Counterparty credit risk is an important type of financial risk. The importance of proper counterparty risk management became most apparent in the wake of the 2008 series of failures of several large banks. Correlation of market factors is an important issue in the calculation of CVA. A notable case of correlation is wrong-way risk which occurs whenever the probability of default of the counterparty is positively correlated with exposure. The basic formulas for CVA and basic counterparty credit risk models do not account for wrong-way risk because its modeling is nontrivial. This thesis aims to answer how well can the impact of wrong-way risk on CVA be approximated with an add-on which only depends on correlation between the price of the underlying asset and the credit spread of the counterparty. The thesis is supplemented by a fully documented implementation of the model in the Mathematica software.

A considerable amount of research has been done surrounding education in classrooms from kindergarten to Grade 12, but little research has been done surrounding early childhood education (ECE) beginning with birth to age 4. As a result, research is needed that examines interventions aimed to improve the quality of early childhood education for young bilingual learners at the earliest stages of schooling. The present study examines current efforts to serve the specific population of young bilingual children entering classrooms in an urban school district in North Texas. The focus of this study includes the access and examination of quality ECE programs (defined by the extent to which bilingual children have access to bilingual education programming). The present study also observes the visibility of young bilingual children who receive services that are responsive to their characteristics, experiences, and specific needs. Lastly, this study used a multiple regression analysis to examine the Kindergarten Early Assessment test that has been put in place to measure the school readiness performance of bilingual children in this urban district. Specifically, the analysis included program type, language of assessment, socio-economic status and gender variables.

Este trabalho é o resultado de pesquisa sobre o fenômeno sociocultural conhecido como jeitinho brasileiro. A análise foi realizada sob a perspectiva da semiótica discursiva francesa, desenvolvida por A. J. Greimas, tendo por objetivo a busca dos efeitos de sentido que o vocábulo e seus parassinônimos pudessem apresentar. O ponto de partida foi a representação gráfica mostrada por Barbosa (2006), que ilustra o continuum entre o favor e a corrupção, entre os quais o jeito está posicionado, percebido como positivo, quando se aproxima do favor, e negativo, quando próximo da corrupção. Segundo a autora, a passagem de uma categoria para outra deve-se ao contexto e a relação existente entre as pessoas de uma determinada situação. O tema do jeitinho brasileiro requereu um estudo sobre cidadania, na sociedade contemporânea, no tocante à hierarquia e à igualdade. Também abrangeu a problemática da sociedade líquido-moderna, apresentada por Z. Bauman, e o dilema da escolha entre o indivíduo e o cidadão. Para alcançar o objetivo de estudar o campo semântico e discursivo do vocábulo jeitinho e de seus parassinônimos, a minha escolha incidiu sobre o estudo de textos que ilustram diferentes situações de ocorrência e os efeitos de sentido que cada exemplo propicia. Os textos que compuseram o corpus da pesquisa, e nos quais pude identificar as variações do jeitinho, permitiram expansão do eixo apresentado por Barbosa (2006). Dessa forma, propus uma gradação mais detalhada para a gama semântica do jeitinho brasileiro, a partir da colocação de cada caso estudado em um ponto aproximado, entre o favor e a corrupção. Solidariedade, sobrevivência, habilidade, criatividade, flexibilidade, improvisação, charme, simpatia, malandragem, prevaricação, hipocrisia, flexibilidade moral foram algumas das possibilidades presentes nos textos analisados / This essay is the result of a research about the sociocultural phenomenon known as jeitinho brasileiro. The analysis was taken under the perspective of French discourse semiotics, developed by A. J. Greimas, having as objective the search for the meaning effects the word jeitinho and its parasynonyms could present. Its revisits Barbosa (2006) and her graphic representation that illustrates a continuum between favor and corruption, along which the jeito takes place, perceived as positive when close to favor or negative when close to corruption. According to the author, the shift from one category to another (favor to corruption and vice-versa) depends on the context and the relationship among the participants of a given situation. The theme jeitinho brasileiro also demanded studies about citizenship in contemporary society, focusing on hierarchy and equality. It has comprehended the problematical of the liquid modern society introduced by Z. Bauman and the dilemma in choosing to focus the individual or the citizen. To reach the objective of studying the semantic and discourse field of the word jeitinho and its parasynonyms, my choice lay on the study of texts which illustrate different occurrences and the meaning effects each example allows for. The corpus provided us an expansion of the axis proposed by Barbosa (2006), by means of the variety of examples and usages identified. Thus, I propose a more detailed gradation to the semantic range of the jeitinho brasileiro, by placing each study on an area between favor and corruption, according to the semantic field implied by each study. Solidarity, survival, roguery, prevaricação, hypocrisy, moral flexibility were some of the possibilities presented in the texts analyzed

In this research, Communicative Accommodation Theory (CAT) is investigated while native speakers address nonnative peers. For the intentions of this research, three native speakers of Canadian English were asked to have conversations with native and nonnative peers. The conversations were in the form of giving directions on the map. Later on, the participants’ formants and vowel durations were measured and used for comparing native-nonnative peer effect(s) on the speakers’ vowel formants and duration. Based on the analyses, it is suggested that accommodation may take place based on providing stereotypical vowel durations and formants, as well as reducing inter-token variations in the nonnative peer context.

