Abstract The rise of competing nationalisms in Cyprus first drew world attention in the 1950's, yet the origins of nationalism in Cyprus can clearly be traced to the closing stages of Ottoman rule on the island during the nineteenth century. While the earlier development of nationalism in the Greek Orthodox community of Cyprus is commonly acknowledged, the pre-World War II evolution of nationalism amongst Cyprus' Moslem Turks is consistently overlooked or misrepresented. Contrary to the conventional wisdom, this work contends that Turkish nationalism in Cyprus did not first emerge in the 1950's, but instead grew gradually from the late nineteenth century onwards; that nationalism amongst the island's Turks was first discernible in a 'civic' form founded on Ottomanism which was gradually, though progressively replaced by Turkish ethno-nationalism; and that while both British colonial policies and especially the threat perceived from the rise of Greek nationalism on the island may have helped spur nationalism amongst the Turks, the continued cultural and political interaction with Ottoman, and even non-Ottoman Turks, and later with the Turkish Republic was at least as influential in fostering nationalist sentiments and prompting their expression in political actions. While particular note is made of the often neglected impact of the Young Turk movement in the early twentieth century, this study acknowledges and seeks to elucidate a complex assortment of variegated stimuli that ranged from international developments, such as the recurring crises in the Balkans and President Wilson's speech on the 'Fourteen Points', to the personal attitudes and attributes of British administrators and domestic inter-ethnic relations, and local and international economic trends and developments. Together, it is maintained, these influences had made Turkish nationalism a perceptible phenomenon amongst the Turks of Cyprus by the time of the October Revolt of 1931.

Cette thèse de doctorat met en oeuvre une analyse morphofonctionnelle et historico-archéologique d’une productioncéramique indigène décorée inédite de l’âge du Fer provenant du site de l’Incoronata en Italie du Sud (Basilicate, commune de Pisticci).L’objet de cette enquête est multiple : par l’examen attentif des formes, décors et techniques, un catalogue complet de notrecorpus céramique a été constitué, accompagné d’un dense faisceau de comparaisons. Celles-ci appartiennent à un horizon historico-culturel sud-italien cohérent, resserré entre les vallées du Cavone et du Bradano, entre IX e et VIIe siècles av. J.-C.Le site de l’Incoronata est caractérisé par une période de fréquentation mixte : il accueille à partir du VII e siècle av. J.-C.une composante grecque, plus particulièrement des potiers, dans un établissement indigène éminent déjà caractérisé par une production et une consommation locales importantes des produits céramiques. La contextualisation des données a donc constitué un autre pôle fort de cette recherche. Les problématiques se sont naturellement orientées vers lacaractérisation des modalités d’interaction entre communautés indigènes et grecques, en cherchant des comparaisons dans les espaces – non-coloniaux – qui témoignent pourtant d’intenses relations entre les deux composantes. Bien conscient de la difficulté de manipuler le concept même d’identité, un travail de mise en perspective anthropologique, ethno-archéologique et historique a été initié.La possibilité atteinte de caractériser une production céramique indigène locale de l’âge du Fer dans toutes ses phasesd’élaboration permet, avec ce premier jalon et pour la première fois, de raisonner de manière renouvelée avec des donnéessolides sur le processus productif, sur l’évolution d’un répertoire formel et décoratif et l’impact de l’arrivée grecque sur tous ces aspects, et enfin sur le rôle et la diffusion d’une catégorie céramique spécifique, autorisant dans le même temps àréévaluer les modalités d’occupation du site de l’Incoronata et son rôle nodal dans la compréhension et l’analyse en senshistorico-anthropologique des relations culturelles qui ont caractérisé, le monde méditerranéen archaïque. / This doctoral thesis implements a morpho-functional and historical-archaeological analysis of an unpublished mattpaintedpottery production from the Iron Age site of Incoronata in Southern Italy (Basilicata, com. Pisticci).The subject of this inquiry is multiple: using a careful examination of the forms, decors and techniques, a completecatalog of our ceramical corpus has been constituted accompanied by a dense bundle of comparisons which belong toa coherent South-Italian historical-cultural horizon, tightened between the valleys of Cavone and Bradano, between 9th and 7th centuries BC.The site of the Incoronata is characterized by a period of mixed occupation. From the beginning of the 7th century BC, Incoronata welcomes a Greek component, more particularly potters, in an eminent indigenous establishment alreadycharacterized by a significant local production and consumption of ceramic products. Contextualization of data has thusconstituted another strong pole of this research. The problematics have naturally focused on the characterization ofthe modalities of interactions between indigenous and Greek communities, looking for analogies in non-colonial spaces that nevertheless show intense relations between the two components. Aware of the difficulty of manipulating the veryconcept of identity, some anthropological, ethnoarchaeological and historical perspectives have been initiated. The possibility of characterizing a local indigenous ceramic production of the Iron Age in all its stages of development,allows us to re-think, with this first milestone and for the first time, with solid data on the production process. The evolutionof a formal and decorative repertory and the impact of Greek arrival on all these aspects. The role and the diffusion of aspecific ceramic category could be approached, allowing at the same time to re-evaluate the modalities of occupation of the site of Incoronata and its nodal role in the understanding and the analysis in the historico-anthropological sense of the cultural relations which have characterized the archaic Mediterranean world.

