that if we use implicit finite differences to fit the observed option prices ever more closely, then the associated model for the asset price will always converge to the unique comparable martingale consistent with these option prices. This theorem requires no preconditions, and works for all possible comparable processes, not just diffusions. The same is true for implicit finite differences, as long the associated trinomial processes do not contain any negative probabilities. Fina~Jy, we extend the well known link between arbitrage and the existence of equivalent martingale measures. We show that if the market consists of non-negative continuous assets, then there exists an equivalent martingale measure if and only if it does not admit arbitrage in a carefully defined approximating sense. This extends a similar result by Delbaen [1], which only concerned bounded processes.
11
Reiner, Günter. "Derivative Finanzinstrumente im Recht /". Baden-Baden : Nomos-Verl.-Ges, 2002. http://www.gbv.de/dms/sbb-berlin/347542476.pdf.
Testo completo
12
Yick, Ho-yin, e 易浩然. "Theories on derivative hedging". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B30703530.
Testo completo
13
Lin, Shaowei. "Derivative actions in China". Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/9749.
Testo completoAbstract (sommario):
The enactment of derivative action was expected to be actively used by shareholders to protect their interests. In fact, it turned out that this reform effort seemed futile as the right to engage in such actions was rarely exercised. This raises a question about the role of derivative actions in China; namely, should a derivative action system play a key role in protecting shareholder interests? If the answer is positive, the next question is how such a system could be improved in order to effectively discipline management. The essence of this thesis is to try to address these issues. This thesis argues that derivative action should and can play a key role in China’s corporate governance. First, minority shareholders in China face double agency problems within the company and thus protective mechanisms must be put in place. Second, this thesis formulates its argument by demonstrating the ineffectiveness of market forces and other legal methods. As a consequence, derivative action ought to retain a central role in regulating the misbehaviour of controlling shareholders and managers. After demonstrating the need to strengthen and improve derivative actions in China, this thesis starts to explore Chinas’ derivative actions system. It first examines derivative action cases before Company Law 2005. Despite the absence of a clear statutory basis for derivative actions in Company Law 1993, such cases have nevertheless appeared in the courts. After almost eight years of implementation, less than 80 cases were raised. Whilst this seems a good figure in comparison to other jurisdictions, closer examination shows this not to be the case. For example, the opacity of the demand requirement constitutes a barrier for shareholders wishing to exercise this right. More importantly, the funding rule of derivative actions is treated as the same with other forms of litigation. In view of the unique economic nature of the derivative action, a new funding rule for derivative action should be established. After discussing why derivative actions should play a significant role in monitoring management and how they should be improved, this thesis argues that shareholders are increasingly willing to take this action to protect their rights and interests because of the establishment of commercial society and the existence of the traditional culture of Legalist School. Also, the courts are more capable of dealing with derivative action cases because of the enactment of the Judges Law and the increasing recruitment of more qualified people to the judiciary. It is believed that the effectiveness of derivative action can contribute to foster good corporate governance in China.
14
Twarog, Marek B. "Pricing security derivatives under the forward measure". Link to electronic thesis, 2007. http://www.wpi.edu/Pubs/ETD/Available/etd-053007-142223/.
Testo completo
15
Paoloni, Lorenzo. "On higher-derivative operators in supersymmetric theories". Master's thesis, Alma Mater Studiorum - Università di Bologna, 2022. http://amslaurea.unibo.it/25119/.
Testo completoAbstract (sommario):
The occurrence of higher-derivative terms both in classical and in quantum theories can be problematic. In case of impossibility of eliminating them by performing an integration by parts they give rise, in fact, to multiple problems, like extra unphysical degrees of freedom, negative unbounded energies and pathological negative norm states called ghosts. The possibility of curing them comes from a procedure developed by Jaén, Llosa and Molina in a classical Hamiltonian framework. It is applied when these terms are introduced as perturbative corrections to a healthy leading order theory multiplied by a perturbative expansion parameter. We first review this method from the classical point of view, then generalize it for Field Theories and finally apply it to SUSY. It's indeed in the latter context that one has always had difficulties in treating certain operators, those whose explicit field expansions contained unusual terms, like second (or higher) derivatives of a dynamical field or derivatives of an auxiliary one.\par
As we'll show, the approach developed is able to cure these unmanageable and unjustifiable extra degrees of freedom, paving the way for the construction of a new range of supersymmetric theories.
16
Talaganis, Spyridon. "Classical and quantum aspects of infinite derivative field theories and infinite derivative gravity". Thesis, Lancaster University, 2017. http://eprints.lancs.ac.uk/88133/.
Testo completoAbstract (sommario):
The objective of this thesis is to study classical and quantum aspects of infinite derivative field theories and infinite derivative gravity. In- finite derivative theories of gravity can be made free from ghosts and classical singularities. In order to avoid ghosts, one modifies the graviton propagator by employing entire functions so that no new poles are introduced apart from the pole corresponding to the massless graviton of General Relativity. Inspired by infinite derivative gravity, we consider an infinite derivative scalar toy model and demonstrate renormalisability when the loop-order is arbitrarily large. Moreover, scattering diagrams within the framework of infinite derivative field theories are explicitly evaluated and it is shown that the cross section can be made finite. Finally, we perform a Hamiltonian analysis of an infinite derivative gravitational theory with a simpler action containing only the Ricci scalar and compute the number of relevant degrees of freedom.
