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Tesi sul tema "Derivative"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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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/.

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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.

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Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004.<br>Includes bibliographical references (leaves 120-131). Also available in electronic version. Access restricted to campus users.

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3

Teimouri, Ilia. "On aspects of infinite derivatives field theories & infinite derivative gravity." Thesis, Lancaster University, 2018. http://eprints.lancs.ac.uk/90105/.

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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

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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.

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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.

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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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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/.

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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 de

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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/.

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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

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8

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/.

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9

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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10

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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11

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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12

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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13

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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14

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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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/.

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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 multipl

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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/.

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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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17

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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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.

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19

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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20

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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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.

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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.

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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.

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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.

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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.

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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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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.

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27

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 ÃÂ²-derivative function, ÃÂp ÃÂ²d(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 ÃÂ²d(t) function [that is a constant ÃÂp ÃÂ²d(t) behavior]. The ÃÂp ÃÂ²d(t) function represents a new application of the trad

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28

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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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.

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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.

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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 & 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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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.

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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.

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33

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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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.

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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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35

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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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.

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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.

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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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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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"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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39

Van, Cleve Shelley Marie. "Synthesis of a Resveratrol Glycinate Derivative." Digital Commons @ East Tennessee State University, 2011. https://dc.etsu.edu/etd/1312.

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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)ethe

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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.

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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 develo

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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.

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42

Sǐmák, Jaroslav. "On experimental designs for derivative random fields." [S.l. : s.n.], 2002. http://deposit.ddb.de/cgi-bin/dokserv?idn=965446751.

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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.

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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 elonga

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44

Cabral, Harsha, and n/a. "Corporate law, derivative actions : a comparative approach." University of Canberra. Law, 1999. http://erl.canberra.edu.au./public/adt-AUC20060622.163443.

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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 an

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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.

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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.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2007.<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 February 13, 2008) Vita. Includes bibliographical references.

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47

Gutting, Martin. "Fast multipole methods for oblique derivative problems." Aachen Shaker, 2007. http://d-nb.info/988919346/04.

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48

Goyal, Mini, and 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.

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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 fi

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49

Byatt, David. "Frame-based algorithms for derivative-free optimisation." Thesis, University of Canterbury. Mathematics and Statistics, 2004. http://hdl.handle.net/10092/5608.

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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

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Brown, David Alexander. "Synthesis and derivative chemistry of icosahedral carboranes." Thesis, Durham University, 1985. http://etheses.dur.ac.uk/7140/.

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Abstract (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 cova

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