Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 1854 for “"Derivative"”.
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Derivative pricing with options.
… 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 …
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Classical and quantum aspects of infinite derivative field theories and infinite derivative gravity
… 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 …
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Adaptive sampling trust-region methods for derivative-based and derivative-free simulation optimization problems
… optimized, and updated iteratively. ASTRO is a derivative-based algorithm and provides almost sure convergence to a first-order critical point with good practical performance. In the second study the Monte Carlo simulation is assumed to provide no direct observations of the function gradient. We …
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Algorithms for Derivative-Free Optimization
… Search (M&S), a new local search algorithm for derivative-free optimization. M&S performs a local search from a given point. The search is guided by identifying descent directions from a quadratic model fitted around the best known point, while using information from other evaluated points. We …
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Essays On Information And Derivative Markets
… These investors may trade in the stock and a derivative whose payoff is a function of the stock's risk. I study the role played by the derivative, finding that it is used to speculate on future risk and to hedge risk uncertainty. Unlike prior rational expectation models with derivatives, its …
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Synthesis of a Resveratrol Glycinate Derivative.
… 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 …
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Hedge Fund Performance and Derivative Hedging
… essays which focus on hedge fund performance and derivative hedging. The first essay uses ETF returns as proxies for tradable risk factors in hedge fund performance evaluation and identifies contemporaneously relevant risk factors from the entire universe of ETFs. The model provides more …
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Higher Derivative Gravitational Systems and Ghost Fields
… results by re-interpreting the meaning of higher derivative terms in perturbation expansions.</p>
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Attempted Synthesis of a Photoreactive Geranylcysteine Derivative.
… to synthesize a photoreactive geranylcysteine derivative, <b>A</b>, with an appropriate photoprobe to be studied as a mimic for farnesylated protein, <b>B</b>, the following syntheses were carried out. The hydroxyl group of geraniol was protected with DHP/PPTs to generate <b>1</b> (98.1%). …
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FDTD subgridding with higher order derivative approximations
The finite-difference time-domain (FDTD) method provides numeric solutions to analyze electromagnetic problems. This includes modeling wave propagation through urban environments, wireless communications, radio-frequency identification (RFID), and antenna design. As the operating frequency …
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Derivative free methods in covariance components estimation
The downhill simplex (DS), Powell's (PO), and Rosenbrock's (RO) algorithm were optimized and applied to estimation of dispersion parameters. The optimization is independent of the log-likelihood function and thus, from the model. The model can accommodate two additive genetic effects and genetic …
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Derivative-Free Meta-Blackbox Optimization on Manifold
… efficiency and sample complexity of derivative-free optimization. Based on the observation that most practical high-dimensional functions lie on a latent low-dimensional manifold, which can be further shared among problem instances, the proposed method jointly learns the …
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The anticancer potential of CITme, a quinoline derivative
… citrate “CITme” is a substituted quinoline derivative, synthesized as a potential antitumour agent. The aim of this study was to investigate CITme with regard to antitumour activity, toxicity and pharmacokinetics. In vitro screening for neoplastic cytotoxic effects using standard cell …
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Infinite Derivative Gravity : a finite number of predictions
Ghost-free Infinite Derivative Gravity (IDG) is a modifed gravity theory which can avoid the singularities predicted by General Relativity. This thesis examines the effect of IDG on four areas of importance for theoretical cosmologists and experimentalists. First, the gravitational potential …
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Copulas for credit derivative pricing and other applications.
Copulas are multivariate probability distributions, as well as functions which link marginal distributions to their joint distribution. These functions have been used extensively in finance and more recently in other disciplines, for example hydrology and genetics. This study has two components, …
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Local Time as a Derivative of Occupation Times
Made available in DSpace on 2014-12-09T22:17:24Z (GMT). No. of bitstreams: 1 6604190.pdf: 1210328 bytes, checksum: a7bb08b2abe8bf9efa914578800eb8bb (MD5) Previous issue date: 1965
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