Three types of oak planting stock were evaluated to determine their influence on survival and initial growth. Planting stocks utilized include conventional containerized seedlings with a 240 cm3 container, 1-0, bare-root seedlings, and Root Production Method (RPM™) seedlings with a 11.4 L container. Initially after outplanting and at the conclusion of the first and second growing seasons, height, groundline diameter (GLD), and survival were assessed. Study sites are located in southern Mississippi on lands disturbed by Hurricane Katrina. Species planted were swamp chestnut oak (Quercus michauxii Nutt.) and Nuttall oak (Q. texana Palmer). A total of 3,600 seedlings were planted in this study: 300 seedlings for each of the six planting stock/species combinations per site. Statistical comparisons of growth and survival among species and planting stock types were performed. RPM™ and bare-root planting stocks exhibited similar growth and survival, while the conventional container stock had significantly lower growth and survival.

The aim of this thesis is to provide tools in order to simplify and extend the analysis of stock-flow consistent macroeconomic models. For models in continuous time, we will focus on stability and steady state solutions, considering constant exogenous parameters. For models in discrete time, we will derive systems with considerable reduction in complexity and size from rather big linear systems of equations set up by previous authors into much simpler systems of difference equations. These can then also be analyzed from a continuous perspective, if their limits are taken. We will also see how an alternative continuous layout of the models proposed by us, further reduces the number of dimensions with respect to their counterparts in discrete time, in some cases. / Thesis / Master of Science (MSc)

<p> A baked contact test was carried out between the Otto Stock, dated at 2114 Ma by Bell and Blenkinsop (1976) and its host rock, represented by the magnetically stable, Matachewan Dyke swarm dated at 2690 Ma by Gates and Hurley (1973). Paleomagnetic results from this study confirm the recently revised dating or the Otto Stock and Matachewan dykes at 2680±1 Ma and 2452+3/-2 Ma, resectively (Corru et.al. 1989; Heaman, 1988) . </p> <p> Matachewan dykes both distant and within the contact aureole or the Otto Stock all carry the same southwesterly shallow characteristic Matachewan direction or magnetization. The absense or an Otto Stock overprint on the Matachewan dykes implies that the intrusion or the Otto Stock must have occurred before the intrusion or the Matachewan Dyke swarm. </p> <p> The relative ages or the Otto Stock and Matachewan dyke magnetizations are inconsistent with the conventional early Proterzoic apparent polar wander path (APWP) for North America, which decreases in age from the Matachewan dyke pole t o the Otto Stock pole. It can be concluded that this part or the APWP is running backwards and must now be redefined. </p> / Thesis / Bachelor of Science (BSc)

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Yes / This paper develops a model of optimal choice over an array of different assets, including domestic and foreign bonds, domestic and foreign equities, and domestic and foreign real money balances, with a view to examine whether stock markets have an effect on the exchange rate in the long-run. The model is tested using data from the UK and the USA. Evidence suggests that the UK stock market has a significant effect on the value of the pound's sterling nominal effective exchange rate in the long-run over the period 1982 to 2011.

This thesis focuses on binomial tree approximation for solving Backward Stochastic Differential Equations (BSDEs), particularly in the context of option pricing. The numerical method iteratively solves the discrete-time version of the BSDE backward in time. The discretization process employs constructing a binomial tree representing possible future price movements of the underlying asset. At each node of the tree, the option value is computed based on the expected payoff at that node and the discounted option values from the subsequent nodes. Furthermore, we discusses an approximation for the control process Z,, and the replicating portfolio a,. Which is expressed as the conditional expectation of the ratio of future option value increment to Brownian motion increment and demonstrate how it relates to the Black Scholes model for continuous time. An important part of the thesis is to compare theoretical expressions from the Black-Scholes model and the binomial tree. Formulas from the binomial tree are explicitly calculated and validated by numerical experiments.