17
Reho, Riccardo. "A higher derivative fermion model". Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/19852/.
Testo completoAbstract (sommario):
Nel presente elaborato studiamo un modello fermionico libero ed invariante di scala con
derivate di ordine elevato. In particolare, controlliamo che la simmetria di scala sia estendibile
all'intero gruppo conforme. Essendoci derivate di ordine più alto il modello non è unitario,
ma costituisce un nuovo esempio di teoria conforme libera. Nelle prime sezioni riguardiamo la
teoria generale del bosone libero, partendo dapprima con modelli semplici con derivate di ordine
basso, per poi estenderci a dimensioni arbitrarie e derivate più alte. In questo modo illustriamo
la tecnica che ci permette di ottenere un modello conforme da un modello invariante di scala,
attraverso l'accoppiamento con la gravità e richiedendo l'ulteriore invarianza di Weyl. Se questo è
possibile, il modello originale ammette certamente l'intera simmetria conforme, che emerge come
generata dai vettori di Killing conformi. Nel modello scalare l'accoppiamento con la gravità
necessita di nuovi termini nell'azione, indispensabili anche la teoria sia appunto invariante
di Weyl. La costruzione di questi nuovi termini viene ripetuta per un particolare modello
fermionico, con azione contenente l'operatore di Dirac al cubo, per il quale dimostriamo
l'invarianza conforme. Tale modello descrive equazioni del moto con derivate al terzo ordine.
Dal momento che l'invarianza di Weyl garantisce anche l'invarianza conforme, ci si aspetta
che il tensore energia-impulso corrispondente sia a traccia nulla. Per ogni modello introdotto
controlliamo sistematicamente che tale condizione sia verifiata, ed in particolar modo per il
caso della teoria fermionica con operator di Dirac cubico, che rappresenta il contributo originale di questa tesi.
18
Martin, Marcel Nicolas. "Credit risk in derivative products". Thesis, Online version, 1997. http://ethos.bl.uk/OrderDetails.do?did=1&uin=uk.bl.ethos.390362.
Testo completo
19
Pekmen, Bengisen. "Derivative Free Multilevel Optimization Methods". Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12610853/index.pdf.
Testo completoAbstract (sommario):
Derivative free optimization algorithms are implementations of trust region based derivative-free methods using multivariate polynomial interpolation. These are designed to minimize smooth functions whose derivatives are not available or costly to compute. The trust region based multilevel optimization algorithms for solving large scale unconstrained optimization problems resulting by discretization of partial differential equations (PDEs), make use of different discretization levels to reduce the computational cost. In this thesis, a derivative free multilevel optimization algorithm is derived and its convergence behavior is analyzed. The effectiveness of the algorithms is demonstrated on a shape optimization problem.
20
Gullu, Ibrahim. "Massive Higher Derivative Gravity Theories". Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613975/index.pdf.
Testo completoAbstract (sommario):
In this thesis massive higher derivative gravity theories are analyzed in some detail.
One-particle scattering amplitude between two covariantly conserved sources mediated by a graviton exchange
is found at tree-level in D dimensional (Anti)-de Sitter and flat spacetimes for the most
general quadratic curvature theory augmented with the Pauli-Fierz mass term. From the amplitude expression, the
Newtonian potential energies are calculated for various cases.
Also, from this amplitude and the propagator structure, a three dimensional unitary theory is identified. In the second part of the thesis,
the found three dimensional unitary theory is studied in more detail from a canonical point of view. The general higher order action is written
in terms of gauge-invariant functions both in flat and de Sitter backgrounds. The analysis is extended by
adding static sources, spinning masses and the gravitational Chern-Simons term separately to the theory in
the case of flat spacetime. For all cases the microscopic spectrum and the masses are found. In the discussion of curved
spacetime, the masses are found in the relativistic and non-relativistic limits. In the Appendix,
some useful calculations that are frequently used in the bulk of the thesis are given.
21
Cowled, Prudence Anne. "Photodynamic therapy with haematoporphyrin derivative /". Title page, contents and abstract only, 1986. http://web4.library.adelaide.edu.au/theses/09PH/09phc8745.pdf.
Testo completo
22
Mulholland, Gary. "Pig Duodenum Derivative : biological properties". Thesis, Queen's University Belfast, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.335588.
Testo completo
23
Hutton, J. P. "Fast valuation of derivative securities". Thesis, University of Essex, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282493.
Testo completo
24
Paulos, Miguel Fernandes. "Higher derivative actions and holography". Thesis, University of Cambridge, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608861.
Testo completo
25
Lesko, John Philip. "The dynamics of derivative writing : explanatory variables for plagiarism and derivative language in ESL texts". Thesis, University of Edinburgh, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505672.
