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Numerical Methods For Option Pricing Under The Two-Factor Models, Jiacheng Cai Aug 2017

Numerical Methods For Option Pricing Under The Two-Factor Models, Jiacheng Cai

UNLV Theses, Dissertations, Professional Papers, and Capstones

Pricing options under multi-factor models are challenging and important problems for financial applications. In particular, the closed form solutions are not available for the American options and some European options, and the correlations between factors increase the complexity and difficulty for the formulations and implements of the numerical methods.

In this dissertation, we first introduce a general transformation to decouple correlated stochastic processes governed by a system of stochastic differential equations. Then we apply the transformation to the popular two-factor models: the two-asset model, the stochastic volatility model, and the stochastic interest rate models. Based on our new formulations, we …


Esports Enthusiasts And Gamers: Motivations, Behaviors, And Attitudes Towards Gambling, John Lukasik Aug 2017

Esports Enthusiasts And Gamers: Motivations, Behaviors, And Attitudes Towards Gambling, John Lukasik

UNLV Theses, Dissertations, Professional Papers, and Capstones

This study examined what the driving factors behind why people watch esports and play video games, and their views on casino gambling. This research takes into account several motivational models and theories for video game and media consumption, including the Uses and Gratifications Theory. In addition, motivations and behaviors in regards to gambling were also examined. Although there is plenty of research on gambling motivations, none looks primarily at how esports and video game enthusiasts in specific feel about gambling.

In-depth Interviews were conducted on esports and video game enthusiasts to understand what they enjoy about esports and gaming, and …


How May I Impress You? A Content Analysis Of Online Impression Management Tactics Of Youtube Beauty Vloggers, Xiaoxiao Ma Aug 2017

How May I Impress You? A Content Analysis Of Online Impression Management Tactics Of Youtube Beauty Vloggers, Xiaoxiao Ma

UNLV Theses, Dissertations, Professional Papers, and Capstones

This research aims at investigating how YouTube beauty vloggers utilize impression management tactics to convey the intended image in an online environment by analyzing their self-presentational behaviors. Two individual coders coded one hundred videos that top trending on YouTube, featuring some single human vloggers who used English as the primary presentation language.

Results revealed that first, vloggers had engaged with all four self-presentational behavioral strategies (verbal expressions, nonverbal cues, artifactual displays, and purposive behaviors) in the seemingly amateur videos. Second, a commonly shared feature of top trending vlogs was that they were all designed with abundant and diverting content, indicating …


Can Questionnaires Capture Inner Experience? A Validation Study Of The Nevada Inner Experience Questionnaire, Stefanie Alison Moynihan Aug 2017

Can Questionnaires Capture Inner Experience? A Validation Study Of The Nevada Inner Experience Questionnaire, Stefanie Alison Moynihan

UNLV Theses, Dissertations, Professional Papers, and Capstones

Self-report questionnaires that explore human experience sometimes produce substantially discrepant results from careful sampling-based methods such as Descriptive Experience Sampling (DES). One explanation is that questionnaires may not be inquiring about the same phenomena that sampling discovers. To investigate this, we conducted two studies. Study 1 (N =260) created the Nevada Inner Experience Questionnaire (NIEQ), designed to measure the frequency of the same five phenomena of inner experience that DES frequently finds (the “5FP”: inner speaking, inner seeing, unsymbolized thinking, feeling and sensory awareness). Study 1 explored the construct validity of the NIEQ, finding it to be reliable and psychometrically …


Understanding Progenitors Of Gamma Ray Bursts With Multi-Wavelength Properties, Ye Li Aug 2017

Understanding Progenitors Of Gamma Ray Bursts With Multi-Wavelength Properties, Ye Li

UNLV Theses, Dissertations, Professional Papers, and Capstones

Gamma-ray bursts (GRBs) are among the most brilliant explosions in the universe, named for their intense, seconds-duration $\gamma$-ray emission. They are generally classified into two categories according to the durations of their $\gamma$-ray emission: the long-duration GRBs (LGRBs) with durations more than 2 seconds, and the short-duration GRBs (SGRBs) with durations less than 2 seconds. Most SGRBs are believed to originate from mergers of compact stars (e.g., neutron star-neutron star and neutron star-black hole; also known as Type I GRBs by their physical mechanism), while the LGRBs are thought to originate from core-collapse of massive stars (Type II). In addition …


