Submitted by Gizele Lima (gizele.lima@inpa.gov.br) on 2017-07-17T19:30:37Z No. of bitstreams: 2 Dissertacao_NathaliaCastro.pdf: 1447344 bytes, checksum: 2729e827d3ad9e8e869de7fc27c8c5b1 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2017-07-17T19:30:37Z (GMT). No. of bitstreams: 2 Dissertacao_NathaliaCastro.pdf: 1447344 bytes, checksum: 2729e827d3ad9e8e869de7fc27c8c5b1 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2013-10-25 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / The study of individual’s movements is important to understand the life history of the animals and to promote strategies for management and conservation of species. Peltocephalus dumelirianus’s movements had a significant relationship with the water temperature and the hydrological cycle stages in which individuals move more during the ebb of the Trombetas river and less during drought. The size of land use and movement of individuals showed no differences between the sexes and the carapace length did not influence the results. P. dumerilianus showed a restricted area of use during the period of study and it is concluded that the maintenance of species is very necessary to preserve the habitat. / O estudo da movimentação dos indivíduos é importante para compreender a história de vida dos animais e para fomentar estratégias de manejo e conservação das espécies. A movimentação de Peltocephalus dumelirianus teve relação significativa com a temperatura da água e com os estágios do ciclo hidrológico na qual os indivíduos se movimentam mais durante a vazante do rio Trombetas e menos durante a seca. O tamanho da área de uso e a movimentação dos indivíduos não mostraram diferenças entre os sexos e o comprimento da carapaça não influenciou os resultados. P. dumerilianus apresentou uma área de uso restrita durante o período de estudo e se conclui que para a manutenção da espécie é extremamente necessário a preservação do habitat.

This thesis takes examples from villager’s experiences of change, how they perceive it and how they imagine their futures. The poor are often portrayed as passive recipients of change rather than agents of it and this thesis is a challenge to that. In-depth ethnography and life course analysis help us understand the meanings attached to people’s own experiences of change and illustrate that villagers are not merely ‘forgetting their feet’ (veuaa leum dteen- cows forget their feet, Thai proverb) in a teleological manner but are negotiating adverse structures to provide security and family wellbeing.<br /> An actor oriented approach is used as it highlights experiences of change and reactions to it whilst also taking into account the adverse political economy and imperfect institutional landscape. Changes that have been happening in one village in North-eastern Thailand are described and the failure of collective forms of resistance to provide adequate security is analysed. The rest of the thesis then goes on to look at change through individual and household strategies. Cohort analysis is used to explore differences in generations. An individual life course approach is then used to show how people strategise for their present and future wellbeing. Intergenerational analysis is also used to understand the bargaining between generations. Findings show the intergenerational contract is not only flexible but is also being re-worked to better fit the changes in society, not necessarily breaking down. Families are evolving and are finding new ways to keep bargains whilst also taking advantage of new identities and lifestyles. Findings show the active negotiation of the rural poor as agents of change; this change is dependent on place and the life course and sometimes entails large tradeoffs but seen in the wider context is supporting the reproduction and survival of families and rural values. <br /> I argue that perceived ideological similarities between families and the state that families should provide their own welfare without dependency is lessening pressure on the state to increase state welfare. However, there are differences between state ‘sufficiency economy’ versions of welfare and what poor families need. Pressure is building for better welfare, but it needs to be done in a way that facilitates and strengthens family provision.

