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Dissertations / Theses on the topic 'Mean derivatives'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Petschel, Ben. "Mean reversion models for weather derivatives /." [St. Lucia, Qld.], 2005. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18872.pdf.

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2

Feng, Limin. "JAMES-STEIN TYPE COMPOUND ESTIMATION OF MULTIPLE MEAN RESPONSE FUNCTIONS AND THEIR DERIVATIVES." UKnowledge, 2013. http://uknowledge.uky.edu/statistics_etds/6.

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Charnigo and Srinivasan originally developed compound estimators to nonparametrically estimate mean response functions and their derivatives simultaneously when there is one response variable and one covariate. The compound estimator maintains self consistency and almost optimal convergence rate. This dissertation studies, in part, compound estimation with multiple responses and/or covariates. An empirical comparison of compound estimation, local regression and spline smoothing is included, and near optimal convergence rates are established in the presence of multiple covariates. James and Ste

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3

Huang, Chun-Sung. "Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility." Doctoral thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29243.

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The pricing of exotic derivatives continues to attract much attention from academics and practitioners alike. Despite the overwhelming interest, the task of finding a robust methodology that could derive closed-form solutions for exotic derivatives remains a difficult challenge. In addition, the level of sophistication is greatly enhanced when options are priced in a more realistic framework. This includes, but not limited to, utilising jump-diffusion models with mean-reversion, stochastic volatility, and/or stochastic jump intensity. More pertinently, these inclusions allow the resulting asse

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4

Faria, Sergio Henrique Dias Marques. "Utilização do modelo CCFDF na interpretação das intensidades fundamentais das moleculas 'X IND. 2 CY' e sua aplicação na regra da soma." [s.n.], 2008. http://repositorio.unicamp.br/jspui/handle/REPOSIP/249357.

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Orientador: Roy Edward Bruns<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Quimica<br>Made available in DSpace on 2018-08-11T06:56:00Z (GMT). No. of bitstreams: 1 Faria_SergioHenriqueDiasMarques_M.pdf: 997317 bytes, checksum: c659ee21fc8d6bfbdf14b0418bd6b99b (MD5) Previous issue date: 2008<br>Resumo: Foram determinadas as cargas e dipolos atômicos QTAIM, a partir das geometrias otimizadas das moléculas X2CY (X = H, F, Cl; Y = O, S). Com esses dados, foram calculados os momentos de dipolo molecular dessas moléculas, que apresentaram uma boa concordância com os va

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5

Murgoci, Agatha. "Essays in mathematical finance." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-427.

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6

Hager, Svenja. "Pricing portfolio credit derivatives by means of evolutionary algorithms." Wiesbaden Gabler, 2007. http://d-nb.info/98714362X/04.

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7

Hager, Svenja. "Pricing portfolio credit derivatives by means of evolutionary algorithms." Wiesbaden : Gabler, 2008. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016575308&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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8

Shabankhah, Mahmood. "Integral means of the derivatives of Blaschke products and zero sequences for the Dirichlet space." Thesis, Université Laval, 2008. http://www.theses.ulaval.ca/2008/25900/25900.pdf.

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9

Mueller, Jonathon W. "The effect of differentiation technique utilized in continuous noninvasive blood pressure measurement." University of Akron / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=akron1145295553.

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10

Enbiya, Saleh A. "Automatic Control Strategies of Mean Arterial Pressure and Cardiac Output. MIMO controllers, PID, internal model control, adaptive model reference, and neural nets are developed to regulate mean arterial pressure and cardiac output using the drugs sodium Nitroprusside and dopamine." Thesis, University of Bradford, 2013. http://hdl.handle.net/10454/13421.