Social Cognition In Children With Attention-Deficit/Hyperactivity Disorder, Elyse Parke Aug 2017

Social Cognition In Children With Attention-Deficit/Hyperactivity Disorder, Elyse Parke

UNLV Theses, Dissertations, Professional Papers, and Capstones

Attention-Deficit/Hyperactivity Disorder (ADHD) is a neurodevelopmental disorder, which impacts behavioral outcomes, including social functioning. Children with ADHD demonstrate impairment across a number of social domains, including aggressive behavior, poor social skills, and higher rates of Oppositional Defiant Disorder compared to typically developing peers. However, the underlying neurocognitive underpinnings of these poor social outcomes are unclear. Furthermore, little is known regarding the impact of ADHD symptomatology on aspects of social cognition. Inattention, hyperactivity, and impulsivity may differentially impact components of social cognition. Determining whether performance on social cognition tasks is predictive of social skills and problem behaviors is also an area …


The Influence Of Crossfit Training On Running Mechanics, Sophia D. Bradley Aug 2017

The Influence Of Crossfit Training On Running Mechanics, Sophia D. Bradley

UNLV Theses, Dissertations, Professional Papers, and Capstones

Introduction

40 million Americans run regularly.1 Contrary to many runner’s beliefs, increased strength may be beneficial while not adding body mass. An increase in strength in specific muscles may improve running gait and performance. 9,6 Strength training may also play an important role in preventing common overuse injuries in running 11,12 Depending on the style of strength training, it may also have an enhanced benefit on running economy.4,16

Participation in CrossFit is also widely popular, with an increase in participation of 923% in the past ten years.2 CrossFit is a type of strength training in which most movements performed utilize …


Athlete Alcohol Use And Alcohol-Related Consequences: The Role Of Drinking Motives, Michelle Pitts Aug 2017

Athlete Alcohol Use And Alcohol-Related Consequences: The Role Of Drinking Motives, Michelle Pitts

UNLV Theses, Dissertations, Professional Papers, and Capstones

Intercollegiate athlete alcohol use, particularly in softball athletes, is higher compared to nonathletes and they experience greater alcohol-related consequences. Motivation to drink alcohol is a strong predictor of alcohol use and alcohol-related problems in college students, including collegiate athletes. Drinking motives are reasons why people consume alcohol, including reasons that are specific to the context of athletics. Two dimensions underlie drinking motives: positively or negatively reinforcing motives and internal or external motives (Cox & Klinger, 1988). In this study the influence of sport-related and general drinking motives on alcohol use and negative alcohol-related consequences was examined in 721 collegiate softball …


Investigating The Use Of A Structured Self-Determination Curriculum With Students With Gifts And Talents, Rebecca Carolyn Norton Aug 2017

Investigating The Use Of A Structured Self-Determination Curriculum With Students With Gifts And Talents, Rebecca Carolyn Norton

UNLV Theses, Dissertations, Professional Papers, and Capstones

The purpose of K-12 education in the 21st century is to graduate students fully prepared for college and careers. The skills necessary for a successful transition from postsecondary education to adulthood are the skills of self-determination. These skills include: (a) goal setting, (b) self-evaluation, (c) collaboration, (d) listening and communication, and (e) problem solving. Though elementary students with gifts and talents express an interest in career exploration, and often choose careers that require postsecondary education, they do not receive the guidance or skills to prepare them for life beyond school. No curriculum currently exists to teach these skills to students …


A Comparison Of Outdoor Bioaerosol And Particulate Measurements In Las Vegas, Tanviben Yogeshkumar Patel Aug 2017

A Comparison Of Outdoor Bioaerosol And Particulate Measurements In Las Vegas, Tanviben Yogeshkumar Patel

UNLV Theses, Dissertations, Professional Papers, and Capstones

The urbanization of the Las Vegas Valley has turned the desert into a green oasis by introducing many non-native plant species, some of which are allergenic. Outdoor bioaerosols consist of microorganisms, pollen, spores, and other agents that could cause infections or affect the health of humans. Studies have suggested that exposure to bioaerosols through inhalation can lead to various human health risks. Typically, one monitoring station is established per city to obtain pollen and mold counts for an entire metropolitan area, and the site may not be representative of community exposures. The objective of this study was to measure and …


