O principal objetivo deste estudo é descrever modelos para séries temporais de ativos financeiros que sejam robustos às tradicionais hipóteses: distribuição gaussiana e continuidade. O primeiro capítulo está preocupado em apresentar, de uma maneira geral, os conceitos matemáticos mais importantes relacionadas a processos estocásticos e difusões. O segundo capítulo trata de processos de incrementos independentes e estacionários, i.e., processos de Lévy, suas trajetórias estocásticas, propriedades distribucionais e, a relação entre processos markovianos e martingales. Alguns dos resultados apresentados neste capítulo são: a estrutura e as propriedades dos processos compostos de Poisson, medida de Lévy, decomposição de Lévy-Itô e representação de Lévy-Khinchin. O terceiro capítulo mostra como construir processos de Lévy por meio de transformações lineares, inclinação da medida de Lévy e subordina ção. Uma atenção especial é dada aos processos subordinados, tais como os modelos variância gama, normal gaussiana invertida e hiperbólico generalizado. Neste capítulo também é apresentado um exemplo pragmático com dados brasileiros de estimação de parâmetros por meio do método de máxima Verossimilhança. O quarto capítulo é devotado aos modelos multidimensionais e, introduz os conceito de cópula ordinária e de Lévy. Mostra-se que é possível caracterizar a dependência entre os componentes de um processo de Lévy multidimensional por meio da cópula de Lévy. Entre os resultados apresentados estão as generalizações do teorema de Sklar e a família de cópulas de Arquimedes aos processos de Lévy. Este capítulo também apresenta alguns exemplos que utilizam métodos de Monte Carlo, para simular processos de Lévy bidimensionais. / The main objective of this study is to describe models for financial assets time series that are robust to the traditional hypothesis: gaussian distributed and continuity. The first chapter are devoted to introduce the most important mathematical tools related to difusions and stochastic processes in general. The second chapter is concerned in the study of independent and stationary increments, i.e., Lévy processes, their sample paths behavior, distributional properties, and the relation to Markov and martingales processes. Some of the results presented are the structure and properties of a compound Poisson processes, Lévy measure, Lévy-Itô decomposition and Lévy-Khinchin representation. The third chapter demonstrates how to construct Lévy processes via linear transformation, tempering the Lévy measure and subordination. A special attention is given to several types of subordinated processes, comprising the variance gamma, the normal inverse gaussian and the generalized hyperbolic models. A pragmatic example of parameter estimation for brazilian data using the method of maximum likelihood is also given. Chapter four is devoted to multidimensional models, which introduces the notion of ordinary and Lévy copulas. It is shown that modelling via Lévy copula it is possible to characterize the dependence among components of multidimensional Lévy processes. Some of the results presented are generalizations of the Sklar’s theorem and the Archmedian family of copulas for Lévy processes. This chapter also presents some examples using Monte Carlo methods for simulating bidimensional Lévy processes.

Despite the extensive research conducted on sexual harassment, very little work has focused on the legal and psychological constructions of women's resistance to sexual harassment. In exploring the legal and psychological constructions of women's resistance to sexual harassment, we are confronted with salient issues pertaining to the determination of the welcomeness requirement which call for a reflection. A key characteristic of sexual harassment is that it is unwanted by the recipient. It is for each person to decide what behaviour is acceptable to them and what they regard as offensive. Thus, although there is general agreement about what can constitute sexual harassment, the experience of sexual harassment is subjective in nature and the precise quantification of workplace sexual harassment is problematic. The present study aims to: (a) identify the reasoning/history behind the "unwelcomeness/unwanted" requirement, (b) assess the reasonableness of· the requirement of "unwelcomeness/unwanted" conduct, taking into account the various pieces of legislation and case law, (c) determine how the courts have interpreted this requirement and what factors are looked at, (d) determine whether the test is subjective or objective, (e) identify the struggle and debilitating effects sexual harassment has on women in the workplace. The results of this study will assist in gaining knowledge and understanding of the concept of "unwelcomeness/unwanted" conduct in sexual harassment cases and the effects it has on the victim which will go a long way in assisting management in any business to effectively implement strategies and disciplines to manage the problem of sexual harassment in the workplace. / Private Law / LLM (Labour Law)

