Made available in DSpace on 2014-06-12T15:05:09Z (GMT). No. of bitstreams: 2 arquivo1138_1.pdf: 639102 bytes, checksum: 35cb2db02d50168acae0189ebb693f3c (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2001 / Este trabalho tem o intuito de avaliar a capacidade da abordagem Value at Risk com simulação de Monte Carlo (SMC), na previsão do risco de mercado da ação da Petrobrás (PETR4) e das opções de compra da PETR4 (PETRJ39, PETRH6, PETRH5). Compara-se a performance da SMC com os métodos denominados paramétricos: para a carteira de ações, considera-se o modelo do desvio padrão, e, para a carteira de opções, utiliza-se as aproximações Delta e Delta-Gama. Sabendo que a exatidão da estimativa do VaR pela simulação de Monte Carlo reside no modelo de precificação do valor da carteira, analisam-se os seguintes modelos: o de Black & Scholes (SMC Univariada), o de Hull & White, que inclui volatilidade estocástica (SMC Bivariada), e, por último, a inclusão da taxa de juros também estocástica através do modelo de Rendleman e Bartter (SMC Trivariada). As evidências empíricas sugerem que a estimativa do VaR pela simulação de Monte Carlo supera a dos métodos paramétricos. Especificamente quando se refere às opções, a performance da SMC é ainda melhor, devido a sua capacidade de capturar os efeitos da não-linearidade desses ativos financeiros

The purpose of this study was to examine the habitat preference (or use), distribution and growth of darters (Channel Darter Percina copelandi, Logperch Percina caprodes, Fantail Darter Etheostoma flabellare, Tessellated Darter Etheostoma olmstedi and Johnny Darter Etheostoma nigrum) in tributaries of the Ottawa River, Québec, Canada. The Channel Darter’s habitat can be characterised by coarse heterogeneous substrate with water velocities greater than 0.25 m/s in zones with low bank slopes. Its distribution is limited to five tributaries of the Ottawa River, downstream from the first physical barrier. The Logperch and Fantail Darter’s habitats were similar to that of the Channel Darter, although the Fantail Darter was present in shallower waters. The Tessellated Darter was spatially partitioned from the others; the species seems to be a habitat generalist. The Johnny Darter was the least abundant darter and seems to prefer coarse heterogeneous substrate. The majority of growth in length was attained during the first year in all species. Growth rates were affected by the presence of parasites in the Channel Darter and Fantail Darter, non-parasitized individuals growing faster than parasitized individuals. Growth rates also differed among males and females in the Channel Darter, males growing faster than females.

The purpose of this quantitative/qualitative evaluation study was to analyze the impact of the Success for All (SFA) program on reading achievement, attendance, and academic self-efficacy. Robert Slavin (1996) and his colleagues at Johns Hopkins University developed the Success for All program, which incorporates a comprehensive school restructuring approach. This program focuses on improving achievement of at-risk children and aims to have every child reading on or above grade level by grade three (Slavin, 1996). Two urban, schoolwide Title I elementary schools were compared using a non-equivalent matched group, evaluation design. Stanford 9 reading comprehension scores and attendance data were analyzed through an Analysis of Variance. Results yielded positive effects for group membership (SFA, non-SFA) in reading achievement and reading self-efficacy with mean scores of 58.6 NCEs vs 33.6 NCEs and 86.6 vs 68.7 respectively. Focus group results showed strong parental and staff support for the program. Implications are presented along with suggested future avenues of research such as the SFA program's impact over time and the investigation of the program's impact on other measures of achievement. / Ed. D.

This formative evaluation of Franklin School was shaped around the implicit and explicit goals of the school and those school practices that are recognized as being effective in schools for students at-risk of dropping out of school. The study served four purposes: (1) to determine how the teachers, parents, and students viewed the school and their experiences with it, (2) to determine what program improvements were needed, (3) to provide a baseline for future evaluations, and (4) to activate the collection of data needed for future evaluations. The participants in the study included the six teachers, 52 students, and the parents or guardians of the students who attended Franklin School during the 1996-97 school year, the year which was the focus of the study. I collected data from the participants through surveys, interviews with teachers and a carefully drawn sample of students and parents, and meetings with teachers and students. Additionally, I analyzed student records pertaining to referrals, attendance, academic achievement, disciplinary infractions, and dropouts. Data from the study indicated that some school goals were being met adequately, and some were not. Teachers, students, and parents agreed that goals related to self-esteem efforts, sense of community, and safe environment were being met. However, the findings from the study indicated that improvement was needed in the areas of career education, counseling, discipline, staff development, parent involvement, and use of instructional technology. Also, the study yielded three important findings in addition to findings related to school goals that need to be addressed. First, there is a leadership problem at Franklin School that needs to be resolved. Second, limited data available on attendance and academic achievement suggested that over time student performance declines at the school. Finally, the data on the referrals to Franklin School revealed an exceedingly high rejection rate with no written notices of admission decisions and no follow-up of students rejected. The findings from the study strongly suggest the need for continued evaluation of the school and for putting mechanisms in place to collect the data needed for such evaluations. / Ph. D.

