A new method in differentiation of chiral molecules is reported based on the fluorescence quenching of functionalized CdS quantum dots (CdS-QDs) as nanosensor by differing in the chirality of functionalization species. The chemically functionalized CdS-QDs with strong yellow emission were prepared using chiral L-cysteine (L-Cyst) and D-cysteine (D-Cyst) molecules. Then, the functionalized CdS-Q...

A series of yttrium-doped CdO (CYO) thin films have been grown on both amorphous glass and single-crystal MgO(100) substrates at 410 degrees C by metal-organic chemical vapor deposition (MOCVD), and their phase structure, microstructure, electrical, and optical properties have been investigated. XRD data reveal that all as-deposited CYO thin films are phase-pure and polycrystalline, with featur...

Numerical Methods for the Valuation of Synthetic Collateralized Debt Obligations Xiaofang Ma Doctor of Philosophy Graduate Department of Computer Science University of Toronto 2007 A Collateralized Debt Obligation (CDO) is a credit derivative that creates fixed income securities, which are known as tranches. A CDO is called a synthetic CDO if the risky assets in the underlying pool are credit d...

In this paper we present a model which is, by construction, consistent with observed market quotes for standard CDO tranches. The model is closely related to implied tree methods which can be used for valuing exotic equity derivatives consistent with observed market quotes for vanilla European call and put options. Rather than modelling default events for each name in the basket, the total bask...

Covered bonds1 have emerged as a potentially preferred funding vehicle from the credit crisis, and they were already a major part of many European financial systems. Although some prices are directly available on, for example Bloomberg2, there is no detailed examination of how covered bonds should be priced taking into account the features that make them attractive to investors: i.e. over-colla...

Modelling the dynamics of credit derivatives is a challenging task in finance and economics. The recent crisis has shown that the standard market models fail to measure and forecast financial risks and their characteristics. This work studies risk of collateralized debt obligations (CDOs) by investigating the evolution of tranche spread surfaces and base correlation surfaces using a dynamic sem...

—Currently, Connected Dominating Sets (CDS) have been widely used to serve as virtual backbones for the topology control of wireless ad hoc networks. Lifetime is one of the most important characteristics of a wireless ad hoc network since mobile nodes are equipped with energy-limited batteries. In this paper, we propose two CDS construction algorithms, CDS-LL and Extended CDS-LL (E-CDS-LL), to...