The Use Of Social Media Interactivity Between Nevada E-Government Agencies And The Public: An Analysis Of The Role And Impact Of Twitter Accounts, Jung Eun Song Aug 2017

The Use Of Social Media Interactivity Between Nevada E-Government Agencies And The Public: An Analysis Of The Role And Impact Of Twitter Accounts, Jung Eun Song

UNLV Theses, Dissertations, Professional Papers, and Capstones

Social media platforms have extended the information and communication technology (ICT) landscape in the public sector and have been used to increase e-government transparency, participation, and collaboration in the U.S. e-government. The use of social media platforms has improved a two-way communication for the interactivity with the public, which can provide insights to understand compliance with the Open Government initiative. However, many government agencies using social media have not thoroughly measured the impact of their digital interactions. Moreover, a lack of empirical studies of social media exist for improving the interactivity between governments and the public. Furthermore, scholars have not …


Value Co-Creation Propositions: A Self-Determination Theory Of Customer Acceptance, Trust And Wellbeing, Lenna V. Shulga Aug 2017

Value Co-Creation Propositions: A Self-Determination Theory Of Customer Acceptance, Trust And Wellbeing, Lenna V. Shulga

UNLV Theses, Dissertations, Professional Papers, and Capstones

With the emergence of shared business models, hospitality and tourism consumers are faced with the decision to accept value propositions from various service providers, including traditional, collaborative and shared. Grounded in service-dominant logic, theory of acceptance, theory of value, self-determination theory and generational theory, this dissertation examines why consumers accept value propositions from service providers and what drives customers to collaborate with front-line employees. The research uses three studies that utilized a destination resort context with a mixed factorial equal cells experimental design. Study 1 utilized a 3 (generations) x 3 (business models) x 4 (value propositions) factorial between-within subjects …


Crossover Trumpet Performance: Jazz Style And Technique For Classical Trumpeters, Kevin Christopher Tague Aug 2017

Crossover Trumpet Performance: Jazz Style And Technique For Classical Trumpeters, Kevin Christopher Tague

UNLV Theses, Dissertations, Professional Papers, and Capstones

This document examines crossover trumpet playing: the ability to comfortably transition from classical to jazz style. Problems trumpeters face when shifting between classical and jazz styles and the importance of always performing idiomatically are discussed. There is no consensus regarding the best way to develop crossover ability, but experts agree that the proper use of articulation is vital for stylistically authentic performances. A review of the literature reveals fundamental differences in how articulation is taught in classical and jazz pedagogies. Additionally, jazz and classical musicians approach printed music differently. By detailing key elements of jazz articulation and interpretation the document …


Using Mobile Technology To Increase The Math Achievement And Engagement Of Students With Disabilities, Dominique Marie Tetzlaff Aug 2017

Using Mobile Technology To Increase The Math Achievement And Engagement Of Students With Disabilities, Dominique Marie Tetzlaff

UNLV Theses, Dissertations, Professional Papers, and Capstones

The advent of advanced technologies provides new opportunities for delivering instruction to students with disabilities. Many classrooms have access to mobile devices, such as iPads and Kindles, and educators utilize these devices to differentiate instruction and augment teacher-led instruction. This delivery method, known as blended learning, can create an enriched learning environment where students are exposed to individualized lessons that are self-paced and provide multiple modes of presentation. However, there is little empirical investigation into how students interact with digital devices or what components of online learning directly impact student learning and engagement with the content. In order to design …


The Formation And Dynamics Of Clouds In The Environment Of Active Galactic Nuclei, Timothy Waters Aug 2017

The Formation And Dynamics Of Clouds In The Environment Of Active Galactic Nuclei, Timothy Waters

UNLV Theses, Dissertations, Professional Papers, and Capstones

Active galactic nuclei (AGN) are among the most luminous objects in the universe and are known to be powered by accretion onto supermassive black holes in the centers of galaxies. AGN clouds are prominent components of successful models that attempt to unify the diversity of AGN. These clouds are often hypothesized to be the source of the broad and narrow line emission features seen in AGN spectra. Moreover, the high column densities of gas needed to account for broad absorption lines has been attributed to the same population of clouds, while the motion of AGN clouds has been invoked to …