Fox, N.J. (2002) analizuoja, kaip postmodernios socialinės teorijos apie riziką ir kūną gali padėti mums suprasti, kodėl žmonių elgesys taip dažnai - žiūrint profesiniu požiūriu – nėra vengiantis žalingos gyvensenos. Autorius pažiūri į elgesį žmonių gyvenimų kontekste. Tai suteikia galimybę galvoti apie rizikas iš kitos perspektyvos, žiūrint į žmonių elgesį, kaip į 'eksperimentavimą‘. Tai, refleksyvūs veiksmai, kurių jie imasi kaip dalies savo gyvenimo ir tapatybės išreiškimo. Anot, Baumano, Z. (1992: 76) postmodernumo sąlygomis veikėjai nuolat susiduria su moraliniais klausimais ir yra priversti rinktis tarp vienodai gerai pagrįstų (arba vienodai nepagrįstų) etinių priesakų. Pasirinkimas visuomet yra atsakomybės prisiėmimas ir dėl šios priežąsties jis įgyja moralinio veiksmo pobūdį. Darosi vis akivaizdžiau, jog gyvenimo būdo rinkimasis lokalinių ir globalinių tarpusavio ryšių fone kelia moralines problemas, į kurias, Giddens nuomone, negalima tiesiog nekreipti dėmesio. Modernybės sąlygomis keičiamą "aš" reikia tirti ir konstruoti, kaip dali refleksyvaus proceso, kurio metu asmeniniai pokyčiai susiejami su socialiniais (Giddens, A. 2000: 19, 49). Kaip teigia Janne, S. (2009: 469) tuo metu, kai yra atlikta daug tyrimų susijusių su rūkymu ir yra nustatyti svarbūs su tabako vartojimu susiję rizikos veiksniai, šiuo metu mažai dėmesio yra skiriama socialinei rūkymo reikšmei žmonių gyvenimų kontekste. Pirmiausiai rūkymas suprantamas, kaip individuali gyvensena, o moksliniai... [toliau žr. visą tekstą] / Fox, N.J. (2002) analyses how postmodern social theories about risk and body can help us to understand why human behaviour – watching from a professional view – often does not avoid addictive way of life. The author looks at the behaviour in the context of people’s lives. That gives an opportunity to think of risks from another perspective when looking at the behaviour of people like at “experimentation.”‘. These are reflexive actions, which they take as part of expression of their life and identity. According to Z. Bauman (1992: 76) characters constantly face ethical issues and are forced to choose among equally-well reasoned (or equally-not-reasoned) ethnic precepts under conditions of pos-modernity. Choice is always an acceptance of responsibility and due to this reason it has a nature of moral action. It is becoming clearer that selection of the way of life in the context of local and global mutual relations causes certain moral problems, which, in the opinion of Giddens, must not be avoided. Under the conditions of modernity, alterable “I” must be investigated and constructed as part of the reflexive process, during which changes are associated with social ones (Giddens, A. 2000: 19, 49). As S. Janne (2009: 469) states that while many researches related with smoking have performed and important risk factors related with consumption of tobacco have been established, very little attention is paid to social significance of smoking within the context of... [to full text]

In this research, Communicative Accommodation Theory (CAT) is investigated while native speakers address nonnative peers. For the intentions of this research, three native speakers of Canadian English were asked to have conversations with native and nonnative peers. The conversations were in the form of giving directions on the map. Later on, the participants’ formants and vowel durations were measured and used for comparing native-nonnative peer effect(s) on the speakers’ vowel formants and duration. Based on the analyses, it is suggested that accommodation may take place based on providing stereotypical vowel durations and formants, as well as reducing inter-token variations in the nonnative peer context.

