Thesis (Ph. D.)--Virginia Polytechnic Institute and State University, 1994. / Vita. Abstract. Includes bibliographical references (leaves 198-213). Also available via the Internet.

Thesis--PlanB (M.S.)--University of Wisconsin--Stout, 2004. / Includes bibliographical references.

Thesis (M.S.)--Central Connecticut State University, 2000. / Thesis advisor: Elizabeth Aaronsohn. " ... in partial fulfillment of the requirements for the degree of Master of Science in Teacher Education." Includes bibliographical references (leaves 44-46).

Thesis (M.A.)--Rowan University, 2007. / Typescript. Includes bibliographical references.

No description available.

published_or_final_version / abstract / Education / Master / Master of Education

The focus of my research has been computationally efficient means of computing measures of risk for portfolios of nonlinear financial instruments when the risk factors might be possibly non-Gaussian. In particular, the measures of risk chosen have been Value-at-Risk (VaR) and conditional Value-at-Risk (CVaR). I have studied the problem of computation of risk in two types of financial portfolios with nonlinear instruments which depend on possibly non-Gaussian risk factors: 1. Portfolios of European stock options when the stock return distribution may not be Gaussian; 2. Portfolios of sovereign bonds (which are nonlinear in the underlying risk factor, i.e. the short rate) when the risk factor may or may not be Gaussian. Addressing both these problems need a wide array of mathematical tools both from the field of applied statistics (Delta-Gamma-Normal models, characteristic function inversion, probability conserving transformation) and systems theory (Vasicek stochastic differential equation model, Kalman filter). A new heuristic is proposed for addressing the first problem, while an empirical study is presented to support the use of filter-based models for addressing the second problem. In addition to presenting a discussion of these underlying mathematical tools, the dissertation also presents comprehensive numerical experiments in both cases, with simulated as well as real financial market data. Backtesting is used to confirm the validity of the proposed methods.

Instructors in higher education are being asked to introduce electronic portfolios (ePs) into their teaching without prior knowledge or experience on how to do it effectively. They struggle with conceptualizing how the eP process connects pedagogy, assessment and student engagement within their courses and programs. Research has shown that instructors need to experience the eP process first hand, within meaningful and situated contexts that enable professional learning. This study explores how instructors make meaning of the eP process in relation to their own professional learning, and subsequently how they construe the eP process’s pedagogic purpose and value for their students. In this context, professional learning is defined as a relational engagement between identity, knowledge construction and professional practice that leads to a transformative understanding of learning as embodied and holistic. Based on a review of the literature on the eP process and theories of professional learning, a group of instructors in higher education were engaged in a shared self-study of the eP process within a narrative inquiry methodology. They used images, video, word clouds and other artifacts to explore and build awareness of the values and beliefs that have shaped their teaching practices. Participants concluded that the eP process promotes multiple competencies linked to “readiness,” the ability to assess new situations and move forward in new environments. Intrinsically formed through iterative cycles of reflection and engagement, “readiness” is a dispositional stance or type of knowing-in-action that can help students bridge the gap between conceptual knowledge learned in classrooms and situated, relational knowledge required for professional practice. The study implications are that the eP process can be used as tool for professional educators to examine their own practices, in order to imagine new ways of learning for their students. / Graduate

This study is a qualitative enquiry into the experiences of grade 12 Business Studies educators in the process of compiling school-based assessment portfolios for learners in 2009. It answers the question: “What are the primary challenges in the process of compiling School Based Assessment (SBA) portfolios for FET Business Studies? The literature review covers the strengths and limitations of portfolio-based assessment as a strategy for combining formative and summative assessment purposes, the complexities of curriculum change and implementation, and bureaucratic and professional forms of accountability. In order to understand what is involved in the portfolio assessment implementation processes, I analyzed six assessment policy documents, two circulars and two Chief Moderators’ reports. I also interviewed four teachers and four principals, two each from more and less advantaged schools in Johannesburg. Findings from the document analysis illustrate the incomplete and at times contradictory nature of the assessment policies and circulars, while the interviews highlighted a lack of communication and mutual adaption between stake holders in the compilation of SBA portfolios. The key recommendation is that the concept of mutual adaptation may be useful to overcoming the challenges encountered in SBA portfolio compilation.

Tese de mestrado. Tecnologia Multimédia. Faculdade de Engenharia. Universidade do Porto. 2008