960 resultados para Probabilidade de default


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Discutimos, neste trabalho, uma proposta de utilização da história da matemática, como organizador prévio, para o ensino da análise combinatória e da probabilidade. Esse uso da história da matemática tem como objetivo desenvolver os conhecimentos subsunçores, presentes na estrutura cognitiva dos alunos, para que possa ocorrer, de forma significativa, a aprendizagem dos conceitos desses tópicos da matemática, e que serão ensinados, de modo mais detalhado, posteriormente, através dos mapas conceituais. Vale ressaltar que, a utilização dos organizadores prévios do conteúdo, assim como a teoria dos mapas conceituais, têm fundamentação teórica nos trabalhos sobre aprendizagem significativa, do psicólogo educacional David P. Ausubel.

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O paradigma de equivalência de estímulos tem se mostrado útil na explicação de processos comportamentais complexos, como aqueles envolvidos em comportamentos conceituais numéricos. Vários estudos têm buscado a compreensão de como desempenhos sob controle da função de ordem são estabelecidos e mantidos. O objetivo do presente trabalho foi verificar se classes ordinais poderiam emergir após o ensino por emparelhamento arbitrário e de produção de seqüência. Participaram do estudo três alunos com atraso no desenvolvimento. Os estímulos visuais foram formas abstratas indicando numerosidade (A), numerais cardinais (B)e nomes escritos em letras maiúsculas de numerais (C). As sessões experimentais foram conduzidas em uma sala da APAE-BELÉM e um software controlou e registrou os dados comportamentais. As relações AB/AC foram ensinadas e testou-se a emergência de três classes de equivalência. Em seguida, houve um ensino por encadeamento de respostas com estímulos de um dos conjuntos (A1A2A3) e uma sonda de seqüenciação. Então, foi avaliada a emergência de novas seqüências (B1B2B3 e C1C2C3). Posteriormente, testes de substitutabilidade foram aplicados para verificar a formação de classes ordinais (por exemplo: A1B2C3). Testes de generalização também foram apresentados para verificar se um responder envolvendo numerosidade ocorreria com novos estímulos (por exemplo: E1E2E3). Os resultados demonstraram que os participantes responderam a novas seqüências prontamente ou com emergência gradual. A análise de topografias de controle de estímulos envolvidas nesse tipo de tarefa mostrou-se útil para a compreensão da ordinalidade. Todos os participantes responderam a seqüências com novos estímulos (generalização). O procedimento mostrou-se também eficiente na transferência de funções ordinais em pessoas com atraso no desenvolvimento.

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The purpose of this research is to show the types of violence committed by teachers that were experienced and/or witnessed by future teachers during their schooling history. It's a quantitative and qualitative research. The collection, organization, and analysis of data proceeded from Content Analysis (BARDIN, 1977) and the construction of Bernard Charlot and Pierre Bourdieu's works and specific literature on the theme. The subjects are 12 students that attended the Pedagogy undergraduate program in 2011 at the Faculty of Science and Arts of the city of Araraquara in the state of São Paulo, Brazil. The data shows that the majority of the group of individuals claimed to have witnessed or experienced violence by teachers during their basic training. According to them, among the most recurring types of violence are those of symbolic nature. They attended, not equally, the public system and the private system. This enabled pointing out that violence, especially symbolic violence, occurred in both school systems. Therefore, this is a phenomenon that affects different fractions of social classes. Considering that the participants of this research are future teachers, it was established a relation with the notion of 'cycle of abuse', since there is a high possibility of them practicing the teaching function.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The approach of the subject matter in this work relies on the fact that the reliability of methods for performance analysis of materials proves critical for the result. This work focused on the development and presentation of the methodology for lifting probability curves for fatigue test (SN) according to standard E739, this focus is justified by the fact that the results in fatigue test show considerable dispersion making it difficult to reading and interpretation of data, this dispersion arises because the phenomenon of rupture is strongly influenced by internal characteristics of the material, we can then have much data ranging from test to test. Thus we set out originally for a brief study of aluminum alloys in question, as well as the treatments to which they were subjected. We also studied the behavior of materials when subjected to cyclic loading, which configures process of fatigue failure, and even fatigue test method in question. This statistical analysis is based on the ASTM E739 standard, so its contents was studied in detail so that we could present in detail the methodology and raise SN curves for different aluminum alloy 7012 subjected to fatigue test. Data were collected from tests conducted in the department of materials from two samples of aluminum alloy 7012 solubilized and precipitated by different time intervals and assayed temperature fatigue-type traction-compression, these data were then analyzed and used to survey curves using the base as E739. After lifting the curve analyzed the characteristics of the test samples and their correlation with the test results. We confirmed the effectiveness of the method of statistical analysis by ASME E739, which allowed the reading of data without this method would be very difficult to have a reading and comparison of the results for the two types... (Complete abstract click electronic access below)

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Pós-graduação em Matemática em Rede Nacional - IBILCE

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Pós-graduação em Odontologia Restauradora - ICT

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Partindo do pressuposto que risco é um conceito central na sociedade contemporânea, este estudo teve por objetivo entender o papel da mídia na circulação e consolidação da linguagem dos riscos. Tendo por base estudos anteriores, optou-se por trabalhar com um único jornal, a Folha de S. Paulo, sendo adotados três procedimentos de pesquisa: 1) mapeamento da diversidade de termos utilizados para falar sobre a possibilidade de ocorrência de eventos concebidos como ocasião para ganho ou perda; 2) análise diacrônica de uma amostra representativa de matérias com a palavra risco no título (1921 e 1998); 3) análise do uso da linguagem de risco por área temática (CD-Rom Folha, 1994-1997). Os resultados sugerem que o uso da linguagem dos riscos na mídia é recente e diversificado, apoiando-se ora na linguagem formal do cálculo de risco, ora no uso metafórico do termo, para falar de desordem na sociedade contemporânea.