Made available in DSpace on 2019-03-30T00:34:25Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-04-30 / RDD is constituted today in the larger expression of the Brazilian legislation of that that is called doutrinariamente as being Right Penal of the Enemy or Penal Right of Third Speed. Introduced in our legislation through the Law 10.792 of December 01, 2003, the Regime to Discipline Differentiated vein to the juridical world under you dress them of a sanction to discipline contained in LEP and destined to the definitive and temporary, national or foreign prisoners, that are considered dangerous or that put in risk the order and it disciplines of the prisons and the safety of the society. Here she tried to watch your nature strongly symbolic and instrumental. Symbolic because your rigorismo draconiano just seemingly executes the ends of disciplining the prisons internally and for in safety the penal establishments and the society. In Elapsing of the work, when discoursing on her the two great rebellions commanded by the criminal organization that denominates PCC (First Command of the Capital) in the years of 2001 and 2006 and that they happened in the State of São Paulo, it tried to demonstrate that actually, after the introduction of RDD in the salience of the Law of Penal Execution, they persist and they increase the many problems and the countless sore spots that turn the Brazilian jails, in the middle of the century XXI, in medieval prisons. It is instrumental since the State, if being only worth of a new modality of " cells dark " instrumentaliza the man through the strong discipline of the punishment, such old as ineffective method. The tacanhez of RDD, that here one want to demonstrate, he/she has the unconfessable serventia of for end the inépcia of the State in working with the dificílima prison subject. Like this, in this work it was demonstrated that with this new sanction modality to discipline foreseen in our Law of Penal Execution, he/she wanted the legislator to appease the sensation of the Brazilian population that the government, of there is a lot it had lost the control under our prisons. The work is justified since it is done necessary that denounces that this mechanism of the man's intrumentalização through cruel punishments is of an useless perversity and an egg white disturbs to the Constitutional Beginnings of the Man's Dignity and of the Proscription of the Cruel and Degrading Featherses, both solemnly unknown for the national Congress when editing the famous Law 10.792-2003. In the elaboration of this work the technique of the bibliographical research was used through the theoretical references of the doutrinadores and of the databases of the Brazilian legislation. / O RDD se constitui, hoje, a expressão maior da legislação brasileira daquilo que se denomina doutrinariamente como sendo Direito Penal do Inimigo ou Direito Penal de Terceira Velocidade . Introduzido na legislação brasileira por meio da Lei 10.792, de 1º de dezembro de 2003, o Regime Disciplinar Diferenciado veio ao mundo jurídico sob as vestes de uma sanção disciplinar contida na LEP, destinada aos presos definitivos e provisórios, nacionais ou estrangeiros, que sejam considerados perigosos ou que ponham em risco a ordem e disciplina dos presídios e a segurança da sociedade. Aqui se procurou desvelar a sua natureza acentuadamente simbólica e instrumental. Simbólica porque o seu rigorismo draconiano apenas aparentemente efetiva os fins de disciplinar internamente os presídios e pôr em segurança os estabelecimentos penais e a sociedade. No Decorrer do trabalho, ao se discorrer sobre as duas grandes rebeliões comandadas pela organização criminosa denominada PCC (Primeiro Comando do Capital), nos anos de 2001 e 2006, as quais ocorreram no estado de São Paulo, procurou-se demonstrar que, na verdade, após a introdução do RDD no bojo da Lei de Execução Penal, persistem e se acentuam os muitos problemas e as incontáveis mazelas que tornam os cárceres brasileiros, em pleno século XXI, em calabouços medievais. É instrumental porquanto o Estado, valendo-se de uma nova modalidade de celas escuras , instrumentaliza o homem unicamente através da disciplina férrea do castigo, método tão antigo quanto ineficaz. A tacanhez do RDD, que aqui se quer demonstrar, tem a serventia inconfessável de pôr cobro à inépcia do Estado em lidar com a dificílima questão carcerária. Assim, neste trabalho, demonstrou-se que com esta nova modalidade de sanção disciplinar prevista na Lei de Execução Penal, quis o legislador aplacar a sensação da população brasileira de que o governo, de há muito, havia perdido o controle sobre os presídios. O trabalho se justifica porquanto se faz necessário que se denuncie que este mecanismo de intrumentalização do homem, através de castigos cruéis, é de uma perversidade inútil e uma clara afronta aos Princípios Constitucionais da Dignidade do Homem e da Proscrição das Penas Cruéis e Degradantes, ambos solenemente ignorados pelo Congresso Nacional ao editar a famigerada Lei 10.792-2003. Na elaboração deste trabalho, foi utilizada a técnica da pesquisa bibliográfica com base em referências teóricas dos doutrinadores e dos bancos de dados da legislação brasileira.