Improved Partial Charge Models In Siliceous Zeolites For The Simulation Of Adsorption And Identification Of Catalytic Sites, Jarod J. Wolffis Aug 2017

Improved Partial Charge Models In Siliceous Zeolites For The Simulation Of Adsorption And Identification Of Catalytic Sites, Jarod J. Wolffis

UNLV Theses, Dissertations, Professional Papers, and Capstones

Utilization of computational modelling and simulation is expanding as computer processing power has increased and as new tools have been developed. This thesis focuses on efforts to improve the accuracy of simulations in aluminosilicate zeolites, an industrially important category of materials for catalysis and separations. For these sorbents, partial atomic charge represents a critical parameter in molecular mechanics simulations, determining the Coulombic non-bonding interaction. Partial charges may also be used as a measure of important physical parameters of the system such as the degree of covalency or the relative acidity of catalytic sites. We compare several common methods for predicting …


Improving Pattern Recognition And Neural Network Algorithms With Applications To Solar Panel Energy Optimization, Ernesto Zamora Ramos Aug 2017

Improving Pattern Recognition And Neural Network Algorithms With Applications To Solar Panel Energy Optimization, Ernesto Zamora Ramos

UNLV Theses, Dissertations, Professional Papers, and Capstones

Artificial Intelligence is a big part of automation and with today's technological advances, artificial intelligence has taken great strides towards positioning itself as the technology of the future to control, enhance and perfect automation. Computer vision includes pattern recognition and classification and machine learning. Computer vision is at the core of decision making and it is a vast and fruitful branch of artificial intelligence. In this work, we expose novel algorithms and techniques built upon existing technologies to improve pattern recognition and neural network training, initially motivated by a multidisciplinary effort to build a robot that helps maintain and optimize …


Upper Extremity Muscle Activity During Simulated Dryland Swimming While Wearing Wetsuit, Ciro J. Agnelli May 2017

Upper Extremity Muscle Activity During Simulated Dryland Swimming While Wearing Wetsuit, Ciro J. Agnelli

UNLV Theses, Dissertations, Professional Papers, and Capstones

Triathletes typically wear a wetsuit during the swim portion of an event, but it is not clear if muscle activity is influenced by wearing a wetsuit. The purpose of this study was to investigate if shoulder muscle activity was influenced by wearing a full sleeved wetsuit vs. no wetsuit during simulated dryland swimming. Subjects (n=10 males; 179.07±13.18cm; 91.20±7.25 kg; 45.6±10.52 years) completed two dry land simulated swimming conditions (VASA Ergometer Trainer): No Wetsuit (NWS) and with Wetsuit (WS). Electromyography (EMG) of four upper extremity muscles was recorded (Noraxon telemetry EMG, sample rate = 1000 Hz) for each condition: Trapezius (TRAP), …


"The Destruction Of A Legacy": Agenda Setting And The Bill Cosby Sexual Assault Allegations, Larissa Teran May 2017

"The Destruction Of A Legacy": Agenda Setting And The Bill Cosby Sexual Assault Allegations, Larissa Teran

UNLV Theses, Dissertations, Professional Papers, and Capstones

Media scandal has been a contributing factor to the American culture for centuries. However, ambiguity and pre-conceived notions arise when the media scandal is framed differently by various mediated outlets. This study investigates media scandal by examining the Bill Cosby sexual assault allegations and how the scandal is framed by the media. This study utilized agenda setting theory to explore the argument that the public will think of the Cosby scandal as highly important due to frequent exposure and how the media presents and frames the stories on this subject could ultimately impact public opinion on issues such as power, …


"Less Than A Relationship:" Transitions Into An Impactful Romantic Relationship, Yuliya Yurashevich May 2017

"Less Than A Relationship:" Transitions Into An Impactful Romantic Relationship, Yuliya Yurashevich

UNLV Theses, Dissertations, Professional Papers, and Capstones

Are we friends, dating partners, significant others, or who are we? To answer this question, the study examined transitions into an impactful romantic relationship using relational turbulence theory (RTT). The goal of this thesis was to investigate communicative behaviors during romantic relationship transitions in association to relational uncertainty and relational satisfaction. Using axial and emergent coding, lay individuals’ definition of the impactful romantic relationship was derived and several types of transitions (most commonly, acquaintances to romantic partners and acquaintances through friends to romantic partners) were identified. Regression analyses revealed the support for half of the theory-driven hypotheses. Taking into consideration …