Esta tese pesquisou a questão da reciclagem no Brasil, destacando quatro dos mais significativos resíduos sólidos recicláveis: as latas de alumínio, o papel, as garrafas polipolietileno-tereftalato (PET) e o vidro. Busca oferecer maiores subsídios sobre um tema que só recentemente tem sido melhor estudado, dada a sua ligação com o meio ambiente e a polêmica sobre o desenvolvimento sustentável. / This thesis researched about recycling in Brazil highlighting four of the most significatives recyclily solid residues, e.g. tin (aluminium) cans, paper, bottles made of polyethylene terephthalate (PET) and the glass. Due to its liaison with the environment and the controversies about the sustainable development, this thesis offer great subsidies about a theme that only recently has been deeply studied.

O principal objetivo deste estudo é descrever modelos para séries temporais de ativos financeiros que sejam robustos às tradicionais hipóteses: distribuição gaussiana e continuidade. O primeiro capítulo está preocupado em apresentar, de uma maneira geral, os conceitos matemáticos mais importantes relacionadas a processos estocásticos e difusões. O segundo capítulo trata de processos de incrementos independentes e estacionários, i.e., processos de Lévy, suas trajetórias estocásticas, propriedades distribucionais e, a relação entre processos markovianos e martingales. Alguns dos resultados apresentados neste capítulo são: a estrutura e as propriedades dos processos compostos de Poisson, medida de Lévy, decomposição de Lévy-Itô e representação de Lévy-Khinchin. O terceiro capítulo mostra como construir processos de Lévy por meio de transformações lineares, inclinação da medida de Lévy e subordina ção. Uma atenção especial é dada aos processos subordinados, tais como os modelos variância gama, normal gaussiana invertida e hiperbólico generalizado. Neste capítulo também é apresentado um exemplo pragmático com dados brasileiros de estimação de parâmetros por meio do método de máxima Verossimilhança. O quarto capítulo é devotado aos modelos multidimensionais e, introduz os conceito de cópula ordinária e de Lévy. Mostra-se que é possível caracterizar a dependência entre os componentes de um processo de Lévy multidimensional por meio da cópula de Lévy. Entre os resultados apresentados estão as generalizações do teorema de Sklar e a família de cópulas de Arquimedes aos processos de Lévy. Este capítulo também apresenta alguns exemplos que utilizam métodos de Monte Carlo, para simular processos de Lévy bidimensionais. / The main objective of this study is to describe models for financial assets time series that are robust to the traditional hypothesis: gaussian distributed and continuity. The first chapter are devoted to introduce the most important mathematical tools related to difusions and stochastic processes in general. The second chapter is concerned in the study of independent and stationary increments, i.e., Lévy processes, their sample paths behavior, distributional properties, and the relation to Markov and martingales processes. Some of the results presented are the structure and properties of a compound Poisson processes, Lévy measure, Lévy-Itô decomposition and Lévy-Khinchin representation. The third chapter demonstrates how to construct Lévy processes via linear transformation, tempering the Lévy measure and subordination. A special attention is given to several types of subordinated processes, comprising the variance gamma, the normal inverse gaussian and the generalized hyperbolic models. A pragmatic example of parameter estimation for brazilian data using the method of maximum likelihood is also given. Chapter four is devoted to multidimensional models, which introduces the notion of ordinary and Lévy copulas. It is shown that modelling via Lévy copula it is possible to characterize the dependence among components of multidimensional Lévy processes. Some of the results presented are generalizations of the Sklar’s theorem and the Archmedian family of copulas for Lévy processes. This chapter also presents some examples using Monte Carlo methods for simulating bidimensional Lévy processes.

