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Opções de índices de taxa de juros: um comparativo de metodologias de precificação aplicado ao mercado brasileiroRosina, Rodolfo 07 February 2018 (has links)
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Previous issue date: 2018-02-07 / Este trabalho propõe comparar dois modelos de precificação de opções de índice de taxa de juros utilizados no mercado brasileiro e verificar o modelo de melhor desempenho. Os modelos comparados são os de Heath-Jarrow-Merton com jumps de Musiela (1994) e o de Black com expectativas do COPOM de De Genaro & Avellaneda (2012), que são utilizados por diversos investidores do mercado financeiro. Para a comparação dos modelos foram utilizadas estruturas de opções, preços negociados e preço teórico calculado pela Bolsa de Valores Brasileira (B3). Os resultados das comparações mostraram um desempenho superior de modelo proposto por De Genaro & Avellaneda (2012) em todos os aspectos, mostrando-se mais adequado à realidade das opções brasileiras. / This paper proposes to compare two Options pricing models of interest rate index used in the Brazilian market and verify the best performance model. The models compared are those of Heath-Jarrow-Merton with jumps of Musiela (1994) and Black Model with expectations of the COPOM of De Genaro & Avellaneda (2012), that are used by diverse investors of the financial market. For the comparison of the models we used option structures, negotiated prices and the theoretical price calculated by the Brazilian Stock Exchange (B3). The results of the comparisons showed a superior model performance proposed by De Genaro & Avellaneda (2012) in all aspects, proving to be more adequate to the reality of the Brazilian options.
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No limiar do ethos do enunciador e do ator do enunciado no drama político O último rei da Escócia e no documentário-verdade General Idi Amin Dada: um autorretrato / At the border of the ethos of the enunciator and the actor of the enunciation in the political drama The last king of Scotland and the documentary General Idi Amin Dada: a selfportraitLara, Sara Veloso 05 February 2015 (has links)
Nesta dissertação, investimos na depreensão e no cotejo dos ethé das instâncias dos enunciadores e dos atores do enunciado de duas totalidades fílmicas: o subgênero drama político, O último rei da Escócia, dirigido pelo norte-americano, Kevin MacDonald, em 2006, e o documentário-verdade, General Idi Amin Dada: um autorretrato, dirigido pelo francês Barbet Schroeder, em 1974, na perspectiva da Semiótica francesa. Os enunciadores correspondem ao simulacro de sujeito dos cineastas, em conjunção com roteiristas, operadores de iluminação e de som; e os atores do enunciado correspondem ao simulacro de sujeito de Idi Amin Dada nos filmes. Entende-se o ethos na visada da Semiótica narrativa e discursiva, como um modo recorrente de fazer e ser, depreensível por meio de um percurso gerativo de sentido. As ações dos sujeitos ligadas ao fazer oscilam devido à influência das grandezas, intensidade e extensidade, que os aspectualizam, por meio do olhar do observador, representado pelos espectadores, cujas percepções são temporalizadas, controladas pelo andamento, princípios advindos da Semiótica tensiva. Os ethé dos enunciadores estão diretamente relacionados aos recursos fílmicos: tipos de plano, enquadramentos, tipos de ângulo, movimentos de câmara, iluminação, efeitos sonoros. Todos esses elementos também participam da composição dos ethé dos atores, acrescidos dos elementos corporais, como: gestos, expressão facial, olhar e forma de se mover no espaço. Pautando-nos nos trabalhos de Yuri Lotman (1978), Greimas e Courtès (1979; 2008), Elizabeth Harkot-de-La-Taille (2004; 2008), Norma Discini de Campos (2009; 2006) e Fiorin (2008), analisamos os recursos fílmicos e gestuais, cujas significações erigem da combinação do plano do conteúdo e do plano da expressão, submetidos à percepção dos espectadores. Para tanto, elencamos três cenas emblemáticas de cada filme. Primeiramente, nós as cotejamos separadamente em cada obra, a fim de verificar a possibilidade de convergência ou divergência entre o ethos do enunciador e o do ator do enunciado. Em seguida, cotejamos os dois filmes, a fim de verificar o grau de convergência ou divergência entre os ethé dos enunciadores e entre atores com os estilos dos subgêneros. / In this dissertation, we observe and compare the ethos of the enunciators and the actors of enunciation of two movie subgenres: the political drama The last king of Scotland, directed by the North American filmmaker Kevin McDonald (2006), and the documentary General