Ce manuscrit de thèse rapporte quelques études méthodologiques sur la régionalisation du climat par l’approche dynamique. Le domaine géographique couvre une large zone allant du milieu de l’Atlantique Nord à l’Europe de l’Est, et du Sahel à l’Arctique. La quête à tout prix d’une amélioration du climat régional n’est pas au cœur du manuscrit. Pourtant, l’accent est mis sur trois points clefs, généralement rencontrés par toutes tentatives de régionalisation du climat. Le premier point concerne le schéma d’imbrication : imbrication du sens unidirectionnel du GCM vers le RCM (one-way nesting, OWN) ou bidirectionnelle entre le GCM et le RCM (two-way nesting, TWN). Le deuxième point examine la réalisation technique d’imbrication, qui est généralement une opération de relaxation newtonienne ajoutée aux équations pronostiques du modèle. Le troisième point est sur l’effet du raffinement de maille dans le RCM. L’esprit général du manuscrit consiste à conceptualiser et réaliser des simulations numériques pour traiter ces trois points avec astuces afin de les isoler et quantifier. Le modèle de circulation générale LMDZ est utilisé pour l’ensemble des expériences. Il joue à la fois le rôle du GCM et celui du RCM. Dans les deux cas, il conserve strictement ses paramétrisations physique et sa configuration dynamique, ainsi que tous les forçages ou paramètres externes. La stratégie d’expérimentation, qualifiée comme Master versus Slave, consiste à réaliser des simulations sous deux protocoles reliés l’un et l’autre : « DS-300-to-300 » désigne Downscaling du GCM à 300 km de résolution horizontale au RCM qui est identique au GCM, aussi à 300 km de résolution spatiale ; « DS-300-to-100 » désigne Downscaling de 300 km (GCM) à 100 km (RCM). Il est clair que « DS-300-to-300 » est un cadre idéalisé, particulièrement approprié pour évaluer l’effet de l’opération de relaxation. Le protocole « DS-300-to-100 », soustrait du « DS-300-to-300 », permet d’évaluer très précisément l’effet de la résolution du RCM augmentée. Dans chaque protocole, deux schémas de communication entre le RCM et le GCM ont été implémentés, l’un (OWN) est la méthodologie classique du sens unique qui consiste à piloter le RCM par les sorties du GCM, l’autre (TWN) est d’établir un échange mutuel entre les deux modèles. Le climat régional est sensible au choix des schémas de communication entre le RCM et le GCM, surtout aux moyennes latitudes. TWN apporte une nette amélioration sur la représentation des informations frontalières. Au niveau des modes régionaux de circulation atmosphérique, exprimés en structures d’EOF, OWN et TWN sont tous deux capables de les reproduire, mais avec de légères déformations dans l’espace. La relaxation newtonienne, largement utilisée dans la régionalisation du climat, permet au RCM de bien suivre la trajectoire synoptique du GCM. Pourtant, la concomitance temporelle et la ressemblance spatiale sont dépendantes des variables considérées, des saisons, des régimes de temps, et des échelles spatio-temporelles de circulations atmosphériques. Des cas de dé-corrélation sont remarquables quand la circulation dominante de la région est de petites échelles. Le raffinement de maille augmente la liberté du RCM à développer sa dynamique interne, surtout aux petites échelles, mais aussi à l’ensemble du spectre de la circulation à travers l’interaction des échelles. Ainsi le RCM devient plus indépendant et s’écarte davantage du GCM. Cette thèse, autour des aspects méthodologiques de la régionalisation du climat, aide à avoir une meilleure compréhension sur la pratique. Elle adresse aussi un message de précaution à la communauté RCM et l’invite à bien vérifier leur méthodologie de régionalisation. / The work developed in this thesis explores through methodological modelling studies the current techniques of climate regionalization. In this case, the regionalization focuses on a geographical domain covering from the North Atlantic to Eastern Europe longitudinal wise, and from the Sahel to the Arctic as a latitudinal interval. The aim of this thesis is not the improvement of regional climate modelling per se, but tackling three key questions that are commonly met by all attempts when trying to improve climate regionalization. Firstly, the choice and advantages of the nesting scheme: one-way nesting (OWN) versus two-way nesting (TWN). Secondly, the evaluation of the nesting method, which is generally a Newtonian relaxation operation added to the prognostic equations of the model. And finally, the consequences of the mesh refinement in Regional Circulation Models (RCM). The objective of this manuscript consists in conceptualizing and carrying out numerical simulations to answer these three questions by isolating each individual effect and quantifying the consequences of each of the effects. The general circulation model LMDZ is used for all experiments. It is able to play the role of the General Circulation Model (GCM) and the RCM, keeping the same physical parameterizations and the same dynamical configuration, as well as the same external forcings and model parameters. Our experimental set-up, referred as “Master versus Slave”, consists on two related protocols: “DS-300-to-300” and “DS-300-to-100”. The former implies the downscaling of the GCM at 300 km of horizontal resolution while the RCM has the identical resolution of 300 km. The latter implies the downscaling from 300 km (GCM) to 100 km (RCM). We have assumed the “DS-300-to-300” as an idealized framework, particularly appropriate to evaluate the relaxation operation effect. In parallel, the “DS-300-to-100” protocol, subtracted from the “DS-300-to-300”, allows assessing the effect of the increased resolution for the RCM. In each protocol, two communication schemes between the RCM and the GCM have been implemented. The first one -OWN- is the classic one-way methodology to control the RCM by the outputs of the GCM. The second one -TWN- is used to establish a mutual exchange between the two models (RCM and GCM). This thesis has found that climate regionalization is highly sensitive to the choice of the communication scheme between the RCM and the GCM, especially at mid-latitudes. TWN clearly improves the representation at the boundaries. For the regional atmospheric circulation modes, expressed in EOF structures, both OWN and TWN are able to reproduce them, but with a slight deformation in space. Newtonian relaxation, widely used in climate regionalization, allows the RCM to follow the GCM’s synoptic trajectory. However, temporal concomitance and spatial resemblance of the two depend on the variables considered, on the particular seasons selected, on the weather regimes, and on the spatiotemporal scales of atmospheric circulation. De-correlation cases are remarkable when the dominant circulation on a regional scale is small. Moreover, mesh refinement increases the freedom of the RCM to develop its internal dynamic circulation, especially at small scales, and also across the whole spectrum of circulation regimes through the scales in which the RCM operates. Thus, when resolution increases, the RCM becomes more independent from the GCM behavior and the model results deviate significantly from the GCM. Focused on the methodological aspects of climate regionalization, this thesis helps to gain a better understanding on the regionalization practice. Il also sends a precautionary message to the RCM community, kindly inviting to verify their regionalization strategy.

This work extends a previously developed finite-volume overset-grid fluid flow solver to enable the characterisation of rigid-body-fluid interaction problems. To this end, several essential components have been developed and blended together. The inherent time-dependent nature of fluid-solid interaction problems is captured through the laminar transient incompressible Navier-Stokes equations for the fluid, and the Euler-Newton equations for rigid-body motion. First and second order accurate time discretisation schemes have been implemented for the former, whereas second and third order accurate time discretisation schemes have been made available for the latter. Without doubt the main advantage the overset-grid method offers regarding moving entities is the avoidance of the time consuming grid regeneration step, and the resulting grid distortion that can often cause numerical stability problems in the solution of the flow equations. Instead, body movement is achieved by the relative motion of a body fitted grid over a suitable background mesh. In this case, the governing equations of fluid flow are formulated using a Lagrangian, Eulerian, or hybrid flow description via the Arbitrary Lagrangian-Eulerian method. This entails the need to guarantee that mesh motion shall not disturb the flow field. With this in mind, the space conservation law has been hard-coded. The compliance of the space conservation law has the added benefit of preventing spurious mass sources from appearing due to mesh deformation. In this work, two-way fluid-solid interaction problems are solved via a partitioned approach. Coupling is achieved by implementing a Picard iteration algorithm. This allows for flexible degree of coupling specificationby the user. Furthermore, if strong coupling is desired, three variants of interface under-relaxation can be chosen to mitigate stability issues and to accelerate convergence. These include fixed, or two variants of Aitken’s adaptive under-relaxation factors. The software also allows to solve for one-way fluid-solid interaction problems in which the motion of the solid is prescribed. Verification of the core individual components of the software is carried out through the powerful method of manufactured solutions (MMS). This purely mathematically based exercise provides a picture of the order of accuracy of the implementation, and serves as a filter for coding errors which can be virtually impossible to detect by other means. Three instances of one-way fluid-solid interaction cases are compared with simulation results either from the literature, or from the OpenFOAM package. These include: flow within a piston cylinder assembly, flow induced by two oscillating cylinders, and flow induced by two rectangular plates exhibiting general planar motion. Three cases pertaining to the class of two-way fluid-interaction problems are presented. The flow generated by the free fall of a cylinder under the action of gravity is computed with the aid of an intermediate ‘motion tracking’ grid. The solution is compared with the one obtained using a vorticity based particle solver for validation purposes. Transverse vortex induced vibrations (VIV) of a circular cylinder immersed in a fluid, and subject to a stream are compared with experimental data. Finally, the fluttering motion of a rectangular plate under different scenarios is analysed.