This empirical and theological research investigates the self-conception of the east-german women in the Brethren Movement, in order to discover by which role model they predominantly orientated themselves. Therefore women were interviewed, who are – on one hand – socialised in the Brethren Movement, and on the other hand have partly realized the GDR role model through working in a typically male business and/or in a leading position. It was possible to describe in that study three contrasting typologies. On that foundation, thesis and conclusions were drawn for the development of identity and the operation of the church. This project wants to make a contribution to the investigation of the –almost untouched academically – field of the women in the Brethren Movement. At the same time it should serve as an historical example in how the church dealt with changing role models. / In dieser Forschungsarbeit wird das Selbstverständnis der ostdeutschen Frauen in der Brüderbewegung empirisch-theologisch untersucht, um herauszufinden, an welchem der beiden divergierenden Rollenbilder (DDR-Gesellschaft oder Brüderbewegung) sich diese Frauen stärker orientieren. Dazu wurden Frauen interviewt, die einerseits in der Brüderbewegung sozialisiert sind, und andererseits durch ihre Berufstätigkeit in einem männertypischen Beruf und/oder in Leitungspositionen das DDR-Rollenbild teilweise umgesetzt haben. Im Verlauf dieser Studie ließen sich drei kontrastierende Typologien von Selbstbildern erkennen. Auf dieser Grundlage wurden Schlussfolgerungen und Thesen über die Identitätsfindung der Frauen und ihre gelebte Gemeindepraxis gezogen. Mit der Betrachtung der Frauen in den Brüdergemeinden will diese qualitative Studie einen Beitrag dazu leisten, neue Erkenntnisse aus einem wissenschaftlich bisher kaum erforschten Gebiet zu gewinnen. Gleichzeitig soll die vorliegende Studie anhand dieses historischen Beispiels den Umgang einer Gemeinde mit sich verändernden Rollenbildern zeigen. / Christian Spirituality, Church History and Missiology / M. Th. (Missiology)

L'autore analizza i punti salienti della nuova disciplina del lavoro a progetto introdotto con il D. Lgs. 10 settembre 2003, n. 276. L'analisi muove dall'individuazione delle ragioni sottese alla introduzione del lavoro a progetto che riguardano, l'inadeguatezza dei tradizionali modelli di subordinazione ed autonomia a rappresentare l'attuale mondo del lavoro e dell'impresa e l'incremento dell'abuso dei rapporti di collaborazione coordinata e continuativa, sottolineando che il legislatore, con il D. lgs. 276/2003 si è concentrato principalmente sul problema di abuso della legalità e per fronteggiarlo, ha lavorato sulla fattispecie, configurando una specifica tipologia contrattuale, caratterizzata da un tenore letterale spesso incerto e discutibile. L'A. evidenzia come la scelta del legislatore si dimostra inefficace, in primo luogo, a causa dell'indeterminatezza dell'elemento del progetto, programma o fase di esso ed inoltre, perché il sistema sanzionatorio di conversione in rapporto di lavoro subordinato in caso di assenza del progetto, non può che essere interpretato nel senso di una presunzione relativa a causa dei palesi vizi di incostituzionalità che si presenterebbero in caso contrario. Inoltre il sistema di tutele predisposto per i collaboratori coordinati e continuative a progetto appare leggero. / The Author points out the new statutory features of self-employed project contract, introduced with the D. Lgs. September 10, 2003, No 276. The analysis begins from the identification of the reasons of the introduction of this contract, which concern, on one hand, the inadequacy of conventional patterns of subordination and autonomy within the current world of work and enterprise and, on the second hand, the increasing abuse of the collaboration coordinated and continuous contract. The A. underlines that the new statutory has been focused mainly on the issue of the abuse of law and, in order to face it, has worked on the legal case specification, setting up a specific type of contract, featured by a uncertain and questionable wording. The A. underlines that the choice of the legislature is ineffective anyway. First of all, because the "project, program or phase of it" is a too much generical expression and second of all, because the sanctionative system can only be interpreted as a refutable presumption. Moreover, the system of safeguards provided for the coordinated and continuous project workers is very light.

