Certificate for Eight Shares of Capital Stock in Insurance Investments Limited

Certificate for 8 shares of capital stock in Insurance Investments Limited to Hamilton K. Woodruff, Aug. 12, 1929.

Certificate for Twenty Shares of Capital Stock in Skyway Limited

Certificate for 20 shares of capital stock in Skyways Limited to Hamilton K. Woodruff, Sept. 2, 1929.

Certificate for One Hundred and Twenty Shares of Preferred Stock in Skyway Limited

Certificate for 120 shares of preferred stock in Skyways Limited to Hamilton K. Woodruff, Sept. 9, 1929.

Certificate for Five and Four Fifths Shares of Capital Stock in Insurance Investments Limited

Certificate for 5 4/5 shares of capital stock in Insurance Investments Limited to Hamilton K. Woodruff, Jan. 15, 1930.

Certificate for Fifty Shares of Capital Stock Skyways Limited

Certificate for 50 shares of capital stock Skyways Limited to Hamilton K. Woodruff, Jan. 31, 1930.

Certificate for One Share of Capital Stock in St. Catharines Lawn Bowling Club

Certificate for 1 share of capital stock in St. Catharines Lawn Bowling Club to executors of the estate of Hamilton K. Woodruff, Dec. 23, 1933.

Certificate for Twenty Shares of Capital Stock in The Tait Storage Battery Company, Limited

Certificate for 20 shares of capital stock in The Tait Storage Battery Company Limited to the estate of Hamilton K Woodruff, March 2, 1934.

Copy of a report of a Committee of the Honorable and Executive Council dated May 6, 1859 approved by His Excellency the Governor General in Council

Copy of a report of a Committee of the Honorable and Executive Council dated May 6, 1859 approved by His Excellency the Governor General in Council. This is in regard to charges made by Joshua Manly of Port Colborne against Mr. Woodruff, the superintendent and other persons connected with the Welland Canal. The accusations have been substantiated by the committee. This is accompanied by a petition accusing Mr. Woodruff of gross corruption and jobbery [the practice of using a public office or position of trust for one's own advantage]. This was signed by a number of petitioners on July 2, 1858 (2 pages, handwritten), 1859.

Bill from Geoghegan and Co. Importers of Table Linen and Shirt and Stock Makers

Bill from Geoghegan and Co. Importers of Table Linen and Shirt and Stock Makers for clothing including cravats and hosiery, June 23, 1847 attached to receipt for Receipt from Family Linen Drapery, Shirt and Stock Warehouse, London England for payment on account, July 7, 1847.

Supporting social-cognitive development in the elementary years: The role of executive function and self-regulation

Every day we make decisions that have repercussions. Sometimes the effects are immediate and intended; other times the effects might be unintended or might not be apparent for years. As parents or educators, part of our role is to support the development of children’s decision-making skills, helping them to develop patterns of adaptive decision-making that will serve them well in their current lives and into the future. Part of successful decision-making involves self-control, a system served by the brain’s executive functions (EF). This involves the ability to put aside immediate reactions and base decisions on a variety of important considerations. Social-cognitive development, the ongoing improvement of the ability to get along with others and to understand others’ emotions, expressions, motivations, and intents, relies, to a large degree, on the same EF systems. The current paper explores the interaction of these two factors (the role of EF in social-cognitive development), explores the research to determine the most effective approaches to improving both factors, and develops a handbook providing activities for educators to use while supporting the growth of both EF and social-cognitive skills. Results of a needs assessment reveal that the majority (59%) of educators surveyed had never used a social skills improvement program in their classrooms, while a full 95% believed that social skills are important or very important for a student’s academic success.

The treaty between the United States and Mexico, the proceedings of the Senate therson, and message of the President and documents communicated therewith : the messages, with correspondence between the executive departament, General Scott and Mr. Trist, and other papers and proceedings of the on Senate in relation thereto, from wich the injuction of secresy has been removed...

UANL

Approche options réelles : Évaluation d’un projet de construction séquentiel de trois lignes d’embouteillage.

Rapport de recherche

Projet sur les options réelles : logiciel Crystall Ball.

Rapport de stage

Latent Variable Models for Stochastic Discount Factors.

Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time series of asset prices. In the CAPM or APT beta pricing models, the dimension reduction is cross-sectional in nature, while in time-series state-space models, dimension is reduced longitudinally by assuming conditional independence between consecutive returns, given a small number of state variables. In this paper, we use the concept of Stochastic Discount Factor (SDF) or pricing kernel as a unifying principle to integrate these two concepts of latent variables. Beta pricing relations amount to characterize the factors as a basis of a vectorial space for the SDF. The coefficients of the SDF with respect to the factors are specified as deterministic functions of some state variables which summarize their dynamics. In beta pricing models, it is often said that only the factorial risk is compensated since the remaining idiosyncratic risk is diversifiable. Implicitly, this argument can be interpreted as a conditional cross-sectional factor structure, that is, a conditional independence between contemporaneous returns of a large number of assets, given a small number of factors, like in standard Factor Analysis. We provide this unifying analysis in the context of conditional equilibrium beta pricing as well as asset pricing with stochastic volatility, stochastic interest rates and other state variables. We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals. We interpret various instantaneous causality relationships between state variables and market fundamentals as leverage effects and discuss their central role relative to the validity of standard CAPM-like stock pricing and preference-free option pricing.