This article presents a new approach for calculating sensitivities of European swaptions. The sensitivities are found by applying an adjoint method to a stochastic volatility model, namely the SABR/LIBOR market model. This market model predicts the volatility smile and follows the market fluctuations more accurately than earlier used deterministic volatility market models for complex derivatives. The new adjoint method involves not only sensitivity calculations, it also presents a way of estimating the time discretization error using an a posteriori approach. The error calculation is described in this document but not investigated further. The first step in order to calculate the sensitivities is to calibrate the SABR/LIBOR market model to some market data. In our calculations we used data from June 15 2011 with 6 month intervals between the maturity times. When this calibration is complete all of the parameters in the SABR/LIBOR market model are specified and we can continue with the sensitivity calculations using the new adjoint method. The results from these calculations show that the method is a good choice for estimating sensitivities if we consider a complex financial derivative like the European swaption. The method is quite computational so we recommend that it is only used on a small number of securities with respect to a large number of parameters. The method provides more market-driven price and sensitivity estimations than earlier used methods and can benefit hedging of portfolios.

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The primary dramas examined in this study are Vicente Garcia de la Huerta's Raquel and Felix Lope de Vega's La hermosa Ester. This thesis is a textual analysis that seeks both to challenge and complement the existing literary criticism that has focused on construction of the female protagonists and the theme of heroism and culpability. Raquel and La hermosa Ester demonstrate the centrality of their female protagonists in the socio-political macrostructures of the seventeenth and eighteenth centuries through their ability to influence the functioning of a monarchy and its reigns of power. / The predominant theme that is explored is the ascension and descension to and from power as seen through the movement of the female protagonists within or beyond their social spheres. Other recurrent themes that are examined are the sin of pride, the virtue of humility, the vital interdependence between the monarch and nobility, the displacement of culpability and the fundamental role of the male characters. / Raquel and Ester, united in their tri-fold social marginalization as Jewish, lower class females, are juxtaposed with the dominance of a deeply rooted patriarchal, aristocratic and pagan society. While La hermosa Ester offers the possibility of ethnic, religious and political coexistence on the throne, Raquel does not achieve this ideal. However, Raquel's commanding presence is able to unveil the chaos that lies beneath the monarchical order. / The final objective of this thesis is to embrace the portraiture presented of two women who are catapulted into political realms, polarized in love, servitude, sacrifice and salvation, but who are uniquely bound by heroism, marked in a bleeding lover or blessed in the hymn of a nation.

Thesis (doctoral)--Freie Universität, Berlin. / Includes bibliographical references (p. 4-25).

Thesis (Ph. D.)--University of Texas at Austin, 2004. / Supervisors: Elizabeth Richmond-Garza and Vance Holloway. Vita. Includes bibliographical references.

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A partir del examen de documentos inéditos, este artículo muestra que Blas Valera (1545-1597) fue autor de un Arte de la lengua índica, que circulaba en Sevilla en 1595. Sostiene también que Valera puede ser identificado como el director detrás del Arte y vocabulario en la lengua general del Perú, publicado anónimamente en 1586. El estudio reconstruye, además, el contexto intelectual que hizo posible la circulación de la obra de Valera y los criterios filológicos que permitieron insertar su obra en las discusiones sobre las reliquias y libros del Sacro Monte de Granada y sus implicaciones sobre la historia de la iglesia primitiva española.Palabras clave: Blas Valera, Sacro Monte de Granada, Inca Garcilaso de la Vega, Tercer Concilio de LimaAbstractRelying on unpublished documents, this article maintains that Blas Valera (1545-1597) authored an unknown Arte de la lengua índica that circulated in Seville in 1595. It also argues that Valera can be identified as the single director behind the Arte y vocabulario en la lengua general del Perú that was published anonymously in 1586. In addition, this study reconstructs the intellectual milieu that made the circulation of Valera’s grammar possible and the philological criteria that laid the groundwork for its insertion in the debate regarding the relics and leaden books recently discovered at Granada’s Sacro Monte, and their implications for the history of Spain’s early Church.Keywords: Blas Valera, Sacro Monte de Granada, Inca Garcilaso de la Vega, Lima’s Third Council

Orientador: Maria Aparecida Azevedo Pereira da Silva / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia de Alimentos / Made available in DSpace on 2018-08-04T15:43:12Z (GMT). No. of bitstreams: 1 Greif_Sergio_M.pdf: 673441 bytes, checksum: 7cee01c992e6347ebdd16707e1e077f0 (MD5) Previous issue date: 2005 / Mestrado / Consumo e Qualidade de Alimentos / Mestre em Alimentos e Nutrição