La ricerca prende avvio dalla ricostruzione dei processi socio-economici che hanno portato alla crisi del modo di produzione taylorista-fordista. Muovendo da tali riflessioni, si constata come le imprese “post-fordiste” si avvalgano in misura crescente di lavoratori autonomi, un tempo coordinati e continuativi e, oggi, a progetto (artt. 61 e ss., d.lgs. 276/2003). Tali collaboratori sono, dunque, soggetti ad un potere (contrattuale) di coordinamento del committente che, alle volte, si somma ad una condizione di dipendenza economica dal committente medesimo. Si crea, quindi, una differenziazione interna all'area dell'autonomia coordinata che non pare adeguatamente valorizzata dal legislatore ordinario, ma che sembra interessare i sindacati. Il dato reale vede, infatti, agire rappresentanze varie, sicché occorre circoscrivere l'ambito di applicabilità degli artt. 39 e 40 Cost. L'assenza di un genuino interesse collettivo e di un'effettiva attività di autotutela inducono a ritenere che i collaboratori “forti” e il relativo associazionismo possano beneficiare delle sole tutele poste dagli artt. 2, 18 e 41 Cost. A conclusione si affrontano le problematiche che la ricostruzione così svolta solleva, ovverosia come garantire l'effettività delle tutele riconosciute al sindacalismo dei collaboratori “deboli” e come contemperare l'associazionismo dei collaboratori “forti” con il diritto antitrust comunitario. / The search starts with the reconstruction of socio-economic processes. Moving from these reflections, it's possible to see that today's companies take advantage of increasingly self-employed coordinated and continuous and, after d.lgs. 276/2003 “lavoratori a progetto”. These employees are, therefore, subject to a power (contractual) coordination of the customer that, at times, it adds up to a state of economic dependence by the same. It then creates an internal differentiation into autonomy area that does not seem properly valued by the ordinary legislator, but that seems to involve trade unions. Given that in reality there are different representations, we move to circumscribe the scope of applicability of the Arts. 39 and 40 Const. The absence of a genuine interest and genuine self activities suggest that employees "strong" and its associations can only benefit from the protections posed by Arts. 2, 18 and 41 Const. At the end tackling the problems so that the reconstruction turn raises, namely how to ensure the effectiveness of the safeguards recognized unionism collaborators "weak" and reconcile the associations of employees "strong" with the antitrust law.

This empirical and theological research investigates the self-conception of the east-german women in the Brethren Movement, in order to discover by which role model they predominantly orientated themselves. Therefore women were interviewed, who are – on one hand – socialised in the Brethren Movement, and on the other hand have partly realized the GDR role model through working in a typically male business and/or in a leading position. It was possible to describe in that study three contrasting typologies. On that foundation, thesis and conclusions were drawn for the development of identity and the operation of the church. This project wants to make a contribution to the investigation of the –almost untouched academically – field of the women in the Brethren Movement. At the same time it should serve as an historical example in how the church dealt with changing role models. / In dieser Forschungsarbeit wird das Selbstverständnis der ostdeutschen Frauen in der Brüderbewegung empirisch-theologisch untersucht, um herauszufinden, an welchem der beiden divergierenden Rollenbilder (DDR-Gesellschaft oder Brüderbewegung) sich diese Frauen stärker orientieren. Dazu wurden Frauen interviewt, die einerseits in der Brüderbewegung sozialisiert sind, und andererseits durch ihre Berufstätigkeit in einem männertypischen Beruf und/oder in Leitungspositionen das DDR-Rollenbild teilweise umgesetzt haben. Im Verlauf dieser Studie ließen sich drei kontrastierende Typologien von Selbstbildern erkennen. Auf dieser Grundlage wurden Schlussfolgerungen und Thesen über die Identitätsfindung der Frauen und ihre gelebte Gemeindepraxis gezogen. Mit der Betrachtung der Frauen in den Brüdergemeinden will diese qualitative Studie einen Beitrag dazu leisten, neue Erkenntnisse aus einem wissenschaftlich bisher kaum erforschten Gebiet zu gewinnen. Gleichzeitig soll die vorliegende Studie anhand dieses historischen Beispiels den Umgang einer Gemeinde mit sich verändernden Rollenbildern zeigen. / Christian Spirituality, Church History and Missiology / M. Th. (Missiology)

