12 resultados para Volatilità implicita formula di Black-Sholescomportamento asintotico vicino alla scadenza

em Helda - Digital Repository of University of Helsinki


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Tutkielman aiheena on ekfrasis Gabriele D'Annunzion romaanissa Il Piacere (1889). Lähtökohtana on selvittää, millaisissa muodoissa ekfrasis esiintyy romaanissa sekä miten ekfrasis vaikuttaa teoksen tulkintatradition esille tuomaan tematiikkaan. Pyrkimyksenä on myös selkeyttää ekfrasiksen käsitettä, jonka ongelmana ovat sanaan eri aikakausina liitetyt eri merkitykset. Tärkeimpiä lähdeteoksia ovat James A.W. Heffernanin Museum of Words (1993) ja W.J.T. Mitchellin Picture Theory (1994), Marinella Cantelmon Il Piacere dei leggitori: D'Annunzio e la comunicazione letteraria (1996) sekä John Hollanderin artikkeli "The Poetics of Ekphrasis" (1988). Tutkielman avainkäsitteenä on Heffernanin määritelmä, jonka mukaan ekfrasis on sanallinen esitys kuvallisesta esityksestä. Määritelmää sovellettaessa on otettu huomioon representaatiokäsityksen avautuminen, jolloin vastaanottaja, ympäristö etc. ovat osa esitystä. Korpuksen muodostavat tapahtumaympäristöä, taideteoksia, esineistöä ja henkilöhahmoja kuvaavat ekfrastiset katkelmat. Luokittelussa toimivat alakäsitteinä Valerie Robillardin kuvaileva, attributiivinen ja assosiatiivinen ekfrasis sekä Tamar Yacobin ekfrastinen vertaus. Analyysi osoittaa, että kuvaileva ekfrasis on yleisin, mutta vain kuvitteellisten teosten yhteydessä. Katkelmissa on näkyvissä ekfrasikselle luonteenomainen kerronnallinen impulssi. Ekfrasis osallistuu tunnetun ja uuden elementin vuoropuheluun ankkuroimalla kuvitteelliset taideteokset lukijalle tuttuun ympäristöön, jolloin myös uusi tulee toden kaltaiseksi. Attributiivinen ekfrasis takaa välittömän tunnistettavuuden. Henkilöhahmot, erityisesti keskeiset naishahmot, on määritelty ekfrastisten vertausten kautta. Ekfrasis ilmentää osaltaan naishahmojen vaihdettavuuden tematiikkaa. Kyseessä on myös toiseuden haltuunotto. Kuvallisen viittaussuhteen ansiosta ekfrasis toimii tehokeinona. Tekstuaalisena strategiana ekfrasis luo siteitä tapahtumien välille ja rytmittää teoksen vaiheita. Ekfrastiset katkelmat tarjoavat myös väylän vaihtoehtoiselle tulkinnalle haastamalla tekstin totuuskäsityksen. Kuvallinen ja sanallinen esitys tuovat tekstiin omat merkityksensä, jolloin merkityskenttä laajenee. Il Piacere on intertekstuaalinen kollaasi, jossa kokonaiskuva muodostuu eri elementtien vuorovaikutuksesta. D'Annunzion mielestä kauneus on taiteen ensisijainen tarkoitus, ja ekfrasis retorisena keinona on osa pyrkimystä tavoittaa täydellinen muoto.

