Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Branching random motions, nonlinear hyperbolic systems and traveling waves

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.

Configuración de la interfaz discurso-gramática en el lenguaje del profesor de preescolar en el aula ILE : presentación de una red sistémica como herramienta para un análisis sistemático de las funciones reguladoras. Modelling the discourse-grammar interface of ELF pre-school teacher talk (native and non-native) : proposal of a system network enabling the systematic analysis of regulatory functions.

Esta investigación pretende alcanzar dos objetivos. Cubrir el vacío existente en los estudios de las funciones comunicativas del habla de profesores, en este caso de inglés como Lengua Extranjera (ILE) destinado a nivel preescolar, y configurar una interfaz discurso-gramática de las funciones reguladoras del lenguaje.. En primer lugar, para lograr un análisis discursivo-semántico, en este trabajo se diseña la Red Sistémica de Funciones Reguladoras, RSFR, una herramienta que resume las diferentes opciones discursivo-semánticas de los contextos de las funciones reguladoras. A continuación, se analizan los datos en el estrato léxico-gramatical para facilitar conclusiones sobre la relación función-realización formal. Por último se exponen las similitudes y diferencias en la producción lingüística de las funciones reguladoras entre profesores nativos y no nativos.. Las aportaciones más destacadas de esta investigación son cuatro: hacer posible un estudio sistemático del significado mediante el diseño de una herramienta; la propuesta de una taxonomía de funciones reguladoras; el análisis de la dependencia entre las funciones reguladoras, y sus realizaciones lingüísticas; y las diferencias encontradas en la comparación del discurso del profesor nativo y no-nativo..

Analysis of Spanish regions results in PISA 2006 using parametric distance functions. 'Análisis de los resultados de las regiones españolas en PISA 2006 utilizando funciones paramétricas de distancia'.

Resumen basado en el de la publicación

700 classroom activities : conversation, functions, grammar, vocabulary.

Es un recurso docente con más de setecientas actividades prácticas que no requieren preparación y pueden ser utilizado por profesores con y sin experiencia. Se divide en cuatro secciones: conversación, funciones, gramática y vocabulario; las actividades dentro de estas secciones están organizadas en categorías ordenadas de modo alfabético.

Los equipos de orientación del sector : funciones y modelos de intervención = External guidance services : functions and intervention models.

Resumen basado en el del autor

Solving problems on functions : role of the graphic calculator. 'Resolución de problemas sobre funciones : papel de la calculadora gráfica'.

Resumen basado en el de la publicación

Psychometric characteristics of the BRIEF scale for the assessment of executive functions in Spanish clinical population

Resumen tomado de la publicaci??n

Prevalence and functions of non-suicidal self-injury in Spanish adolescents

Resumen tomado de la publicaci??n

Computing Distance Functions from Generalized Sources on Weighted Polyhedral Surfaces

We present algorithms for computing approximate distance functions and shortest paths from a generalized source (point, segment, polygonal chain or polygonal region) on a weighted non-convex polyhedral surface in which obstacles (represented by polygonal chains or polygons) are allowed. We also describe an algorithm for discretizing, by using graphics hardware capabilities, distance functions. Finally, we present algorithms for computing discrete k-order Voronoi diagrams

Negative Fukui functions: new insights based on electronegativity equalization

The occurrence of negative values for Fukui functions was studied through the electronegativity equalization method. Using algebraic relations between Fukui functions and different other conceptual DFT quantities on the one hand and the hardness matrix on the other hand, expressions were obtained for Fukui functions for several archetypical small molecules. Based on EEM calculations for large molecular sets, no negative Fukui functions were found

Critical thoughts on computing atom condensed Fukui functions

Different procedures to obtain atom condensed Fukui functions are described. It is shown how the resulting values may differ depending on the exact approach to atom condensed Fukui functions. The condensed Fukui function can be computed using either the fragment of molecular response approach or the response of molecular fragment approach. The two approaches are nonequivalent; only the latter approach corresponds in general with a population difference expression. The Mulliken approach does not depend on the approach taken but has some computational drawbacks. The different resulting expressions are tested for a wide set of molecules. In practice one must make seemingly arbitrary choices about how to compute condensed Fukui functions, which suggests questioning the role of these indicators in conceptual density-functional theory

Linear response functions for a vibrational configuration interaction state

Linear response functions are implemented for a vibrational configuration interaction state allowing accurate analytical calculations of pure vibrational contributions to dynamical polarizabilities. Sample calculations are presented for the pure vibrational contributions to the polarizabilities of water and formaldehyde. We discuss the convergence of the results with respect to various details of the vibrational wave function description as well as the potential and property surfaces. We also analyze the frequency dependence of the linear response function and the effect of accounting phenomenologically for the finite lifetime of the excited vibrational states. Finally, we compare the analytical response approach to a sum-over-states approach

Estimation of age- and stage-specific Catalan breast cancer survival functions using US and Catalan survival data

During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia

Museums and quality, from the concept of the museum that carries out functions to the museum that provides services

Quality management Self-evaluation of the organisation Citizens/customers satisfaction Impact on society evaluation Key performance evaluation Good practices comparison (Benchmarking) Continuous improvement In professional environments, when quality assessment of museums is discussed, one immediately thinks of the honourableness of the directors and curators, the erudition and specialisation of knowledge, the diversity of the gathered material and study of the collections, the collections conservation methods and environmental control, the regularity and notoriety of the exhibitions and artists, the building’s architecture and site, the recreation of environments, the museographic equipment design. We admit that the roles and attributes listed above can contribute to the definition of a specificity of museological good practice within a hierarchised functional perspective (the museum functions) and for the classification of museums according to a scale, validated between peers, based on “installed” appreciation criteria, enforced from above downwards, according to the “prestige” of the products and of those who conceive them, but that say nothing about the effective satisfaction of the citizen/customers and the real impact on society. There is a lack of evaluation instruments that would give us a return of all that the museum is and represents in contemporary society, focused on being and on the relation with the other, in detriment of the ostentatious possession and of the doing in order to meet one’s duties. But it is only possible to evaluate something by measurement and comparison, on the basis of well defined criteria, from a common grid, implicating all of the actors in the self-evaluation, in the definition of the aims to fulfil and in the obtaining of results.