Physical Sciences and Mathematics Commons^™

Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li

Dissertations

Many application areas employ various risk measures, such as a quantile, to assess risks. For example, in finance, risk managers employ a quantile to help determine appropriate levels of capital needed to be able to absorb (with high probability) large unexpected losses in credit portfolios comprising loans, bonds, and other financial instruments subject to default. This dissertation discusses the computation of risk measures in finance and parallel real-time scheduling.

Firstly, two estimation approaches are compared for one risk measure, a quantile, via randomized quasi-Monte Carlo (RQMC) in an asymptotic setting where the number of randomizations for RQMC grows large, but …

Waves And Oscillations In A Sunspot: Observations And Modeling Of Noaa Ar 12470, Yi Chai

Dissertations

Waves and oscillations are important solar phenomena not only because they can propagate and dissipate energy in the chromosphere, but also because they carry information about the structure of the atmosphere in which they propagate. Among these phenomena, the one of the most interesting ones occurs in the sunspot umbra. In this area, continuously propagating magnetohydrodynamic (MHD) waves generated from below the photosphere create the famous 3-minute sunspot umbral oscillations that affect the line profile of spectral lines due to temperature, density, and velocity changes of the plasma in the region. In the past decades, numerous observations and models have …