Testo completoAbstract (sommario):
The current work represents an attempt to provide an account of the dynamics and explanatory variables in cases of apparent plagiarism and derivation involving ESL students. Through an extension of the Dynamic Model of L2 Writing, the explanatory variables and dynamic interactions involved in derivative writing contexts are analysed. An analysis is also undertaken of the distinct nature of appropriation by ESL students as opposed to general appropriation within the broader, postmodern-influenced academy, and within the popular communications genres of music video production, journalism, the news media, literature, and popular fiction. A brief history of referencing and citation is outlined, and following this history and description of currently widespread appropriation activity, the theoretical Dynamic Model-influenced framework is presented. This framework relies on, and is integrated with, fieldwork data results obtained from conducting a student questionnaire among 135 ESL students enrolled in pre-sessional EAP courses (followed by informal interviews and discussion sessions), by conducting questionnaires among 53 MSc course co-ordinators and 27 EAP specialists from language centres across the UK, and by analysing particular cases of derivation/plagiarism and the texts involved in those cases. These cross-referenced questionnaire and case study results are presented in separate appendices. The study results, in line with the immediate influence hypothesis, suggest that the immediate influences and variables of an L2 writing context, such as L2 proficiency, time constraints, lack of confidence, writing anxiety and a desperate "survival mentality" mindset, contribute to a decision-making-process which leads to the use of derivation/plagiarism as a composing strategy. In such L2 contexts of derivation, the text-mediated reader-writer interaction, occurring within a discourse community (the space surrounding a text), is disrupted by the importation of a text (and author) which should have remained exterior to the interaction, into what should have been a genuine interchange and discourse community contribution. After discussing possible motivation and opportunity considerations behind the use of derivative writing strategies, and giving suggestions for preventing, detecting, and investigating apparent plagiarism in ESL contexts, recommendations are made for institutional policy and procedure, the limitations of the current study are discussed, ideas for further research are presented, and the relationship of postmodern ideology to academe in the Information Age is discussed, culminating in some thought-provoking implications and questions for the Foucault-Barthes assertion that the death of the Author has occurred.
26
Berg, Stefan. "Kreditderivate im deutschen Privatrecht /". Frankfurt, M. ; Berlin Bern Bruxelles New York, NY Oxford Wien : Lang, 2008. http://d-nb.info/990412121/04.
Testo completo
27
Hosseinpour-Zoonozi, Nima. "Development of the beta-pressure derivative". Texas A&M University, 2006. http://hdl.handle.net/1969.1/4685.
Testo completoAbstract (sommario):
The proposed work provides a new definition of the pressure derivative function [that is the ò-derivative
function, ÃÂp òd(t)], which is defined as the derivative of the logarithm of pressure drop data with respect to
the logarithm of time
This formulation is based on the "power-law" concept. This is not a trivial definition, but rather a
definition that provides a unique characterization of "power-law" flow regimes which are uniquely defined
by the ÃÂp òd(t) function [that is a constant ÃÂp òd(t) behavior].
The ÃÂp òd(t) function represents a new application of the traditional pressure derivative function, the
"power-law" differentiation method (that is computing the dln(ÃÂp)/dln(t) derivative) provides an accurate
and consistent mechanism for computing the primary pressure derivative (that is the Cartesian derivative,
dÃÂp/dt) as well as the "Bourdet" well testing derivative [that is the "semilog" derivative,
ÃÂpd(t)=dÃÂp/dln(t)]. The Cartesian and semilog derivatives can be extracted directly from the power-law
derivative (and vice-versa) using the definition given above.
28
Zhang, Kai. "Monte Carlo methods in derivative modelling". Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/35689/.
Testo completoAbstract (sommario):
This thesis addresses issues in discretization and variance reduction methods for Monte Carlo simulation. For the discretization methods, we investigate the convergence properties of various Itˆo-Taylor schemes and the strong Taylor expansion (Siopacha and Teichmann [77]) for the LIBOR market model. We also provide an improvement on the strong Taylor expansion method which produces lower pricing bias. For the variance reduction methods, we have four contributions. Firstly, we formulate a general stochastic volatility model nesting many existing models in the literature. Secondly, we construct a correlation control variate for this model. Thirdly, we apply the model as well as the new control variate to pricing average rate and barrier options. Numerical results demonstrate the improvement over using old control variates alone. Last but not least, with the help of our model and control variate, we explore the variations in barrier option pricing consistent with the implied volatility surface.
29
Kaeck, Andreas. "equity index and index derivative dynamics". Thesis, University of Reading, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529994.
Testo completo
30
Steffen, Richard. "Risk premia implied by derivative prices". Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173927.
