uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

we commence by using from a new norm on l1(g) the -algebra of all integrable functions on locally compact group g, to make the c-algebra c(g). consequently, we find its dual b(g), which is a banach algebra so-called fourier-stieltjes algebra, in the set of all continuous functions on g. we consider most of important basic theorems about this algebra. this consideration leads to a rather com...

in this thesis, we exploit a simple and suitable method for immobilization of copper(ii) complex of 4?-phenyl-terpyridine on activated multi-walled carbon nanotubes [amwcnts-o-cu(ii)-phtpy]. this nanostructure was characterized by various physico-chemical techniques. to ensure the efficiency and fidelity of copper species, the implementation of three-component strategies in click-chemistry all...

we have two part in this thesis, at first: the interaction of native calf thymus dna (ct-dna) with two anthraquinones including quinizarin (1,4- dihydroxy anthraquinone) and danthron (1,8- dihydroxy anthraquinone) in a mixture of 0.04 m brittone-robinson buffer and 50% of ethanol were studied at physiological ph by uv-vis absorption, florescence, circular dichroism spectroscopic methods, viscos...

bekenstein and hawking by introducing temperature and every black hole has entropy and using the first law of thermodynamic for black holes showed that this entropy changes with the event horizon surface. bekenstein and hawking entropy equation is valid for the black holes obeying einstein general relativity theory. however, from one side einstein relativity in some cases fails to explain expe...

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

one of the applications of nanotechnology is use of carbon nanotubes for the targeted delivery of drug molecules. to demonstrate the physical and chemical properties of biomolecules and identify new material of drug properties, the interaction of carbon nanotubes (cnts) with biomolecules is a subject of many investigations. cnts is a synthetic compound with extraordinary mechanical, thermal, el...

due to extraordinary large amount of information and daily sharp increasing claimant for ui benefits and because of serious constraint of financial barriers, the importance of handling fraud detection in order to discover, control and predict fraudulent claims is inevitable. we use the most appropriate data mining methodology, methods, techniques and tools to extract knowledge or insights from ...

textbooks play a crucial role in language learning classrooms. the problem is that among the great quantity of available textbooks on the market which one is appropriate for a specific classroom and a group of learners. in order to evaluate elt textbooks, theorists and writers have offered different kinds of evaluative frameworks based on a number of principles and criteria. this study evaluate...