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¡@¡@This study aims to investigate the theories and empirical performance of the futures and options margin systems currently used in the domestic and international exchange houses. The current system used in Taiwan Futures Exchange (TAIFEX) is strategy-based rather than portfolio-based or and contract risk-based. It is no longer compliant with the development of the futures market. Therefore, it is suggested that TAIFEX should employ international experiences to adopt a portfolio-based and VaR-based margin system so as to meet the need of the local trading feature that portfolios contain both stock futures and stock options. ¡@¡@This study integrates scenario simulation and the diagonal model to propose a new model, called Beta-Simulation, to calculate the margins for portfolios containing stock options, index futures, and stocks. The proposed model can not only simplify the inter-commodity spread in SPAN but also theoretically improve the drawback of TIMS of using a simple credit offset multiplier. In the empirical test, back testing is performed on the margins calculated by Beta-Simulation with historic data of portfolios with stock options, and other common margin systems are also included in the test for comparison. ¡@¡@The empirical results reveal that only SPAN and Beta-Simulation can save approximately 12%~42% margin requirements for portfolios containing stock options, but under the same protection degree, Beta-Simulation requires significantly lower margins and a simpler calculation process than SPAN. Therefore, the proposed model is a better model of calculating margins and VaR for portfolios containing stock options.

Universiẗat, Diss., 2001--Heidelberg.

The transition from the end of the Ordovician to the beginning of the Silurian Period is characterized by the glaciation of the Gondwana paleocontinent, eustatic sea level change, a perturbation to the global carbon cycle and one of the ve major mass extinctions of the Phanerozoic Eon. Due to signi cant sea level fall, the Ordovician-Silurian (O-S) boundary is often marked by hiatus and exposure in the shallow marine geologic record (e.g., Copper et al. [2013]). Two locations that host stratigraphic succession close to the boudary are Anticosti Basin of Quebec (Canada, e.g., Desrochers et al. [2010]), and the carbonate mounds of the Siljan ring district (Dalarna County, Sweden, e.g., Ebbestad et al. [2015]). The exact timing and dynamics of the glaciation and mass extinction are yet to be understood. Similarly, the interplay between those events and the carbon cycle perturbation are still unclear. As a result, there is a serious need for radiometric age constraints in this crucial part of the Paleozoic Era. The acquisition of more radiometric dates, achieved in this study, aims to address the present dearth of absolute dates close to the boundary. The dates produced in this study represent the first modern geochronologic constraints on the O-S boundary, leveraging the development of the EARTHTIME initiative and the latest U-Pb dating techniques that have improved accuracy and allowed for dating of single zircon crystals at <=0.1% precision level. Here I present two new U-Pb zircon ages obtained via bentonite dating. The first bentonite, 443.61+-0.52 Ma (2, including analytical, tracer calibration and decay constant uncertainties) was collected from the base of the Lousy Cove Member, Ellis Bay Formation (Anticosti Island, Quebec, Canada). The second one, 443.28+-0.50 Ma (including analytical, tracer calibration and decay constant uncertainties) comes from a karstic void within the Boda Core Facies of the Boda Formation (Dalarna County, Sweden). U-Pb geochronology (chemical abrasion, isotope dilution, thermal ionization mass spectrometry: CA-ID-TIMS) on single zircons was used to obtain these ages. These results are the closest radiometric ages to the current O-S boundary (compared to any time constraints in the 2012 Geologic Time Scale) and allow to signifcantly reduce the uncertainty of the current age boundary (443.8+-1.5, Cohen et al. [2018]). Furthermore these absolute ages have been used to make models that explore drivers of Earth system change, such as an end-Ordovician global carbon cycle perturbation. / Graduate / 2022-07-07

