Aspects of care 6: continuing educational needs of midwives 2

This is the last in a series of six papers presenting key findings from a national study that was undertaken to investigate the role and responsibilities of midwives in England and to identify and address continuing educational needs. The background to the study and the titles of other papers in the series have been outlined in the first paper. The first five papers have provided an overview of the main research findings that have been used to determine the continuing educational needs of midwives. This paper provides a more detailed picture of the issues that were identified in relation to educational need, and an overview of the way in which an educational package was developed on the basis of the research findings for use by midwives nationally.

[Book Review] Vardah Shiloh, Millon 'Ivri-'Arami-'Aššuri bs-Lahag Yihude Zaxo (A New Neo-Aramaic Dictionary: Jewish Dialect of Zakho). Volume I: 'alef—nun\ Volume II: samex-tav. V. Shilo (16 Ben-Gamla Street), Jerusalem 1995. Pp. xiv + 488 (Vol. I); 489-963 (Vol. II). (Modern Hebrew, Zakho Jewish Neo-Aramaic).

Review of: Vardah Shiloh, Millon 'Ivri-'Arami-'Aššuri bs-Lahag Yihude Zaxo (A New Neo-Aramaic Dictionary: Jewish Dialect of Zakho). Volume I: 'alef—nun\ Volume II: samex-tav. V. Shilo (16 Ben-Gamla Street), Jerusalem 1995. Pp. xiv + 488 (Vol. I); 489-963 (Vol. II). (Modern Hebrew, Zakho Jewish Neo-Aramaic). Hbk.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Forfeiture relief

Looks at the common law forfeiture rule, preventing a person who has unlawfully killed another from profiting from the death, and the granting of relief under the Forfeiture Act 1982. Reviews case law on the forfeiture rule, its modification under s.2 in the interests of justice and the provision under s.3 that the rule does not preclude an application under the Inheritance (Provision for Family and Dependants) Act 1975. Reviews the Chancery Division ruling in Land v Land (Deceased), highlighting the ability for a claimant to choose whether to seek relief from forfeiture under s.2 of the 1982 Act or pursue a claim for reasonable financial provision from a deceased's estate under s.2 of the 1975 Act.