The hidden war

Unpublished script for a 90 minute documentary

The hidden martingale restriction in Gram-Charlier option prices

A hidden martingale restriction is developed for option pricing models based on Gram-Charlier expansions of the normal density function. The restriction is hidden behind a reduction in parameter space for the Gram-Charlier expansion coefficients. The resulting restriction is invisible in the option price.

Becoming children : the hidden meaning of the incarnation

This is how the birth of Jesus Christ came about: His mother Mary was pledged to be married to Joseph, but before they came together, she was found to be with child through the Holy Spirit. Because Joseph her husband was a righteous man and did not want to expose her to public disgrace, he had in mind to divorce her quietly.

But after he had considered this, an angel of the Lord appeared to him in a dream and said, "Joseph son of David, do not be afraid to take Mary home as your wife, because what is conceived in her is from the Holy Spirit. She will give birth to a son, and you are to give him the name Jesus, because he will save his people from their sins.

All this took place to fulfill what the Lord had said through the prophet: "The virgin will be with child and will give birth to a son, and they will call him Immanuel“ – which means, "God with us."

When Joseph woke up, he did what the angel of the Lord had commanded him and took Mary home as his wife. But he had no union with her until she gave birth to a son. And he gave him the name Jesus.

Matthew 1:18-25 (NIV)

understanding Fiji's declining foreign reserves position

This article examines the volatility in Fiji’s foreign reserves—in particular, whether shocks have an asymmetrical effect on volatility and whether shocks have a  persistent impact on volatility. In the pre-coup period (1975–86), shocks had a temporary effect on volatility; in the coup period (1987–2006), shocks had a more lasting impact. In the pre-coup period, negative shocks contributed more to  foreign reserves volatility than positive shocks; but in the period including the  coups, positive shocks increased the volatility of foreign reserves more than  negative shocks. The reasons for, and the policy implications of, this  asymmetrical behaviour are explored.

Technology licensing and grantbacks under hidden information

This paper explores technological transfer via licensing under hidden information. The transaction features a quality choice of technology to be transferred between a licensor and a licensee that has private information about its ability to implement and refine the technology. The model accounts for the possible damage that drastic refinements and reverse licensing can do to the licensor's market position, and makes predictions on the structure of licensing contracts. We show under what conditions a licensing contract will include a further contractual provision such as a grantback clause. Finally, the welfare implications of grantback inclusion are assessed.

The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves : empirical evidence from China

This article examines the long-run and short-run relationship between China's real exchange rate, foreign exchange reserves and the real interest rate differential between China and the United States using monthly data from 1980 to 2002. Extensive testing for unit roots allowing for up to two structural breaks in the trend indicates that the variables are not integrated of the same order. Thus, the bounds testing approach to cointegration is used, which finds that there is a single long-run relationship between the three variables. In the long run the real exchange rate has a statistically significant positive effect on foreign exchange reserves. The coefficient on the real interest rate differential is also positive, but is statistically insignificant. In the short-run it is found that the relationship between the real exchange rate, real interest rate differential and foreign exchange reserves is non-monotonic.

Refugee : a recipe in six steps (2004)- Documenting the hidden

The research involved the production of a documentary and exegesis, arguing that to emphasise the importance of the indexical image in documentary is to overlook the active involvement of viewers, who don't need to see reality in order to infer that a given film is making arguments about reality.

Using the Internet to research hidden populations of illicit drug users : a review

Aims To review the current research of hidden populations of illicit drugs users using web-based methods and discuss major advantages and disadvantages.

Methods Systematic review of 16 databases, including PubMed, PsycINFO (EBSCOhost), CSA Sociological Abstracts, Expanded Academic ASAP and Google Scholar.