With much emphasis on school accountability ratings and student achievement, it is imperative that building level leaders are equipped with leadership practices that will enhance academic progress. In essence, principals must implement leadership practices that will turn around low-performing schools. The purpose of this study was to investigate principals’ practices and ways to modify their existing leadership strategies to adapt to school improvement needs in low-performing schools in Mississippi. This study focused on 4 areas of principal practices in improving low-performing schools: (1) communication with staff, (2) instructional leadership, (3) professional development and growth opportunities, and (4) connection with key stakeholders as they relate to student achievement. A quantitative cross-sectional, non-experimental questionnaire design was utilized to examine leadership practices and principals’ preconceptions of communication, collaboration, and professional development used to promote student achievement. A self-reflective questionnaire was distributed via email to 898 Mississippi principals of which 152 responded. Generally speaking, for all schools, this study revealed there was a significant relationship between overall scale scores and math growth scores. However, there were no significant relationships between leadership practices and the other sub-scales of this study and student growth and proficiency for all participants. Further, when analyzing the results of individual leadership practices of principals of low-performing schools, findings indicated principals modeling instructional strategies displayed a significant relationship with English Language Arts growth. Findings also revealed a significant relationship between math growth and “using department chairs to collect data about staff concerns”. Further, findings revealed a significant relationship between math growth and “tracking and discussing professional growth with staff”. Additionally, when analyzing the results of individual leadership practices from all schools, communicating often and clearly to staff that change is not optional displayed a significant relationship to math growth. Also, principals utilizing shared leadership practices displayed a significant relationship with ELA proficiency. Recommendations for further research include conducting studies on the following: (a) high- performing Mississippi schools and leadership practices, (b) leadership practices utilized by principals in high-performing states, and (c) teachers’ perspectives of leadership practices and student achievement.

This qualitative study examined how students at Science Hill High Alternative Center (AC) perceived their academic success. Eighteen alumni from Science Hill High School Alternative Center were interviewed to examine their perceptions of their success. Choosing 2 alumni to represent each of the 9 programs represented at the AC provided perceptions of 3 emerging themes: (a) relationships, (b) diversity of programs, and (c) personal growth. There were other findings that were noted but not identified as a theme. Other findings involved alumni wanting to reminisce about incidents that occurred and reflect on peers who were in attendance with them at the center. Some alumni who attended programs other than Graduate On Time (GOT) discussed the need for a graduation component through the Alternative Center. Some said that returning to the main campus was not in their best interest and sabotaged their success in order to remain at the AC, while other alumni strived to return to the main campus as soon as they had met their academic goals. In relating their initial thoughts about attending the Alternative Center for the first time, many had mixed feelings: (a) they did not want to be separated from friends, (b) would they be successful, (c) who really cared if they came to school and were successful, and (d) would they really get to return to the main campus as soon as they met their goals. Additionally, alumni suggested that students be allowed to stay at the Alternative Center (AC) if it helped them to be better prepared for the workforce or college. Alumni who spoke about their success said they were better prepared than their peers for college admissions standards, work ethics, and the employment process in general.

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This study examines a collaborative creation and application of an evaluation process for a teen shelter. An independent researcher collaborated with the key administrators of a teen shelter to create an agency-specific evaluation process that gathered both quantitative and qualitative data from three separate participant groups: teen clients of the shelter, their parents, and the staff who work at the shelter. Results of the creation process indicate that collaborating with key administrators is imperative when developing agency-specific evaluations with the goal of program improvement. Application results indicate that the clients and staff at this particular shelter felt the program was very helpful. Responses included participants' ideas as to what was helpful and what aspects of the program made the experience beneficial. Participants offered positive feedback about the effective aspects of the program, as well as suggestions for improving some weaker aspects of the program. Shelter administrators were pleased with the evaluation process and results and were enthusiastic about applying the results toward program improvement. / Master of Science

The widespread effects of student failure and dropout have social, judicial, and economic implications. This study addressed factors that can affect students academic identification, an element that can influence dropout among U.S. high school students identified as at-risk. Research indicates that student motivation and academic identification may be linked to improvements in students academic achievement and reductions in dropout rates. The purpose of this quantitative investigation was to address high dropout rates among at-risk, high school students by exploring the extent to which students motivational beliefs in school predicted their academic identification and achievement. Specifically, I explored the extent to which the MUSICSM Model of Academic Motivation Inventory (MUSIC Inventory) produced valid scores among at-risk high school students, and the extent to which students motivational beliefs about school predicted their academic identification and achievement. This quantitative study utilized structural equation modeling (SEM) and involved a sample of 100 at-risk students from an alternative high school in the Mid-Atlantic United States. Data were collected via paper surveys, which I administered to students during October, 2015. All survey data were entered into SPSS 23 for analysis. Results indicated that Cronbach's alpha coefficients were low for all MUSIC Model components except for care, which demonstrated modest reliability. Data analysis also indicated that three of the five components of the MUSIC Model " usefulness, success, and caring" were positively associated with academic identification. Thus, there is preliminary evidence to suggest that teachers may be able to have a positive effect on the academic success of at-risk high school students by finding ways to improve students perceptions of usefulness, success, and care. Educational stakeholders can utilize findings from the present study to prompt an exploration of ways to improve these motivational components to promote greater academic success among this student population. / Ph. D.