290 resultados para Henriksson-Merton


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The energy flow, dE/d eta, is studied at large pseudorapidities in proton-proton collisions at the LHC, for centre-of-mass energies of 0.9 and 7 TeV. The measurements are made using the CMS detector in the pseudorapidity range 3:15 < vertical bar eta vertical bar < 4.9, for both minimum-bias events and events with at least two high-momentum jets. The data are compared to various pp Monte Carlo event generators whose theoretical models and input parameter values are sensitive to the energy-flow measurements. Inclusion of multiple-parton interactions in the Monte Carlo event generators is found to improve the description of the energy-flow measurements.

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O artigo examina, em dois momentos distintos, as principais abordagens sociológicas sobre a ciência no século vinte: a Sociologia do Conhecimento, a Sociologia da Ciência e a Sociologia do Conhecimento Científico. No primeiro tópico são recapitulados os argumentos sociológicos de Karl Mannheim e de Robert King Merton. Defende-se a interpretação de que a obra de Mannheim seja reconhecida enquanto pressuposto epistemológico para o desenvolvimento da Sociologia da Ciência de Merton. Adaptada por Merton, a metateoria sociológica de Mannheim surge através de uma abordagem estrutural funcionalista associada a uma teoria de médio alcance. No segundo momento, são retomados os argumentos de Thomas Kuhn para, logo após, ser analisada a Sociologia do Conhecimento Científico enquanto apreciação construtiva da tradição de pensamento mertoniana. O estudo dos princípios lógicos da Sociologia do Conhecimento Científico de David Bloor e a investigação acerca da tradição de pensamento iniciada na Universidade de Edimburgo, na Escócia, foram o foco elementar dessa etapa do artigo. Finalmente, as principais características de cada uma das tradições são ressaltadas, buscando-se por mudanças e continuidades que viabilizaram o desenvolvimento da abordagem sociológica sobre a atividade científica desde sua gênese clássica até os estudos contemporâneos.

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Begreppen barnperspektiv och barnets bästa infördes i svensk lagstiftning sedan Sverige ratificerade FN:s konvention om barns rättigheter. En diskursanalytisk metod studerar kritiskt hur fenomen beskrivs, hur diskursordningar skapas, vem som äger talet och dominerar i en diskurs. Makt är en aspekt som analysmetoden betonar i mellanmänskliga relationer. Barn kan sägas befinna sig i en underordnad position på såväl individ nivå som på grupp- och samhällsnivå. Hur kommer barns bästa fram? Hur kommer barn till tals? Begreppet barnperspektiv beskrevs som vagt i offentlig litteratur och kopplades till ett helhetsperspektiv i en gruppintervju med socialsekreterare, verksamma inom socialt barnavårdsarbete. Begreppet barnets bästa överskuggades av en dominerande tolkning av barnperspektivet som vagt. En tolkning som tycks legitimera att brister på tid och resurser åsidosätter barnets rätt att komma till tals. Barnets bästa som begrepp tenderar att lösa upp sig vilket avspeglas i det ringa utrymme som barnets röst ges. Uppsatsen visade att det finns risk för att redan marginaliserade barn inte syns, kommer till tals eller blir lyssnade på i sociala barnavårdsutredningar. Att sätta barnets bästa i främsta rummet löper istället risk att sättas i ett väntrum på att bli vuxen.

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[ES]Thomas Merton (1915-1968) escritor y monje contemplativo de la Abadía de Getsemaní, del estado norteamericano de Kentucky, abandona temporalmente su comunidad monástica para emprender un gran viaje; un experimento que fundamentalmente tiene que ver con la fascinación de los secretos que Oriente custodiaba y que culminará siendo la asombrosa síntesis de su vida. Esa tensión hacia lo otro que se llama sed pero también se llama curiositas, le conducirá por una secuencia de caminos por Asia, hasta llegar a perderse en el laberinto de los colosos de Gal Vihara, una sucesión de estatuas gigantes de Buda, que aunque no pudieron redimirle de su trágico destino, consuma el inicio de una total transformación, de una total disolución en su percepción del mundo. Recorrer, aunque sólo sea de forma indicativa, las páginas de su admirable Diario es la intención de este estudio.

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Questa tesi è incentrata sull'analisi della formula di Dupire, che permette di ottenere un'espressione della volatilità locale, nei modelli di Lévy esponenziali. Vengono studiati i modelli di mercato Merton, Kou e Variance Gamma dimostrando che quando si è off the money la volatilità locale tende ad infinito per il tempo di maturità delle opzioni che tende a zero. In particolare viene proposta una procedura di regolarizzazione tale per cui il processo di volatilità locale di Dupire ricrea i corretti prezzi delle opzioni anche quando si ha la presenza di salti. Infine tale risultato viene provato numericamente risolvendo il problema di Cauchy per i prezzi delle opzioni.

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In questo lavoro si presenta il fenomeno fisico nominato moto browniano, s’illustra il modello matematico atto a descriverlo e si analizza come questo abbia avuto notevole importanza in ambito finanziario, in particolare nell’elaborazione del modello di Black, Scholes e Merton per la valutazione dei derivati.

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I metodi saddlepoint studiati nella tesi permettono di approssimare la densità di una variabile aleatoria a partire dalla funzione generatrice dei cumulanti (ricavabile dalla funzione caratteristica). Integrando la densità saddlepoint si ottiene la formula di Lugannani-Rice (e ulteriori generalizzazioni) per approssimare le probabilità di coda. Quest'ultima formula è stata poi applicata in ambito finanziario per il calcolo del prezzo di un'opzione call rispetto a vari modelli (Black-Scholes, Merton, CGMY)e in ambito assicurativo per calcolare la probabilità che il costo totale dei sinistri in una polizza non superi una certa quota fissata.