Idi Amin Dada: a selfportrait (1974), directed by the French filmmaker Barbet Schroeder, from the perspective of French Semiotics. The enunciators correspond to the simulacrum of the subjects responsible for the movie: filmmakers, screen players, sound editor, photography etc; and the actors of the enunciation correspond to the subject Idi Amin Dada. Ethos in the perspective of narrative and discursive semiotics is understood as resulting from repetitive ways of doing and being, which are recognized in the generative process of meaning. The actions of the actors, which are related to the way of doing, vary according to the influence of two valencies: intensity and extensity, which aspectualize them through the viewers gaze, represented by the spectators, whose perceptions are time-measured and controlled by the pacing, principle derived from tensive Semiotics. The ethos of the enunciators is apprehended from the filmic elements: types of plan, framing, angle, camera movements, lighting, sound effects and body elements: gestures, facial expression, gaze and movement in space. Based on the works of Yuri Lotman (1978), Greimas and Courtès (1979), Elizabeth Harkot de-La-Taille (2004), Norma Discini de Campos (2009; 2006), Fiorin (2004; 2008), we perform an analysis of filmic and gestural features of three emblematic scenes in each movie, whose meanings come from the combination of the content and the expression plan submitted to the perception of viewers. Firstly, we compare them separately in order to verify the possibility of convergence or divergence between the ethos of the enunciator and the actor. Then we compare both films in order to verify the degree of convergence or divergence between the ethos of enunciators and the style of each subgenre.
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No limiar do ethos do enunciador e do ator do enunciado no drama político O último rei da Escócia e no documentário-verdade General Idi Amin Dada: um autorretrato / At the border of the ethos of the enunciator and the actor of the enunciation in the political drama The last king of Scotland and the documentary General Idi Amin Dada: a selfportraitSara Veloso Lara 05 February 2015 (has links)
Nesta dissertação, investimos na depreensão e no cotejo dos ethé das instâncias dos enunciadores e dos atores do enunciado de duas totalidades fílmicas: o subgênero drama político, O último rei da Escócia, dirigido pelo norte-americano, Kevin MacDonald, em 2006, e o documentário-verdade, General Idi Amin Dada: um autorretrato, dirigido pelo francês Barbet Schroeder, em 1974, na perspectiva da Semiótica francesa. Os enunciadores correspondem ao simulacro de sujeito dos cineastas, em conjunção com roteiristas, operadores de iluminação e de som; e os atores do enunciado correspondem ao simulacro de sujeito de Idi Amin Dada nos filmes. Entende-se o ethos na visada da Semiótica narrativa e discursiva, como um modo recorrente de fazer e ser, depreensível por meio de um percurso gerativo de sentido. As ações dos sujeitos ligadas ao fazer oscilam devido à influência das grandezas, intensidade e extensidade, que os aspectualizam, por meio do olhar do observador, representado pelos espectadores, cujas percepções são temporalizadas, controladas pelo andamento, princípios advindos da Semiótica tensiva. Os ethé dos enunciadores estão diretamente relacionados aos recursos fílmicos: tipos de plano, enquadramentos, tipos de ângulo, movimentos de câmara, iluminação, efeitos sonoros. Todos esses elementos também participam da composição dos ethé dos atores, acrescidos dos elementos corporais, como: gestos, expressão facial, olhar e forma de se mover no espaço. Pautando-nos nos trabalhos de Yuri Lotman (1978), Greimas e Courtès (1979; 2008), Elizabeth Harkot-de-La-Taille (2004; 2008), Norma Discini de Campos (2009; 2006) e Fiorin (2008), analisamos os recursos fílmicos e gestuais, cujas significações erigem da combinação do plano do conteúdo e do plano da expressão, submetidos à percepção dos espectadores. Para tanto, elencamos três cenas emblemáticas de cada filme. Primeiramente, nós as cotejamos separadamente em cada obra, a fim de verificar a possibilidade de convergência ou divergência entre o ethos do enunciador e o do ator do enunciado. Em seguida, cotejamos os dois filmes, a fim de verificar o grau de convergência ou divergência entre os ethé dos enunciadores e entre atores com os estilos dos subgêneros. / In this dissertation, we observe and compare the ethos of the enunciators and the actors of enunciation of two movie subgenres: the political drama The last king of Scotland, directed by the North American filmmaker Kevin McDonald (2006), and the