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[[abstract]]本文主在延伸 Amin and Bodurtha (1995) 並導出跨國股酬交換的風險中立、無套利訂價模型。在利率為HJM模型及外國股價與匯率為對數常態分配的假設下,我們可以得到一評價公式。由評價公式,我們可以發現,於二交換日之間,交換價值會因當時外國股價水準的不同而有所不同;但於契約之始或在某筆交換執行後之瞬間,外國股價水準並不影響交換的價值。此外,本文也對跨國股酬交換提供一個避險的方法.。在敏感度分析中我們發現: 1.二國利率期限結構的差異對交換的價值影響大,而其絕對的水準影響非常小。 2.在外國利率期限結構水準大於本國利率期限結構時,交換的價值亦大,且其價值隨交換期間變長而增加。 3.在所有相關係數中,以匯率與外國利率及匯率與外國股價的相關係數對交換價值影響較大,其中又以匯率與外國股價的相關係數為影響交換價值最重要的參數。 This paper derives a pricing model for a quanto equity swap in which one party pays the domestic floating interest rate and the other pays the foreign stock return determined in foreign currency but paid in domestic one. We use the risk-neutral valuation technique developed by Amin and Bodurtha (1995) to generate an arbitrage-free pricing model. We obtain a closed-form solution under further specific assumptions on parameters and state variables. Our pricing ...
This research focused on the investigation of indicators quality, data collected and methodologies of the environmental impact assessment reports related to hydroelectric inventory activities conducted by Brazilian developers. Fifty-five reports were analyzed in a period from 1995 to 2011. The methodology of analysis was basically literature review and documental analysis. Thirty indicators were used on quantitative analysis, which measure various aspects of information (reliability, accuracy, accessibility, temporal conditions, among others). The analyses were divided into three categories, such as: data, methodology and indicators. For each category of analysis, there is a main topic, in which the information is quantified and then the qualitative analysis is performed. Furthermore, this research also intend to verify the Inventory S...
The process which is generically identified as globalization has exposed SMEs to international problems similar to those of large enterprises. Targeting a response to international informational demand in developed and developing economies, the IASB edited a condensed set of norms for small and medium enterprises - the IFRS for SMEs. Although the approach of IFRS proves itself beneficial in a broader sense, it is important to address the adoption process by different countries as it involves different economic and cultural contexts. Thus, this work had the main objective of investigating the level of understanding of the accountants in the state of Paraiba regarding IFRS for SMEs. To measure the latent trait of understanding (unobservable) the Item Response Theory (IRT) was used as a measurement tool. Measurement by theory is done when...
From the moment Internet came upon as a privileged mean for information transmission, that the press tried to adapt and design a way to broadcast its editorial content on the online world. However, information technology’s development, cause and effect of the Internet, leaded to a series of transformations from the society, and the way information its consumed, which conducted to the Net Society paradigm. The press challenge has been how to maintain its predominance as a communication media, before a public with new aptitudes, access to new technologies and, above all, to a wider and more dynamic range of alternative communication sources. This study is based on the principle that the solution for a sustainable and attractive strategy for the press, starts with the comprehension of the way its public perceives the products made availa...
O objetivo deste relatório é retratar o meu processo de formação individual, que foi basicamente conduzido pela reflexão e evolução à qual estive sujeito durante este ano de estágio como professor de Educação Física. Este relatório aborda o enquadramento contextual, a intervenção pedagógica no processo ensino-aprendizagem, a participação na escola e a relação com a comunidade educativa. Em cada área são referidas todas as competências, as dificuldades e estratégias de resolução adotadas. Será realizada também uma breve contextualização para orientar as opções e decisões efetuadas durante o ano letivo. É parte integrante deste relatório uma investigação levada a cabo durante o percurso de estágio, apresentando a associação da aptidão cardiorrespiratória e o desempenho académico, verificando se há diferenças quanto ao género. São vários ...
The teacher has a fundamental role in the quality of life of children, considering that education is closely related to health. The school environment contributes to the evolution of communication and language, both oral and written. Nowadays the Internet is present in all areas and it has an important function in the provision of knowledge. Using multimedia, the Distance Education has been a common reality, in which many technologies of communication and information are used in professional and human development. The objective of this study was to prepare and introduce a CDROM in the area of speech therapy, focusing on development and possible changes in human communication, and to evaluate the quality in content and technology resources. This material was developed for use as a teaching resource in the training of teachers of child r...
Pregnancy and birth are significant experiences for most women and can bring consequences for the puerperium and influence their concepts and experiences of motherhood. Studies show that the expectant mother’s expectations influence her experiences related to birth and motherhood and highlight the current need for better preparing expectant mothers for these moments. Furthermore, government policies and the Program for Humanizing Prenatal Care and Birth in Brazil have pointed to the medicalization of childbirth and the risks that unhindered interventions may bring to mother and baby. These policies aim to humanize pre, peri and postnatal care. This study aimed to: 1) investigate first-time expectant mother’s expectations for birth and their perception of the prenatal care offered by p...
Esta pesquisa teve como objetivo identificar a percepção dos docentes de Ensino Superior em Enfermagem de uma universidade privada do interior do estado de São Paulo quanto à formação pedagógica. Trata-se de um estudo descritivo, de natureza qualitativa. A participação foi espontânea, após conhecimento da proposta do estudo e consentimento por meio de assinatura do Termo de Consentimento Livre e Esclarecido. A coleta de dados foi realizada nos meses de fevereiro e março de 2011, a população foi constituída por 17 docentes, dos quais 9 eram enfermeiros e 7 eram professores oriundos de outras categorias profissionais. Os dados foram obtidos utilizando-se o grupo focal como técnica, a pesquisadora conduziu as discussões utilizando uma questão norteadora e ao finalizar o grupo os sujeitos responderam a um questionário semiestruturado cujo ...
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