In recent years, people pay much attention to derivative pricing subject to credit risk. In this paper, we proposed an autoregressive time series model of log odds ratios to price derivatives. Examples of the proposed model are given via the structural and reduced form approaches. Pricing formulae of the proposed time series models are derived for bonds and options. Furthermore, simulation studies are performed to confirm the accuracy of derived formulae.

Doctor of Philosophy(PhD) / In eastern Australia, Vertosols are widely utilised for the production of irrigated cotton (Gossypium hirsutum) due to their inherent fertility and large water–holding capacity. However, irrigated agriculture in eastern Australia is faced with a decline in the availability of good quality irrigation water sources i.e. waters with low electrolyte concentrations and small Na+ contributions. Consequently, alternative water resources that contain larger contributions of Na+ are becoming increasingly relevant as potential irrigation sources. It is known that the application of Na+ rich waters as irrigation has the potential to increase the Na+ content of the soil, and that this will affect the structural condition of Vertosols. However, the extent to which these poor quality water resources will influence the structural characteristics of different Vertosols is unknown. In addition to this knowledge gap, there is currently no suitable predictor of dispersive behaviour for this soil type, particularly where Vertosols are irrigated with different water quality solutions. The research conducted in this study aimed to characterise the impact of different increments of water quality on the structural stability of different Vertosols. Once this was concluded, the study looked to assess the impact of irrigation water quality on the structural stability, structural form and soil water retention properties of intact soil columns. Knowledge of the structural stability of the soils investigated was then used to derive a model describing the impact of water quality on the structural stability of different cotton producing soils. To achieve the aims nine different soil profiles were sampled from the Bourke, lower Gwydir, Hillston and lower Namoi cotton–producing regions. Eight of these soils are Grey and Black Vertosols with clay phyllosilicate suites dominated to different extents by 2:1 expanding clays, and the ninth soil is an illitic Red Vertosol containing small contributions of 2:1 expanding clays. The soils investigated have ESPs that range between 1 and 10, ECs of 0.1 to 1.2 dS m-1 and CECeff values that are largest for those soils that contain more 2:1 expanding clays. This study shows that the clay phyllosilicate suite of different Vertosols is the primary determinant of structural stability, structural form and soil water retention properties. For example, the Gwydir and Namoi soils contain more 2:1 expanding lattice phyllosilicate clays, have the largest CECeff values of all nine soils and are the most dispersive after all applied immersion treatments. The Bourke and Hillston soils contain less 2:1 expanding lattice clay, have smaller CECeff values and are generally more stable. Irrigation of structurally–intact soils with solutions of larger SARw resulted in larger exchangeable Na+ contents for each soil (and larger ESPs) and smaller contributions of exchangeable Ca2+ and Mg2+. For each soil, larger ESPs are reflected by decreased stability, but generally the soils dominated by 2:1 expansive clays are much less stable than the soils containing smaller contributions of these clay mineral types. Irrigating the structurally–intact Vertosols dominated by 2:1 expansive clays generally resulted in structural form attributes that do not indicate any impact of the applied water treatments, but the Vertosols with less of these mineral types tend to have less desirable structural form attributes after irrigation with solutions of larger Na+ content. Similarly, where the water retention properties of two soils were assessed, the illitic Red Vertosol has less structural pore space after treatment using the large SARw solutions, while the other soil (a Black Vertosol dominated by 2:1 expansive clays) does not show any differences between water retention properties that can be linked to irrigation water quality. These results were clarified for the water retention properties by the assessment of pore–solid space relations, which show both these soils to contain less solid space after irrigation with clean water or solutions of large SARw. This is attributed to increased swelling of clays in the presence of larger Na+ contributions, but both soils have different structural arrangements as shown by the water retention properties and structural form assessment. The red illitic Vertosol shows signs of structural collapse, while the black Vertosol maintains its structural arrangement. Finally, a model describing the structural stability of different Vertosols was developed from the stability assessment of soils, both in different water quality treatments and after the irrigation of structurally–intact columns. The model presented uses a surface response function to describe the impact of increased ECw and SARw of irrigation solutions on soil stability after immersion according to specific soil physico–chemical attributes. In this model increased exchangeable Na+, SAR and a larger CECeff (and consequently, an increased proportion of 2:1 swelling clays) are associated with increases in clay dispersion, while a smaller Ca2+:Mg2+ ratio, EC and less total clay are associated with decreases in clay dispersion.