German text / Nach grundsätzlichen Überlegungen zur Allgemeingültigkeit, Kultur- und Zeitbezo-genheit neutestamentlicher Aussagen untersucht die vorliegende Studie das Lehrver-bot der Frauen im gesamtbiblischen Kontext. Dadurch resultiert 1. Timotheus 2:12-14 als Schlüsseltext in der Frage, ob Frauen für den leitenden und lehrenden Dienst in der Gemeinde zugelassen sind. Hinweise für das richtige Verständnis von 1. Ti-motheus 2:12-14 sind Vergleiche mit anderen paulinischen Verweisen auf erzählte Ereignisse des Alten Testaments und ihre Funktion im jeweiligen Diskurs, die Wir-kungsgeschichte der Schöpfungsreihenfolge und von Evas Fall im Frühjudentum sowie die Funktion dieser Verweise in der Argumentation im 1. Timotheusbrief. Ab-schliessend wird 1. Timotheus 2:12-14 im Bezug auf den unmittelbaren Kontext un-tersucht. Die vorliegende Arbeit schließt, dass 1. Timotheus 2:12-14 trotz der Ver-weise auf die Schöpfungsreihenfolge und den Fall Evas nicht als allgemeingültig zu verstehen ist. / After general reflections on universal validity, and on the cultural and temporal set-ting of New Testament propositions, this study examines the prohibition on women teaching in Christian congregations in the context of the whole Biblical canon. From this perspective, 1 Timothy 2:12-14 offers a key role for the validity of women as leaders and teachers. Clues towards a correct understanding of 1 Timothy 2:12-14 are to be found in comparisons with references to Old Testament events and their par-ticular function in Pauline discourse, in reception of the order of creation and fall of Eve in early Judaism, and in the function of these references in the argument of 1 Timothy. Finally, 1 Timothy 2:12-14 is examined in view of its immediate context. The thesis concludes that, despite its reference to the order of creation and the fall of Eve, 1 Timothy 2:12-14 should not be understood as an absolute prohibition. / New Testament / M. Th. (New Testament)

言論分級的辦法，特別是與性有關的言論分級，往往持著「保護未成年人」的立場落實於政策中。將這種對未成年人的言論限制手段，透過個人道德的論述，建構成一個對於未成年人之人格及人身安全的保護措施。然而在這個巧妙的論述之下，卻掩蓋不住底下騷動不已的權力角逐。 回顧二十世紀八○年代的反色情女性主義論述，麥金儂直接指出「色情」的問題從來就不只是一個道德問題，而是關於政治、關於權力、關於社會結構的問題。事實是，種種對於未成年人可以接觸的資訊、言論施加之限制，也從來都不只是道德問題，而是（如女性主義者尖銳而正確的見解指出的）一個關於政治、權力、結構的問題。言論不只是意見，言論是具有能動性（agency）的。麥金儂表示言論對於社會現實的建構有著莫大的影響力，藍騰更使用奧斯汀的行動（performativity）理論來說明言論的能力。而巴特勒儘管在結論上反對反色情女性主義推動言論管制，卻也是基於肯定言論的行動力，對於言論管制往往剝奪傷害性言論的受害者在言說場域裡能夠自我賦權的機會，更透過公權力對此類言論與歧視結構的肯認，而有強化這個受害者結構的危機。 我將從巴特勒對言論管制手段的批判，以及對於如何透過言說關係的再利用，來試圖顛覆既有的權力關係。現有的所謂「保護」未成年人之言論限制政策，其實一方面是鞏固成年人對未成年人之權力關係，另一方面也是將未成年人的教育視為成年人彼此爭奪權力的場域。我將論證言論的管制策略不僅無法達到「保護」的效果，更是對未成年人之主體性建立的直接傷害：如果言論有建構社會結構，以及建構主體在社會結構中的位置之能力，剝奪這項能力，就是在剝奪未成年人透過性言論與現實世界進行交互辯證的能力，並剝奪其建立以及發展自我主體性之重要工具。