Testo completoAbstract (sommario):
The thesis investigates the potential to recover the real world probabilities of an underlying asset from derivative prices by using the recovery approach developed in (Carr & Yu, 2012) and (Ross, 2011). For this purpose the VIX Index and US Treasury bills are used to recover the VIX dynamics and the short rate dynamics under the real world probability measure. The approach implies that VIX and its derivatives has a risk premium equal to zero contradicting empirical evidence of a substantial negative risk premium. In fact, we show that for any asset unrelated to the short rate its risk premium is zero. In the case of recovering the short rate, the CIR model is calibrated to the US zero coupon Treasury yield curve. The predictions of the recovered CIR process is benchmarked against the risk neutral CIR process and a naive predictor. The recovered process is found to outperform the risk neutral process suggesting that the recovery step was successful. However, it underperforms the naive process in its predictions.Uppsatsen undersöker möjligheten att utvinna den naturliga sannolikhetsfördelningen tillhörande en underliggande tillgång från dess derivatmarknad. Genom att använda tillvägagångsättet som utvecklats av (Carr & Yu, 2012) och (Ross, 2011) undersöks VIX och amerikanska statsskuldsväxlar för att om möjligt utvinna dynamiken på VIX och den korta räntan under det naturliga sannolikhetsmåttet. Metoden antyder att VIX och derivat på VIX har en risk premie som är noll, vilket motsäger empirisk bevisning att risk premien är signifikant negativ. I uppsatsen visar vi även att i alla fall då den underliggande tillgången är oberoende av den korta räntan blir risk premien noll på den underliggande tillgången och dess derivat. I appliceringen av tillvägagångsättet på den korta räntan så kalibrerar vi CIR modellen till amerikanska statsskuldväxlar. Efter att hänsyn tagits till risk premien görs prognoser över framtida förändringar i nollkupongsräntan på växeln med 1 månads löptid. Dessa jämförs med prognoser från CIR modellen med risk neutrala parameterar och en naiv modell vars prognoser över framtida förändringar är noll. Det visar sig att prognoserna från CIR modellen med naturliga parametrar är signifikant bättre än prognoserna från modellen med risk neutrala parametrar. Dock, är prognoserna sämre än för den naiva modellen.
31
Collins, Julian M. "The Karlhede classification and derivative bounds". Thesis, University of Southampton, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.292428.
Testo completo
32
Aufderhorst-Roberts, Anders. "Microrheological characterisation of Fmoc derivative hydrogels". Thesis, University of Cambridge, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608155.
Testo completo
33
Kushpel, Alexander. "Derivative pricing in Lévy driven models". Thesis, University of Leicester, 2015. http://hdl.handle.net/2381/32222.
Testo completoAbstract (sommario):
We consider an important class of derivative contracts written on multiple assets which are traded on a wide range of financial markets. More specifically, we are interested in developing novel methods for pricing financial derivatives using approximation theoretic methods which are not well-known to the financial engineering community. The problem of pricing of such contracts splits into two parts. First, we need to approximate the respective density function which depends on the adapted jump-diffusion model. Second, we need to construct a sequence of approximation formulas for the price. These two parts are connected with the problem of optimal approximation of infinitely differentiable, analytic or entire functions on noncompact domains. We develop new methods of recovery of density functions using sk-splines (in particular, radial basis functions), Wiener spaces and complex exponents with frequencies from special domains. The respective lower bounds obtained show that the methods developed have almost optimal rate of convergence in the sense of n-widths. On the basis of results obtained we develop a new theory of pricing of basket options under Lévy processess. In particular, we introduce and study a class of stochastic systems to model multidimensional return process, construct a sequence of approximation formulas for the price and establish the respective rates of convergence.
34
Fonseca, Ana Cristina Castanheira Carvalho da. "Recovery Rate in Credit Derivative Markets". Master's thesis, Instituto Superior de Economia e Gestão, 2008. http://hdl.handle.net/10400.5/3753.
Testo completoAbstract (sommario):
Mestrado em FinançasThe first studies regarding credit derivatives used credit risk models which assume independence between the default probability (DP) and the recovery rate (RR). Since the RR is hard to determine, the earliest studies focused on the DP. Therefore most theoretical studies assumed the RR as either a constant or a stochastic variable independent from the DP. The main problem in the credit risk literature has been to find models that provide closed-form solutions to credit spreads including realistic assumptions about RR and its relationship with DP. Indeed, it is difficult to extract implied recovery values from market data as recovery credit derivatives (CD) are mostly traded over-the-counter. Nevertheless, the most traded CD products, credit default swaps (CDS), depend on both DP and RR leading to a well-known identification problem in credit spreads. The aim of this dissertation is firstly to help gaining the correct insights into the financial as well as mathematical foundation of credit risk models and markets, critically analysing the existing models with a special focus on recovery issues. Secondly, we try to empirically understand whether different recovery assumptions and models could produce significantly different DP and RR term structures. For these we adapt a calibration procedure by Das and Hanouna (2007) to extract implied default and recovery rates for different combination of recovery assumptions. We use CDS and equity market data, in particular Dow Jones EURO STOXX 50 Index constituents firms, to extract RR and DP term structures for each firm. Our empirical analysis goes in line with our expectations as it shows that one need to be particularly careful when choosing a credit risk model, needless to say this is fundamental to manage credit risk portfolios.