Thesis (M.Sc. (Applied Mathematics)) -- University of Limpopo, 2019 / Functional Itˆo calculus is based on an extension of the classical Itˆo calculus to functionals depending on the entire past evolution of the underlying paths and not only on its current value. The calculus builds on F¨ollmer’s deterministic proof of the Itˆo formula Föllmer (1981) and a notion of pathwise functional derivative recently proposed by Dupire (2019). There are no smoothness assumptions required on the functionals, however, they are required to possess certain directional derivatives which may be computed pathwise, see Cont and Fournié (2013); Schied and Voloshchenko (2016a); Cont (2012). In this project we revise the functional Itô calculus together with the notion of quadratic variation. We compute the pathwise change of variable formula utilizing the functional Itô calculus and the quadratic variation notion. We study the martingale representation for the case of weak derivatives, we allow the vertical operator, rX, to operate on continuous functionals on the space of square-integrable Ft-martingales with zero initial value. We approximate the hedging strategy, H, for the case of path-dependent functionals, with Lipschitz continuous coefficients. We study some hedging strategies on the class of discounted market models satisfying the quadratic variation and the non-degeneracy properties. In the classical case of the Black-Scholes, Greeks are an important part of risk-management so we compute Greeks of the price given by path-dependent functionals. Lastly we show that they relate to the classical case in the form of examples. / NRF and AIMS-SA

Made available in DSpace on 2016-04-25T19:20:21Z (GMT). No. of bitstreams: 1 Jassanan Amoroso Dias Pastore.pdf: 2609602 bytes, checksum: 2afc24e3327956c37ed498b6e3ad2801 (MD5) Previous issue date: 2012-05-23 / The study of Freud s writings, from the perspective laid down by the convergences and divergences promoted by Freud between psychoanalysis and Schopenhauer s philosophy, enables to investigate on the possible points that put nearer or farther the ways in which Freud and Schopenhauer face the tragic. Halfway in the transition from the XIXth century, which was marked by the theoretical optimism of rationalism and the primacy of conscience, to the XXth century, which main characteristic was the crisis of the reason, psychoanalysis has emerged as a new science about the human soul, having as foundations the unconscious and the drives. Similarly, Schopenhauer had, one hundred years before, in the transition from the XVIIIth to the XIXth century, put in doubt not only the attempts at metaphysically interpreting the world optimistically, but also the notions of the German romantic idealists who, as a rule, in following the tradition, postulated an absolute rational principle of the world. Schopenhauer, in his philosophy, elaborates his thinking by situating the essence of man not in conscience and reason, but in the Will, which he considered to be an irrational impulse. We will depart from the notion of the tragic among the Ancient Greeks, crossing the path of modern philosophy, and finally arriving at psychoanalysis / O estudo dos textos freudianos, a partir da perspectiva estabelecida pelos encontros e desencontros que Freud promove entre a psicanálise e a filosofia schopenhaueriana, permite investigar as possíveis aproximações e distanciamentos entre a concepção e o modo de enfrentamento do trágico em Freud e em Schopenhauer. Em meio à transição do século XIX, marcado pelo otimismo teórico do racionalismo e do primado da consciência, para o século XX, caracterizado pela crise da razão, Freud funda a psicanálise, uma nova ciência sobre a alma humana que postula como fundamentos o inconsciente e as pulsões. Da mesma maneira, cem anos antes, na transição do século XVIII para o XIX, Schopenhauer já havia problematizado as tentativas de interpretar metafisicamente o mundo de maneira otimista e também as concepções dos idealistas românticos alemães, que, de modo geral, ao seguirem a tradição, postulavam um princípio racional absoluto do mundo. Em sua filosofia, Schopenhauer elabora um pensamento que situa a essência do homem não na consciência e na razão, mas na Vontade, considerada por ele um impulso irracional. Partiremos do estudo da concepção de trágico desde a Antiguidade grega, passando pela filosofia moderna, até chegarmos à psicanálise