Fung Wing Tsan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1993. / Includes bibliographical references (leaves 130-133). / Abstract --- p.i / Acknowledgment --- p.iii / Chapter Chapter 1 --- INTRODUCTION --- p.1 / Chapter Chapter 2 --- THE PRICING OF STOCK INDEX FUTURES --- p.9 / Chapter I. --- The Theoretical Framework --- p.9 / Chapter II. --- Evidence from the US Markets --- p.17 / Chapter III. --- Evidence from Other Markets --- p.21 / Chapter Chapter 3 --- THE PRICE DISCOVERY ROLE OF FUTURES MARKET --- p.24 / Chapter I. --- The Potential of Lead/Lag Relationship between the Stock Index Futures Price and the Stock Index --- p.24 / Chapter II. --- Empirical Evidence for the Lead/Lag Relationship --- p.27 / Chapter Chapter 4 --- THE HEDGING FUNCTION OF STOCK INDEX FUTURES MARKET --- p.30 / Chapter I. --- The Traditional Approach --- p.31 / Chapter II. --- Working's Speculative Hedge Approach --- p.32 / Chapter III. --- The Risk-Minimizing Approach --- p.33 / Chapter IV. --- The Portfolio Allocation Approach --- p.40 / Chapter Chapter 5 --- AN INTRODUCTION TO THE HANG SENG INDEX FUTURES MARKET --- p.44 / Chapter Chapter 6 --- PRICING EFFICIENCY OF THE HANG SENG INDEX FUTURES MARKET --- p.51 / Chapter I. --- Pricing Efficiency of the Hang Seng Index Futures Market with no Transaction Costs --- p.51 / Chapter II. --- Pricing Efficiency of the Hang Seng Index Futures Market with Transaction Costs --- p.59 / Chapter III. --- The Pattern of the Mispricing Series --- p.66 / Chapter IV. --- Test of Pricing Efficiency using Intraday Prices --- p.70 / Chapter Chapter 7 --- PRICE DISCOVERY ROLE OF THE HANG SENG INDEX FUTURES MARKET --- p.85 / Chapter I. --- The Granger-Causality Test --- p.86 / Chapter II. --- Error-Correction Model and Long-Run Relationship between the Stock Price and the Hang Seng Index Futures Price --- p.93 / Chapter III. --- The Simultaneous-Equation Error-Correction Model --- p.96 / Chapter Chapter 8 --- HEDGING EFFECTIVENESS OF THE HANG SENG INDEX FUTURES MARKET --- p.104 / Chapter I. --- The Effectiveness of Hang Seng Index Futures in Reducing Risks Of Stock Portfolios --- p.104 / Chapter II. --- The Hedged Portfolio as an Alternative to Fixed-Income Asset --- p.115 / Chapter III. --- The Effectiveness of Hang Seng Index Futures in Improving Risk´ؤReturn 'Trade-Off --- p.119 / Chapter Chapter 9 --- conclusion --- p.126 / References --- p.130

Cheung Hiu-Yan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 83-87). / Abstracts in English and Chinese. / ACKNOWLEGMENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF ILLUSTRATIONS --- p.vi / CHAPTER / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- THE LITERATURE REVIEW --- p.6 / The Family of the ARFIMA Process / Parameter Estimation of the ARFIMA Process / Applications in Economic and Financial Time Series / Chapter THREE --- THEORETICAL MODELS AND METHODOLOGY --- p.16 / Theoretical Models of Long-memory Process / Parameter Estimation / Model Selection Criteria / Hypothesis Testing / Diagnostic Checking / Evaluating the Forecasting Performance / Chapter FOUR --- EMPIRICAL RESULTS OF SIMULATION EXPERIMENTS --- p.37 / Monte Carlo Simulation / Parameter Estimation / Results of Simulation Experiments / Chapter FIVE --- DATA AND EMPIRICAL RESULTS --- p.46 / Data Description / A Long-memory Model for the Return Series / Model Evaluation / Chapter SIX --- CONCLUSION --- p.55 / TABLES --- p.58 / ILLUSTRATIONS --- p.67 / APPENDICES --- p.79 / BIBLOGRAPHY --- p.83

Thesis (doctoral)--Universiẗat Hamburg, 2005. / Includes bibliographical references (p. 273-301).