Crueldad, simulacion, absurdo y amenaza: Barbarie del drama moderno y tradicion hermetica en los esperpentos de Ramon del Valle-Inclan

The purpose of this dissertation is to demonstrate that the esperpentos by the Spanish playwright Ramón del Valle-Inclán (1866–1936), represent a culminating moment of theatrical precepts of modern European drama, while perpetuating the ancient esoteric traditions of the Iberian Peninsula. Focusing on four plays—Los cuernos de Don Friolera (1920), Luces de Bohemia (1921), Las galas del difunto (1926) y La hija del Capitán (1927)—the research elucidates how this interpretation furthers understanding of the process that embraces the anti-realistic clamours during the initial decades of the XX century, up to the subsequent climax of the aesthetics of Cruelty, Absurdity, Simulation, and Menace. ^ In search for an ideal scenic language capable of reflecting the grotesque character and mystical essence of the esperpentos, this project examines the most significant works of philosophers from the hermetic tradition such as Plato, Pithagoras, Aquinas, and Flamel. Other important authors are Éliphas Lévy and H. P. Blavatsky, two personalities of great preponderance in the spiritual effervescence and occultist apotheosis at the turn of the 20th century. Finally, the mystical ideas of Spanish philosopher Roso de Luna and the psychological works on alchemy and magic by Jung find their conceptual correspondence in Valle-Inclán's aesthetic manifesto, La lámpara maravillosa. ^ The ultimate objective of this dissertation is to provide a proposal for a mise en scène of the esperpentos, aesthetically based on the simultaneous scenarios of the New Stagecraft and conceptually inspired by the mystical principles of the hermetic tradition. The comparative approach of this study establishes a dialogue between modernity and the esoteric tradition that results in a new Koncept for their representation, providing a simultaneous scenario, far from realistic theatre, and more coherent to house the magical substance of the esperpentos. ^

Three essays on asset pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lvy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Three Essays on Asset Pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Notice sur l'origine des chiffres dits arabes

par M. Gerson-Lévy

O canto dos vestibulandos em 140 caracteres: linguagem e construção de identidades no Twitter

The revolution caused by the internet and its various social networks eventually bring forth fruitful reflections on cyberculture and the power of identity construction. What seemed purely fashion has become way of being, representation of self, reality creation (Lévy, 1996). Considering language as a social phenomenon, which occurs through interaction, as explicit in Bakhtin (1929), the speech aired on social networks shapes the profile of their users, constructing identities which, according to Hall (2006), are multiple and non-permanent . This research seeks to examine the use of Twitter by school students, developing a reflection on the construction of their own identities in cyberspace. The subjects are students of Educandário Nossa Senhora das Vitórias, private school in Assú/RN, all graduates from high school. Understanding the Vestibular year as a decisive and a reflection engine ever present about their condition of students, subjects eventually express their anxieties, fears and perspectives in the virtual environment, providing us with enough material to analyze how they are high school students, expectations for appropriate selection processes, plus several representations belonging to the school environment. From the discourse conveyed on Twitter expressed in Featured posts, this study reveals the identities of high school students that emerge from it, which led the cast of some evidence. From them, despite the multiplicity of identities observed, presented some common aspects that corroborate the requirements provided for specific objectives, such as: feeling of belonging to a group - class and school; change of routine and behavior towards education; desecration of traditional teaching practices; changing the identity of students'writings. The analysis of postings enables us to know the perceptions of students regarding the school, the disciplines , the pace of studies, interest in school practices, and from such evidence, the perception of how vestibular modify your daily life and a fondness their identities as school students.

Désordres de l'homéostasie lipidique durant le développement du diabète non-insulino dépendant chez le psammomys obesus

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

Le rôle du récepteur scavenger B type I, SR-BI, dans l'absorption et le métabolisme du cholestérol au niveau intestinal

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.