In this thesis we discuss option pricing and hedging under regime switching models. To the standard model we add jumps of various types. In particular, we consider a jump that is synchronous with a change in the regime state. Thus, for example, we can define a process such that the stock price moves to a high volatility state and simultaneously has a large downward jump in returns. This type of model is consistent with market experience. We derive the compensator for our synchronous jumps and price options on such a price process using Fourier transforms. We also test the model on S&P futures options and show that it performs significantly better than a jump diffusion model. Furthermore, we look at the problem of hedging options under finitely many regime states and with finitely many possible jump sizes. We find risk-free hedge portfolios using the risk-free asset, the underlying asset, and finitely many options. Our risk-free trading strategy is consistent with any equivalent martingale measure, and so does not in itself specify which measure should be used to price options.

One of the most famous problem of finding optimal weight to maximize an agent's expected terminal utility in finance literature is Merton's optimal portfolio problem. Classic solution to this problem is given by stochastic Hamilton-Jacobi-Bellman Equation where we briefly review it in chapter 1. Similar idea has found many applications in other finance literatures and we will focus on its application to the high-frequency trading using limit orders in this thesis. In [1], major analysis using the constant volatility arithmetic Brownian motion stock price model with exponential utility function is described. We re-analyze the solution of HJB equation in this case using different asymptotic expansion. And then, we extend the model to the regime-switching volatility model to capture the status of market more accurately.

One of the most famous problem of finding optimal weight to maximize an agent's expected terminal utility in finance literature is Merton's optimal portfolio problem. Classic solution to this problem is given by stochastic Hamilton-Jacobi-Bellman Equation where we briefly review it in chapter 1. Similar idea has found many applications in other finance literatures and we will focus on its application to the high-frequency trading using limit orders in this thesis. In [1], major analysis using the constant volatility arithmetic Brownian motion stock price model with exponential utility function is described. We re-analyze the solution of HJB equation in this case using different asymptotic expansion. And then, we extend the model to the regime-switching volatility model to capture the status of market more accurately.

­^¤åºK­n The purpose of this thesis is to propose the rules for designing a grinding system with nano-order of relative vibration. Such a system is aimed to perform the ductile-regime grinding for brittle materials. The study will examine the influence of the structure stiffness, damping, and mass of the grinding system on the relative vibration between grinding wheel and work. Accordingly, the design rules will be proposed. To analyze the relative vibration, the radial and axial models for a grinding system were built. The trends of relative vibration between grinding wheel and work were then analyzed under three kinds of vibration sources. Because of the nonlinearity of system equations, the 4th order Runge-Kutta numerical method was used to calculate the solutions. In addition, the genetic algorithm was used to search an optimum design. From the analysis, several design rules for grinding system, which can minimize the relative vibration, were proposed.

PRESENTATION D'UN MODELE COMPLET, A LA FOIS STATIQUE ET DYNAMIQUE, DE TRANSISTORS DE PUISSANCE. DEVELOPPEMENT, A PARTIR DU MODELE, D'UN OUTIL NUMERIQUE DE SIMULATION DU COMPORTEMENT DYNAMIQUE "PETITS SIGNAUX". SIMULATION NUMERIQUE DU COMPORTEMENT TRANSITOIRE LARGES SIGNAUX DES TRANSISTORS DE PUISSANCE (ORGANISATION D'UN PROGRAMME DE CALCUL INTEGRANT LE TRAITEMENT DE TOUS LES ELEMENTS, STATIQUE ET DYNAMIQUE, DU MODELE, MISE AU POINT DU PROGRAMME)

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In this thesis we discuss option pricing and hedging under regime switching models. To the standard model we add jumps of various types. In particular, we consider a jump that is synchronous with a change in the regime state. Thus, for example, we can define a process such that the stock price moves to a high volatility state and simultaneously has a large downward jump in returns. This type of model is consistent with market experience. We derive the compensator for our synchronous jumps and price options on such a price process using Fourier transforms. We also test the model on S&P futures options and show that it performs significantly better than a jump diffusion model. Furthermore, we look at the problem of hedging options under finitely many regime states and with finitely many possible jump sizes. We find risk-free hedge portfolios using the risk-free asset, the underlying asset, and finitely many options. Our risk-free trading strategy is consistent with any equivalent martingale measure, and so does not in itself specify which measure should be used to price options.