Projets novateurs réalisés

Modeling foreign exchange

The proposed project addresses the main challenge in modeling long-dated

(maturities of 30 years or more) foreign exchange (FX) interest rate (IR) hybrid

derivatives, namely the strong sensitivity of the products to the skew of the FX

volatility smiles via the use of a stochastic process, such as the Heston model.

Numerical methods based on a partial differential equation (PDE) approach will be

developed for the pricing of these derivatives.

The expected benefits of the project to the industrial partner are

(i) flexible modeling frameworks for long-dated FX-IR, which can be easily modified for

use for other long-dated hybrids, such as equities and commodities, and

(ii) highly-efficient PDE-based pricing methods for multi-dimensional financial

derivatives.

Buffer Width and the Persistence of Black Duck Populations in Forested Wetlands of New Brunswick, Canada

The American Black Duck is the most abundant breeding waterfowl species in New Brunswick (NB), and, although previously common throughout New Brunswick (NB), notable declines in breeding black duck abundance have been reported in the commercially forested area of NB in the last 20 years. In NB, forestry operations must maintain >=30m buffers around waterbodies. These areas are important to waterfowl as nesting habitat and as a barrier to sources of disturbance in areas adjacent to wetlands. It is unknown if NB’s 30m requirement is adequate to maintain quality black duck habitat. Therefore, I will test this by monitoring the success of black duck nests and measuring black duck reactions to disturbance in areas with different buffer zone widths. This project will benefit Ducks Unlimited Canada by identifying key conservation areas for NB waterfowl.

Impact and Vulnerability of Caribbean fisheries

Marine fisheries are complex, multifaceted endeavors that are deeply interconnected with both the ecological and social systems within which they operate. To manage a given fishery resource effectively, practitioners have account in the past years for ecological interactions with other marine species and socio-economic interactions with commercial and subsistence harvesters. However, even fisheries management systems designed for effective sustainable management of individual resources now lack guidance, tools, or strategies for Integrating the broader lnfuences of environmental change, Including climate change and variability.
This research project alms to assess the ecological Impact of the effect of climate change on the Caribbean Sea. The Caribbean Sea has been designated as an area susceptible to be highly affected by change In the environment In the coming ned decades and Impact on fisheries Is still unkown. TO BE CONT’D

CRISPRing Phosphatases in Leukaemic Cells.

Greenhouse gas dynamics from wetlands in northern Germany

Iron Coordination Compounds with Interesting Magnetic Properties

Particle detector dead layer characterization

Mapping Ontario’s NanoTechnology Industry

The purpose of this research project is to collect data on the actors with an interest in

nanotechnology – including suppliers, users, researchers, associations and others in order to

better understand the networks of innovation and to support NanoOntario’s efforts to facilitate

the development of innovation networks and advance nanotechnology. Ontario companies

and researchers have made many advances in nanotechnology without explicit policies to

support its development, but no one has a real grasp of those advances and no one is

ensuring that the advantages of synergies among them are realized to make Ontario truly

competitive on the world stage. Whether it is auto or aerospace, pharmaceuticals or agrofoods,

steel or composite materials, crop protection or advanced adhesives, electronic

circuitry or leading edge ink, no sector that matters to the prosperity of Ontario will succeed in

the 21st century without nano innovations. The results of this study will enable better…

Biochemical analysis of a lysosomal integral membrane protein

Lignin – the key to a more efficient use of biomass?

Energy from hydrogen, research for future mobility

Drying in Fluidized Beds