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Dissertations / Theses on the topic 'Derivative of an alcohol'

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Published: 5 June 2025
Last updated: 1 August 2025

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1

Arias, Maria H., Miguel Quiliano, Sandra Bourgeade-Delmas, et al. "Alsinol, an arylamino alcohol derivative active against Plasmodium, Babesia, Trypanosoma, and Leishmania: past and new outcomes." Springer Science and Business Media Deutschland GmbH, 2020. http://hdl.handle.net/10757/655519.

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Malaria, babesiosis, trypanosomosis, and leishmaniasis are some of the most life-threatening parasites, but the range of drugs to treat them is limited. An effective, safe, and low-cost drug with a large activity spectrum is urgently needed. For this purpose, an aryl amino alcohol derivative called Alsinol was resynthesized, screened in silico, and tested against Plasmodium, Babesia, Trypanosoma, and Leishmania. In silico Alsinol follows the Lipinski and Ghose rules. In vitro it had schizontocidal activity against Plasmodium falciparum and was able to inhibit gametocytogenesis; it was particul
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2

Sunbul, Murat. "Asymmetric Synthesis Of Norbornene Based 1,4-amino Alcohol Derivatives And Applications In Asymmetric Transformations." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12606174/index.pdf.

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The asymmetric synthesis of cis-1,4-aminoalcohols with norbornene backbone was performed starting with simple and cheap anhydride 30. Quinine-mediated desymmetrization of anhydride 30 with methanol resulted in (2S,3R)-(-)-cis-hemiester 31 (98% e.e.). Chemoselective amination with HMPTA and NH4OH followed by LAH reduction afforded (2S,3R)-(+)-36 and (2S,3R)-(-)-37, respectively. The amidoester (2S,3R)-(-)-32 was transformed into chiral ligand (2S,3R)-(-)-35 with Grignard reaction followed by LAH reduction. The chiral ligands (2S,3R)-(-)-35, (2S,3R)-(+)-36 and (2S,3R)-(-)-37 were subjected to
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3

Rosinski, Jenny M. "Derivation and validation of alcohol phenotypes in a college population a motivational/developmental approach /." Diss., Columbia, Mo. : University of Missouri-Columbia, 2008. http://hdl.handle.net/10355/5535.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2008.<br>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 July 29, 2009) Includes bibliographical references.
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4

Ballester, Jorge. "Nouvelles méthodes éco-compatibles : synthèse de molécules phosphorées par catalyse au cuivre ou réaction de Wittig. Application en réaction d'arylation de nucléophiles. : oxydation d'alcools catalysée par des métaux alcalins." Thesis, Montpellier, Ecole nationale supérieure de chimie, 2012. http://www.theses.fr/2012ENCM0019.

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Ce travail de thèse se divise en trois parties. Dans un premier temps, nous avons mis au point une nouvelle méthode simple et efficace de synthèse d'arylphosphonates, aryphosphinates et arylphosphines, faisant appel à un système catalytique au cuivre.Dans un second temps, nous nous sommes intéressés à la synthèse, à partir des sels de phosphonium correspondants, de diylures azotés ou carbonés du phosphore. A partir de ces derniers une méthode de synthèse de phosphines vinyliques ou butadiéniques, difficiles à obtenir par d'autres voies, a été mise au point. Ces phosphines se sont avérées être
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5

Odabas, Serhat. "Asymmetric Synthesis Of N-aryl Substituted Chiral 1,4-amino Alcohol Derivatives And Applications In Various Asymmetric Transformation Reactions." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608489/index.pdf.

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The asymmetric synthesis of N-aryl substituted chiral 1,4-aminoalcohols and their applications in asymmetric borane reduction and enantioselective diethylzinc addition to benzaldehyde reactions were performed starting from meso anhydride 51 that is the cycloadduct of cyclopentadiene and maleic anhydride. The desymmetrization of meso-anhydride 51 was achieved by using quinine or quinidine with very high enantiomeric excess value (up to 98% ee) and with high chemicalb yield. The quinine-mediated desymmetrization of meso-anhydride 51 with methanol gave (2S,3R)-(-)-cis-monoester 52. The hemiester
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6

Darabi, Hamed. "Altering the configuration of the secondary alcohol and quaternary carbon in pantothenate derivatives: synthesis of novel N-Pentylpantothenamides." Thesis, McGill University, 2013. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=119530.