Doctor of Philosophy(PhD) / In eastern Australia, Vertosols are widely utilised for the production of irrigated cotton (Gossypium hirsutum) due to their inherent fertility and large water–holding capacity. However, irrigated agriculture in eastern Australia is faced with a decline in the availability of good quality irrigation water sources i.e. waters with low electrolyte concentrations and small Na+ contributions. Consequently, alternative water resources that contain larger contributions of Na+ are becoming increasingly relevant as potential irrigation sources. It is known that the application of Na+ rich waters as irrigation has the potential to increase the Na+ content of the soil, and that this will affect the structural condition of Vertosols. However, the extent to which these poor quality water resources will influence the structural characteristics of different Vertosols is unknown. In addition to this knowledge gap, there is currently no suitable predictor of dispersive behaviour for this soil type, particularly where Vertosols are irrigated with different water quality solutions. The research conducted in this study aimed to characterise the impact of different increments of water quality on the structural stability of different Vertosols. Once this was concluded, the study looked to assess the impact of irrigation water quality on the structural stability, structural form and soil water retention properties of intact soil columns. Knowledge of the structural stability of the soils investigated was then used to derive a model describing the impact of water quality on the structural stability of different cotton producing soils. To achieve the aims nine different soil profiles were sampled from the Bourke, lower Gwydir, Hillston and lower Namoi cotton–producing regions. Eight of these soils are Grey and Black Vertosols with clay phyllosilicate suites dominated to different extents by 2:1 expanding clays, and the ninth soil is an illitic Red Vertosol containing small contributions of 2:1 expanding clays. The soils investigated have ESPs that range between 1 and 10, ECs of 0.1 to 1.2 dS m-1 and CECeff values that are largest for those soils that contain more 2:1 expanding clays. This study shows that the clay phyllosilicate suite of different Vertosols is the primary determinant of structural stability, structural form and soil water retention properties. For example, the Gwydir and Namoi soils contain more 2:1 expanding lattice phyllosilicate clays, have the largest CECeff values of all nine soils and are the most dispersive after all applied immersion treatments. The Bourke and Hillston soils contain less 2:1 expanding lattice clay, have smaller CECeff values and are generally more stable. Irrigation of structurally–intact soils with solutions of larger SARw resulted in larger exchangeable Na+ contents for each soil (and larger ESPs) and smaller contributions of exchangeable Ca2+ and Mg2+. For each soil, larger ESPs are reflected by decreased stability, but generally the soils dominated by 2:1 expansive clays are much less stable than the soils containing smaller contributions of these clay mineral types. Irrigating the structurally–intact Vertosols dominated by 2:1 expansive clays generally resulted in structural form attributes that do not indicate any impact of the applied water treatments, but the Vertosols with less of these mineral types tend to have less desirable structural form attributes after irrigation with solutions of larger Na+ content. Similarly, where the water retention properties of two soils were assessed, the illitic Red Vertosol has less structural pore space after treatment using the large SARw solutions, while the other soil (a Black Vertosol dominated by 2:1 expansive clays) does not show any differences between water retention properties that can be linked to irrigation water quality. These results were clarified for the water retention properties by the assessment of pore–solid space relations, which show both these soils to contain less solid space after irrigation with clean water or solutions of large SARw. This is attributed to increased swelling of clays in the presence of larger Na+ contributions, but both soils have different structural arrangements as shown by the water retention properties and structural form assessment. The red illitic Vertosol shows signs of structural collapse, while the black Vertosol maintains its structural arrangement. Finally, a model describing the structural stability of different Vertosols was developed from the stability assessment of soils, both in different water quality treatments and after the irrigation of structurally–intact columns. The model presented uses a surface response function to describe the impact of increased ECw and SARw of irrigation solutions on soil stability after immersion according to specific soil physico–chemical attributes. In this model increased exchangeable Na+, SAR and a larger CECeff (and consequently, an increased proportion of 2:1 swelling clays) are associated with increases in clay dispersion, while a smaller Ca2+:Mg2+ ratio, EC and less total clay are associated with decreases in clay dispersion.

Physical interaction with textiles is generally found through the purpose of the textiles; for clothing, or interior use. We engage not just for the textiles, but primarily for it’s function. Within Dynamic Folding Knits, the purpose of the material is purely interaction focused. To encourage and to entice the visitor to play, and thus creating a new focus to the material. One that focuses on the materiality before the function. Described through practical based research, knitted materials have been explored to investigate and encourage the physical interaction between the viewer and textiles. Folding methods have been developed that increase the tactility of the material, and integrate intricate form. Both these qualities have been shown to increase curiosity to interact and explore the textiles due to the materials tactility. Working within three main categories of folding methods; The Strict Fold, The Soft Fold and An Amalgamation of Folds, the results provide a vast range of folding textiles, through strict geometry set into the structure of the material, to the softer accumulation of fabric that builds and forms. All of these are then offered to visitors to interact with through touch and play, to experience the movement, the textures the folds and the forms.