Os primeiros estudos sobre derivados de crédito usavam modelos que assumiam independência entre a probabilidade de incumprimento (PI) e a taxa de recuperação (TR). Como a TR é difícil de medir c calcular as primeiras investigações teóricas focaram-se na PI. Deste modo, muitos dos estudos assumiam que a TR era uma variável constante ou, em alguns casos, estocástica mas independente da PI. Contudo continua a ser difícil responder ao principal problema sobre o risco de crédito que é encontrar um modelo que consiga dar uma boa solução para modelar os spreads de crédito assumindo hipóteses reais sobre a TR e a sua relação com a PI. Uma vez que os derivados de crédito são transaccionados principalmente em mercado balcão - over-the-counter, é ainda mais difícil de extrair valores implícitos de recuperação neste tipo de produtos já que os dados nem sempre são de livre acesso. A isto acresce o facto de os produtos derivados de crédito mais transaccionados, os credit defauli swaps (CDS), dependerem simultaneamente da PI e da TR o que conduz a um problema de identificação quando a análise tem que ser feita apenas com recurso a dados sobre spreads de CDSs. O objectivo desta dissertação é em primeiro lugar mostrar os correctos fundamentos financeiros e matemáticos dos modelos de risco de crédito, criticando e analisando os modelos existentes, principalmente do ponlo de vista das taxas de recuperação em caso de incumprimento. Em segundo lugar, exploramos empiricamente diferentes modelos de recuperação de crédito, com diferentes definições e hipóteses sobre a TR e a sua relação com a PI. e que nos mostram diferentes estruturas temporais sobre a TR e PI. Para tal adaptámos o processo de calibração de Das and Hanouna (2007) para extrair as taxas de recuperação e incumprimento implícitas do mercado, assumindo um conjunto de diferentes definições e hipóteses sobre a recuperação. Para extrair as estruturas temporais da TR e da PI, usámos os spreinis de mercado dos CDS e um conjunto de informação que conseguimos do mercado accionista, em particular das empresas constituintes do Dow Jones EURO STOXX 50 Index. Os resultados do nosso estudo empírico mos iram que em função das diferentes hipóteses que se assumem sobre a TR e a PI conduzem a estruturas temporais de TR e PI diferentes. Deste modo, mostra-se bem a importância que tem a escolha de um determinado modelo de risco de crédito, que é fundamental na gestão de carteiras com derivados de crédito.
35
Putyatin, Vladislav Evgenievich. "Mathematical models for derivative securities markets". Thesis, University of Southampton, 1998. https://eprints.soton.ac.uk/50648/.
Testo completoAbstract (sommario):
The classical Black-Scholes analysis determines a unique, continuous, trading strategy which allows one to hedge a financial option perfectly and leads to a unique price for the option. It assumes, however, that there are no transaction costs involved in implementing this strategy, and the stock market is absolutely liquid. In this work some new results are obtained to accommodate costs of hedging, which occur in practice, and market imperfections into the option pricing framework. In Part One transaction charges are dealt with by means of the mean-variance technique, originally developed by Markowitz. This approach is based on the minimisation of the variance of the outcome at expiry subject to spending at most a given initial endowment. Since "perfect" replication is no longer possible in this case, there will always be an unavoidable element of risk associated with writing an option. Therefore, the option price is now not unique. A mean-variance approach makes option pricing relatively easy and meaningful to an investor, who is supposed to choose a point on the mean-deviation locus. In the limit of zero transaction costs, the problem naturally reduces to the Black-Scholes valuation method, unlike alternative approaches based on the utility-maximisation. The stochastic optimisation problem obtained is dealt with by means of the stochastic version of Pontryagin's maximum principle. This technique is believed to be applied to this kind of problem for the first time. In general the resulting free-boundary problem has to be solved numerically, but for a small level of proportional transaction costs an asymptotic solution is possible. Regions of short term and long term dynamics are identified and the intermediate behaviour is obtained by matching these regions. The perturbation analysis of the utility-maximisation approach is also revised in this work, and amendments are obtained. In addition, the maximum principle is applied to the Portfolio Selection problem of Markowitz. The dynamical rebalancing technique developed in this work proves more efficient than the classical static approach, and allows investors to obtain portfolios with lower levels of risk. The model presented in Part Two is an attempt to quantify the concept of liquidity and establish relations between various measures of market performance. Informational inefficiency is argued to be the main reason for the unavailability of an asset at its equilibrium price. A mathematical model to describe the asset price behaviour together with arbitrage considerations enable us to estimate the component of the bid-ask spread arising from the outstanding information. The impact of the market liquidity on hedging an option with another option as well as the underlying asset itself is also examined. Although in the last case uncertainty cannot be completely eliminated from the hedged portfolio, a unique risk-minimising strategy is found.
36
Woywode, Uwe. "Derivative Finanzinstrumente im Recht der Doppelbesteuerungsabkommen /". Willingshausen : E-Lex Verlag, 2004. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=012860952&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Testo completo
37
Mammadov, Musa. "A fuzzy derivative and dynamical systems". Thesis, University of Ballarat, 2002. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/33667.