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Black hole X-ray binaries, binary systems where matter from a companion star is accreted by a stellar mass black hole, thereby releasing enormous amounts of gravitational energy converted into radiation, are seen as strong X-ray sources in the sky. As a black hole can only be detected via its interaction with its surroundings, these binary systems provide important evidence for the existence of black holes. There are now at least twenty cases where the measured mass of the X-ray emitting compact object in a binary exceeds the upper limit for a neutron star, thus inferring the presence of a black hole. These binary systems serve as excellent laboratories not only to study the physics of accretion but also to test predictions of general relativity in strongly curved space time. An understanding of the accretion flow onto these, the most compact objects in our Universe, is therefore of great importance to physics. We are only now slowly beginning to understand the spectra and variability observed in these X-ray sources. During the last decade, a framework has developed that provides an interpretation of the spectral evolution as a function of changes in the physics and geometry of the accretion flow driven by a variable accretion rate. This doctoral thesis presents studies of two black hole binary systems, Cygnus~X-1 and GRS~1915+105, plus the possible black hole candidate Cygnus~X-3, and the results from an attempt to interpret their observed properties within this emerging framework. The main result presented in this thesis is an interpretation of the spectral variability in the enigmatic source Cygnus~X-3, including the nature and accretion geometry of its so-called hard spectral state. The results suggest that the compact object in this source, which has not been uniquely identified as a black hole on the basis of standard mass measurements, is most probably a massive, ~30 Msun, black hole, and thus the most massive black hole observed in a binary in our Galaxy so far. In addition, results concerning a possible observation of limit-cycle variability in the microquasar GRS~1915+105 are presented as well as evidence of `mini-hysteresis' in the extreme hard state of Cygnus X-1.

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A detailed study is presented of the expected performance of the ATLAS detector. The reconstruction of tracks, leptons, photons, missing energy and jets is investigated, together with the performance of b-tagging and the trigger. The physics potential for a variety of interesting physics processes, within the Standard Model and beyond, is examined. The study comprises a series of notes based on simulations of the detector and physics processes, with particular emphasis given to the data expected from the first years of operation of the LHC at CERN.

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This study examines the intraday and weekend volatility on the German DAX. The intraday volatility is partitioned into smaller intervals and compared to a whole day’s volatility. The estimated intraday variance is U-shaped and the weekend variance is estimated to 19 % of a normal trading day. The patterns in the intraday and weekend volatility are used to develop an extension to the Black and Scholes formula to form a new time basis. Calendar or trading days are commonly used for measuring time in option pricing. The Continuous Time using Discrete Approximations model (CTDA) developed in this study uses a measure of time with smaller intervals, approaching continuous time. The model presented accounts for the lapse of time during trading only. Arbitrage pricing suggests that the option price equals the expected cost of hedging volatility during the option’s remaining life. In this model, time is allowed to lapse as volatility occurs on an intraday basis. The measure of time is modified in CTDA to correct for the non-constant volatility and to account for the patterns in volatility.

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The little bustard Tetrax tetrax is a bird of agro-pastoral landscapes rapidly disappearing from most of Western Europe due to agricultural intensification. In Italy, the species is virtually extinct from the mainland but still occurs in Sardinia, where four Special Protection Areas (SPAs) have been designated in 2007 to protect the bustard and related habitat. In this note, we document a steep decline (between 50 and 87,5%) of the species during the last decade in one of those four SPAs, Plains of Semestene, Bonorva, Macomer and Bortigali. However, during summer 2009, a group of 17 individuals was found within the SPA, confirming that the species, although at low numbers (5-15 displaying males), still breeds successfully in the area. Potential limiting factors are also discussed. We urge to undertake conservation measures based on solid scientific evidence if the local population is to be saved from probable extinction in the near future.

