1000 resultados para Hedging des Mengenrisikos


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Relatório da Prática Profissional Supervisionada Mestrado em Educação Pré-Escolar

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Dissertação para obtenção do Grau de Mestre em Contabilidade e Finanças Orientador: Mestre, Gabriela Pinheiro

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The reef levels of the gulf of skoura belong to the reef formation of the Upper Miocene of the South-Rifan straits. A detailed analysis of the vertical distribution of various forms of colonies has led to the establishment of precise coral morphologies zonation. This palaeoecological approach leads us to distinguish between two environments in the Skoura gulf, probably corresponding to two reef episodes. The palaeogeographical implications (relationships between the Atlantic ocean and the Mediterranean sea) will be pointed out.

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Trabalho de Projecto submetido à Escola Superior de Teatro e Cinema para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Teatro - especialização em Teatro e Comunidade.

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Tese de doutoramento em Línguas e Literaturas Românicas, Literatura Românica Comparada

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Tese apresentada para cumprimento dos requisitos necessários à obtenção do grau de Doutor em Linguística – Lexicologia/Lexicografia/Terminologia

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Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Terminologia e Gestão da Informação de Especialidade

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En lisant cet extrait de journal qui ouvre le livre « Le Sacrifice humain en Grèce ancienne » de Pierre Bonnechère, on peut se rendre compte que l’homme a toujours éprouvé, face au sacrifice humain, une sorte de mélange entre horreur, mystère et attraction, une « fascination étrange » 1 qui a amené les intellectuels, les écrivains et les artistes du monde entier à chercher à comprendre comment et pourquoi, hier comme aujourd’hui, le sacrifice humain continue à être une composante des pratiques rituelles des différents cultes, religieux ou pas, puisqu’il existe toujours des réminiscences de ces pratiques.

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Medievalista [Em linha]. Nº10, (Julho 2011). Direc. José Mattoso. Lisboa: IEM.

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This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

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In this work we are going to evaluate the different assumptions used in the Black- Scholes-Merton pricing model, namely log-normality of returns, continuous interest rates, inexistence of dividends and transaction costs, and the consequences of using them to hedge different options in real markets, where they often fail to verify. We are going to conduct a series of tests in simulated underlying price series, where alternatively each assumption will be violated and every option delta hedging profit and loss analysed. Ultimately we will monitor how the aggressiveness of an option payoff causes its hedging to be more vulnerable to profit and loss variations, caused by the referred assumptions.

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Cette étude examine deux copies de la "Vie et Passion de Jésus Christ" conservées par la Cinémathèque suisse avec une première préoccupation de type philologique qui conduit à prendre la mesure de l'autonomisation de chacun des "tableaux" composant le film et de l'hétérogénéité de ce dernier. Puis les constats émis à propos du support matériel sont articulés avec une réflexion d'ordre esthétique qui dégage l'importance de l'"effet-tableau" inscrivant cette production filmique dans une généalogie plus large. Le cinéma étant alors le lieu de convergences entre diverses séries culturelles, l'article envisage les liens entre la production Pathé et une pratique jusqu'ici peu discutée dans ce contexte, celle du tableau vivant. This article is a study of two copies of the "Life and Passion of Jesus Christ" held at the Cinemathèque suisse. Our first, broadly philological, concern is to recognise the degree of autonomy of each of the "tableaus" that make up the film, thus establishing the latter's heterogeneous composition. Secondly, adopting a more aesthetic approach, we discuss the importance of the tableau-effect, placing this kind of film production in a wider genealogical context. Given that cinema was at the time a meeting place for different cultural sequences, this article the examines the links between Pathe films and the "tableau vivant", a practice that until now has been rarely discussed in this regard.