Monte Carlo valuation of worst-of auto-callable equity swaps

This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.

Quantitative Centromere Epigenetics

A PhD is like a box of chocolates, …… and in this thesis I will present what I got. My work has been focused on a cellular structure that is essential for accurate genome inheritance: the centromere. Centromeres are chromosomal domains that do not rely on the presence of any specific DNA sequence. Rather, they are determined by the presence of a histone variant called CENP-A. Stable transmission of CENP-A containing chromatin is accomplished through 1) an unusually high level of protein stability, 2) selfdirected recruitment of nascent CENP-A near existing molecules, and 3) strict cell cycle regulation of assembly. Together, these features lead to a self-sustaining loop that allows for epigenetic maintenance of centromeres.(...)

Eco-efficient self-compacting concrete with reduced Portland cement content and high volume of fly ash and metakaolin

The eco-efficient, self-compacting concrete (SCC) production, containing low levels of cement in its formulation, shall contribute for the constructions' sustainability due to the decrease in Portland cement use, to the use of industrial residue, for beyond the minimization of the energy needed for its placement and compaction. In this context, the present paper intends to assess the viability of SCC production with low cement levels by determining the fresh and hardened properties of concrete containing high levels of fly ash (FA) and also metakaolin (MK). Hence, 6 different concrete formulations were produced and tested: two reference concretes made with 300 and 500 kg/m3 of cement; the others were produced in order to evaluate the effects of high replacement levels of cement. Cement replacement by FA of 60% and by 50% of FA plus 20% of MK were tested and the addition of hydrated lime in these two types of concrete were also studied. To evaluate the self-compacting ability slump flow test, T500, J-ring, V-funnel and L-box were performed. In the hardened state the compressive strength at 3, 7, 14, 21, 28 and 90 days of age was determined. The results showed that it is possible to produce low cement content SCC by replacing high levels of cement by mineral additions, meeting the rheological requirements for self-compacting, with moderate resistances from 25 to 30 MPa after 28 days.

Thermo-compression molding of chitosan with a deep eutectic mixture for biofilms development

Supplementary information available at: http://www.rsc.org/suppdata/c5/gc/c5gc02231b/c5gc02231b1.pdf

Physiological responses of matrinxã (Brycon amazonicus) fed different levels of vitamin C and submitted to air exposure

The role of vitamin C on physiological responses of matrinxã (Brycon amazonicus) submitted to air exposure was analyzed. Nine hundred fish (70.15 g) were distributed in fifteen 500 l boxes (60 fish.box-1) and fed five rations (treatments): Control (no vitamin C); T100 (100 mg); T200 (200 mg); T400 (400 mg) and T800 (800 mg of vitamin C kg.ration-1). Each ration was offered to fish of three boxes during 60 days before the stress challenge that consisted of exposing fish to air for two minutes. Samplings were carried out for 5, 15, 30 and 60 minutes after the air exposure. Blood was collected for glucose, cortisol, total protein, sodium, chloride, hematocrit, hemoglobin determination, and white and red cell count. Liver was removed for hepatosomatic index (HSI) calculation and glycogen determination. Vitamin C did not affect the levels of cortisol, chloride, total protein, hemoglobin, leukocytes, hepatic glycogen or HSI in air exposed fish. Blood glucose levels elevation observed 60 minutes after the challenge did not depend on the levels of vitamin C, nor did the drop in serum sodium levels verified 60 minutes after stressor. In general, hematocrit did not change by effect of vitamin C but it was lower at 15 and 30 minutes after the challenge. The number of erythrocytes decreased in fish after 5 minute sampling in all treatments, especially at 30 and 60 minutes. The air exposure evoked alterations in stress indicators of matrinxã, and the vitamin C did not alter the responses.

Seismic retrofit of masonry-to-timber connections in historical constructions

Tese de Doutoramento em Engenharia Civil.

