I den här studien undersöktes fyra elevers kunskapsutveckling och inställning till ämnet matematik under en period av tre veckors intervention. Syftet var att mäta om en enskild intensivundervisning i matematik inom ordinarie undervisningstid kunde vara gynnsam för elever i svårigheter med taluppfattning. Ytterligare syfte var att se på om intensivundervisningen hade någon effekt på elevernas självskattning kring matematik. Studien är en experimentell fallstudie med multipel baslinje singlecase-design. Resultatet visade att interventionen har varit gynnsam för de ingående eleverna både vad gäller kunskapsutvecklingen och deras inställning och självskattning till ämnet. / This study investigates the knowledge progression of four pupils and their attitude to mathematics during a period of three weeks. The aim is to measure whether pupils with number sense problems could benefit from intensive one-to-one teaching of mathematics, within regular teaching hours. The study also aims to find out if intensive teaching affects the pupils´self-assessment regarding mathematics. An experimental case study, with multiple baseline singlecase design, has been used. The results indicate that the intervention has proved beneficial to the pupils in the study, when it comes to their knowledge progression as well as their attitude and self-assessment.

Vårt syfte med denna litteraturstudie var att undersöka vilka undervisningsmetoder som var gynnande för lågpresterande elevers grundläggande taluppfattning i årskurs F-3. Den grundläggande taluppfattningen är viktig för eleven för att kunna utvecklas vidare i sitt matematiska kunnande. Det är ingenting eleven kan utveckla själva utan det krävs tydlig vägledning av läraren och många möjligheter för eleven att praktisera kunskapen. I och med det ville vi se vilka metoder som var gynnande. Vi sökte artiklar på databaserna Eric och Unisearch och fick i resultatet fram fyra metoder som var gynnande. De metoderna var att jobba med konkret – abstrakt, laborativt material, lekfulla aktiviteter och ”tänka högt”. Tillsamman med metoderna framförs även betydelsen av att jobba i olika konstellationer.

Les étoiles multiples sont nombreuses, tant parmi les objets jeunes de faible masse, les étoiles T Tauri, que parmi les astres de la Séquence Principale (SP). En ce qui concerne les étoiles jeunes de masse intermédiaire, les étoiles Ae/Be de Herbig (HAeBe), le statut de la binarité est peu connu. Nous avons réalisé une recherche systématique de binaires HAeBe en utilisant deux techniques: l'imagerie à haute résolution angulaire avec la méthode de l'Optique Adaptative d'une part, et la spectroscopie visible à haute résolution d'autre part. Ces techniques complémentaires nous ont permis d'identifier plus d'une vingtaine de nouvelles étoiles binaires; la fréquence de binarité déduite est d'au moins 50 %, voir supérieure à cause des biais observationnels discutés dans la thèse. Pour la première fois, les types spectraux des compagnons ont pu être déterminés dans une vingtaine de systèmes visuels. Les implications de nos observations pour la présence de disques de poussières et la détection d'émission X dans les étoiles HAeBe sont présentées. Les contraintes apportées pour les théories de formation des binaires sont discutées. Une partie importante de la thèse est consacrée à une étude approfondie de l'étoile triple TY CrA, l'unique système spectroscopique hiérarchisé parmi les étoiles Ae/Be de Herbig. Après une description complète des paramètres orbitaux et stellaires, la modélisation de la dynamique de cet objet particulier a été réalisée. Nos calculs théoriques montrent que la cohésion du système est assurée par effet de marée à l'oeuvre dans la binaire à éclipse centrale. L'environnement circumstellaire de TY CrA a également été étudié à partir d'observations spectroscopiques infrarouges avec le télescope spatial ISO et à partir d'images en Optique Adaptative dans le proche infrarouge.