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At the light of what happened in 2010 and 2011, a lot of European countries founded themselves in a difficult position where all the credit rating agencies were downgrading debt states. Problem of solvency and guarantees on the states' bond were perceived as too risky for a Monetary Union as Europe is. Fear of a contagion from Greece as well was threatening the other countries as Italy, Spain, Portugal and Ireland; while Germany and France asked for a division between risky and riskless bond in order to feel more safe. Our paper gets inspiration by Roch and Uhlig (2011), it refers to the Argentinian case examined by Arellano (2008) and examine possible interventions as monetization or bailout as proposed by Cole and Kehoe (2000). We propose a model in which a state defaults and cannot repay a fraction of the old bond; but contrary to Roch and Uhlig that where considering a one-time cost of default we consider default as an accumulation of losses, perceived as unpaid fractions of the old debts. Our contributions to literature is that default immediately imply that economy faces a bad period and, accumulating losses, government will be worse-off. We studied a function for this accumulation of debt period by period, in order to get an idea of the magnitude of this waste of resources that economy will face when experiences a default. Our thesis is that bailouts just postpone the day of reckoning (Roch, Uhlig); so it's better to default before accumulate a lot of debts. What Europe need now is the introduction of new reforms in a controlled default where the Eurozone will be saved in its whole integrity and a state could fail with the future promise of a resurrection. As experience show us, governments are not interested into reducing debts since there are ECB interventions. That clearly create a distortion between countries in the same monetary union, giving to the states just an illusion about their future debtor position.

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L'obiettivo del seguente lavoro è determinare attraverso l'uso di procedure statistico-econometriche, in particolare del metodo ECM, le previsioni per i tassi di default nel triennio 2013-2015, partendo dalle serie storiche di questi ultimi e da quelle macroeconomiche.

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This thesis is the result of a project aimed at the study of a crucial topic in finance: default risk, whose measurement and modelling have achieved increasing relevance in recent years. We investigate the main issues related to the default phenomenon, under both a methodological and empirical perspective. The topics of default predictability and correlation are treated with a constant attention to the modelling solutions and reviewing critically the literature. From the methodological point of view, our analysis results in the proposal of a new class of models, called Poisson Autoregression with Exogenous Covariates (PARX). The PARX models, including both autoregressive end exogenous components, are able to capture the dynamics of default count time series, characterized by persistence of shocks and slowly decaying autocorrelation. Application of different PARX models to the monthly default counts of US industrial firms in the period 1982-2011 allows an empirical insight of the defaults dynamics and supports the identification of the main default predictors at an aggregate level.

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In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

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After the 2008 financial crisis, the financial innovation product Credit-Default-Swap (CDS) was widely blamed as the main cause of this crisis. CDS is one type of over-the-counter (OTC) traded derivatives. Before the crisis, the trading of CDS was very popular among the financial institutions. But meanwhile, excessive speculative CDSs transactions in a legal environment of scant regulation accumulated huge risks in the financial system. This dissertation is divided into three parts. In Part I, we discussed the primers of the CDSs and its market development, then we analyzed in detail the roles CDSs had played in this crisis based on economic studies. It is advanced that CDSs not just promoted the eruption of the crisis in 2007 but also exacerbated it in 2008. In part II, we asked ourselves what are the legal origins of this crisis in relation with CDSs, as we believe that financial instruments could only function, positive or negative, under certain legal institutional environment. After an in-depth inquiry, we observed that at least three traditional legal doctrines were eroded or circumvented by OTC derivatives. It is argued that the malfunction of these doctrines, on the one hand, facilitated the proliferation of speculative CDSs transactions; on the other hand, eroded the original risk-control legal mechanism. Therefore, the 2008 crisis could escalate rapidly into a global financial tsunami, which was out of control of the regulators. In Part III, we focused on the European Union’s regulatory reform towards the OTC derivatives market. In specific, EU introduced mandatory central counterparty clearing obligation for qualified OTC derivatives, and requires that all OTC derivatives shall be reported to a trade repository. It is observable that EU’s approach in re-regulating the derivatives market is different with the traditional administrative regulation, but aiming at constructing a new market infrastructure for OTC derivatives.

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The Default Mode Network (DMN) is a higher order functional neural network that displays activation during passive rest and deactivation during many types of cognitive tasks. Accordingly, the DMN is viewed to represent the neural correlate of internally-generated self-referential cognition. This hypothesis implies that the DMN requires the involvement of cognitive processes, like declarative memory. The present study thus examines the spatial and functional convergence of the DMN and the semantic memory system. Using an active block-design functional Magnetic Resonance Imaging (fMRI) paradigm and Independent Component Analysis (ICA), we trace the DMN and fMRI signal changes evoked by semantic, phonological and perceptual decision tasks upon visually-presented words. Our findings show less deactivation during semantic compared to the two non-semantic tasks for the entire DMN unit and within left-hemispheric DMN regions, i.e., the dorsal medial prefrontal cortex, the anterior cingulate cortex, the retrosplenial cortex, the angular gyrus, the middle temporal gyrus and the anterior temporal region, as well as the right cerebellum. These results demonstrate that well-known semantic regions are spatially and functionally involved in the DMN. The present study further supports the hypothesis of the DMN as an internal mentation system that involves declarative memory functions.