documentary General Idi Amin Dada: a selfportrait (1974), directed by the French filmmaker Barbet Schroeder, from the perspective of French Semiotics. The enunciators correspond to the simulacrum of the subjects responsible for the movie: filmmakers, screen players, sound editor, photography etc; and the actors of the enunciation correspond to the subject Idi Amin Dada. Ethos in the perspective of narrative and discursive semiotics is understood as resulting from repetitive ways of doing and being, which are recognized in the generative process of meaning. The actions of the actors, which are related to the way of doing, vary according to the influence of two valencies: intensity and extensity, which aspectualize them through the viewers gaze, represented by the spectators, whose perceptions are time-measured and controlled by the pacing, principle derived from tensive Semiotics. The ethos of the enunciators is apprehended from the filmic elements: types of plan, framing, angle, camera movements, lighting, sound effects and body elements: gestures, facial expression, gaze and movement in space. Based on the works of Yuri Lotman (1978), Greimas and Courtès (1979), Elizabeth Harkot de-La-Taille (2004), Norma Discini de Campos (2009; 2006), Fiorin (2004; 2008), we perform an analysis of filmic and gestural features of three emblematic scenes in each movie, whose meanings come from the combination of the content and the expression plan submitted to the perception of viewers. Firstly, we compare them separately in order to verify the possibility of convergence or divergence between the ethos of the enunciator and the actor. Then we compare both films in order to verify the degree of convergence or divergence between the ethos of enunciators and the style of each subgenre.
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Amin: his seizure and rule in Uganda.Hanlon, James Francis 01 January 1974 (has links) (PDF)
No description available.
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Mechanistic studies of two enzymes that employ common coenzymes in uncommon waysThibodeaux, Christopher James 13 November 2013 (has links)
Enzymes are biological catalysts which greatly accelerate the rates of chemical reactions, oftentimes by many orders of magnitude over the uncatalyzed reaction. The remarkable catalytic rate enhancement afforded by enzymes derives ultimately from the structure and chemical properties of the enzyme active sites, which allow enzymes to selectively bind to their substrates and to stabilize high energy chemical species and unstable intermediates along the reaction coordinate. To enhance their catalytic ability, many enzymes have also evolved to require coenzymes for optimal activity. These coenzymes often provide chemical functionality and reactivity that are not accessible by the twenty canonical amino acids and, hence, coenzymes serve to greatly enhance the diversity of chemical reactions that can be mediated by enzymes. The work described in this dissertation focuses on mechanistic studies of two enzymes that use common coenzymes in unusual ways. In the first section of this work, studies will focus on the type II isopentenyl diphosphate:dimethylallyl diphosphate isomerase (IDI-2), an essential enzyme in isoprenoid biosynthesis that employs a flavin mononucleotide (FMN) coenzyme for catalysis. In most biological systems, flavin coenzymes mediate electron transfer reactions. However, the IDI-2 catalyzed reaction involves no net redox change, raising questions as to the role of the flavin in the chemical mechanism. The chemical mechanism of IDI-2 will be interrogated with a combination of spectroscopic studies and biochemical techniques. Our studies suggest that the flavin coenzyme of IDI-2 may employ a novel mode of flavin-dependent catalysis involving acid/base chemistry. In the second section of this dissertation, attention will be focused on elucidating the chemical mechanism of 1-aminocyclopropane-1-carboxylate deaminase (ACCD), an enzyme that plays a role in regulating the production of the potent plant hormone, ethylene. ACCD is a pyridoxal-5ʹ-phosphate (PLP)-dependent enzyme that catalyzes a C-C bond cleavage event that is unique among the catalytic cycles of PLP-dependent enzymes. Altogether, our mechanistic studies of IDI-2 and ACCD help to illustrate the catalytic diversity of common coenzymes, and demonstrate that some enzymes have evolved to exploit readily available coenzymes for atypical reactions. / text
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Intercultural Sensitivity Development Among Taiwan Business College StudentsChen, Hsiao-Yin 10 April 2008 (has links)
No description available.
