Derivative pricing, and in particular the pricing of options, is an important area of current research in financial mathematics. Experts debate on the best method of pricing and the most appropriate model of a price process to use. In this thesis, a ``Switching Black-Scholes'' model of a price process is proposed. This model is based on the standard geometric Brownian motion (or Black-Scholes) model of a price process. However, the drift and volatility parameters are permitted to vary between a finite number of possible values at known times, according to the state of a hidden Markov chain. This type of model has been found to replicate the Black-Scholes implied volatility smiles observed in the market, and produce option prices which are closer to market values than those obtained from the traditional Black-Scholes formula. As the Markov chain incorporates a second source of uncertainty into the Black-Scholes model, the Switching Black-Scholes market is incomplete, and no unique option pricing methodology exists. In this thesis, we apply the methods of mean-variance hedging, Esscher transforms and minimum entropy in order to price options on assets which evolve according to the Switching Black-Scholes model. C programs to compute these prices are given, and some particular numerical examples are examined. Finally, filtering techniques and reference probability methods are applied to find estimates of the model parameters and state of the hidden Markov chain. / Thesis (Ph.D.)--Applied Mathematics, 2003.

Zugl.: Karlsruhe, Univ., Diss., 2005

Universiẗat, Diss., 2005--Karlsruhe.

Thesis (M.Eng.(Computer Engineering))--University of Pretoria, 2008. / Summaries in Afrikaans and English. Includes bibliographical references (leaves 77-83).

The purpose of the study is to find out how Swedish teachers in grade 6 integrate the school’s value base into the Swedish subject. Following question have driven the study: How is value-based work integrated into Swedish subject in grade 6? What methods/teaching strategies do Swedish teachers in grade 6 use to integrate the value base into Swedish subjects? How does Swedish teacher experience value-based work in Swedish subjects in grade 6? The methods that’ve been used are qualitative methods in form of participatory observations and teacher interviews. The study is based on teacher’s perspective. The theories that’ve been used in the study are the socio-cultural perspective, the hidden curriculum, the prevention work and the social interaction. The value base is a term that can interpreted on several different levels. A value-based work need to be done all the time. It should be an active work that will permeate all Swedish education. The foundation of values for the students is to feel safe and to be able to express themselves through their education. Through the value base, students should feel involved in the teaching as well as school’s activities. The results were a co-operative learning, inclusive education, value-based exercises, four corner-activities, every-other questioning method, health- and safety groups, student advice, property-oriented methodology, cognitive development methology, role-playing methology and value-clarification method.

O desafio de encontrar corretamente genes eucarioticos codificadores de proteinas nas sequencias genomicas e um problema em aberto. Neste trabalho, implementamos uma plata- forma, com o objetivo de melhorar a forma com que preditores de genes sao implementados e avaliados. Tres novas ferramentas foram implementadas: ToPS (Toolkit of Probabilistic Models of Sequences) foi o primeiro arcabouco orientado a objetos que fornece ferramentas para implementacao, manipulacao, e combinacao de modelos probabilisticos para representar sequencias de simbolos; MYOP (Make Your Own Predictor) e um sistema que tem como objetivo facilitar a construcao de preditores de genes; e SGEval utiliza grafos de splicing para comparar diferente anotacoes com eventos de splicing alternativos. Utilizamos nossas ferramentas para o desenvolvimentos de preditores de genes em onze genomas distintos: A. thaliana, C. elegans, Z. mays, P. falciparum, D. melanogaster, D. rerio, M. musculus, R. norvegicus, O. sativa, G. max e H. sapiens. Com esse desenvolvimento, estabelecemos um protocolo para implementacao de novos preditores. Alem disso, utilizando a nossa plata- forma, desenvolvemos um fluxo de trabalho para predicao de genes no projeto do genoma da cana de acucar, que ja foi utilizado em 109 sequencias de BAC geradas pelo BIOEN (FAPESP Bioenergy Program). / The challenge of correctly identify eukaryotic protein-coding genes in the genomic se- quences is an open problem. In this work, we implemented a plataform with the aim of improving the way that gene predictors are implemented and evaluated. ToPS (Toolkit of Probabilistic Models of Sequence) was the first object-oriented framework that provides tools for implementation, manipulation, and combination of probabilistic models that represent sequences of symbols. MYOP (Make Your Own Predictor) facilitates the construction of gene predictors. SGEval (Splicing Graph Evaluation) uses splicing graphs to compare dif- ferent annotations with alternative splicing events. We used our plataform to develop gene finders in eleven distinct genomes: A. thaliana, C. elegans, Z. mays, P. falciparum, D. me- lanogaster, D. rerio, M. musculus, R. norvegicus, O. sativa, G. max e H. sapiens. With this development, we established a protocol for implementing new gene predictors. In addi- tion, using our platform, we developed a pipeline to find genes in the 109 sugarcane BAC sequences produced by BIOEN (FAPESP Bioenergy Program).