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High blood pressure, also called hypertension is one of the most common worldwide diseases afflicting humans and is a major risk factor for stroke, myocardial infarction, vascular disease, and chronic kidney disease. If blood pressure is controlled and oscillations in the hemodynamic variables are reduced, patients experience fewer complications after surgery. In clinical practice, this is usually achieved using manual drug delivery. Given that different patients have different sensitivity and reaction time to drugs, determining manually the right drug infusion rates may be difficult. This is

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11

Enbiya, Saleh Abdalla. "Automatic control strategies of mean arterial pressure and cardiac output : MIMO controllers, PID, internal model control, adaptive model reference, and neural nets are developed to regulate mean arterial pressure and cardiac output using the drugs Sodium Nitroprusside and Dopamine." Thesis, University of Bradford, 2013. http://hdl.handle.net/10454/13421.

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High blood pressure, also called hypertension is one of the most common worldwide diseases afflicting humans and is a major risk factor for stroke, myocardial infarction, vascular disease, and chronic kidney disease. If blood pressure is controlled and oscillations in the hemodynamic variables are reduced, patients experience fewer complications after surgery. In clinical practice, this is usually achieved using manual drug delivery. Given that different patients have different sensitivity and reaction time to drugs, determining manually the right drug infusion rates may be difficult. This is

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12

Antić, Sofija [Verfasser], Karlheinz [Akademischer Betreuer] Langanke, and Gabriel [Akademischer Betreuer] Martinez-Pinedo. "Generalized relativistic mean-field model with non-linear derivative nucleon-meson couplings for nuclear matter and finite nuclei / Sofija Antić ; Karlheinz Langanke, Gabriel Martinez-Pinedo." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2018. http://d-nb.info/1153546388/34.

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13

Tessari, Cristina. "Dois ensaios em finanças." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16639.

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Submitted by Cristina Tessari (tinatessari@gmail.com) on 2016-06-09T13:51:42Z No. of bitstreams: 1 DissertationEPGE_CristinaTessari2016.pdf: 1264081 bytes, checksum: 14e65157457bfe8deea5353bb192a0af (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2016-06-29T14:03:25Z (GMT) No. of bitstreams: 1 DissertationEPGE_CristinaTessari2016.pdf: 1264081 bytes, checksum: 14e65157457bfe8deea5353bb192a0af (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2016-06-29T14:06:59Z (GMT) No. of bitstreams: 1 DissertationEPGE_CristinaTessari2016.

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14

Ho, Xuan Hieu. "On multifractality, Schwarzian derivative and asymptotic variance of whole-plane SLE." Thesis, Orléans, 2016. http://www.theses.fr/2016ORLE2060/document.

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Soit f une instance du whole-plane $\SLE_\kappa$ : on sait que pour certaines valeurs de κ, p les moments dérivés $\mathbb{E}(\vert f'(z) \vert^p)$ peuvent être écrits sous une forme fermée, étude qui a permis de mettre au jour une nouvelle phase du spectre des moyennes intégrales. Le but de cette thèse est une étude des moments généralisés $\frac{\vert f'(z) \vert^p}{\vert f(z) \vert^q}$ : cette étude permet de confirmer la structure algébrique riche du whole-plane SLE. On montre que les formes fermées des moments mixtes $\mathbb{E}\big(\frac{\vert f'(z) \vert^p}{\vert f(z) \vert^q}\big)$ app

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15

Andreevska, Irena. "Mathematical modeling and analysis of options with jump-diffusion volatility." [Tampa, Fla.] : University of South Florida, 2008. http://purl.fcla.edu/usf/dc/et/SFE0002343.

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16

Hauke, Tobias [Verfasser], and Klaus T. [Akademischer Betreuer] Wanner. "Exploring 5-substituted nipecotic acid derivatives in the search for novel GABA uptake inhibitors by means of MS based screening of pseudostatic combinatorial hydrazone libraries / Tobias Hauke ; Betreuer: Klaus T. Wanner." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2018. http://d-nb.info/1178323943/34.

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17

Carvalho, Thiago Bernardino de. "Estudo da elasticidade-renda da demanda de carne bovina, suína e de frango no Brasil." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-05062007-130618/.