Survey And Analysis Of Android Authentication Using App Locker, Akshitha Reddy Chintalaphani May 2017

Survey And Analysis Of Android Authentication Using App Locker, Akshitha Reddy Chintalaphani

UNLV Theses, Dissertations, Professional Papers, and Capstones

Android Smart phones have gained immense popularity over the years and is undoubtedly more popular than other operating system phones. Following the similar lines android wear was introduced. Steadily android wear is making its way into our daily lives. It helps keep track of the sleep you have, helps you reach fitness goals, keeps track of phone and helps users have easy authentication. Due to the usage of smart lock which enables phone to be unlocked as long as connected to the android wear, this leads to almost no security on both the ends as android wear before Android 5.0 …


Gait And Balance In Alzheimer's Disease: A Retrospective Analysis Across Varying Levels Of Cognitive Impairment, Diana Contreras, Jessica Heim, Jun Nelson May 2017

Gait And Balance In Alzheimer's Disease: A Retrospective Analysis Across Varying Levels Of Cognitive Impairment, Diana Contreras, Jessica Heim, Jun Nelson

UNLV Theses, Dissertations, Professional Papers, and Capstones

Background: It was once thought that Alzheimer’s disease (AD) affected mostly cognition with minor motor impairment; however, it is becoming apparent that motor impairment may also be a prominent feature. Determining the extent of motor impairments throughout the continuum of cognitive impairment is critical in developing timely interventions for this population. Purpose/Hypothesis: The aim of this study was to gain a greater understanding of motor impairment in AD by exploring the relationships among gait, balance, and falls. Specifically, we explored the association of fall history to measures of cognition and performance-based balance measures in individuals with AD. We hypothesized that …


Stride Leg Ground Reaction Forces Pre- And Post-Fatigue In Collegiate Baseball Pitchers, Courtney Alley May 2017

Stride Leg Ground Reaction Forces Pre- And Post-Fatigue In Collegiate Baseball Pitchers, Courtney Alley

UNLV Theses, Dissertations, Professional Papers, and Capstones

Context: Baseball pitching requires the coordination of the lower and upper extremities to effectively generate and transfer force to the ball. High-velocity pitchers have been found to have significantly greater stride leg force generation than low-velocity pitchers. The influence of stride leg fatigue on pitching has yet to be investigated. Objective: The purpose of this study was to examine the effect of stride leg fatigue on peak vertical ground reaction forces (vGRFs) and hand velocity. Design: Pretest-posttest. Setting: Biomechanics laboratory. Patients or Other Participants: A convenience sample of 11 collegiate baseball pitchers (19.27 ± 0.64 years old; 85.88 ± 12.16 …


Examining The Extent And Impact Of Surveillance On Animal Rights Activists, Cassandra Boyer May 2017

Examining The Extent And Impact Of Surveillance On Animal Rights Activists, Cassandra Boyer

UNLV Theses, Dissertations, Professional Papers, and Capstones

In the post-9/11 era, the USA PATRIOT Act provided law enforcement agencies broad powers to investigate citizens believed to be potential or perceived domestic terrorist threats. Preceded by the Animal Enterprise Protection Act (AEPA) of 1992, the Animal Enterprise Terrorism Act (AETA) of 2006 delivered to these same agencies laws under which animal rights (AR) activists could be charged as domestic terrorists. Considered to be potential domestic terrorist threats under the Green Scare era, AR activists became prioritized as state-sponsored surveillance subjects.

This thesis seeks to determine the extent of surveillance on AR activists as well as its impact in …


Scalability Analysis Of Blockchains Through Blockchain Simulation, Sneha Goswami May 2017

Scalability Analysis Of Blockchains Through Blockchain Simulation, Sneha Goswami

UNLV Theses, Dissertations, Professional Papers, and Capstones

The past decade has witnessed a surge of cryptocurrencies such as bitcoins, litecoin, dogecoin, peercoin, bitcoin being the most popular amongst them. Enthusiasts and skeptics have debated and come up with disparate opinions to contest both the success and failures of such currencies. However, the veracity of such opinions can only be derived after true analysis of the technological breakthroughs that have occurred in this domain. Blockchains being the backbone of such currencies is a broad subject that encompasses economics, law, cryptography and software engineering. Most of these technologies are decentralized and are open source algorithms. Blockchains popularity is largely …