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Analisi contrastiva delle modalità di traduzione in finnico dei Tempi verbali e delle perifrasi aspettuali dell italiano (Italian Philology) The topic of this research is a contrastive study of tenses and aspect in Italian and in Finnish. The study aims to develop a research method for analyzing translations and comparable texts (non-translation) written in a target language. Thus, the analysis is based on empirical data consisting of translations of novels from Italian to Finnish and vice versa. In addition to this, for the section devoted to solutions adopted in Finnish for translating the Italian tenses Perfetto Semplice and Perfetto Composto, 39 Finnish native speakers were asked to answer questions concerning the choice of Perfekti and Imperfekti in Finnish. The responses given by the Finnish informants were compared to the choices made by translators in the target language, and in this way it was possible both to benefit from the motivation provided by native speakers to explain the selection of a tense (Imperfekti/Perfekti) in a specific context compared with the Italian formal equivalents (Perfetto Composto/Perfetto Semplice), and to define the specific features of the Finnish verb tenses. The research aims to develop a qualitative method for the analysis of formal equivalents and translational changes ( shifts ). Although, as the choice of Italian and Finnish progressive forms is optional and related to speaker preferences, besides the qualitative analysis, I also considered it necessary to operate a quantitative one in order to find out whether the two items share the same degree of correspondence in frequency of use. In this study I explain translation choices in light of cognitive grammar, suggesting that particular translation relationships derive from so-called construal operations. I use the concepts of cognitive linguistics not only to analyze the convergences and divergences of the two aspectual systems, but also to redefine some general procedures related to the phenomenon of translation. For the practical analysis of the corpus were for the most part employed theoretical categories developed in a framework proposed by Pier Marco Bertinetto. Following this approach, the notions of aspect (the morphologic or morphosyntactic, subjective level) and actionality (the lexical aspect or objective level, traditionally Aktionsart) are carefully distinguished. This also allowed me to test the applicability of these distinctions to two languages typologically different from each other. The data allowed both the analysis of the semantic and pragmatic features that determine tense and aspect choices in these two languages, and to discover the correspondences between the two language systems and the strategies that translators are forced to resort to in particular situations. The research provides not only a detailed and analytically argued inventory about possible solutions for translating Italian tenses and aspectual devices in Finnish that could be of pedagogical relevance, but also new contributions about the specific uses of time-aspectual devices in the two languages in question.

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The study analyzes the effort to build political legitimacy in the Republic of Turkey by ex-ploring a group of influential texts produced by Kemalist writers. The study explores how the Kemalist regime reproduced certain long-lasting enlightenment meta-narrative in its effort to build political legitimacy. Central in this process was a hegemonic representation of history, namely the interpretation of the Anatolian Resistance Struggle of 1919 1922 as a Turkish Revolution executing the enlightenment in the Turkish nation-state. The method employed in the study is contextualizing narratological analysis. The Kemalist texts are analyzed with a repertoire of concepts originally developed in the theory of narra-tive. By bringing these concepts together with epistemological foundations of historical sciences, the study creates a theoretical frame inside of which it is possible to highlight how initially very controversial historical representations in the end manage to construct long-lasting, emotionally and intellectually convincing bases of national identity for the secular middle classes in Turkey. The two most important explanatory concepts in this sense are di-egesis and implied reader. The diegesis refers to the ability of narrative representation to create an inherently credible story-world that works as the basis of national community. The implied reader refers to the process where a certain hegemonic narrative creates a formula of identification and a position through which any individual real-world reader of a story can step inside the narrative story-world and identify oneself as one of us of the national narra-tive. The study demonstrates that the Kemalist enlightenment meta-narrative created a group of narrative accruals which enabled generations of secular middle classes to internalize Kemalist ideology. In this sense, the narrative in question has not only worked as a tool utilized by the so-called Kemalist state-elite to justify its leadership, but has been internalized by various groups in Turkey, working as their genuine world-view. It is shown in the study that secular-ism must be seen as the core ingredient of these groups national identity. The study proposes that the enlightenment narrative reproduced in the Kemalist ideology had its origin in a simi-lar totalizing cultural narrative created in and for Europe. Currently this enlightenment project is challenged in Turkey by those who are in an attempt to give religion a greater role in Turkish society. The study argues that the enduring practice of legitimizing political power through the enlightenment meta-narrative has not only become a major factor contributing to social polarization in Turkey, but has also, in contradiction to the very real potentials for crit-ical approaches inherent in the Enlightenment tradition, crucially restricted the development of critical and rational modes of thinking in the Republic of Turkey.