Findings Substances researched were most commonly ‘party/club drugs’ (such as ecstasy) and cannabis. All of the studies reviewed concluded that the internet is a useful tool for reaching hidden populations, but is likely to impose some bias in samples. Advantages include: access to previously under-researched target groups; speed; international applications; increased ease of data entry; and improved confidentiality for respondents. The major disadvantage is a lack of representativeness of samples.

Conclusions Internet research is successful at accessing hidden populations of illicit drugs users, when appropriately targeted and provides unprecedented opportunities for research across a wide range of topics within the addictions field. Findings are unlikely to be generalisable to the general public, but appropriate for describing target populations.

'Hidden differences : new meanings in adaptations of literature to the screen'

Approaches to screen adaptation which either accept or reject 'fidelity' effectively hide from view the interrelations of difference that can be observed between literary and visual works of art. Further, comparative reading of a literary precursor and its screen adaptation alone hides from view the interrelations of difference between those and other works. By focussing on difference, screen adaptations can be viewed and read together with literary precursors and other intertextual influences to produce new stories that would otherwise remain hidden. This method of textual analysis, 'differential reading', is explained by reference to three screen adaptations, clustered around themes of unrequited love and rejection, which illustrate general insights into theoretical issues. When viewed and read together, differences can be observed between these works which produce new meanings. When one switches between the possibilities such new meanings create, views of the world embedded in the respective works are destabilised.

Hidden stories : listening to the audience at the live performance

This paper explores how audiences describe and evaluate their experience of a live performance. Much of the arts marketing literature measures audience satisfaction with the entire event, including pre and post show talks, parking, ticket price, seating, merchandise and refreshments. Research undertaken at a range of live performing arts events in 2008 and 2009 revealed ‘hidden stories’ of audience members’ responses to performances. These responses are indicative of four aspects of the audience experience – knowledge, risk, authenticity and collective engagement. The stories, and their indicators, are the audience measure of quality of performance. This paper uses audience research at three contemporary theatre companies, to test and validate the audience experience as a new quality assessment instrument: the Arts Audience Experience Index.

‘Coded in a code of the world' : minor literature and the time-image hidden in Janet Frame’s late fiction?

This article seeks to demonstrate how Janet Frame’s late fiction can be read as a theoretical engagement with the conceptual investigations of Gilles Deleuze and Félix Guattari, especially the notions of minor literature and the in her late novels Living in the Maniototo (1981) and The Carpathians (1989). For this reason, my approach must be sharply distinguished from a more commonplace analogical framing of Frame or a simple one-to-one translation of her fiction into alternative terms. By weaving theory through her fiction, Frame makes a significant contribution to literature that responds to the still-emerging field of Deleuzean literary critical theory.

The establishment of large private nature reserves by conservation NGOs : key factors for successful implementation

Private nature reserves created by nongovernmental organizations (NGOs) are increasing, and their growing number and extent means that they can potentially contribute to biodiversity goals at a global scale. However, the success of these reserves depends on the legal, economic and institutional conditions framing their creation and management. We explored these conditions, and the opportunities and challenges facing conservation organizations in managing private nature reserves, across several countries, with an emphasis on Australia. Results from 17 semi-structured interviews with representatives of private conservation organizations indicated that while private reserves may enhance the conservation estate, challenges remain. Legal frameworks, especially tenure and economic laws, vary across and within countries, presenting conservation organizations with significant opportunities or constraints to owning and/or managing private nature reserves. Many acquired land without strategic acquisition procedures and secured funding for property acquisition but not management, affecting the long-term maintenance of properties. Other typical problems were tied to the institutional capacity of the organizations. Greater planning within organizations, especially financial planning, is required and NGOs must understand opportunities and constraints present in legislative frameworks at the outset. Organizations must establish their expertise gaps and address them. To this end, partnerships between organizations and/or with government can prove critical.

Behind the mask : the hidden struggle of parenthood

A dvd presentation of the debilitating and often secretive issue of post-natal depression and anxiety, featuring people who have personally experienced and overcome the conditions as well as insights from health professionals.