Thermal And Developmental Ecology Of Pupfish, Cyprinodon, Alexander Jones May 2017

Thermal And Developmental Ecology Of Pupfish, Cyprinodon, Alexander Jones

UNLV Theses, Dissertations, Professional Papers, and Capstones

Pupfish from the genus Cyprinodon are among the most endangered groups of fishes on the planet, with nearly 40% of species being threatened with extinction. These pupfishes are often assumed to be the most temperature tolerant of all fish, coping with temperatures as low as 0 °C and as high as 44 °C. However, conflicting data exist and certain measures of thermal tolerance are not markedly higher in pupfish compared to common game fish. Pupfish egg production and growth has been known to be hampered at temperatures well below what they apparently experience in nature. I addressed why eggs fail …


Effectiveness Of St Math In College Remedial Mathematics Students Of Learning Fraction Concepts, Taro Ito May 2017

Effectiveness Of St Math In College Remedial Mathematics Students Of Learning Fraction Concepts, Taro Ito

UNLV Theses, Dissertations, Professional Papers, and Capstones

This study examined the extent to which the iPad app, Spatial Temporal Mathematics (ST Math), diminished college remedial mathematics students’ natural number bias and deepened their fraction conceptual understanding. In this quasi-experimental study one class played the ST Math fraction games for 8 weeks, and they were compared to a control class who were taught without technology. The frameworks for this study included the framework theory of conceptual change, the reorganization theory, the microworld and the Lesh Translation Model. Pre and post- tests were used to examine the fraction conceptual understanding of the students in the ST Math class and …


Societal Opinon Of Government And Private Agencies’ Surveillance Capabilities Post 9-11, Stephanie E. Kaplan May 2017

Societal Opinon Of Government And Private Agencies’ Surveillance Capabilities Post 9-11, Stephanie E. Kaplan

UNLV Theses, Dissertations, Professional Papers, and Capstones

Since the September 11, 2001 attacks, the United States has placed an increased focus upon government and private agencies to engage in surveillance practices in order to combat terrorism. The passing of the United States PATRIOT ACT (2001) expanded the surveillance capabilities of law enforcement officials thus allowing both federal and state agencies to legally wiretap a range of communication devices. Under the justification of “fighting terrorism,” federal and state agencies now have more access to sensitive data on/about a range of persons including subjects of interest. Legal scholars (Bam, 2015, as well as the American Civil Liberties Union (ACLU), …


Conflicted Provision: Exploring The Intersection Of Social Support And Deception, Courtney Lane Mcdaniel May 2017

Conflicted Provision: Exploring The Intersection Of Social Support And Deception, Courtney Lane Mcdaniel

UNLV Theses, Dissertations, Professional Papers, and Capstones

Social support and deception are both significant elements of close relationships. Social support involves verbal and nonverbal behaviors that are used when an individual is trying to help another person (Vangelisti, 2009). Social support is imperative to relationships, and as such, plays a large role within friendships, romantic relationships, and professional relationships alike. Research has suggested that friends in particular are one of the most enduring and irreplaceable sources of social support (Burleson, 1994; Burleson & Goldsmith, 1998; Floyd, 1995; Floyd & Parks, 1995). Thus, because friends comprise the strongest support system for many individuals, studying how deceptive communication functions …


Cli-Fi Cinema: An Epideictic Rhetoric Of Blame, Chloe Louise Powell May 2017

Cli-Fi Cinema: An Epideictic Rhetoric Of Blame, Chloe Louise Powell

UNLV Theses, Dissertations, Professional Papers, and Capstones

This thesis analyzes the symbolic mechanisms of guilt-redemption as developed by Kenneth Burke within two climate fiction (cli-fi) films: The Day the Earth Stood Still (2008), and Interstellar (2014). In doing so, this thesis offers an account of: (1) each film’s role in providing their audience temporary assuagement of climate change related guilt, and (2) each film’s role in transmitting values and “attitudes” to build and strengthen communities. Because cli-fi films begin from a dystopic vision of a possible future, it fulfills the "blame" function of epideictic discourse to provoke and inspire the "ecological imagination." Through this provocation, the audience …