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 236 for “"Swap"”.
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Driving swap spreads in South Africa : an investigation into the dominant factors influencing swap spreads in the South African market
The theoretical drivers of interest rate swap spreads identified in studies conducted in the United States and United Kingdom markets were applied to the South African market and were found to be largely consistent with the former. The drivers identified include: liquidity associated with trading …
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Quantum Information Processing using the Power-of-SWAP
… particularly with the realization of the SWAP^1/n quantum operator, in quantum information processing. We study the generation, characterization and application of entanglement in such systems. Given the non-commutativity of neighbouring SWAP^1/n gates, the mathematical study of …
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Estimating credit default swap spreads from equity data
… considering how to estimate the credit default swap (CDS) spread of a firm's bond. A structural credit model will be used to do this. In this dissertation, we implement an extension of Merton's model by Hull, Nelken and White (2004), which is based on the use of the implied volatilities of …
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Message Authentication Codes On Ultra-Low SWaP Devices
… Codes (MACs), running on ultra-low SWaP devices. The type of MACs we used is hash-based message authentication codes (HMAC) and cipher-block-chaining message authentication code (CBC-MAC). The most important thing about ultra-low SWaP devices is their energy usage. This thesis …
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Extending the range of low SWaP-C FMCW radar
… at low size, weight, power, and cost (SWaP-C) that could benefit applications with tight SWaP-C budgets such as urban air mobility and urban air logistics. The short range of these radars currently prevents their deployment in long-range applications, so this thesis employs extended …
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Incompatibility of lognormal forward-Libor and Swap market models
The lognormal forward-Libor and Swap market models were formulated to price caps and swaptions. However, the prices computed by these two models, under equivalent measures, are reported to be unequal. This study investigates this incompatibility by computing the prices of caps and swaptions under …
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How Does Trust Impact Sovereign Credit Default Swap Spreads?
… particularly within sovereign credit default swap (SCDS) markets, yet the question of its impact on its pricing has been left unanswered. This thesis seeks to analyse the spreads of SCDS across a wide range of countries and answer the question: how does the level of trust that global investors …
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How Does Trust Impact Sovereign Credit Default Swap Spreads?
… particularly within sovereign credit default swap (SCDS) markets, yet the question of its impact on its pricing has been left unanswered. This thesis seeks to analyse the spreads of SCDS across a wide range of countries and answer the question: how does the level of trust that global investors …
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Development of Mechanical and Electrical Interfaces for Rapid Swap Battery Systems
… a globally decarbonized energy economy, rapid swap battery packs provide a potential means to improve electric vehicle adoption in high utilization industrial vehicles where lengthy charge times are a barrier to electrification. High voltage, high current battery connectors are a critical …
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Intangible assets and default risk: an examination of the credit default swap market
… markets. Using data from the credit default swap (CDS) market, I provide evidence that both capitalized and uncapitalized intangible assets reduce default risk and that uncapitalized intangible assets are just as relevant to the CDS market as the items capitalized on the balance sheet. I also …
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Fluid Sealing Challenges in Solid Oxide Electrolysis Cells and Rapid Swap Battery Systems
… liquid pack cooling in a system of rapidly swappable batteries for electric vehicles.
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Estimating swap credit risk: significance of the volatility input using Monte-Carlo simulation
… in the early 1980s, the global market for swaps has grown to over $3 trillion in notional principal outstanding, leading some regulators and others to express concern about risks posed for the financial system. Notional principal, however, is not a measure of the risks of swaps. As a …
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Design and implementation of low size, weight, and power (SWaP) systems for mobile quantum networks
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-05-01
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A critical evaluation of the sector wide approach (SWAp) in the health sector in Zambia
… One such approach is the Sector Wide Approach (SWAp) which involves ensuring that "all significant funding for the sector supports a single sector policy and expenditure programme, under government leadership, adopting common approaches across the sector, and progressing towards relying on …
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Análisis de los hechos estilizados del comportamiento de las tasas euro swap y sus procesos de volatilidad
… las observaciones históricas de las tasas euro swap con vencimientos entre uno y veinte años y de sus procesos de volatilidad. Como parte de este estudio se evaluó la presencia de efectos asimétricos de los cambios en el nivel de las tasas de interés sobre las estimaciones de volatilidad. …
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Securing the Future of 5G Smart Dust: Optimizing Cryptographic Algorithms for Ultra-Low SWaP Energy-Harvesting Devices
… cryptographic algorithms for ultra-low SWaP devices in an energy harvesting context. To do this, we quantify the performance vs. energy tradespace, investigate the device features that impact the tradespace the most, and assess the security impact when the attacker has access to …
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