Numerical simulation of long-term twin-tunnel behaviour at St James's park

The twin-tunnel construction of the Jubilee Line Extension tunnels beneath St James's Park was simulated using coupled-consolidation finite-element analyses. The effect of defining different permeabilities for the final consolidation stage was investigated, and the performance of a fissure softening model was also evaluated. The analyses suggested an unexpectedly high permeability anisotropy for soil around the tunnel crown, possibly due to stress-induced permeability changes, or low-permeability laminations. Also, the permeability profile and lining conductivity were found to differ between the tunnels. Inclusion of the fissure model gave a narrower settlement trough, more alike that in the field, by preferentially softening simple shear behaviour. Long-term settlements at the site continue to increase at an unexpectedly high rate, suggesting the possibility of creep or unexpected soil softening during excavation. © 2012 Taylor & Francis Group.

James Joyce and the Problem of Psychoanalysis

Thurston, L. (2004). James Joyce and the Problem of Psychoanalysis. Cambridge: Cambridge University Press. RAE2008

Robert Heinich, Michael Molenda, James D. Russell, Sharon E. Smaldino, Instructional Media and Technologies for Learning, Prentice-Hall, Inc., Englewood Cliffs, New Jersey 1996, ss. 446. Steven Hackbarth, The Educational Technology Handbook. A Comprehensive Guide, Educational Technology Publications Inc., Englewood Cliffs, New Jersey 1996, ss. 351

Recenzje i sprawozdania z książek

An address delivered on the occasion of the funeral of the Rev. William James

Address

In Memoriam James William McFerrin

Memoriam.

A Collection of Memorial Addresses about the Death of James A. Garfield

Printed pamphlet of sermons presented by ministers and pastors after the death of President James A. Garfield.

Thoughts from modern martyrs/ edited and arranged by James Anthony Walsh.

http://www.archive.org/details/thoughtsfrommode00walsuoft

Daybreak in Livingstonia; the story of the Livingstonia mission, British Central Africa, by James W. Jack.

http://www.archive.org/details/daybreakinliving011984mbp

Human progress through missions / by James L. Barton.

http://www.archive.org/details/humanprogressthr00bartuoft

James Evans : inventor of the syllabic system of the Cree language / by John McLean ... (Robin Rustler).

http://www.archive.org/details/jamesevans00maclrich

Foreign missions after a century / by James S. Dennis

http://www.archive.org/details/foreignmissionsa008429mbp

Greenland, and other poems / by James Montgomery.

http://www.archive.org/details/greenlandandothe00montuoft

A study of the Hobson and Rogers volatility model

We firstly examine the model of Hobson and Rogers for the volatility of a financial asset such as a stock or share. The main feature of this model is the specification of volatility in terms of past price returns. The volatility process and the underlying price process share the same source of randomness and so the model is said to be complete. Complete models are advantageous as they allow a unique, preference independent price for options on the underlying price process. One of the main objectives of the model is to reproduce the `smiles' and `skews' seen in the market implied volatilities and this model produces the desired effect. In the first main piece of work we numerically calibrate the model of Hobson and Rogers for comparison with existing literature. We also develop parameter estimation methods based on the calibration of a GARCH model. We examine alternative specifications of the volatility and show an improvement of model fit to market data based on these specifications. We also show how to process market data in order to take account of inter-day movements in the volatility surface. In the second piece of work, we extend the Hobson and Rogers model in a way that better reflects market structure. We extend the model to take into account both first and second order effects. We derive and numerically solve the pde which describes the price of options under this extended model. We show that this extension allows for a better fit to the market data. Finally, we analyse the parameters of this extended model in order to understand intuitively the role of these parameters in the volatility surface.