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Análise e extração das expectativas dos agentes de mercado em torno da data do COPOMFaria, Matheus Nascif 30 May 2014 (has links)
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Previous issue date: 2014-05-30 / This paper explores an important concept developed by Breeden & Litzenberger in which extract information contained in interest options in the Brazilian IDI Option market. It will be demonstrated the IDI Option Behavior under the Securities, Commodities and Futures Exchange (BM & FBOVESPA) before and after the Central Bank Meetings on the Selic Rate. The method involved determines the probability distribution through the prices of options after calculating the implied volatility surface IDI. It uses two common techniques on the market: Cubic Spline interpolation and Black (1976). / Este trabalho explora um importante conceito desenvolvido por Breeden & Litzenberger para extrair informações contidas nas opções de juros no mercado brasileiro (Opção Sobre IDI), no âmbito da Bolsa de Valores, Mercadorias e Futuros de São Paulo (BM&FBOVESPA) dias antes e após a decisão do COPOM sobre a taxa Selic. O método consiste em determinar a distribuição de probabilidade através dos preços das opções sobre IDI, após o cálculo da superfície de volatilidade implícita, utilizando duas técnicas difundidas no mercado: Interpolação Cúbica (Spline Cubic) e Modelo de Black (1976). Serão analisados os quatro primeiros momentos da distribuição: valor esperado, variância, assimetria e curtose, assim como suas respectivas variações.
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Development of Intercultural Competence Through Short-Term Study Abroad ProgrammingJacie Lynne Grant (6843644) 02 August 2019 (has links)
<p>Agriculturalists, educators, students, and professionals
alike, function in a global industry. In order to work effectively and
efficiently to meet industry goals and address challenges, possession of a
specific skillset is necessary. This skillset includes the skill of
intercultural competence. The objective of Chapter 2 was to assess students’
intercultural competence development following participation in an embedded
study abroad program. This program included students studying food security and
environmental challenges who were also engaged in intercultural learning
activities before, during, and after a 9-day trip through Vietnam. Results
showed an average increase in students’ Developmental Orientation (DO) on the
Intercultural Development Continuum (IDC) of 13.68 points through their
participation in the course (p < .05). This positive growth indicates that
on average, student participants increased their intercultural competence
throughout the semester program. </p>
<p> Chapter 3
describes results of a study conducted using the same group of participants of
the embedded study abroad program to Vietnam. The objective of this study was
to assess the beliefs, events, and values of student participants at the
beginning of the semester and following completion of the semester course using
the Beliefs, Events, and Values Inventory (BEVI). Additionally, it was an
objective to explore any changes that occurred throughout the duration of the
16-week course. Results from this study revealed little progression on scales
related to course outcomes, unintended meaningful changes in scales unrelated
to course outcomes, and variations between subgroups (gender and ethnic). These
data suggest that the curriculum as delivered requires revision in order to
support individual student needs and further development of formative assessment
emphasizing emotional and attitudinal dimensions, in addition to discipline
content, of student experiences during a study abroad program. </p>
<p> Chapter 4
describes the intercultural competence development of the Cooperative Extension
Educators who served as mentors to the undergraduate participants in the
embedded study abroad program to Vietnam discussed in Chapters 2 and 3. Results
from this study indicated that there was an overall decrease in Extension
Educators’ DO of 8.0 points. Though this decrease was evident, only 2 of the 5
Educators decreased meaningfully on the IDC according to IDI instrumentation.
Further analysis of quantitative and qualitative data revealed professional development
benefits, such as developing new perspectives and connecting with undergraduate
students, of the student-mentor relationship for the Educators. </p>
<p> Chapter 5
describes results from a study conducted in a combined learning community/short-term
study abroad program restricted to incoming and current first-year students
studying food production in Italy. The objective was to assess student
intercultural competence development pre- and post-participation in the program
that had incorporated intercultural learning activities both during and
throughout the course following the study abroad. Results revealed that 42% of
students advanced on the IDC and 26% progressed into a new stage on the IDC.