Este trabalho é o resultado de pesquisa sobre o fenômeno sociocultural conhecido como jeitinho brasileiro. A análise foi realizada sob a perspectiva da semiótica discursiva francesa, desenvolvida por A. J. Greimas, tendo por objetivo a busca dos efeitos de sentido que o vocábulo e seus parassinônimos pudessem apresentar. O ponto de partida foi a representação gráfica mostrada por Barbosa (2006), que ilustra o continuum entre o favor e a corrupção, entre os quais o jeito está posicionado, percebido como positivo, quando se aproxima do favor, e negativo, quando próximo da corrupção. Segundo a autora, a passagem de uma categoria para outra deve-se ao contexto e a relação existente entre as pessoas de uma determinada situação. O tema do jeitinho brasileiro requereu um estudo sobre cidadania, na sociedade contemporânea, no tocante à hierarquia e à igualdade. Também abrangeu a problemática da sociedade líquido-moderna, apresentada por Z. Bauman, e o dilema da escolha entre o indivíduo e o cidadão. Para alcançar o objetivo de estudar o campo semântico e discursivo do vocábulo jeitinho e de seus parassinônimos, a minha escolha incidiu sobre o estudo de textos que ilustram diferentes situações de ocorrência e os efeitos de sentido que cada exemplo propicia. Os textos que compuseram o corpus da pesquisa, e nos quais pude identificar as variações do jeitinho, permitiram expansão do eixo apresentado por Barbosa (2006). Dessa forma, propus uma gradação mais detalhada para a gama semântica do jeitinho brasileiro, a partir da colocação de cada caso estudado em um ponto aproximado, entre o favor e a corrupção. Solidariedade, sobrevivência, habilidade, criatividade, flexibilidade, improvisação, charme, simpatia, malandragem, prevaricação, hipocrisia, flexibilidade moral foram algumas das possibilidades presentes nos textos analisados / This essay is the result of a research about the sociocultural phenomenon known as jeitinho brasileiro. The analysis was taken under the perspective of French discourse semiotics, developed by A. J. Greimas, having as objective the search for the meaning effects the word jeitinho and its parasynonyms could present. Its revisits Barbosa (2006) and her graphic representation that illustrates a continuum between favor and corruption, along which the jeito takes place, perceived as positive when close to favor or negative when close to corruption. According to the author, the shift from one category to another (favor to corruption and vice-versa) depends on the context and the relationship among the participants of a given situation. The theme jeitinho brasileiro also demanded studies about citizenship in contemporary society, focusing on hierarchy and equality. It has comprehended the problematical of the liquid modern society introduced by Z. Bauman and the dilemma in choosing to focus the individual or the citizen. To reach the objective of studying the semantic and discourse field of the word jeitinho and its parasynonyms, my choice lay on the study of texts which illustrate different occurrences and the meaning effects each example allows for. The corpus provided us an expansion of the axis proposed by Barbosa (2006), by means of the variety of examples and usages identified. Thus, I propose a more detailed gradation to the semantic range of the jeitinho brasileiro, by placing each study on an area between favor and corruption, according to the semantic field implied by each study. Solidarity, survival, roguery, prevaricação, hypocrisy, moral flexibility were some of the possibilities presented in the texts analyzed

Cette thèse a eu pour objectif d'étudier des questions naturelles de définissabilité autour des transducteurs bidirectionnels.Il est bien connu que les transducteurs bidirectionnels définissent une plus grande classe de transductions que celles des transducteurs unidirectionnels. La première question que nous avons étudiée est donc de décider si un transducteur bidirectionnel est définissable par un transducteur unidirectionnel. Il a été montré en 2013 que cette question est décidable pour des transducteurs fonctionnels (nous montrons aussi en paralèlle que cette question devient indécidable si les transducteurs ne sont plus fonctionnels) mais la complexité de la procédure de décision était non-élémentaire.Nous proposons