L’usage des eaux souterraines est à l’origine de l’expansion de l’économie agricole du Saïss, une région située au Nord du Maroc. Bien que cachées dans les sous-sols, les eaux souterraines de l’aquifère du même nom sont mises en visibilité par les objets techniques, intermédiaires indispensables à leur exploitation. D’une grande diversité, ces objets incluent les ouvrages d’exhaure (puits, forages, puits-forés) et leurs équipements (moteurs et pompes). D’un objet technique à l’autre, les transitions techniques qui traversent la région marquent le basculement des usages sur la nappe, des eaux souterraines superficielles aux eaux profondes. Au-delà des conditions hydrologiques et des pratiques de pompage qui changent, ce basculement témoigne du passage entre deux mondes sociaux spécifiques : un « monde de la pénurie » qui repose sur l’usage des puits et des eaux de la nappe phréatique ; et un « monde de l’abondance » où les forages permettent d’atteindre les ressources en eau de la nappe profonde, plus facilement exploitables, avec des débits plus importants et plus constants. L’évolution entre les deux mondes n’est pas linéaire, apparentée à une forme d’hybridité plutôt qu’à une rupture car leurs frontières sont rendues à la fois mouvantes et poreuses par les agriculteurs et des artisans innovants. En se constituant en objets de réseaux qui mettent en contact et créent des interdépendances entre les acteurs, les objets techniques dessinent un tissu réticulaire dont la maille ne relève pas de façon immédiate d’un lien territorial. La thèse explore ce que construit socialement la dynamique d’exploitation des ressources en eau souterraine, en caractérisant le type d’assemblages du social qui est généré - tout en y contribuant- par l’usage d’une ressource individualisée. L’analyse des mécanismes de récupération et la transformation des moteurs d’extraction révèle une société en émergence dont les systèmes d’échanges et de communication sont basés sur l’institution sociale du « bazar ». Structure sociale et culturelle traditionnelle dans les sociétés marocaines et orientales en général, le « bazar » offre des propriétés qui sont réinvesties de nos jours pour façonner les interrelations autour d’objets techniques nouveaux. En périphérie de ces processus, les acteurs publics contribuent à la réification des mondes sociaux, en disqualifiant le monde des puits pour encourager le monde « plus rationnel et mieux maîtrisé » des forages. L’approche de cette société des eaux cachées par l’intermédiaire de la technique et du rapport à l’eau souterraine se révèle d’une grande richesse, et capable de rendre visibles et explicites des dynamiques sociopolitiques caractéristiques du Maghreb contemporain. On voit alors se dessiner dans la relation ressources naturelles-objets techniques-acteurs des lignes de fracture sociologique entre monde de la ruralité souvent perçu par les acteurs publics comme « en retard » sur le développement et monde de la modernité qui encourage la course aux nouvelles technologies et à la technicité. / Groundwater-based irrigation enabled the development of a dynamic agricultural economy in the Saïss plain, located in the north of Morocco. Hidden in the aquifer system, the groundwater resources are made visible by technical objects used for their extraction. These techniques are multiple, including dug wells, tube-wells, and their equipment: motors and pumps. The shift from one technique to the other brought about major agrarian transitions in the region accompanied by a change of groundwater uses by switching from the shallow phreatic aquifer to the deep Liassic aquifer. Beyond changes over the hydrological context and practices of pumping, the change in the uses of the aquifer also shows the shift between two specific social worlds around groundwater exploitation. A “world of scarcity” based on the use of dug wells and the shallow aquifer; and a “world of abundance” where tube-wells can easily pump in the deep Liassic aquifer with its large and more regular flow rate. From one social world to another, the shift is neither a one-way process nor a rupture. On the contrary, their frontiers and limits remain flexible and porous due to the movements of farmers and artisans. By becoming objects within networks that create links and interdependences between actors, techniques are constitutive of a socio-technical network regardless of any direct territorial link with the aquifer. The thesis explores what is socially constructed through the dynamics of groundwater exploitation, by characterizing types of social assemblages generated by the uses of an individualized resource. The analysis of mechanisms around the recycling and transformation of extractive motors reveals an emerging society where relationships between actors of the market are based on a “bazaar economy”. Used to describe and analyse the social, economic and cultural structure in traditional Moroccan societies and oriental societies in general, the properties of the bazaar economy have been reorganised nowadays to organize interrelations between new technical objects. In this system, public actors contribute to the differentiation between the two social worlds around groundwater exploitation, trying to marginalize the social world of wells and supporting the “more rational and tamed” social world of tube wells. Understanding the society of hidden waters by the mediation of techniques and through the relationships of actors to groundwater makes visible the socio-political dynamics in contemporary North Africa. The relation between natural resources-techniques-actors also reveal sociological frontiers between the world of rurality considered by public actors as being “behind” in the economic development of the Nation; and the world of modernity or new technologies which is ahead in this development.

