885 resultados para Implied volatility (VIX)


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The aim of this dissertation was to explore teaching in higher education from the teachers’ perspective. Two of the four studies analysed the effect of pedagogical training on approaches to teaching and on self-efficacy beliefs of teachers on teaching. Of these two studies, Study I analysed the effect of pedagogical training by applying a cross-sectional setting. The results showed that short training made teachers less student-centred and decreased their self-efficacy beliefs, as reported by the teachers themselves. However, more constant training enhanced the adoption of a student-centred approach to teaching and increased the self-efficacy beliefs of teachers as well. The teacher-focused approach to teaching was more resistant to change. Study II, on the other hand, applied a longitudinal setting. The results implied that among teachers who had not acquired more pedagogical training after Study II there were no changes in the student-focused approach scale between the measurements. However, teachers who had participated in further pedagogical training scored significantly higher on the scale measuring the student-focused approach to teaching. There were positive changes in the self-efficacy beliefs of teachers among teachers who had not participated in further training as well as among those who had. However, the analysis revealed that those teachers had the least teaching experience. Again, the teacher-focused approach was more resistant to change. Study III analysed approaches to teaching qualitatively by using a large and multidisciplinary sample in order to capture the variation in descriptions of teaching. Two broad categories of description were found: the learning-focused and the content-focused approach to teaching. The results implied that the purpose of teaching separates the two categories. In addition, the study aimed to identify different aspects of teaching in the higher-education context. Ten aspects of teaching were identified. While Study III explored teaching on a general level, Study IV analysed teaching on an individual level. The aim was to explore consonance and dissonance in the kinds of combinations of approaches to teaching university teachers adopt. The results showed that some teachers were clearly and systematically either learning- or content-focused. On the other hand, profiles of some teachers consisted of combinations of learning- and content-focused approaches or conceptions making their profiles dissonant. Three types of dissonance were identified. The four studies indicated that pedagogical training organised for university teachers is needed in order to enhance the development of their teaching. The results implied that the shift from content-focused or dissonant profiles towards consonant learning-focused profiles is a slow process and that teachers’ conceptions of teaching have to be addressed first in order to promote learning-focused teaching.

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Species distribution modelling (SDM) typically analyses species’ presence together with some form of absence information. Ideally absences comprise observations or are inferred from comprehensive sampling. When such information is not available, then pseudo-absences are often generated from the background locations within the study region of interest containing the presences, or else absence is implied through the comparison of presences to the whole study region, e.g. as is the case in Maximum Entropy (MaxEnt) or Poisson point process modelling. However, the choice of which absence information to include can be both challenging and highly influential on SDM predictions (e.g. Oksanen and Minchin, 2002). In practice, the use of pseudo- or implied absences often leads to an imbalance where absences far outnumber presences. This leaves analysis highly susceptible to ‘naughty-noughts’: absences that occur beyond the envelope of the species, which can exert strong influence on the model and its predictions (Austin and Meyers, 1996). Also known as ‘excess zeros’, naughty noughts can be estimated via an overall proportion in simple hurdle or mixture models (Martin et al., 2005). However, absences, especially those that occur beyond the species envelope, can often be more diverse than presences. Here we consider an extension to excess zero models. The two-staged approach first exploits the compartmentalisation provided by classification trees (CTs) (as in O’Leary, 2008) to identify multiple sources of naughty noughts and simultaneously delineate several species envelopes. Then SDMs can be fit separately within each envelope, and for this stage, we examine both CTs (as in Falk et al., 2014) and the popular MaxEnt (Elith et al., 2006). We introduce a wider range of model performance measures to improve treatment of naughty noughts in SDM. We retain an overall measure of model performance, the area under the curve (AUC) of the Receiver-Operating Curve (ROC), but focus on its constituent measures of false negative rate (FNR) and false positive rate (FPR), and how these relate to the threshold in the predicted probability of presence that delimits predicted presence from absence. We also propose error rates more relevant to users of predictions: false omission rate (FOR), the chance that a predicted absence corresponds to (and hence wastes) an observed presence, and the false discovery rate (FDR), reflecting those predicted (or potential) presences that correspond to absence. A high FDR may be desirable since it could help target future search efforts, whereas zero or low FOR is desirable since it indicates none of the (often valuable) presences have been ignored in the SDM. For illustration, we chose Bradypus variegatus, a species that has previously been published as an exemplar species for MaxEnt, proposed by Phillips et al. (2006). We used CTs to increasingly refine the species envelope, starting with the whole study region (E0), eliminating more and more potential naughty noughts (E1–E3). When combined with an SDM fit within the species envelope, the best CT SDM had similar AUC and FPR to the best MaxEnt SDM, but otherwise performed better. The FNR and FOR were greatly reduced, suggesting that CTs handle absences better. Interestingly, MaxEnt predictions showed low discriminatory performance, with the most common predicted probability of presence being in the same range (0.00-0.20) for both true absences and presences. In summary, this example shows that SDMs can be improved by introducing an initial hurdle to identify naughty noughts and partition the envelope before applying SDMs. This improvement was barely detectable via AUC and FPR yet visible in FOR, FNR, and the comparison of predicted probability of presence distribution for pres/absence.

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We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries - Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 2001. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed reprint information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 2001. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of avocadoes. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website http://www.deedi.qld.gov.au/ (Select: Queenslands Industries - Agriculture Link) This publication has been reprinted as a digital book without any changes to the content published in 2000. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 2000. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of papaw. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries - Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1999. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1999. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of mangoes. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.daf.qld.gov.au This publication has been reprinted as a digital book without any changes to the content published in 1997. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1997. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of citrus. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries - Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1997. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1997. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of Rockmelon and Honeydew. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries – Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1999. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1999. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of capsicum and chilli. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries – Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1999. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1999. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of cashews. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries – Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1998. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1998. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of custard apples. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries – Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1997. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1997. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of strawberries. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries – Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1998. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1998. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of Tomatoes. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.deedi.qld.gov.au (Select: Queensland Industries – Agriculture link) This publication has been reprinted as a digital book without any changes to the content published in 1998.. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1998. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of tropical bananas. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.

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Each Agrilink kit has been designed to be both comprehensive and practical. As the kits are arranged to answer questions of increasing complexity, they are useful references for both new and experienced producers of specific crops. Agrilink integrates the technology of horticultural production with the management of horticultural enterprises. REPRINT INFORMATION - PLEASE READ! For updated information please call 13 25 23 or visit the website www.daf.qld.gov.au This publication has been reprinted as a digital book without any changes to the content published in 1997. We advise readers to take particular note of the areas most likely to be out-of-date and so requiring further research: see detailed information on first page of the kit. Even with these limitations we believe this information kit provides important and valuable information for intending and existing growers. This publication was last revised in 1997. The information is not current and the accuracy of the information cannot be guaranteed by the State of Queensland. This information has been made available to assist users to identify issues involved in the production of potato. This information is not to be used or relied upon by users for any purpose which may expose the user or any other person to loss or damage. Users should conduct their own inquiries and rely on their own independent professional advice. While every care has been taken in preparing this publication, the State of Queensland accepts no responsibility for decisions or actions taken as a result of any data, information, statement or advice, expressed or implied, contained in this publication.