Kreditvärderingsinstituten marknadsför sig som oberoende aktörer som ska vägleda investerare att övervinna informationsasymmetrier på kapitalmarknaden. Kreditvärderingsinstituten har på det sättet skaffat sig en framträdande roll på kapitalmarknaden. Kreditvärderingsinstituten ger en förenklad spegling av verkligheten samtidigt som de besitter en stor makt. Kommersiella fastighetsbolag kan förbättra sin kreditvärdighet om de överensstämmer med kreditvärderingsinstitutets normer. Analysen använder sig av en Foucaultinspirerade maktanalys för att beskriva hur maktrelationen ser ut och vilka effekter den får.  Syftet med studien är att undersöka hur de kommersiella fastighetsbolag som tagit upp ett officiellt kreditbetyg har påverkats av kreditvärderingsinstitutets normer och vilka inverkningar det har haft på organisationen. På så sätt kan det ge en ökad förståelse för hur yttre påtryckningar kan normaliseras och leda till ett självreglerande beteende inom en organisation.   Studien har antagit en kvalitativ forskningsstrategi med ett abduktivt arbetssätt. Den befintliga forskningen har varit vägledande i studien men inte styrande utan studien har löpande stämt av observationerna mot den. Studiens primärdata har samlats in genom semistrukturerade intervjuer av fyra finanschefer och en medarbetare på finansavdelningen på fem kommersiella fastighetsbolag i Sverige. Därigenom utforskas huruvida kreditvärderingsinstitutets normer och metodologi har internaliserats och bidragit till organisatoriska förändringar.  Resultatet visade att kreditvärderingsinstitutets normer i form av deras metodologi för kreditvärdighet hade införts av organisationerna i varierad utsträckning. / The credit rating agencies market themselves as independent actors who should guide investors to overcome information asymmetries in the capital market. In this way, the credit rating agencies have acquired a prominent role in the capital market. The credit rating agencies provide a simplified reflection of reality while exercising power. Commercial real estate companies can improve their credit rating if they comply with the credit rating agency's standards. The analysis uses a Foucault-inspired power analysis to try to describe what the power relationship looks like and what effects it has. The purpose of the study is to investigate how the commercial real estate companies that have taken up an official credit rating experience the credit rating agency's standards and how it affects the organization. In this way, it can provide an increased understanding of how external pressures can be normalized and transformed into self-regulating behavior within an organization. The study has adopted a qualitative research strategy with an abductive approach. The existing research has been guiding in the study but not governing, but the study has continuously adjusted the observations against it. The study's primary data has been collected through semi-structured interviews of four finance managers and one employee in the finance department at five commercial real estate companies in Sweden. In doing so, it is explored whether the credit rating agency's standards and methodology have been internalized and contributed to organizational changes. The result showed that the credit rating institute's standards in the form of their methodology for creditworthiness had been introduced by the organizations to a varying extent.

Made available in DSpace on 2016-04-26T20:48:55Z (GMT). No. of bitstreams: 1 Fabiana Franco de Oliveira.pdf: 2325319 bytes, checksum: 8445c073369bffb9ce6e9cf31ed9d303 (MD5) Previous issue date: 2009-04-22 / This paper seeks to analyze the debate on the results of the american local reinvestment law Community Reinvestment Act (CRA), aimed at the role of government regulating in expanding access to credit, as well its participation in local development. At the height of the Great Depression in the 1930s, the funding program for housing in the New Deal had as objective to create jobs for thousands of unemployed. The mortgage of the government, however, has not benefited everyone. A large inventory was designed to assess the residential areas of the country. The mapping of regions where the banks could not provide loans worth up to discriminatory criteria. The factors of exclusion had nothing to do with the solvency of the inhabitants, but with the conservation status of the neighborhoods and the presence of ethnic minorities on the spot. The practice was called redlining because the areas excluded from access to credit were red delineated on the maps prepared by the government. Researchers of urban planning in the United States argue that these maps were used by public and private entities to, years later, denying loans to people in black communities or low-income neighborhoods. The assumptions of redlining resulted in increasing the geographical and racial segregation and has contributed to urban decay. The CRA was created in 1977 to combat redlining in the granting of mortgage financing. While the immediate goal was to punish discrimination in the granting of loans, the issue of local economic development has been the more comprehensive target of the law. After 30 years of implementation, what were the results? Based on analysis of existing literature on the impact of CRA on access to credit for low-income communities and ethnic minorities, this study seeks answers to these questions. The object of this debate analysis also houses the controversy surrounding the relationship between the CRA and the credit crisis linked to the U.S. mortgage system / Este trabalho analisa o debate sobre os resultados da lei de reinvestimento local norte-americana Community Reinvestment Act (CRA), tendo em vista o papel da regulação governamental na ampliação do acesso ao crédito bancário e a participação deste do desenvolvimento local. No auge da Grande Depressão dos anos 1930, o programa de financiamento à habitação do New Deal tinha como objetivo criar postos de trabalho para milhares de desempregados. A garantia hipotecária do governo, no entanto, não beneficiou a todos. Um grande inventário foi criado para avaliar as áreas residenciais do país. O mapeamento das regiões onde credores hipotecários assegurados por fundos do governo não poderiam conceder empréstimos valeu-se de critérios discriminatórios. Os fatores de exclusão nada tinham a ver com a solvabilidade dos habitantes, mas com as características sócio-econômicas dos bairros e a presença de minorias no local. A prática foi denominada redlining , uma vez que as áreas excluídas do acesso ao crédito eram delimitadas em vermelho, nos mapas elaborados pelo governo. Pesquisadores do planejamento urbano nos Estados Unidos defendem que esses mapas foram utilizados por entidades públicas e privadas para, anos mais tarde, negar empréstimos a pessoas em comunidades negras ou bairros de baixa renda. Os pressupostos do redlining resultaram no aumento da segregação racial e geográfica, além de contribuir para a degradação urbana. O CRA foi criado em 1977 para combater a discriminação na concessão de financiamento hipotecário, mas a questão do desenvolvimento econômico local constituiu um alvo mais abrangente da lei. Após 30 anos de execução, quais foram os seus resultados? Com base na análise da literatura existente acerca do impacto do CRA no acesso ao crédito para comunidades de baixa renda e minorias étnicas, este trabalho busca respostas a essas questões. O debate objeto desta análise também abriga a polêmica em torno das relações entre o CRA e a crise de crédito ligada ao sistema hipotecário dos EUA, que eclodiu em 2007/2008, afetando países em todo o mundo