The South African Military Health Service (SAMHS) Nursing College offers a four-year integrated nursing programme leading to registration as a professional nurse at the South African Nursing Council (SANC). Student nurses assume a dual role when entering the SAMHS to commence with nurse training – that of a soldier and a nurse. Because student nurses have to assume dual roles, hidden aspects of military culture may influence the professional socialisation of student nurses in one way or another. With a view to determining whether the military environment does indeed impose any influence on student nurses’ professional socialisation, this study set out to explore the multifaceted context in which these students find themselves. Given the organisational and locational complexity of the SAMHS Nursing College, its campuses and the three military hospitals in South Africa, the population was narrowed down to an accessible target population comprising nurse educators and student nurses of the SAMHS Nursing College (Main Campus). Included in the two samples were nurse educators at the SAMHS Nursing College who had at least three years’ experience as nurse educators and who were registered with the SANC as nurse educators, and student nurses registered at the SANC for the fouryear Integrated Nursing Programme and who were in their fourth year of training. A qualitative constructivist grounded theory study was conducted based on the researcher’s philosophical assumptions. The researcher made use of focus groups and critical-incident narratives to collect data. In keeping with the constructivist paradigm adopted for this study, Charmaz’s (2014) data-analysis approach was followed. Concepts derived from the qualitative data were used to develop a substantive model to create an awareness of the existence of a hidden curriculum, to guide role players through the impact of the hidden curriculum on students’ professional socialisation and to help them to understand how their contribution could improve the outcome of the professional socialisation process / Health Studies / D. Litt. et Phil. (Health studies)

From 23 European and North American strains Euastrum humerosum/didelta species complex (Desmidiales) we have obtained 3 lineages in molecular marker trnGuuc group II intron. We did not acquire significant and homogenous results in SSU intron. It is probable that the lineages are very young. The lineages were significantly different in their shape and dimensions. We used the geometric morphometrics with the measuring of the lengths and breath of the semicells, isthmus and their ratios. The lineages differentiated in their dimensions and shape variable polar lobes and neck. SEM revealed the one central pore in cell wall on the contrary, with variant E. didelta var. bengalicum, which has two pores according the literature records. Key words: desmids, species, hidden diversity, molecular phylogenetics, geometric morphometrics, Euastrum, scanning electron microscopy

Les séries temporelles d'images satellitaires sont une source d'information importante pour le suivi des changements spatio-temporels des surfaces terrestres. En outre, le nombre d’images est en augmentation constante. Pour les exploiter pleinement, des outils dédiés au traitement automatique du contenu informationnel sont développés. Néanmoins ces techniques ne satisfont pas complètement les géographes qui exploitent pourtant, de plus en plus couramment, les données extraites des images dans leurs études afin de prédire le futur. Nous proposons dans cette thèse, une méthodologie générique à base d’un modèle de Markov caché pour l’analyse et la prédiction des changements sur une séquence d’images satellitaires. Cette méthodologie présente deux modules : un module de traitement intégrant les descripteurs et les algorithmes classiquement utilisés en interprétation d'images, et un module d’apprentissage basé sur les modèles de Markov cachés. La performance de notre approche est évaluée par des essais d’interprétations des évènements spatio-temporels effectués sur plusieurs sites d’études. Les résultats obtenus permettront d’analyser et de prédire les changements issus des différentes séries temporelles d’images SPOT et LANDSAT pour l’observation des évènements spatio-temporels telle que l'expansion urbaine et la déforestation. / The time series of satellite images are an important source of information for monitoring spatiotemporal changes of land surfaces. Furthermore, the number of satellite images is increasing constantly, for taking full advantage, tools dedicated to the automatic processing of information content is developed. However these techniques do not completely satisfy the geographers who exploit more currently, the data extracted from the images in their studies to predict the future. In this research we propose a generic methodology based on a hidden Markov model for analyzing and predicting changes in a sequence of satellite images. The methodology that is proposed presents two modules : a processing module which incorporating descriptors and algorithms conventionally used in image interpretation and a learning module based on hidden Markov models. The performance of the approach is evaluated by trials of interpretation of spatiotemporal events conducted in several study sites. Results obtained allow us to analyze and to predict changes from various time series of SPOT and LANDSAT images for observation of spatiotemporal events such as urban development and deforestation.