This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. In the first article we conduct a thorough study of the multi-dimensional Skorohod problem in time-dependent domains. In particular we prove the existence of cádlág solutions to the Skorohod problem with oblique reflection in time-independent domains with corners. We use this existence result to construct weak solutions to stochastic differential equations with oblique reflection in time-dependent domains. In the process of obtaining these results we also establish convergence results for sequences of solutions to the Skorohod problem and a number of estimates for solutions, with bounded jumps, to the Skorohod problem. The second article considers the problem of determining the sensitivities of a solution to a second order parabolic partial differential equation with respect to perturbations in the parameters of the equation. We derive an approximate representation of the sensitivities and an estimate of the discretization error arising in the sensitivity approximation. We apply these theoretical results to the problem of determining the sensitivities of the price of European swaptions in a LIBOR market model with respect to perturbations in the volatility structure (the so-called ‘Greeks’). The third article treats stopped diffusions in time-dependent graph domains with low regularity. We compare, numerically, the performance of one adaptive and three non-adaptive numerical methods with respect to order of convergence, efficiency and stability. In particular we investigate if the performance of the algorithms can be improved by a transformation which increases the regularity of the domain but, at the same time, reduces the regularity of the parameters of the diffusion. In the fourth article we use the existence results obtained in Article I to construct a projected Euler scheme for weak approximation of stochastic differential equations with oblique reflection in time-dependent domains. We prove theoretically that the order of convergence of the proposed algorithm is 1/2 and conduct numerical simulations which support this claim.

本文採用Lognormal Forward LIBOR Model (LFM) 利率模型，針對可贖回雪球式債券進行相關的評價與避險分析，而由於此商品的計息方式為路徑相依型態，價格沒有封閉解，故必須利用數值方法來進行評價。過去通常使用二元樹或三元樹的方法來評價具有可贖回特性的商品，但因為LFM是屬於多因子模型，所以不容易處理建樹的過程。而一般路徑相依商品的評價是使用蒙地卡羅法來進行，但是標準的蒙地卡羅法不易處理美式或百慕達式選擇權的問題，因此，本研究將使用由Longstaff and Schwartz(2001)所提出的最小平方蒙地卡羅法，來處理同時具有可贖回與路徑相依特性的商品評價並進行實證研究。 / 此外，關於可贖回商品的避險參數部分，由於商品的價格函數不具有連續性，若在蒙地卡羅法之下直接使用重新模擬的方式來求算避險參數，將會造成不準確的結果，而Piterbarg (2004)提出了兩種可用來計算在LFM下可贖回商品避險參數的方法，其實証結果發現所求出的避險參數結果較準確，因此本研究將此方法運用至可贖回雪球式利率連動債券，並分析各種參數變化對商品價格的影響大小，便於進行避險工作。

欲透過流動性調整模型來探討流動性風險對或有償權的影響，但本篇研究著重於選擇權的分析。根據Feng (2014)，流動性折現因子由市場流動性與股價對市場流動性敏感度所構成，而且此流動性之動態過程具有均數復歸的特性。根據本篇研究結果，價內選擇權和價平選擇權的評價表現比傳統Black-Scholes好，如果進一步將流動性之跳躍性質引入模型，除了價內選擇權和價平選擇權之外，價外選擇權的評價表現亦呈現大幅度的改善。於探討模型評價表現優劣之餘，本篇文章欲更進一步探究市場不流動性對選擇權避險參數的影響。 / This study uses a liquidity-adjusted pricing model to discuss the impact of the liquidity risk on Contingent Claim. However, we focus on the analysis of option. The liquidity discount factor consists of market liquidity and the sensitivity of stock prices to market illiquidity. The dynamic process of market liquidity possesses mean-reversion. Our empirical results show the liquidity model will improve pricing performance for ITM and ATM options. After incorporating diffusive jumps in liquidity, marked improvements in pricing performance for OTM options are observed. In addition, we discuss the impacts of liquidity risk on hedging parameters.

