Sharif Digital Repository

Studying the dynamics of vesicles in simple shear flow is the first step to decipher the dynamics of cells in flows or the motion of vesicle-based nanoparticles in vessels for drug delivery. The deformation of vesicle in shear flow changes the permeability of its membrane and may lead to its rupture, both of which correlate with the transportation of vesicle cargos to their environment, especially important in drug delivery. The deformation of vesicles in shear flow not only depends on the physical properties of the whole system, such as temperature, but also on the mechanical properties of three media: vesicle membrane plus vesicle’s inner and outer fluid. The effect of the mechanical... 

Distinguishing the structure of DNA is of outmost importance in the medicine and agriculture industry nowadays. Various methods have been suggested so far; however, high costs, incorrect results, and time-taking process are among main defects of them. Scientists try to find new ways for recognizing DNA structure and system in order to overcome such problems. One of these new methods is absorbing and passing DNA through Nano-pores in an electrolyte solution under the influence of an electrical field. The basis of this method is the ionized currents which occur due to the passing of DNA through Nano-pores. Because each DNA base pairs can form a barrier corresponding to a unique measured value,... 

In this study, polyoxometalate (POM) intercalated in the layered double hydroxide (LDH) was synthesized by a selective ion-exchange method. For this purpose, the nanocluster [VW12O40]3- was immobilized on the Mg2+/A13+/Cl–LDH support. The heterogeneous catalyst was characterized by FT-IR, XRD, SEM and analysis of ICP. The LDH-POM was applied as a catalyst in efficient oxidation of sulfides to sulfoxides using UHP as oxidant and CH3OH/ CH¬2¬Cl¬2 ¬as a solvent at room temperature, as well as epoxidation of olefins using TBHP as an oxidants and C¬2H4Cl2 as a solvent in 84°C. This catalyst showed excellent catalytic activities for a substrate/catalyst ratio (200:1). For example, this catalytic... 

In this thesis, the star formation history and evolution of IC 1613 dwarf galaxy and NGC 5128 giant elliptical galaxy has been studied. About IC 1613, our result shows that the star formation history of the galaxy is roughly constant in 5 Gyr ago and this support that the galaxy had been isolated at least in 5 Gyr ago. About NGC 5128, we can see that the star formation rate has suddenly increased in 700 Myr and 3.5 Gyr ago. This results in very good agreement with literature support that the galaxy has experienced some mergers with smaller gas rich galaxies  

This paper studies and compares the effect of "Dutch disease" in Iranian economy in two periods of rising oil price (1973-1978) and (2004-2010). The study presents a DSGE model to analysis the behavior of economic variable in both periods and to address this question that whether or not policy maker has learning behavior. The model consists of households, final goods producers who divided in tradable goods and non-tradable goods sector and the government. I use calibration methods to estimate models parameters.Comparison of simulated results and the actual macroeconomic variables in Iran during 1338-1390 indicates that, first of all Dutch disease effect occur in both periods of oil shock so... 

Risk management is one of the most important topics in banking. Risk management in banking is divided to several categories including credit risk. Credit risk is also divided to individual credit risk and portfolio credit risk. In Iran many of banks have worked on individual credit risk models, but few of them have worked on portfolio models because these models have developed only in recent years. In our project we present three categories of credit risk models and then analyze the data of a private bank in Iran with CreditPortfolioView model. In CreditPortfolioView model, macroeconomic parameters are used to analyze the correlated behavior of individuals as a benchmark in different... 

Project Finance is a novel approach in financing big projects. High debt ratio, independency to promoter credit and establishing a special purpose company, are some of project finance characteristics that could be very beneficial in some projects. Liquid Natural Gas (LNG) is a solution for exporting natural gas to far destination. As economical and environmental benefits of using natural gas have been increased in recent years, LNG industry has been experienced rapid growth. In this project we analyze project finance and then describe economical motivation of using this method in LNG industry of Iran.

 

In nature, there are types of soils that when goinging under stress at constant moisture, or increase of moisture at constant stress, or change of both characters, they show a sudden and high level decrease in their volume. These type of soils are named as Collapsible soils. Iran is one of the countries that at some parts of its land collapsible soils are found. In this research by using of laboratory equipments, the volume change behavior of collapsible loess soils of Gorgan plain (North of Iran) is evaluated under increase of water content and inundation stress. In these experiments, the usual odeometer cell has been used for exploring the behaviour of collapsibility and volume change of... 

Credit risk is one important type of various types of financial risks that banks and financial institutions are exposed to it. Therefore credit risk management for banks and other financial institutions that finance corporations and individuals, has special importance. To make decision about financing clients of the bank and managing credit risk, it is essential to measure credit risk of these clients. In recent decades there are many efforts to measure credit risk and therefore various models have been created for assessing it. In this research, we study the effects of Macroeconomic, firm specific and latent variables on clients default risk, in the context of reduced-form models. The... 

Volatility is the most important components in numerous finance applications. So, the methods of volatility forecast with reasonable accuracy require a deep attention.In this thesis with considering several distributions for error term, GARCH forecasting performance is evaluated on the intra- day data of "Foolad" stock returns by two loss functions of "MAE" and "HMAE". This evaluation is done in three forecast horizons, 1 day, 5 days and 20 days. Finally, the result of this study is as follows. GARCH (1, 1) forecast model with skewed t- student error distribution has the minimum value in the both loss functions for 1 day and 5 day forecast horizons. Also GARCH (1, 1) forecast model with t-... 

Credit scoring is a mechanism used to quantify the risk factors relevant for an obligor’s ability and willingness to pay. Credit scoring has become the norm in modern banking, due to the large number of applications received on a daily basis and the increased regulatory requirements for banks. The meaning of credit scoring is to assign scores to the characteristics of debt and borrowers, historical default, and other loss experienced as an indication of the risk level of the borrower. The aim of the credit score model is to build a single aggregate risk indicator for a set of risk factors.
In this study, current method in which Maskan bank will give a loan is explained. We developed a... 

In the present research, the weak level efficiency of securitise market is reviewed and examined .Therefore the “Random Walk Hypothesis” has been examined on the time series of daily efficiency index of TEHRAN SECURITISE MARKET. The main difference between this research and the previous researches which have been performed previously in Iran, is the method of Hypothesis Test. The” Variance Ratio Test” has been used as a method of Hypothesis’ Test. In the second chapter, the theoretical and experimental literatures of this research has been described in detail. In parallel with the ” Variance Ratio Test”, the impact of the Day of week and the “HETROSCEDASITY TEST” also has been... 

Behavioral finance researchers have introduced behavioral biases, derived from psychology, to financial models in order to make them more realistic and to increase their explanatory power.One of the best known of these biases, considered in behavioral finance literature, is overconfidence, which means investors overestimate their own knowledge and ability to evaluate securities. Several theoretical models have studied the effects of this bias on financial markets and many empirical models have examined their assumptions, looking for whether investors are overconfident or not. Explained by these models, price overreaction to private information arrival and underreaction to public signal, is... 

The present study investigated day of the week effect on stock market returns and the stock market returns and volatility relationship in Tehran Stock Exchange. In this part two regression models is been used and theory that effect of days are meaningful on return and also the theory of meaningfulness and being equal of relation between return and volatility in different days of the week has been examined on index return of all market and on industry indexes in separately. Therefore we have utilized information from time series of total index week days categorized into 8 industries during 2008-2013. The results obtained on weekdays effect on the index of the first model and second model...