No / The adventus Saxonum is a crucial event in English protohistory. Scholars from a range of disciplines dispute the scale and demographic profile of the purported colonizing population. The 5th-7th century burial ground at West Heslerton, North Yorkshire, is one of the few Anglian cemeteries where an associated settlement site has been identified and subjected to extensive multidisciplinary postexcavation study. Skeletal and grave good evidence has been used to indicate the presence of Scandinavian settlers. A small, preliminary study using lead and strontium isotope analysis of tooth enamel, mineralized in early childhood, from Neolithic/Early Bronze Age (n = 8), Iron Age (n = 2), and Early Anglo-Saxon (n = 32) skeletons, was carried out to directly investigate this hypothesis. Results suggest that lead provides dissimilar types of information in different time periods. In post-Roman England, it appears to reflect the level of exposure to circulated anthropogenic rather than natural geological lead, thus being a cultural rather than geographical marker. Consequently, only strontium provides mobility evidence among the Anglian population, whereas both isotope systems do so in pre-Roman periods. Strontium data imply the presence of two groups: one of local and one of nonlocal origin, but more work is required to define the limits of local variation and identify immigrants with confidence. Correlations with traditional archaeological evidence are inconclusive. While the majority of juveniles and prehistoric individuals fall within the local group, both groups contain juveniles, and adults of both sexes. There is thus no clear support for the exclusively male, military-elite invasion model at this site.

Yes / The Early Bronze Age round barrows at Irthlingborough, Northamptonshire and Gayhurst, Buckinghamshire contained remarkably large quantities of cattle (Bos taurus) remains. At Irthlingborough, at least 185 skulls with smaller numbers of mandibles, shoulder blades and pelves were found together with a small number of skeletal elements from aurochs (Bos primigenius). In contrast, the remains from Gayhurst are dominated by the limb bones from more than 300 animals. This study employed strontium isotope ratio analysis of cattle tooth enamel from 15 cattle and one aurochs to investigate the diversity of the animals’ origins at both sites and provide insights into Early Bronze Age funerary practices. Although strontium results show that most of the cattle and the aurochs included in this study were consistent with local origins, one animal from each barrow was born remotely, most likely in western Britain. In addition, a second Gayhurst animal was consistent with origins in a region of chalk rather than the local Jurassic sediments.

O método cromatográfico de troca iônica, em colunas de resina foi empregado no estudo do enriquecimento isotópico de 10B e H3 10BO3. Em dois sistemas cromatográficos de colunas (S1: seis colunas de acrílico de 1800 mm de comprimento e 70 mm de diâmetro interno; S2: seis colunas de acrílico de 1800 mm de comprimento e 30 mm de diâmetro interno) foi estudado a separação do isótopo 10B, no equilíbrio envolvendo ácido bórico em solução aquosa e íons borato adsorvidos em resina aniônica do tipo amônio quaternário (Dowex 1X8), 100 - 200 \"mesh\". Os sistemas de produção de H3 10BO3 foram avaliados individualmente e em processo cascata, com transferência de 10B entre os dois sistemas. As determinações de B no presente trabalho foram avaliadas por espectrometria de massas com plasma e espetrometria de massas por termoionização. No sistema S1 de colunas após 243 m (135 DBC) de deslocamento foi possível obter um enriquecimento médio, nos últimos 20 cm, de 40 % em átomos de 10B, correspondendo a 2830 mg de H3 10BO3. Essa massa foi transferida (interação) para o sistema S2 de colunas que apresentava, nos últimos 20 cm da banda, enriquecimento médio de 47,8 % em átomos de 10B e essa nova banda cromatográfica foi deslocada por 21,6 m, obtendo-se no último centímetro da banda (1 - 0 cm) da fração enriquecida 82 % em átomos de 10B. O fator de fracionamento (\'alfa\') e a altura equivalente de uma placa teórica dos isótopos estáveis de B (10B e 11B) foi determinado como sendo 1,0245 e 0,30 cm, respectivamente / The chromatographic method of ion exchange resin in columns was used to study the isotopic enrichment of 10B and H3 10BO3. In two column chromatographic systems (S1: six acrylic columns 1800 mm length and 70 mm diameter; S2: six acrylic columns 1800 mm length and 30 mm diameter) was studied 10B isotope separation in equilibrium involving aqueous boric acid and borate ions adsorbed on anionic resin of the quaternary ammonium type (Dowex 1X8) 100-200 \"mesh\". The production systems H3 10BO3 were evaluated individually and in cascade process with 10B transfer between both systems. The measurements of B in this study were evaluated by Inductively Coupled Plasma Mass Spectrometry and Thermal Ionization Mass Spectrometry. In the S1 columns system displacement after 243 m (135 DBC) was possible obtain an medium enrichment in the last 20 cm, of 40 % atoms 10B, corresponding to 2830 mg of H310BO3. This mass was transferred to the S2 column system which have introduced in the last 20 cm of the band medium enrichment of 47,8 atom% 10B and this new band chromatography was displaced 21,6 m, thus obtaining the last centimeter band (1-0 cm) from enriched fraction 82 % atoms 10B. The fractionation factor (\'alfa\') and the Height Equivalent of Theoretical Plate (HETP) of stable isotopes of B (10B and 11B) was determined like being 1,0245 and 0,30 cm, respectively