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The synthesis of pantothenamides with various but defined stereoconfigurations is promising for medicinal chemistry studies. N-pentylpantothenamides are antibacterial agents. Previous SAR studies reported an MIC of 3.6 µM against S. aureus for the allyl derivative with anti stereoconfiguration with respect to the secondary alcohol and the quaternary carbon. With the goal of improving the MIC, it was envisaged that compounds with the syn stereoconfiguration might have different activity. Thus a synthetic approach was developed which set the anti stereochemistry at the di alkyl germinal carbon v
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7

Ceballos-Schiavone, Carla Homem de Mello. "Tratamento térmico do caldo de cana-de-açúcar visando a redução de contaminantes bacterianos - Lactobacillus - na produção de etanol e eficiência de tratamento do fermento por etanol." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/11/11141/tde-09112009-144530/.

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Na produção do etanol a etapa mais importante e crítica é a fermentação, por isso, há necessidade de focar a atenção ao processo e contaminações. Os contaminantes bacterianos de maior presença nessa etapa são os Lactobacillus. Com essa preocupação os objetivos deste trabalho são mostrar alternativas a redução desses contaminantes sendo eles no caldo ou no fermento (leveduras). Para isso amostras de caldo de cana-de-açúcar contaminados in vitro, individualmente, com sete diferentes espécies de Lactobacillus foram submetidas ao tratamento térmico visando confirmar a sensibilidade das mesmas à te
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8

Erdem, Mine. "Asymmetric Synthesis Of Norbornene Based 1,4-aminoalcohol Derivatives And Applications In Asymmetric Diethylzinc Reactions." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608318/index.pdf.

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The asymmetric synthesis of chiral norbornene based 1,4-aminoalcohols and their applications in asymmetric diethylzinc addition reactions was perfomed starting from meso-anhydride 50. The desymmetrization of this meso-anhydride 50 was done by the usage of quinine or quinidine cinchona alkaloids with very high enantiomeric excess values (up to 98% ee) and chemical yields. The Quinidine-mediated desymmetrization of meso-anhydride 50 with methanol gave (2R,3S)-(+)-cis-monoester 51. The amination of this resulting compound with HMPTA was performed and by keeping the amine group constant, the amido
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9

Okumura, Shintaro. "New Ring-opening Reactions of Four-membered Carbo- and Sila-cyclic Compounds and Synthesis of 2-Alkoxy-1、3-dienes from Propargylic Alcohol Derivatives." Kyoto University, 2018. http://hdl.handle.net/2433/232487.

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10

Wang, You Ming, of Western Sydney Hawkesbury University, Faculty of Science and Technology, and School of Science. "The chemistry and biochemistry of melon fruit development and quality." THESIS_FST_SS_Wang_Y.xml, 1994. http://handle.uws.edu.au:8081/1959.7/86.

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A number of methods for the analysis of free amino acids in melon fruit have been evaluated experimentally. Analysis of their tBDMS derivatives by GC (gas chromatography) was found to be the most suitable for the mix of free amino acid found in the melon matrix. It affords good yields of amino acid derivatives with excellent gas chromatographic properties and characteristic mass spectra. The single-step derivatization procedure is highly reproducible and allows simultaneous analysis of asparagine and glutamine together with their corresponding acids. Changes in amino acids, sugars, the princip
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11

Andreu-Solano, Raquel. "Synthèse, propriétés redox, mesogenes et optiques non linéaires de nouveaux tetrathiafulvalènes." Angers, 1996. http://www.theses.fr/1996ANGE0012.