Overall group growth was not statistically significant at a gain of 4.1 points
on the IDC. This indicates that participating in the program did not
significantly increase students’ intercultural competence. </p>
<p> Data in
this thesis support that intercultural competence has the potential to be
developed in short-term study abroad programs with the implementation of
intercultural intervention. However, literature indicates that destination,
duration, stage of development, and incoming participant worldviews influence
outcomes in the development of intercultural competence. Emphasis on
participant stage development on the IDC and preparedness for meeting course
learning outcomes should be taken into consideration by study abroad leaders
when constructing program design. </p>
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Reforming and retreating: British policies on transforming the administration of Islamic Law and its institutions in the Busaâidi Sultanate 1890-1963Abdulkadir, Abdulkadir Hashim January 2010 (has links)
<p>After the establishment of the British Protectorate in the Busa&lsquo / idi Sultanate in 1890, the British colonial administration embarked on a policy of transforming the administration of Islamic law and its institutions which included the kadhi, liwali and mudir courts. The ultimate objective of the transformation process was to incorporate such institutions into the colonial enterprise and gradually reform them. Within a span of seven decades of their colonial rule in the Busa&lsquo / idi Sultanate, the British colonial authorities managed to transform the administration of Islamic law and its institutions. Key areas of the transformation process included the formalisation of the administration of Islamic law in which procedural laws related to MPL and wakf regulations were codified. Kadhi courts and wakf commissions were institutionalised and incorporated into the colonial apparatus. In the process of transforming the kadhi courts, the British colonial authorities adopted three major policies: institutional transformation, procedural transformation, and exclusion of criminal jurisdiction from kadhi courts. The focus of the transformation process was on the curtailment of kadhis powers. By 1916 criminal jurisdiction was removed from kadhis and their civil jurisdiction was gradually confined to MPL. Other significant areas of the transformation process were the wakf institutions and slavery. Wakf institutions were related to land issues which were crucial to the colonial politics and the abolition of slavery in the Busa&lsquo / idi Sultanate was a primary concern of the British colonial administration. Through policies of compromise and coercion, the British colonial officials managed to gradually abolish slavery without causing  / political or social upheavals in the Sultanate. Due to the fact that there was no uniform policy on the transformation exercise undertaken by the British colonial officials on the ground, the reform process was marked with transformative contradictions which seemed to be a hallmark of British colonial policy in the Busa&lsquo / idi Sultanate. For instance, British colonial policies on transforming wakf institutions were caught in a contradiction in that, on the one hand, colonial efforts were geared towards transforming the land system in order to achieve economic development, and on the other hand, the British colonial officials were keen to uphold a paternalistic approach of adopting a non-interference policy in respect of religious institutions. Similarly, in abolishing slavery, the British colonial government, on the one hand, was under pressure from philanthropists and missionaries to end slavery, and, on the other hand, the British colonial officials on the ground portrayed their support of the slave owners and advocated a gradual approach to abolish slavery. Findings of this thesis reveal that the British colonial administration managed to achieve complete reform in some cases, such as, the abolition of liwali and mudir courts and confining kadhis&rsquo / civil jurisdiction to MPL, while in other areas, such as, the management of wakf institutions and the abolition of slavery, the British faced resistance from the Sultans and their subjects which resulted in partial reforms. Hence, in the process of transforming the administration of Islamic law and its institutions in the Busa&lsquo / idi Sultanate, the British colonial administration adopted a dual policy of reforming and retreating.</p>
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Identification Of The Genes Involved In & / #65533 / phytosiderophore& / #65533 / Synthesis And Metal Ion Uptake In Wheat Using Rt-pcrAktas, Yasemin 01 September 2003 (has links) (PDF)
Soils in many agricultural areas have high pH, resulting in low availability of zinc and iron. Plants grown on such soils suffer from either Zn or Fe deficiency or both.
The efficient plant genotypes grown normally in calcerous soils were found to evolve some strategies to acquire the iron which is in insoluble form. Iron efficient graminaceous monocots release iron chelating substances, mugineic acid family phytosiderophores (MAs), in response to iron deficiency stress. Several researchers have suggested that phytosiderophores also can play role in grass Zn nutrition and thus it may be possible that it is the uptake mechanism for Zn efficiency. Several possible genes that take role in phytosiderophore synthesis or found to be induced under iron deficient conditions were identified in several organisms but not on wheat.
In this study, the efficient barley cultivar Tokak-157, efficient wheat cultivar Kiraç / -66 and relatively less efficient wheat cultivar BDMM-19 were grown in normal growth conditions for 1 week and transfered to zinc deficient, iron deficient and both zinc and iron deficient nutrient solutions. After growing 1 week on these conditions, plants grown on both zinc and iron deficient nutrient solutions were retransfered to zinc and iron sufficient conditions. Degenerate primers were designed for the conserved regions of previously identified genes that take role in phytosiderophore synthesis or induced under iron deficient conditions and RT-PCRs were performed. The complete open reading frame of IDI-1(Iron deficiency induced-1) gene and the putative gene fragment for SAM-s (S-adenosylmethionine synthetase) were identified.
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