Submitted by Andréia Brandão Daltro Sodré (andreia.bdsodre@gmail.com) on 2014-11-12T19:16:58Z No. of bitstreams: 1 Dissertacao_Andreia Upload.pdf: 1696600 bytes, checksum: a36857c678f55a7f75214bfa5d34414f (MD5) / Approved for entry into archive by ÁUREA CORRÊA DA FONSECA CORRÊA DA FONSECA (aurea.fonseca@fgv.br) on 2014-11-14T13:49:31Z (GMT) No. of bitstreams: 1 Dissertacao_Andreia Upload.pdf: 1696600 bytes, checksum: a36857c678f55a7f75214bfa5d34414f (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2014-11-17T11:30:13Z (GMT) No. of bitstreams: 1 Dissertacao_Andreia Upload.pdf: 1696600 bytes, checksum: a36857c678f55a7f75214bfa5d34414f (MD5) / Made available in DSpace on 2014-11-17T11:35:31Z (GMT). No. of bitstreams: 1 Dissertacao_Andreia Upload.pdf: 1696600 bytes, checksum: a36857c678f55a7f75214bfa5d34414f (MD5) Previous issue date: 2014-10-09 / Cognition is a core subject to understand how humans think and behave. In that sense, it is clear that Cognition is a great ally to Management, as the later deals with people and is very interested in how they behave, think, and make decisions. However, even though Cognition shows great promise as a field, there are still many topics to be explored and learned in this fairly new area. Kemp & Tenembaum (2008) tried to a model graph-structure problem in which, given a dataset, the best underlying structure and form would emerge from said dataset by using bayesian probabilistic inferences. This work is very interesting because it addresses a key cognition problem: learning. According to the authors, analogous insights and discoveries, understanding the relationships of elements and how they are organized, play a very important part in cognitive development. That is, this are very basic phenomena that allow learning. Human beings minds do not function as computer that uses bayesian probabilistic inferences. People seem to think differently. Thus, we present a cognitively inspired method, KittyCat, based on FARG computer models (like Copycat and Numbo), to solve the proposed problem of discovery the underlying structural-form of a dataset.

Idiom is the fruit of the minds of mankind in the process of its production activities and life experience. It can figuratively and logically express the ideas of people and the deep meaning of life. Due to the difference in construction between Chinese and Russian idiom units, great importance is attached to the analysis of the features of both the semantic and structural (or formal) construction of both languages, which contributes to the correct understanding of the meanings of idiom units and their accurate translation. At the same time, Chinese and Russian languages contain a large number of digital idiom. These idioms are not only often used in everyday life, but also largely reflect the thinking style, life habits and cultural identity of the nation. In order to propose the correct translation as possible, one must take into account both the culture, history, tradition, customs and manners of the people who speak this translated language, as well as stylistic and expressive colors of the language units themselves, etc. Based on the comparison and analysis of the formation, origin, nature, scope of use and structural characteristics of the Chinese and Russian digital idioms, we have summarized the translation methods based on the translation theory. This is very important for establishing the theory of digital idiom translation methods, and is applied in daily life and literary works. / Фразеологизм является плодом умов человечества в процессе его производственной деятельности и жизненного опыта. Он может образно и логично выражать идеи людей и глубокий смысл жизни. В связи с различием конструкции между китайскими и русскими фразеологическими единицами в работе придаётся большое значение разбору в особенностях как смысловой, так и структурной (или формальной) конструкции обоих языков, что способствует правильному пониманию значений фразеологизмов и их точному переводу. В то же время, китайский и русский языки содержат большое количество фразеологизмов с числительными. Эти фразеологизмы не только часто используются в повседневной жизни, но также в значительной степени отражают стиль мышления, жизненные привычки и культурную самобытность нации. Чтобы предложить как можно правильный перевод, нужно учитывать как культуру, историю, традицию, обычаи и нравы народа, владеющего данным переводимым языком, так и стилистические и экспрессивные окраски самих языковых единиц и др. При сопоставлении и анализе формирования, происхождения, характера, сферы употребления и особенностей конструкций китайских и русских фразеологизмов с числительными, а также с учетом теории перевода, работа обобщила и подытожила правила перевода, обосновала наилучший, как нам представляется, метод перевода фразеологизмов с числительными с китайского языка на русский, что будет иметь большое значение как для создания теории по переводу фразеологизмов с числительными, и будет находить практическое применение в переводе как устной речи, так и литературных произведений.