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O Brasil possui um mercado interno potencial para o consumo de alimentos, principalmente para as carnes. A carne já faz parte da alimentação dos brasileiros e sua demanda está ligada a vários fatores, como preços, qualidade, aspectos nutricionais, preferência, gosto e, principalmente, a restrição orçamentária, ou seja, a renda. A fim de determinar o quanto a renda impacta o consumo de carnes, buscou-se no presente estudo estimar as elasticidades-renda da demanda de carne bovina, suína e de frango, no Brasil e suas regiões. As elasticidades foram obtidas por meio do ajustamento de uma poligonal

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18

Zouridakis, Georgios. "The introduction of the derivative action into the Greek law on public limited companies as a means of shareholder protection : a comparative analysis of the British, German and Greek law." Thesis, University of Essex, 2016. http://repository.essex.ac.uk/17136/.

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Shareholder protection has been a focal point of the Greek legislator's agenda for years. Despite a series of reforms towards the direction of shareholder empowerment, the adequacy of the existing framework remains questionable. The thesis conveys the argument that the remedies for maladministration under Greek company law remain dysfunctional and need to be reformed in order to establish an effective and competitive legal framework for shareholder protection. It is argued that such initiatives are important in order to boost investor confidence and provide an effective monitoring mechanism of

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19

Berenchtein, Bernardo. "Utilização de glicerol na dieta de suínos em crescimento e terminação." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/11/11139/tde-15102008-080051/.

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O presente trabalho teve como objetivo avaliar níveis de 0, 3, 6 e 9% de glicerol na dieta de suínos em crescimento e terminação por meio do desempenho, das características de carcaça e da qualidade da carne. Foram utilizados 64 animais da genética Topigs com peso médio inicial 33,27 ± 4,66 kg, distribuídos em 32 baias de acordo com o sexo e peso inicial, em um delineamento em blocos casualizados com oito repetições (blocos) por tratamento. Em cada uma das três fases, crescimento I (33,27 a 65,00 kg), crescimento II (65,00 a 85,00 kg) e terminação (85,00 a 99,97 kg), os animais receberam raçõe

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20

Pechstein, Armin [Verfasser], Sabine [Gutachter] Attinger, and Nadim K. [Gutachter] Copty. "Innovative techniques for the characterization and interpretation of coastal aquifers : pumping test interpretation by means of the drawdown derivative to estimate aquifer heterogeneity / Armin Pechstein ; Gutachter: Sabine Attinger, Nadim K. Copty." Jena : Friedrich-Schiller-Universität Jena, 2017. http://d-nb.info/1177603160/34.

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21

Azevedo, Angela Palamin. "Prevalência e características de Salmonella spp em carne bovina brasileira para exportação: contribuição para uma avaliação de risco." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/9/9131/tde-04052016-172852/.

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O Brasil consolidou-se como o principal produtor e exportador mundial de carne bovina. Estudos microbiológicos, geralmente realizados com amostras de carne coletadas no comércio e não na cadeia produtiva de carne, resultam numa insuficiência de dados a respeito das características fenotípicas e genotípicas das bactérias patogênicas de relevância nos produtos destinados à exportação. Objetivando determinar a prevalência e características de Salmonella spp em carne bovina para exportação, realizou-se a coleta de amostras de superfícies de 200 bovinos adultos, provenientes de 12 fazendas, abatido

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22

Cocato, Maria Lucia. "Avaliação em leitões da biodisponibilidade de ferro de diferentes fontes (ferro microencapsulado com carboximetilcelulose sódica, ferro microencapsulado com alginato, ferro quelado com metionina e ferro eletrolítico)\"." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/9/9132/tde-09112016-163222/.