Testo completoAbstract (sommario):
"The purpose of this thesis is to develop and study new techniques for the mathematical modeling of dynamical systems and to apply these techniques to data classification problems. This approach is based on the notion of a fuzzy derivative. The main aim of the thesis is to examine this notion in data classification."Doctor of Philosophy
38
Mammadov, Musa. "A fuzzy derivative and dynamical systems". University of Ballarat, 2002. http://archimedes.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/14609.
Testo completoAbstract (sommario):
"The purpose of this thesis is to develop and study new techniques for the mathematical modeling of dynamical systems and to apply these techniques to data classification problems. This approach is based on the notion of a fuzzy derivative. The main aim of the thesis is to examine this notion in data classification."Doctor of Philosophy
39
Van, Cleve Shelley Marie. "Synthesis of a Resveratrol Glycinate Derivative". Digital Commons @ East Tennessee State University, 2011. https://dc.etsu.edu/etd/1312.
Testo completoAbstract (sommario):
Recently, the compound resveratrol has had media attention as an anti carcinogen. However, the bioavailability of resveratrol is low in the human system due to its hydrophobic nature. Therefore, it must be administered in high dosages to be effective. A plethora of derivatives have been synthesized that have the potential of resveratrol but sadly share low bioavailability. The first effort of this research was an attempt to produce a more hydrophilic ester of resveratrol. Failing this, the final product was synthesized using a glycine derivative to produce 4-[(1E)-2-(3,5-diacetyloxyphenyl)ethenyl]phenyl N-[(1,1-dimethylethoxy)carbonyl]-glycinate.
40
Oviedo-Helfenberger, Rodolfo Alejandro. "Essays on derivatives". Thesis, McGill University, 2005. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=85194.
Testo completoAbstract (sommario):
This dissertation comprises three essays that study three distinct derivative contracts. The first essay proves, in a model-free framework, that early exercise of futures-style options on futures, whether calls or puts, is suboptimal. The result is robust to transaction costs, liquidity constraints and collateral requirements. Assuming a frictionless market, three additional model-free results are obtained: (i) put-call parity, (ii) equality of time values of puts and calls with the same strike and expiration, and (iii) positivity of time value before expiration. The second essay develops a new invoice price formula for Treasury bond futures contracts as a more effective alternative to the current conversion factor system. The equilibrium "cheapest to deliver" and futures price at expiration are identified. The empirical part of the essay documents that the new function dramatically improves the ability of the futures invoice price to approximate the market prices of the corresponding deliverable bonds. The third essay offers a regression-based empirical study of the determinants of credit default swap premia. Leverage, volatility and interest rates are found to account for a large percentage of the variation of premia. A principal components analysis of the regression residuals finds no evidence of a missing factor. The results achieved for credit default premia more closely corroborate structural models of credit risk than those obtained by Collin-Dufresne et al. (2001) for corporate bond yield spreads.
41
Huang, Yuqin. "Two essays on the exchange-listed volatility derivatives". Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43278711.
Testo completo
42
Sǐmák, Jaroslav. "On experimental designs for derivative random fields". [S.l. : s.n.], 2002. http://deposit.ddb.de/cgi-bin/dokserv?idn=965446751.
Testo completo
43
Haugland, Marius Myreng. "Synthesis of a Novel Tocopherol/Carotenoid Derivative". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for kjemi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-16805.
Testo completoAbstract (sommario):
The goal of this work is the synthesis of a tocopherol/carotenoid hybridderivative (1, figure II). The novel derivative is believed to exhibitsynergistic antioxidant effects between its chromanol and polyene consituents.The synthesis of 1 was completed up to and including theimmediate precursor 12.Commercially avaliable Trolox (7) was reduced by Red-Al® to 8(step a) in 95% yield. Chromanol aldehyde 9 was formed by Swernoxidation of 8 in 65% yield (step b). Wittig reaction between 9 andphosphonium salt 10 afforded 11 in 33% yield and varying cis : transratio (step c), and subsequent elongation produced 12 (14% yield, stepd). The Wittig reactions were performed with reflux and microwaveirradiation.Various attempts at protecting the phenolic group in intermediate8 by silylation or benzylation did only lead to formation of 8B.Oxidation of 8 by the Dess-Martin oxidation formed the unexpectedquinone-like derivative 27. Efforts to protect the phenolic group in intermediate9 by benzoylation and silylation only produced 9A, foundto be unsoluble in all common laboratory solvents.
44
Cabral, Harsha, e n/a. "Corporate law, derivative actions : a comparative approach". University of Canberra. Law, 1999. http://erl.canberra.edu.au./public/adt-AUC20060622.163443.
