Analyse paléoécologique des formations récifales du golfe de Skoura (bordure méridionale du sillon Sud rifain; SE de Fés; Maroc) implications paléogéographiques: communications Atlantique - Méditerranée au Miocène Terminal

The reef levels of the gulf of skoura belong to the reef formation of the Upper Miocene of the South-Rifan straits. A detailed analysis of the vertical distribution of various forms of colonies has led to the establishment of precise coral morphologies zonation. This palaeoecological approach leads us to distinguish between two environments in the Skoura gulf, probably corresponding to two reef episodes. The palaeogeographical implications (relationships between the Atlantic ocean and the Mediterranean sea) will be pointed out.

Regards croisés francophones et portugais : les images des Portugais dans la littérature romanesque contemporaine (1950-2000)

Tese de doutoramento em Línguas e Literaturas Românicas, Literatura Românica Comparada

Les collocations de la langue juridique française: problemátiques de l'enseignement/apprentissage à des apprenants lusophones

Tese apresentada para cumprimento dos requisitos necessários à obtenção do grau de Doutor em Linguística – Lexicologia/Lexicografia/Terminologia

La terminologie en droit constitutionnel: une etude contrastive des versions en français et en Wolof de la constitution senegalaise

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Terminologia e Gestão da Informação de Especialidade

Rites, cultes et Rituels ; de l’Antiquité jusqu’à aujourd’hui. Considérations et réflexions sur le déroulement, la valeur et l’importance religieuse, sociale et anthropologique des rites et des cultes de l’Antiquité Grecque et Romaine jusqu’à la naissance du Christianisme et à la société moderne.

En lisant cet extrait de journal qui ouvre le livre « Le Sacrifice humain en Grèce ancienne » de Pierre Bonnechère, on peut se rendre compte que l’homme a toujours éprouvé, face au sacrifice humain, une sorte de mélange entre horreur, mystère et attraction, une « fascination étrange » 1 qui a amené les intellectuels, les écrivains et les artistes du monde entier à chercher à comprendre comment et pourquoi, hier comme aujourd’hui, le sacrifice humain continue à être une composante des pratiques rituelles des différents cultes, religieux ou pas, puisqu’il existe toujours des réminiscences de ces pratiques.

BÉRIOU, Nicole, JOSSERAND, Philippe (coord.), Prier et Combattre – Dictionnaire européen des ordres militaires au Moyen Âge, Fayard, 2009

Medievalista [Em linha]. Nº10, (Julho 2011). Direc. José Mattoso. Lisboa: IEM.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

Impact of Black-Scholes assumptions on Delta Hedging

In this work we are going to evaluate the different assumptions used in the Black- Scholes-Merton pricing model, namely log-normality of returns, continuous interest rates, inexistence of dividends and transaction costs, and the consequences of using them to hedge different options in real markets, where they often fail to verify. We are going to conduct a series of tests in simulated underlying price series, where alternatively each assumption will be violated and every option delta hedging profit and loss analysed. Ultimately we will monitor how the aggressiveness of an option payoff causes its hedging to be more vulnerable to profit and loss variations, caused by the referred assumptions.