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A biodisponibilidade de ferro de diferentes fontes foi avaliada pelo método de recuperação de hemoglobina em suínos anêmicos. O ensaio teve duração de 13 dias e os grupos foram homogeneizados de acordo com o produto do peso (kg) x hemoglobina (g/dL). As fontes de ferro estudadas foram: ferro microencapsulado com polímero de carboximetilcelulose sódica (NaCMC), ferro microencapsulado com polímero de alginato, ferro quelado com metionina e ferro reduzido eletrolíticamente. Com a finalidade de corrigir respostas devidas à variação na ingestão de ferro foram acrescentados três grupos chamados de g

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23

Rezende, Lilian Ribeiro. "Expressão de genes relacionados ao metabolismo de vitamina D3 mediante suplementação e estudo de associação com a maciez da carne em bovinos da raça Nelore." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/11/11139/tde-02082011-105317/.

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A maciez da carne bovina é o resultado do processo de proteólise miofibrilar influenciado pelas calpaínas (CAPN), enzimas ativadas pelo cálcio. A calpastatina (CAST) constitui um regulador das calpaínas, atuando como substrato e degradando-se pela ação da própria calpaína. A suplementação com vitamina D3 na dieta dos animais tem alterado positivamente a maciez da carne, por obter maior absorção e deposição de cálcio nos músculos. Tendo em vista a importância desses genes para a maciez da carne em bovinos e o metabolismo de vitamina D3, o objetivo deste estudo foi verificar a expressão gênica d

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24

Hsiang, Jau-Jie, and 向兆婕. "Mean-Reverting Effect on Downside Risk of Derivatives." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/34280005652344387335.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>101<br>This article documents the risk of different options portfolios under the stop-loss strategy proposed by Leoni (2008). We use the model to fit the call options on the TAIEX, and finding Heston outperforms the B-S model. It means that the underlying is agreeable with Heston's assumption to mean-reverting stochastic volatility. We carry out a Monte Carlo simulation of underlying with mean-reverting, and analyzing the sensitivity of downside risk to Heston parameter values. Depending on different classes of options and moneyness, the 25 portifolios have been for

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25

Antic, Sofija. "Generalized relativistic mean-field model with non-linear derivative nucleon-meson couplings for nuclear matter and finite nuclei." Phd thesis, 2018. https://tuprints.ulb.tu-darmstadt.de/7240/13/SAntic_dissertation_v2.pdf.

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The equation of state (EOS) for highly compressed dense matter is one of the main concerns of nuclear astrophysics in recent years. It is essential for modeling compact astrophysical objects like neutron stars (NS), their mergers and core-collapse supernovae (CCSN). It also sets the conditions for the creation of chemical elements in the universe, in particular for the r-process whose astrophysical site is still under debate. Therefore, it is an active theoretical and experimental research topic. At present, a realistic and quantitative description of dense matter is not available from first p

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26

Webb, Melanie Ann. "A Switching Black-Scholes Model and Option Pricing." Thesis, 2003. http://hdl.handle.net/2440/37916.

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Derivative pricing, and in particular the pricing of options, is an important area of current research in financial mathematics. Experts debate on the best method of pricing and the most appropriate model of a price process to use. In this thesis, a ``Switching Black-Scholes'' model of a price process is proposed. This model is based on the standard geometric Brownian motion (or Black-Scholes) model of a price process. However, the drift and volatility parameters are permitted to vary between a finite number of possible values at known times, according to the state of a hidden Markov chain.

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27

Webb, Melanie Ann. "A switching Black-Scholes model and option pricing." 2003. http://thesis.library.adelaide.edu.au/public/adt-SUA20040201.173938.

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Includes bibliographical references. Electronic publication; full text available in PDF format; abstract in HTML format. In this thesis a switching Black-Scholes model of a price process is proposed. This model is based on the standard geometric Brownian motion (or Black-Scholes) model of a price process. However, the drift and volatility parameters are permitted to vary between a finite number of possible values at known times according to the state of a hidden Markov chain. This type of model has been found to replicate the Black-Scholes implied volatility smiles observed in the market and p

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