Efeito do tempo e temperatura de cura em concretos autoadensáveis com reduzido teor de cimento

Os concretos com reduzidos teores de cimento têm sido foco de crescentes estudos em virtude do seu potencial quanto a sustentabilidade das construções. Mais recentemente o estudo ascendeu aos concretos autoadensáveis com reduzidos teores de cimento. Entretanto, há uma preocupação quanto ao ganho de resistência nas primeiras idades desses concretos devido ao baixo teor de cimento e o elevado teor de adições minerais que conhecidamente proporcionam melhorias nas resistências a longas idades, notadamente acima de 90 dias. O presente trabalho tem o objetivo de avaliar o ganho de resistência e a hidratação de concretos autoadensáveis com reduzidos teores de cimento e elevados teores de cinza volante e metacaulim, com e sem adição de hidróxido de cálcio. Para tanto, os concretos foram submetidos a cura por imersão em água a temperatura de 20±2ºC durante 3, 7, 14, 21, 28, 91 e 360 dias e também cura em água aquecida a 40ºC por 3 dias acrescidos de mais 3 dias a 60ºC e um dia de resfriamento dentro do banho térmico até a temperatura ambiente. Foram realizados ensaios de slump flow, L-box, V-test e J-ring para caracterização do CAA no estado fresco. No estado endurecido foram realizados ensaios de resistência à compressão a idades de 3, 7, 14, 28, 90 e 360 dias, absorção por capilaridade, difração de raios X e MEV. Os resultados demonstram a aptidão em desenvolver CAA com reduzidos teores de cimento devido a excelente capacidade das cinzas volantes e metacaulim em trabalharem como agentes viscosificadores dos concretos autoadensáveis. Verifica-se que é possível produzir CAA com consumos de cimento entre 150 e 200 kg/m3 que atinjam resistências aos 28 dias entre 25 e 40 MPa e entre 45 e 70 MPa, para cura úmida e térmica respectivamente. A partir do ensaios de MEV e DRX é possível inferir que o ganho de resistência obtido pelos CAA com cura térmica é devido a aceleração das reações pozolânicas e da estrutura interna mais densa dos concretos submetidos a cura térmica.

Implementação de um sistema de abastecimento logístico numa empresa de cilindros de aço

Dissertação de mestrado integrado em Engenharia e Gestão Industrial

Toxicity and repellency of essential oils to Zabrotes subfasciatus (Boheman) (Coleoptera, Chrysomelidae, Bruchinae) in Phaseolus vulgaris L

The effects of tangerine (Phaseolus vulgaris Blanco), lemon (Citrus medica limonum Lush), pear orange (Citrus sinensis L. Osbeck), red copaiba (Copaifera langsdorffii Desf.), rosemary (Baccharis dracunculifolia De Candole), Eucalyptus (Eucalyptus globulus Labillardière and E. citriodora Hook), lemongrass (Cymbopogon citratus Stapf.) and citronella (Cimbopogon nardus Linnaeus) oils at several concentrations on Zabrotes subfasciatus (Boheman) were studied. In toxicity tests, grains of Phaseolus vulgaris L. cv. Rajadinho were impregnated with oils and infested with adults of Z. subfasciatus up to 24 hours old. All tested oils were effective in reducing the viable egg-laying and adult emergence of this pest, in function of the concentrations used, highlighting E. citriodora and E. globulus oils which caused 100% effectiveness from 0.5 mL Kg-1 concentration. In repellency tests, two arenas consisting of plastic containers, connected symmetrically to a central box by two plastic tubes were used. In one of the boxes, untreated beans were placed and on the other ones beans treated with each oil concentration were used. In the central box, five couples of Z. subfasciatus were released. Grains of P. vulgaris treated with oils of E. citriodora, C. citratus and C. oleifera reduced the attraction percentage of Z. subfasciatus adults, while the E. globulus increased this percentage. The percentages of reduced viable eggs ranged from 17.9% (C. medica limonum) to 93.3% (C. nardus), while the reduction on the number of emerged insects was 23.9% and 95.9%, respectively for these same oils.

Free-standing multilayered membranes based on graphene and natural polymers for biomedical applications

Dissertação de mestrado integrado em Engenharia Biomédica (área de especialização em Biomateriais, Reabilitação e Biomecânica)

Estudos de dispersão de nanografite em polipropileno

Dissertação de mestrado integrado em Engenharia de Materiais

Preparação de suspensões aquosas de nanopartículas de carbono para deposição em superfícies

Dissertação de mestrado integrado em Engenharia de Materiais

Flexible thin-film lithium battery

Tese de Doutoramento Programa Doutoral em Engenharia Electrónica e Computadores.

Influência da técnica da elaboração de provetes laboratoriais na quantificação da deformabilidade e resistência mecânica dos solos

Dissertação de mestrado integrado em Engenharia Civil

Desenvolvimento de ferramenta vocacionada para o dimensionamento de estruturas metálicas de acordo com a NP EN 1993-1-1

Dissertação de mestrado integrado em Engenharia Civil