O método cromatográfico de troca iônica, em colunas de resina foi empregado no estudo do enriquecimento isotópico de 10B e H3 10BO3. Em dois sistemas cromatográficos de colunas (S1: seis colunas de acrílico de 1800 mm de comprimento e 70 mm de diâmetro interno; S2: seis colunas de acrílico de 1800 mm de comprimento e 30 mm de diâmetro interno) foi estudado a separação do isótopo 10B, no equilíbrio envolvendo ácido bórico em solução aquosa e íons borato adsorvidos em resina aniônica do tipo amônio quaternário (Dowex 1X8), 100 - 200 \"mesh\". Os sistemas de produção de H3 10BO3 foram avaliados individualmente e em processo cascata, com transferência de 10B entre os dois sistemas. As determinações de B no presente trabalho foram avaliadas por espectrometria de massas com plasma e espetrometria de massas por termoionização. No sistema S1 de colunas após 243 m (135 DBC) de deslocamento foi possível obter um enriquecimento médio, nos últimos 20 cm, de 40 % em átomos de 10B, correspondendo a 2830 mg de H3 10BO3. Essa massa foi transferida (interação) para o sistema S2 de colunas que apresentava, nos últimos 20 cm da banda, enriquecimento médio de 47,8 % em átomos de 10B e essa nova banda cromatográfica foi deslocada por 21,6 m, obtendo-se no último centímetro da banda (1 - 0 cm) da fração enriquecida 82 % em átomos de 10B. O fator de fracionamento (\'alfa\') e a altura equivalente de uma placa teórica dos isótopos estáveis de B (10B e 11B) foi determinado como sendo 1,0245 e 0,30 cm, respectivamente / The chromatographic method of ion exchange resin in columns was used to study the isotopic enrichment of 10B and H3 10BO3. In two column chromatographic systems (S1: six acrylic columns 1800 mm length and 70 mm diameter; S2: six acrylic columns 1800 mm length and 30 mm diameter) was studied 10B isotope separation in equilibrium involving aqueous boric acid and borate ions adsorbed on anionic resin of the quaternary ammonium type (Dowex 1X8) 100-200 \"mesh\". The production systems H3 10BO3 were evaluated individually and in cascade process with 10B transfer between both systems. The measurements of B in this study were evaluated by Inductively Coupled Plasma Mass Spectrometry and Thermal Ionization Mass Spectrometry. In the S1 columns system displacement after 243 m (135 DBC) was possible obtain an medium enrichment in the last 20 cm, of 40 % atoms 10B, corresponding to 2830 mg of H310BO3. This mass was transferred to the S2 column system which have introduced in the last 20 cm of the band medium enrichment of 47,8 atom% 10B and this new band chromatography was displaced 21,6 m, thus obtaining the last centimeter band (1-0 cm) from enriched fraction 82 % atoms 10B. The fractionation factor (\'alfa\') and the Height Equivalent of Theoretical Plate (HETP) of stable isotopes of B (10B and 11B) was determined like being 1,0245 and 0,30 cm, respectively