Testo completoAbstract (sommario):
This thesis is a culmination of a research of a particular branch of Corporate Law, which
has grown in several major parts of civilized jurisdictions. The thrust of the study was to
evaluate the past, present and the future of a particular type of action known in Corporate
Law under the umbrella of shareholder remedies - the 'Derivative Action' with emphasis
to develop the law in one jurisdiction profiting from another. The research thus reveals
how, when and where the so called action originated, the initial effects these actions had on
the corporate world including shareholders, companies and related persons natural or
juristic. Though much has been written by way of books, treatises and articles and several
researches have dealt with the common topic shareholder remedies in its broad perspect,
there is no separate study carried out on this topic in its global context with a comparative
focus. This study has therefore given me the drive, initiative and courage to look at the
conceptual view or the macro view of the so called 'Derivative Action' with of course
special emphasis on the Australian and Sri Lankan jurisdictions in its micro aspects. This, I
believe is the first time anyone has undertaken such a task. The study thus travels through
distant roads of common law action to the statutory form of the action in the relevant
jurisdictions and finds it driving with much purpose in jurisdictions such as Australia and
Sri Lanka which are both in the transitional era from the common law action to the
statutory action.
The research is based on the collection of material namely, case law - Australian, Sri
Lankan and international on the matters in issue, Legal treatises on the subject matter local
and international, Law reform material - Australian, Sri Lankan and international on the
topic, Bills and Statutes available on the topic in Australia, Sri Lanka and other countries.
I have met resource personnel with regard to Law Reform in several jurisdictions on the
matters in issue and visited the Australian Stock Exchange and the Colombo Stock
Exchange.
The research findings depend mainly on the electronic data available in addition to
resources available at the University of Canberra, the Australian National University,
Colombo Law Library, The Colombo Law Society Library and the Sri Lanka Supreme
Court Judges' Chambers Library and the Sri Lanka Attorney General's Department
Library. Visits to the McGill University in Montreal, Canada and the corporate law sector
in New Zealand, including Universities and Law Offices in Christchurch and Auckland too
has helped me considerably in the process.
Review of the literature of the proposed statutory Derivative Action in Australia and the
proposed statutory Derivative Action in Sri Lanka, are based mainly on; Enforcement of
the duties of directors and officers of a company by means of a statutory derivative action
(Report No. 12) Companies and Securities Law Review Committee. (November 1990.),
Corporate Practices and the Rights of Shareholders (Report of the House of
Representatives Standing Committee on Legal and Constitutional Affairs) Parliament of
the Commonwealth of Australia. (November 1991.), Report on A Statutory Derivative
Action Companies and Securities Advisory Committee. (July 1993.), Corporate Law
Economic Reform Program (CLERP) Proposal Paper No 3 (1997), the CLERP draft
legislative provisions (1998), Australian case law on the application of the common law
Derivative Action, both in the High Court and in individual States and Australian articles
on Derivative Action as a common law remedy and on the introduction of the statutory
action. In the Sri Lankan context, the proposals in Sri Lanka for the statutory Derivative
Action and the case law in Sri Lanka on the application of the common law remedy has
been referred to. Other literature include, material available on the Canadian formula of
Derivative Action, including Statutes, Rules, case law, articles and other relevant data,
material available on the Derivative Actions in the United States, material available in New
Zealand on Derivative Actions, material available in England on Derivative Actions,
namely on the common law approach, case law, articles, Bills, Rules and other connected
material, Statutes on Derivative Actions in other jurisdictions at present and Hong Kong
proposals for a statutory Derivative Action, to name some.
The aforesaid material and the review of the same have assisted the study as follows:
-To place the past, present and the future of the common law Derivative Action.
-Examine the objectives of the Derivative Action.
-The operation of the common law aspects of the action.
-The benefits of the statutory form of the action.
-Experiences of other countries in the recent past on the subject.
-The Australian reform process presently underway.
-The best experiences in Australia with regard to case law.
-To evaluate whether the remedy should be limited to fraud on the minority or whether it
should be extended further even to negligence.
-How best Sri Lanka could benefit from the Australian formula of the statutory form of the
action.
-To evaluate whether the proposed model of the statutory action in Sri Lanka is adequate in
view of the Australian and other accepted formulae on the subject.
-Whether the common law action should be expressly abolished in Sri Lanka.
-Consider the possible introduction of the best methods to Sri Lanka.
Finally, the research speaks for itself the need for a statutory Derivative Action for Sri
Lanka in the future, to be an improvement on the Canadian, New Zealand and Australian
models. The research findings, especially in its conclusions and recommendation in
Chapter 8, will no doubt help to improve the proposed statutory Derivative Action in Sri
Lanka in a small way.
45
Bresee, Donald Douglas Keith. "New derivative instruments for Alberta hog producers". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp04/mq21156.pdf.
Testo completo
46
Gomes, Maria Goretti. "Diels-alder reactions of a cyclopentadienone derivative". Diss., Columbia, Mo. : University of Missouri-Columbia, 2007. http://hdl.handle.net/10355/4670.
Testo completoAbstract (sommario):
Thesis (Ph. D.)--University of Missouri-Columbia, 2007.The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on February 13, 2008) Vita. Includes bibliographical references.
47
Gutting, Martin. "Fast multipole methods for oblique derivative problems". Aachen Shaker, 2007. http://d-nb.info/988919346/04.
Testo completo
48
Goyal, Mini, e University of Lethbridge Faculty of Arts and Science. "Graph coloring in sparse derivative matrix computation". Thesis, Lethbridge, Alta. : University of Lethbridge, Faculty of Arts and Science, 2005, 2005. http://hdl.handle.net/10133/260.