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In questa tesi si dimostra il teorema di inversione di Lévy, risultato che permette di ricostruire, a partire dalla funzione caratteristica di una variabile aleatoria assolutamente continua, la sua densità. Come conseguenza si dimostra che la funzione caratteristica di una variabile aleatoria ne caratterizza univocamente la distribuzione. Viene inoltre presentata una applicazione della formula di inversione per la valutazione di opzioni in finanza con esempi numerici basati sul modello Merton.

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Questa tesi affronta uno dei principali argomenti trattati dalla finanza matematica: la determinazione del prezzo dei derivati finanziari. Esistono diversi metodi per trattare questo tema, ma in particolare vengono illustrati i metodi che usano la trasformata di Fourier. Questi ultimi infatti ci permettono di sostituire il calcolo dell'attesa condizionata scontata, con il calcolo dell'integrale della trasformata di Fourier, in quanto la funzione caratteristica, cioè la trasformata di Fourier della funzione densità, è più trattabile rispetto alla funzione densità stessa. Vengono in primo luogo analizzate alcune importanti formule di valutazione e successivamente implementate, attraverso il software Mathematica. I modelli di riferimento utilizzati per l'implementazione sono il modello di Black-Scholes e il modello di Merton.

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The sensitivity of crime rates to social, economic and political influences has long aroused the interest of sociologists who have attempted to explain what kind of relationships might be associated with variations in crime rates between different social groups at different times. The earliest views were put forward by Emil Durkheim, and while later writers have developed (R.K. Merton, L. Srole, A, K. Cohen, etc.) have developed some aspects of his ideas further, his basic ideas of the divorce of the individual from normative standards and the lack of social integration are still valid. Ms. Voicu-Minea looked at the theoretical background in detail but then limited it to a specific social group, the family, asking first why certain individual within vulnerable families and/or negative social influences commit offences while others do not. In modern times the family has undergone massive structural and functional changes. Its former economic function, which once endowed it with a great capacity for social inclusion, has generally vanished, while its formerly crucial role in children's education has been massively reduced. These changes, which are still not complete, can lead to dysfunction and in certain social contexts such as that in post-communist Romanian society, this risk of dysfunction is still greater as unfavourably social circumstances more easily affect such families. The number of cases of juvenile delinquency in Romania has increased sharply ever since the end of the communist system and in 1996 reached the level of 18,317 cases. The sample examined included 1012 juvenile delinquents aged between 14 and 18, taken from all areas of Bucharest. Over 80% of charges related to theft, with more serious offences being relatively rare. The children underwent a series of psychological tests, accompanied by a questionnaire relating to family situation. The results showed that juvenile delinquency in Romania is overwhelmingly male, with 91.8% of offences being committed by boys. Two thirds of the research group were under the age of 16 and only just over one third attended school, with over half having left school before the legal age. While the majority of subjects had a lower than average level of education, they did not always recognise this, with two thirds seeing their level of education as being as good as or better than average. Nearly half the children (43%) did not live with both natural parents and majority came from families with three or more children. This applied both to their original families and to the families in which they were living at the time of the survey. The overwhelming majority of families were living in or around Bucharest, but under one third originated from there. Almost 25% of parents were under-schooled and around one third were unqualified workers. At least 30% of families lived in inadequate accommodation and family incomes were generally low. Ms. Voicu-Minea does however point out that over half the minors from the sample saw their family income as satisfactory or even more than satisfactory. When factors such as bad relationships between parents, corporal punishment, alcohol consumption and criminal records of family members were taken into account, the picture was bleak, making it understandable why over 36% of subjects had run away from home at least once, and in many cases repeatedly and for longer periods. The overwhelming majority of offences (80.8%) were committed in groups of between 2 and 11 persons, usually "friends" but in about 10% of cases member's of the family. IQ tests put about 75% of the sample at slightly under average, the difference being too slight to account for the behaviour problems of the majority. Personality tests, however, showed a different picture. Over 70% of those tested manifested an acute need of tenderness and a similar number a high level of potential aggressiveness. Almost half of the minors expressed such feelings as intolerance or a desire for revenge, and Ms. Voicu-Minea found a clear weakness of the Self. Around half the sample expressed sentiments of abandonment, renunciation and solitude.

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Anomie theorists have been reporting the suppression of shared welfare orientations by the overwhelming dominance of economic values within capitalist societies since before the outset of neoliberalism debate. Obligations concerning common welfare are more and more often subordinated to the overarching aim of realizing economic success goals. This should be especially valid with for social life in contemporary market societies. This empirical investigation examines the extent to which market imperatives and values of the societal community are anchored within the normative orientations of market actors. Special attention is paid to whether the shape of these normative orientations varies with respect to the degree of market inclusion. Empirical analyses, based on the data of a standardized written survey within the German working population carried out in 2002, show that different types of normative orientation can be distinguished among market actors. These types are quite similar to the well-known types of anomic adaptation developed by Robert K. Merton in “Social Structure and Anomie” and are externally valid with respect to the prediction of different forms of economic crime. Further analyses show that the type of normative orientation actors adopt within everyday life depends on the degree of market inclusion. Confirming anomie theory, it is shown that the individual willingness to subordinate matters of common welfare to the aim of economic success—radical market activism—gets stronger the more actors are included in the market sphere. Finally, the relevance of reported findings for the explanation of violent behavior, especially with view to varieties of corporate violence, is discussed.