Il presente studio affronta il tema della rintracciabilità alimentare di prodotti agroalimentari, analizzando il caso del pomodoro da industria, cercando di trovare degli indicatori chimici (markers) che siano in grado di discriminare prodotti provenienti da aree geografiche differenti. Viene quindi affrontato il tema della tipicità che consiste nel legame esistente tra l'alimento e il territorio nel quale viene prodotto. I parametri chimici che vengono indagati sono elementi appartenenti al gruppo delle terre rare (o serie dei lantanidi) e dei rapporti isotopici degli elementi pesanti quali lo Stronzio. La determinazione analitica delle terre rare nel pomodoro è stata effettuata con ICP-MS e HR-ICP-MS (Inductivity Coupled Plasma Mass Spectrometry, Hight Resolution Inductivity Coupled Plasma Mass Spectrometry). I rapporti isotopici dello Stronzio sono stati determinati con la tecnica TIMS (Thermal-Ionization Mass Spectroscopy) Le tecniche analitiche utilizzate hanno permesso di determinare con precisione e accuratezza tutti gli elementi appartenenti al gruppo delle terre rare nei comparti della pianta di pomodoro e nel terreno. La misura dei rapporti isotopici dello stronzio ha permesso di discriminare prodotti provenienti da aree geografiche differenti. / Food traceability systems have a broader scope and aim to document the history of a product along the entire production chain from primary raw materials to the final consumable product. the present work has looked at ways of detecting rare earth and strontium isotope abundance ratios. It is fundamental to have knowledge of the REE concentrations of the soil where the plants are grown and the distribution of the REEs in the different parts of the plants: roots, stems, leaves, and berries. Tomato is one of the most widely grown vegetables in the world. The analytical procedure, using inductively coupled mass spectrometry (ICP-MS) and HR-ICP-MS proved to be suitable for the determination of REEs in plants and soil, and was validated using certified samples. Strontium isotope ratio is an important parameter allowing the discrimination of foods coming from different geographical origins. Very high precision is usually reached with Thermal Ionization Mass Spectrometer (TIMS). The analytical techniques have permitted to determine all REEs elements in compartments of tomato plants. The described method point out the measurement of the 87Sr/86Sr ratio as a very important parameter for the discrimination of tomato from different geographical origins, even if the present experimental work treating a limited number of samples have to be considered as a “first step”.

<p dir="ltr">To better predict volcanic behavior, we must understand the processes that occur in the underlying magma reservoirs. This thesis contains three chapters that work together to better understand processes that occur in sub-volcanic reservoirs. Chapter 2 is a study of an ancient, coupled volcanic-plutonic system to determine the link between the volcanic and plutonic parts of the system. The IXL-Job Canyon magmatic system is an ~28-29 Ma system, which shows a rapid transition between eruption of tuffs and lava flows to construction of an upper-crustal pluton, via incremental emplacement. The system experienced an eruptive hiatus during and after pluton construction, until the eruption of a newly identified, younger, rhyolitic tuff. This work suggests that the absence of volcanic activity at the surface does not mean that the underlying magmatic plumbing system is also inactive. Chapter 3 compiles existing U-Pb zircon ID-TIMS data for upper-crustal, silicic magmatic systems, to determine the size and frequency of magmatic increments that accumulate to build up these systems. A Monte Carlo-based model is used to investigate the underlying distributions of the increment size and time between increments, and results in sizes and inter-event times that follow an exponential distribution. This work helps guide how we can try to introduce broadly generalizable complexities into thermal models of such systems. Chapter 4 focuses on organic interferences, a common issue that impacts the speed and quality of U-Pb and Pb-Pb data collected on TIMS instruments. We share two techniques used at the Purdue Radiogenic Isotope Geology Lab to first reduce and then avoid any residual organic interferences. These techniques help shorten analytical times, increasing throughput, and provide a means to reduce uncertainties on our measurements, since the presence of organic interferences can bias and increase the uncertainties on U-Pb dates.</p>