991 resultados para Marcel Escoffier


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This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.

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Esta dissertação analisa os diálogos no Facebook, no perfil do Hemorio, o hemocentro do Estado do Rio de Janeiro, durante duas situações de crise, ambas no ano de 2011: as chuvas na Região Serrana do Rio de Janeiro e o ataque da Escola Municipal Tasso da Silveira, em Realengo. Embora estes períodos registrem aumento de mais de 400% nas doações de sangue voluntárias no Hemorio, não se buscou comprovar a \2018veracidade\2019 dos depoimentos ou mensurar a correlação entre as postagens e a doação efetiva. Nosso objetivo maior foi o de identificar os sentidos associados à doação de sangue, as motivações, as relações de troca e os sentimentos, tal como manifestos na mídia digital. Para alargar a compreensão do universo no qual o ato de doar está inscrito, utilizamos os estudos teóricos sobre a dádiva \2013 tanto o trabalho seminal de Marcel Mauss, o \201CEnsaio sobre a Dádiva\201D, como de autores contemporâneos, como Alain Caillé, Jacques Godbout, Paulo Henrique Martins e Alda Lacerda. Esta vertente foi conjugada com as teorias de redes sociais online (Henry Jenkins, Pierre Lévy, Mark Granovetter, Manuel Castells e Raquel Recuero), explorando as conexões entre a tríade \201Cdar, receber e retribuir\201D, como forma de estabelecer as relações sociais, e o universo digital

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Endogenous formation of N-nitroso compounds (NOCs), which are known animal carcinogens, could contribute to human carcinogenesis but definitive evidence is still lacking. To investigate the relevance of NOCs in human colorectal cancer (CRC) development, we analyzed whole genome gene expression modifications in human colon biopsies in relation to fecal NOC exposure. We had a particular interest in patients suffering from intestinal inflammation as this may stimulate endogenous NOC formation, and consequently predispose to CRC risk. Inflammatory bowel disease (IBD) patients diagnosed with ulcerative colitis and irritable bowel syndrome patients without inflammation, serving as controls, were therefore recruited. Fecal NOC were demonstrated in the majority of subjects. By associating gene expression levels of all subjects to fecal NOC levels, we identified a NOC exposure-associated transcriptomic response that suggests that physiological NOC concentrations may potentially induce genotoxic responses and chromatin modifications in human colon tissue, both of which are linked to carcinogenicity. In a network analysis, chromatin modifications were linked to 11 significantly modulated histone genes, pointing towards a possible epigenetic mechanism that may be relevant in comprehending NOC-induced carcinogenesis. In addition, pro-inflammatory transcriptomic modifications were identified in visually non-inflamed regions of the IBD colon. However, fecal NOC levels were slightly but not significantly increased in IBD patients, suggesting that inflammation did not strongly stimulate NOC formation. We conclude that NOC exposure is associated with gene expression modifications in the human colon that may suggest a potential role of these compounds in CRC development.

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In recent years, Germany has significantly increased its share of electricity produced from renewable sources, which is mainly due to the Renewable Energy Act (EEG). The EEG substantially impacts the dynamics of intra-day electricity prices by increasing the likelihood of negative prices. In this paper, we present a non-Gaussian process to model German intra-day electricity prices and propose an estimation procedure for this model. Most importantly, our model is able to generate extreme positive and negative spikes. A simulation study demonstrates the ability of our model to capture the characteristics of the data.