<p>Diss. (sammanfattning) Umeå : Umeå universitet, 1990, härtill 5 uppsatser.</p> / digitalisering@umu.se

No description available.

Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing the failure of many iconic Wall Street investment banks and prominent depository institutions. This crisis stymied credit extension to households and businesses thus creating credit crunches and, ultimately, a global recession. This thesis specifically discusses the SMC and its components, causes, consequences and cures in relation to subprime mortgages, securitization, as well as data. In particular, the SMC has highlighted the fact that risk, credit ratings, profit and valuation as well as capital regulation are important banking considerations. With regard to risk, the thesis discusses credit (including counterparty), market (including interest rate, basis, prepayment, liquidity and price), tranching (including maturity mismatch and synthetic), operational (including house appraisal, valuation and compensation) and systemic (including maturity transformation) risks. The thesis introduces the IDIOM hypothesis that postulates that the SMC was largely caused by the intricacy and design of subprime agents, mortgage origination and securitization that led to information problems (loss, asymmetry and contagion), valuation opaqueness and ineffective risk mitigation. It also contains appropriate examples, discussions, timelines as well as appendices about the main results on the aforementioned topics. Numerous references point to the material not covered in the thesis, and indicate some avenues for further research. In the thesis, the primary subprime agents that we consider are house appraisers (HAs), mortgage brokers (MBs), mortgagors (MRs), servicers (SRs), SOR mortgage insurers (SOMIs), trustees, underwriters, credit rating agencies (CRAs), credit enhancement providers (CEPs) and monoline insurers (MLIs). Furthermore, the banks that we study are subprime interbank lenders (SILs), subprime originators (SORs), subprime dealer banks (SDBs) and their special purpose vehicles (SPVs) such as Wall Street investment banks and their special structures as well as subprime investing banks (SIBs). The main components of the SMC are MRs, the housing market, SDBs/hedge funds/money market funds/SIBs, the economy as well as the government (G) and central banks. Here, G either plays a regulatory or policymaking role. Most of the aforementioned agents and banks are assumed to be risk neutral with SOR being the exception since it can be risk (and regret) averse on occasion. The main aspects of the SMC - subprime mortgages, securitization, as well as data - that we cover in this thesis and the chapters in which they are found are outlined below. In Chapter 2, we discuss the dynamics of subprime SORs' risk and profit as well as their valuation under mortgage origination. In particular, we model subprime mortgages that are able to fully amortize, voluntarily prepay or default and construct a discrete–time model for SOR risk and profit incorporating costs of funds and mortgage insurance as well as mortgage losses. In addition, we show how high loan–to–value ratios due to declining housing prices curtailed the refinancing of subprime mortgages, while low ratios imply favorable house equity for subprime MRs. Chapter 3 investigates the securitization of subprime mortgages into structured mortgage products such as subprime residential mortgage–backed securities (RMBSs) and collateralized debt obligations (CDOs). In this regard, our discussions focus on information, risk and valuation as well as the role of capital under RMBSs and RMBS CDOs. Our research supports the view that incentives to monitor mortgages has been all but removed when changing from a traditional mortgage model to a subprime mortgage model. In the latter context, we provide formulas for IB's profit and valuation under RMBSs and RMBS CDOs. This is illustrated via several examples. Chapter 3 also explores the relationship between mortgage securitization and capital under Basel regulation and the SMC. This involves studying bank credit and capital under the Basel II paradigm where risk–weights vary. Further issues dealt with are the quantity and pricing of RMBSs, RMBS CDOs as well as capital under Basel regulation. Furthermore, we investigate subprime RMBSs and their rates with slack and holding constraints. Also, we examine the effect of SMC–induced credit rating shocks in future periods on subprime RMBSs and RMBS payout rates. A key problem is whether Basel capital regulation exacerbated the SMC. Very importantly, the thesis answers this question in the affirmative. Chapter 4 explores issues related to subprime data. In particular, we present mortgage and securitization level data and forge connections with the results presented in Chapters 2 and 3. The work presented in this thesis is based on 2 peer–reviewed chapters in books (see [99] and [104]), 2 peer–reviewed international journal articles (see [48] and [101]), and 2 peer–reviewed conference proceeding papers (see [102] and [103]). / Thesis (Ph.D. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.

Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing the failure of many iconic Wall Street investment banks and prominent depository institutions. This crisis stymied credit extension to households and businesses thus creating credit crunches and, ultimately, a global recession. This thesis specifically discusses the SMC and its components, causes, consequences and cures in relation to subprime mortgages, securitization, as well as data. In particular, the SMC has highlighted the fact that risk, credit ratings, profit and valuation as well as capital regulation are important banking considerations. With regard to risk, the thesis discusses credit (including counterparty), market (including interest rate, basis, prepayment, liquidity and price), tranching (including maturity mismatch and synthetic), operational (including house appraisal, valuation and compensation) and systemic (including maturity transformation) risks. The thesis introduces the IDIOM hypothesis that postulates that the SMC was largely caused by the intricacy and design of subprime agents, mortgage origination and securitization that led to information problems (loss, asymmetry and contagion), valuation opaqueness and ineffective risk mitigation. It also contains appropriate examples, discussions, timelines as well as appendices about the main results on the aforementioned topics. Numerous references point to the material not covered in the thesis, and indicate some avenues for further research. In the thesis, the primary subprime agents that we consider are house appraisers (HAs), mortgage brokers (MBs), mortgagors (MRs), servicers (SRs), SOR mortgage insurers (SOMIs), trustees, underwriters, credit rating agencies (CRAs), credit enhancement providers (CEPs) and monoline insurers (MLIs). Furthermore, the banks that we study are subprime interbank lenders (SILs), subprime originators (SORs), subprime dealer banks (SDBs) and their special purpose vehicles (SPVs) such as Wall Street investment banks and their special structures as well as subprime investing banks (SIBs). The main components of the SMC are MRs, the housing market, SDBs/hedge funds/money market funds/SIBs, the economy as well as the government (G) and central banks. Here, G either plays a regulatory or policymaking role. Most of the aforementioned agents and banks are assumed to be risk neutral with SOR being the exception since it can be risk (and regret) averse on occasion. The main aspects of the SMC - subprime mortgages, securitization, as well as data - that we cover in this thesis and the chapters in which they are found are outlined below. In Chapter 2, we discuss the dynamics of subprime SORs' risk and profit as well as their valuation under mortgage origination. In particular, we model subprime mortgages that are able to fully amortize, voluntarily prepay or default and construct a discrete–time model for SOR risk and profit incorporating costs of funds and mortgage insurance as well as mortgage losses. In addition, we show how high loan–to–value ratios due to declining housing prices curtailed the refinancing of subprime mortgages, while low ratios imply favorable house equity for subprime MRs. Chapter 3 investigates the securitization of subprime mortgages into structured mortgage products such as subprime residential mortgage–backed securities (RMBSs) and collateralized debt obligations (CDOs). In this regard, our discussions focus on information, risk and valuation as well as the role of capital under RMBSs and RMBS CDOs. Our research supports the view that incentives to monitor mortgages has been all but removed when changing from a traditional mortgage model to a subprime mortgage model. In the latter context, we provide formulas for IB's profit and valuation under RMBSs and RMBS CDOs. This is illustrated via several examples. Chapter 3 also explores the relationship between mortgage securitization and capital under Basel regulation and the SMC. This involves studying bank credit and capital under the Basel II paradigm where risk–weights vary. Further issues dealt with are the quantity and pricing of RMBSs, RMBS CDOs as well as capital under Basel regulation. Furthermore, we investigate subprime RMBSs and their rates with slack and holding constraints. Also, we examine the effect of SMC–induced credit rating shocks in future periods on subprime RMBSs and RMBS payout rates. A key problem is whether Basel capital regulation exacerbated the SMC. Very importantly, the thesis answers this question in the affirmative. Chapter 4 explores issues related to subprime data. In particular, we present mortgage and securitization level data and forge connections with the results presented in Chapters 2 and 3. The work presented in this thesis is based on 2 peer–reviewed chapters in books (see [99] and [104]), 2 peer–reviewed international journal articles (see [48] and [101]), and 2 peer–reviewed conference proceeding papers (see [102] and [103]). / Thesis (Ph.D. (Applied Mathematics))--North-West University, Potchefstroom Campus, 2011.