But : comparer le processus de transformation intérieure au cours de la psychothérapie par le Jeu de Sable avec la transformation du néophyte au cours des rites d’initiation chez les Chamans, dans l’Alchimie et dans les cultes à mystères en Egypte et en Grèce. Méthodologie : Analyse de 856 photos des jeux de sable construits par 28 enfants de 4 à 12 ans. Conclusion : Il existe une similitude entre le processus de transformation vécu en psychothérapie et la première des trois étapes de l'initiation vécue par le néophyte. On retrouve dans les jeux de sable des scénarios archétypiques qui peuvent être classés dans des catégories spécifiques associées aux différentes étapes de la transformation intérieure décrites dans les mythes initiatiques. / Aim : comparison between the stages of inner transformation in Sandplay therapy with children and the stages of initiation in the Mystery cults of the ancient Egyptians and Greeks, in Alchemy and in Shamanism. Sample : 28 children from 4 to 12 years old. Instrument of analysis : 856 photos made during the therapy. Results : We report on a similarity between the process of transformation in Sandplay therapy and the first stage of initiation in the different cultures. We found out that in Sandplay therapy the archetypes appeared according to the own internal logic of the transformation process described in the great myths. The archetypes can be classified in categories, which are specific to different stages of the inner transformation.

This thesis considers the price and characteristics of an exotic option called the Volatility-Cap-Target-Level(VCTL) option. The payoff function is a simple European option style but the underlying value is a dynamic portfolio which is comprised of two components: A risky asset and a non-risky asset. The non-risky asset is a bond and the risky asset can be a fund or an index related to any asset category such as equities, commodities, real estate, etc. The main purpose of using a dynamic portfolio is to keep the realized volatility of the portfolio under control and preferably below a certain maximum level, denoted as the Volatility-Cap-Target-Level (VCTL). This is attained by a variable allocation between the risky asset and the non-risky asset during the maturity of the VCTL-option. The allocation is reviewed and if necessary adjusted every 15th day. Adjustment depends entirely upon the realized historical volatility of the risky asset. Moreover, it is assumed that the risky asset is governed by a certain group of stochastic differential equations called affine jump-diffusion models. All models will be calibrated using out-of-the money European call options based on the Deutsche-Aktien-Index(DAX). The numerical implementation of the portfolio diffusions and the use of Monte Carlo methods will result in different VCTL-option prices. Thus, to price a nonstandard product and to comply with good risk management, it is advocated that the financial institution use several research models such as the SVSJ- and the Seppmodel in addition to the Black-Scholes model. Keywords: Exotic option, basket option, risk management, greeks, affine jumpdiffusions, the Black-Scholes model, the Heston model, Bates model with lognormal jumps, the Bates model with log-asymmetric double exponential jumps, the Stochastic-Volatility-Simultaneous-Jumps(SVSJ)-model, the Sepp-model.

Drawing insight from ethnic studies along with cultural and human geography, the main focus of this thesis is to identify the cultural survival mechanisms of immigrants by using as a case study the framework of the Greek-Canadian unbounded ethnic community in South Florida. Greek- Canadians, being a twice-migrant group, first in Canada and later in the United States, reflect the challenges contemporary immigrants face in order to maintain their ethnic culture in this increasingly transnational environment. In the past few years, researchers have examined the impact of the spatial concentration of immigrants in large metropolitan areas with little attention centered on ethnic communities that lack geographic propinquity. In order to uncover the cultural survival mechanisms of this immigrant group, this study suggests looking beyond the traditional model. This new model of ethnic community is called `Culturescape.' This contemporary ethnic community not only meets the needs of immigrants but also aids their cultural maintenance and preservation. The use of the realism-structuration framework enables a multi-method research approach in order to examine beyond the level of events and to explore the mechanisms that generate the creation of unbounded ethnic communities. This study combines a number of sources that have been collected over a three-year period. Multiple indepth interviews with Greek immigrants were conducted not only in South Florida but in Montreal as well. Additionally, an on- line structured survey open to all selfidentified Greeks in South Florida was conducted. Field notes from many ethnic events as well as official documents and the Internet were utilized. This research reveals that Greek-Canadians constructed their culturescape as a strategy to maintain and practice their ethnic culture. Their culturescape functions as a traditional geographically bounded ethnic community; however, it is a reflection of contemporary global conditions. Based on this case-study, geographic setting does matter because it structures the way cultures evolve. When immigrants move to a new setting, a two-way process of cultural exchange inevitably takes place. Hence, the Greek-Canadian culturescape is as unique as the setting that creates it. / Geography / D.Litt. et Phil. (Geography)