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Une préparation de mono et di-alcools et aldéhydes dérivés du tetrathiafulvalène et leur analyse par spectrométrie de masse est présentée. Ensuite, des systèmes ou le donneur est de la même famille et se trouve conjugué à divers groupements accepteurs (aldéhyde, dicyanovinyl) sont préparés, et leurs propriétés d'optique non linéaire de second ordre sont présentées. Puis sont abordées la synthèse et les études structurales et électrochimiques de systèmes donneur sigma-donneur (tetrathiafulvalène, ferrocène) non conjugues, ou, à l'inverse, ou le donneur soufre se trouve conjugue à deux bras 1,4-
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12

Sangsrichan, S. "Derivatives of acids, alcohols and amines for LC-MS." Thesis, Swansea University, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.638767.

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The objectives of these studies was to investigate the use of tris(2,4,6-trimethoxyphenyl) phosphonium (TMPP) derivatising reagents to enhance methods for the analysis of acids, alcohols and amines by high-performance liquid chromatography-mass spectrometry (LC-MS). Early chapters provide an introduction to the main instrumental techniques of chromatography, mass spectrometry and solid phase extraction used to conduct the experiments in the thesis. This is followed by a review of derivatisation for compounds analysed with HPLC and LC-MS. Particular emphasis is placed on tris(2,4,6-trimethoxyph
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13

Gaspari, Paul. "Asymmetric Synthesis of 1,3-Amino Alcohols and Tropinone Derivatives From Enantiopure Sulfinimines." Diss., Temple University Libraries, 2011. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/125180.

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Chemistry<br>Ph.D.<br>Heterocycles that contain nitrogen, such as piperidine, pyrrolidine and tropane, are widespread as natural product alkaloids and serve as templates for many bioactive drugs and drug candidates. The intent of this research is to the develop asymmetric syntheses of piperidine-containing syn and anti 1,3-amino alcohols as well as tropinone and tropane-containing derivatives using sulfinimines (N-sulfinyl imines) as precursors for acid-catalyzed cascade cyclizations. Chiral N-sulfinyl b-amino ketones derived from N-sulfinyl b-amino Weinreb amides, serve as novel and direct pr
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14

Wang, You Ming. "The chemistry and biochemistry of melon fruit development and quality." Thesis, [S.l. : s.n.], 1994. http://handle.uws.edu.au:8081/1959.7/86.

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A number of methods for the analysis of free amino acids in melon fruit have been evaluated experimentally. Analysis of their tBDMS derivatives by GC (gas chromatography) was found to be the most suitable for the mix of free amino acid found in the melon matrix. It affords good yields of amino acid derivatives with excellent gas chromatographic properties and characteristic mass spectra. The single-step derivatization procedure is highly reproducible and allows simultaneous analysis of asparagine and glutamine together with their corresponding acids. Changes in amino acids, sugars, the princip
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15

Owston, Nathan Ashley. "Novel transition metal-catalysed syntheses of carboxylic acid derivatives." Thesis, University of Bath, 2008. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.512253.

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This thesis describes the chemistry developed during a study of novel transition metalcatalysed reactions for the synthesis of carboxylic acid derivatives. Chapter 2 describes a novel protocol for the synthesis of primary amides from alcohols in one-pot where a metal complex mediates two fundamentally different catalytic processes. An iridium catalyst has been shown to be effective for the selective rearrangement of aldoximes into primary amides. In addition, an iridium-catalysed oxidation of activated alcohols via hydrogen transfer has been developed using an alkene as formal oxidant. These r
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16

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.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>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 e
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17

Beachel, Debi K. "Alcohol beliefs versus alcohol behaviors." Menomonie, WI : University of Wisconsin--Stout, 2005. http://www.uwstout.edu/lib/thesis/2005/2005beacheld.pdf.

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18

Gottardo, Gianni. "Polymer Chemistry of Granulating Agents." Doctoral thesis, Università degli studi di Padova, 2008. http://hdl.handle.net/11577/3425507.

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19

Yick, Ho-yin. "Theories on derivative hedging." Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B30703530.

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20

Ozonder, Sener. "Viable Higher Derivative Theories." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608468/index.pdf.

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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.
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21

Lowther, George Edward. "Derivative pricing with options." Thesis, University of Cambridge, 1999. https://www.repository.cam.ac.uk/handle/1810/265436.

