Cultura Associativa e Estratégias de Organização no Rio de Janeiro Imperial:Associações de Imigrantes Portugueses na Corte (1860-1889)

Este estudo que ora se apresenta tem como finalidade mais ampla dar continuidade ao processo de expansão da pesquisa sobre o fenómeno associativo no Brasil, especialmente no Rio de Janeiro da segunda metade do século XIX. O trabalho analisa, em particular, as associações beneficentes de imigrantes portugueses na corte imperial, tendo como base documental os registros de criação ou reformulação dos estatutos das associações beneficentes de imigrantes criadas na cidade do Rio de Janeiro. A ênfase recaiu no tratamento das associações beneficentes (de ajuda mútua, socorros mútuos), entendidas como manifestações de solidariedades horizontais, características do período de crise dos mecanismos culturais e políticos de dominação senhorial

On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

This paper analyses the robustness of Least-Squares Monte Carlo, a techniquerecently proposed by Longstaff and Schwartz (2001) for pricing Americanoptions. This method is based on least-squares regressions in which theexplanatory variables are certain polynomial functions. We analyze theimpact of different basis functions on option prices. Numerical resultsfor American put options provide evidence that a) this approach is veryrobust to the choice of different alternative polynomials and b) few basisfunctions are required. However, these conclusions are not reached whenanalyzing more complex derivatives.

PENELOPE-2008: A Code System for Monte Carlo Simulation of Electron and Photon Transport

The computer code system PENELOPE (version 2008) performs Monte Carlo simulation of coupledelectron-photon transport in arbitrary materials for a wide energy range, from a few hundred eV toabout 1 GeV. Photon transport is simulated by means of the standard, detailed simulation scheme.Electron and positron histories are generated on the basis of a mixed procedure, which combinesdetailed simulation of hard events with condensed simulation of soft interactions. A geometry packagecalled PENGEOM permits the generation of random electron-photon showers in material systemsconsisting of homogeneous bodies limited by quadric surfaces, i.e., planes, spheres, cylinders, etc. Thisreport is intended not only to serve as a manual of the PENELOPE code system, but also to provide theuser with the necessary information to understand the details of the Monte Carlo algorithm.