une caractérisation de la "définissabilité par transducteur unidirectionnel" décidable en espace doublement exponentiel. Cette caractérisation est effective en ce sens qu'elle produit en temps triplement exponentiel le transducteur équivalent. De plus, nous avons étudié ce problème aussi pour les transducteurs "sweeping", pour lesquels la procédure de décision et la construction du transducteur équivalent requièrent une exponentielle de moins. Comme nous avons par ailleurs montré qu'il existe des familles de fonctions réalisables de façon unidirectionnelle avec au minimum deux sauts exponentiels, notre procédure est optimale dans le cas "sweeping".Le fait d'avoir particulièrement étudié les transducteurs"sweeping" nous a poussé à étudier d'autres questions dedéfinissabilité~: est-ce qu'un transducteur donné estréalisable par un transducteur sweeping ? Et par un transducteursweeping réalisant au maximum k passages ? Nous montrons que cesquestions sont décidables avec les mêmes complexitésobtenues précédemment. Comme nous avons montré qu'ilexiste une borne sur le nombre de passages nécéssaires pourréaliser avec un transducteur sweeping une transductiondonnée, cela nous permet aussi de minimiser le nombre de passages d'untransducteur sweeping.Enfin nous avons cherché à caractériser la classe destransductions sweeping dans d'autres modèles de transductions,les Streaming String Transducers (SST) et lestransductions MSO. Cela a en autres permis, en établissant unecorrespondance entre le nombre de passages des transducteurssweeping et le nombre de registres d'une sous-classe de SST, deminimiser le nombre de registres pour une classe intéressantede SST. Dans l'ensemble, notre travail a permis de couvrir l'ensembledes relations entre ces modèles, et les questions dedéfinissabilité qui se posent naturellement. / The goal of this thesis was to study definability questionsabout finite-state transducers and in particular two-waytransducers. It is known that two-way transducers cover a larger classof transductions than one-way transducers. Then the first question wetackled is the one-way definability problem: is it possible torealize a given two-way transduction by a one-way transducer? Thisproblem was shown to be decidable for functionaltransducers (we also show as a side result that one-way definability becomes undecidable for non-functional transducers) but the decision procedure had non-elementary complexity.We proposed a characterization of one-way definability thatallows us to decide it in double-exponential space, and provide anequivalent one-way transducer of triple-exponential size. We firststudied this question for a restricted class, namely sweepingtransducers, for which the decision procedure and the construction ofthe one-way transducer take one less exponential. For suchtransducers, our procedure is optimal in the sense that we have shownthat there exists a family of functions that are one-way definable andfor which an equivalent one-way transducer requires doubly exponentialsize.The study of sweeping transducers raised other definability questions: Is a given transducer equivalent to some sweeping transducer? And to some sweeping transducer that performs at most k passes? We showed that those questions are decidable and the decision procedure, as well as the equivalent transducer, have the same complexity as in the one-way case. Moreover, as we have shown that there exists a bound on the number of passes required to realize a transduction by a sweeping transducer, we managed to obtain a procedure to minimize the number of passes of a sweeping transducer.Finally we tried to characterize sweeping transducers in other models for regular transductions such as Streaming String transducers (SST) and MSO transductions. As we obtained an equivalence between the number of passes of a sweeping transducer and the number of registers of the equivalent SST we provided a minimization procedure for the number of registers of a large class of SST's. To conclude, our work allowed us to provide a good overall understanding of the definability questions between the models for regular transductions and in particular regarding the resources, whether it is the number of passes (and of course one-way definability is crucial in that aspect) or the number of registers.