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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 differ
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22

Reiner, Günter. "Derivative Finanzinstrumente im Recht /." Baden-Baden : Nomos-Verl.-Ges, 2002. http://www.gbv.de/dms/sbb-berlin/347542476.pdf.

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23

Yick, Ho-yin, and 易浩然. "Theories on derivative hedging." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B30703530.

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24

Lin, Shaowei. "Derivative actions in China." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/9749.

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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 the
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25

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/.

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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
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26

Thom, Elizabeth Whyte. "Alcohol treatment policy 1950-1990 : from alcohol treatment to alcohol problems management." Thesis, London School of Hygiene and Tropical Medicine (University of London), 1997. http://researchonline.lshtm.ac.uk/682245/.

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The thesis draws on historical and social policy perspectives to examine the factors influencing development and change in alcohol treatment policy between 1950 and 1990. The study uses data from primary and secondary documentation and from taped interviews. Three themes are highlighted as particularly relevant to an examination of policy trends. The first of these is the emergence and evolution of a `policy community'. Spearheaded by psychiatrists in the 1960s, the `policy community' broadened to include other professional groups and the voluntary sector by the 1990s. The second theme concern
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27

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.

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28

Reho, Riccardo. "A higher derivative fermion model." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/19852/.

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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 permett
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29

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.

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30

Pekmen, Bengisen. "Derivative Free Multilevel Optimization Methods." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12610853/index.pdf.

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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 derive
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31

Gullu, Ibrahim. "Massive Higher Derivative Gravity Theories." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613975/index.pdf.

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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 thes
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32

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.

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33

Mulholland, Gary. "Pig Duodenum Derivative : biological properties." Thesis, Queen's University Belfast, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.335588.

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34

Hutton, J. P. "Fast valuation of derivative securities." Thesis, University of Essex, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282493.

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35

Paulos, Miguel Fernandes. "Higher derivative actions and holography." Thesis, University of Cambridge, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608861.

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36

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.

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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 ne
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Blundell, Paul. "Investigations on the radical chemistry of thionocarbonates of alcohols and acyl derivatives of hydroxamic and thiohydroxamic acids." Thesis, University of Stirling, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.294019.

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Greco, Michelle Nicholle. "The relation of alcohol expectancies to alcohol consumption and alcohol-related problems among college students." To access this resource online via ProQuest Dissertations and Theses @ UTEP, 2009. http://0-proquest.umi.com.lib.utep.edu/login?COPT=REJTPTU0YmImSU5UPTAmVkVSPTI=&clientId=2515.

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39

Hosseinpour-Zoonozi, Nima. "Development of the beta-pressure derivative." Texas A&M University, 2006. http://hdl.handle.net/1969.1/4685.

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The proposed work provides a new definition of the pressure derivative function [that is the β-derivative function, Δp βd(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 Δp βd(t) function [that is a constant Δp βd(t) behavior]. The Δp βd(t) function represents a new application of the trad
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40

Zhang, Kai. "Monte Carlo methods in derivative modelling." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/35689/.

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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
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41

Kaeck, Andreas. "equity index and index derivative dynamics." Thesis, University of Reading, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529994.

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42

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.

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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 &amp; 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 pre
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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.

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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.

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45

Kushpel, Alexander. "Derivative pricing in Lévy driven models." Thesis, University of Leicester, 2015. http://hdl.handle.net/2381/32222.

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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. The
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46

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.

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Mestrado em Finanças<br>The 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
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47

Putyatin, Vladislav Evgenievich. "Mathematical models for derivative securities markets." Thesis, University of Southampton, 1998. https://eprints.soton.ac.uk/50648/.

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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 M
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48

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.

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49

Mammadov, Musa. "A fuzzy derivative and dynamical systems." Thesis, University of Ballarat, 2002. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/33667.

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"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."<br>Doctor of Philosophy
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50

Mammadov, Musa. "A fuzzy derivative and dynamical systems." University of Ballarat, 2002. http://archimedes.ballarat.edu.au:8080/vital/access/HandleResolver/1959.17/14609.

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Abstract:
"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."<br>Doctor of Philosophy
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