Testo completoAbstract (sommario):
There has been extensive research activities in the last couple of years to efficiently determine large sparse Jacobian matrices. It is now well known that the estimation of Jacobian matrices can be posed as a graph coloring problem. Unidirectional coloring by Coleman and More [9] and bidirectional coloring independently proposed by Hossain and Steihaug [23] and Coleman and Verma [12] are techniques that employ graph theoretic ideas. In this thesis we present heuristic and exact bidirectional coloring techniques. For bidirectional heuristic techniques we have implemented variants of largest first ordering, smallest last ordering, and incidence degree ordering schemes followed by the sequential algorithm to determine the Jacobian matrices. A "good" lower bound given by the maximum number of nonzero entries in any row of the Jacobian matrix is readily obtained in an unidirectional determination. However, in a bidirectional determination no such "good" lower bound is known. A significant goal of this thesis is to ascertain the effectiveness of the existing heuristic techniques in terms of the number of matrix-vector products required to determine the Jacobian matrix. For exact bidirectional techniques we have proposed an integer linear program to solve the bidirectional coloring problem. Part of exact bidirectional coloring results were presented at the "Second International Workshop on Cominatorial Scientific Computing (CSC05), Toulouse, France."viii, 83 leaves ; 29 cm.
49
Byatt, David. "Frame-based algorithms for derivative-free optimisation". Thesis, University of Canterbury. Mathematics and Statistics, 2004. http://hdl.handle.net/10092/5608.
Testo completoAbstract (sommario):
A class of provably convergent frame-based line search algorithms that do not explicitly rely on derivative information is developed for unconstrained and linearly constrained optimisation.
A frame-based approach relies on the underlying theory of positive bases. The use of positive bases (either directly or indirectly) facilitates the development of convergence proofs for many (including some already well-established) derivative-free optimisation algorithms. Although positive bases have recently been the subject of renewed interest in optimisation research they do not feature in many modern texts on linear algebra. For this reason background material on positive bases and grids (the precursors to frames) is also presented.
A weakness with a common choice of stopping conditions for existing grid- (which includes pattern search) and frame-based derivative-free methods is identified and a solution is presented. This solution is shown to possess good numerical stability properties when extended for use with existing derivative-based (BFGS and DFP) algorithms-even when approximate second-order information is available to only limited precision-as is usually the case in practice since, for many "real-world" problems, explicit gradient or second order information may not be available and the evaluation of the objective function to arbitrary levels of precision is not possible.
50
Brown, David Alexander. "Synthesis and derivative chemistry of icosahedral carboranes". Thesis, Durham University, 1985. http://etheses.dur.ac.uk/7140/.
Testo completoAbstract (sommario):
A series of icosahedral carboranes including, ortho-1-methyl-ortho- and 1-phenyl-ortho-carborane were prepared from decaborane and the appropriately substituted acetylenes. An investigation of the preparative route to ortho-carborane showed that improvements could be made to the literature method employed. Meta-carborane was obtained in high yields by the thermal isomerization of ortho-carborane. The structurally-characterised compounds Li(C(_2)B(_10)H(_10)Me) (PMDETA) and Mg(C(_2)B(_10)H(_10)Me)(_2)(C(_4)H(_8)O(_2))(_2). C(_2) H(_8) contain unprecedented examples of group I and II metals covalently bonded to six-co-ordinate carbon atoms. Features of the structures are compared with those of other organolithium and organo-magnesiura compounds and used to calculate the cone angles and steric requirements of icosahedral carboranyl and methyl-carboranyl ligands attached to metal atoms of various sizes. Series of, carboranyl ketones of formulae RθCOR' and (Rθ)(-2)CO (where R = H, Me, Ph and R' = Ph), carboranyl amides of formulae RNHCOθCONHR and RNHCOθ'CONHR (where R = Ph, Me,(^t) Bu) and boranyl-carboranes of formulae RθBR'(_2) and (Rθ')(_2)BR'(where R = H, Me and R' = Ph), were synthesized and an investigation carried out to assess their relative stabilities to hydrolytic degradation. These studies revealed interesting trends within each series. A series of C-hydroxy-derivatives including MeθOH, PhθOH, HθOH, Hθ'OH and H0θ0H were successfully prepared by the reactions of the mono- or dilithio-carboranes with oxygen or with benzoyl peroxide. All of the hydroxy- carboranes with the exception of H0θ0H were crystalline solids. A number of tertiary ammonium salts of the ortho-carboranyl-C-hydroxy derivatives were prepared in high yields. No salts of the meta-derivative, Hθ’OH were obtained. All of the salts were white crystalline solids, their infra-red, (^1)H, (^11)B and COSY n.m.r. spectra showing interesting and significant differences to those of their corresponding hydroxy-derivatives, many of these differences, presumably attributable to increases in the C-0 bond order and an increase in electron density within the cage.The previously unreported MeθOSiMe(_3) was prepared by the reaction of MeθOHNEt. with Me(_3)SiCl and isolated as a stable, crystalline solid.