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Dissertations / Theses on the topic 'Hesiod'

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Published: 4 June 2021
Last updated: 25 July 2025

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1

Stoddard, Kathryn. "The narrative voice in the "Theogony" of Hesiod /." Leiden : Brill, 2004. http://catalogue.bnf.fr/ark:/12148/cb39219259j.

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2

Schott, C. Joseph. "Hesiod's 'Eris and Vergil's labor in the Georgics /." The Ohio State University, 1994. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487854314870809.

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3

Naddaf, Gerard. "La alegoría. Orígenes y desarrollo de la filosofía desde los presocráticos hasta la Ilustración." Pontificia Universidad Católica del Perú - Departamento de Humanidades, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/113274.

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Much has been written on the famous transition from muthos to logos or from myth to reason. However, there is little on how the proponents of myth responded. They fought back with mutho-logia, that is, with a logos about myth. This rational approach invoked the same logos that is generally associated with philosophia. In fact, philosophia and muthologia are at times so intimately connected that until the Enlightenment period, it is often diffi­cult to distinguish between them. This is due to the spell of myth or more precisely because of the allegorical interpretation of myth. In this essay, I
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4

Fakas, Christos. "Der Hellenistische Hesiod : Arats Phainomena und die Tradition der antiken Lehrepik /." Wiesbaden : Dr. Ludwig Reichert Verlag, 2001. http://catalogue.bnf.fr/ark:/12148/cb38969094m.

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5

Boparai, Jaspreet Singh. "Politian's Hellenism : Homer, Hesiod, Theocritus, Aratus and Callimachus translated, adapted and commented." Thesis, University of Cambridge, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708799.

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6

Park, Arum. "Parthenogenesis in Hesiod’s Theogony." Penn State University Press, 2014. http://hdl.handle.net/10150/622192.

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This article examines female asexual reproduction, or parthenogenesis, in Hesiod’s Theogony and argues that it is a symptom of the unprecedented and unparalleled female presence Hesiod inserts into his cosmos. This presence in turn reflects Hesiod’s incorporation of gender difference and conflict as indispensable both to the creation and, paradoxically, to the stability of the universe. Five of Hesiod’s deities reproduce parthenogenetically: Chaos, Gaea, Night, Strife, and Hera, of whom all but the sexually indeterminate Chaos are female. Hesiod’s male gods have no analogous reproductive abil
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7

Asquith, Helen Catherine Aeronwy. "Listed narratives in Greek poetry from Hesiod to Callimachus : the development of a genre." Thesis, University of Cambridge, 2006. https://www.repository.cam.ac.uk/handle/1810/251986.

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8

Aguiar, Heloíse Cardoso da Silva. "Possíveis paralelismos entre Os trabalhos os dias de Hesíodo e a República de Platão." Universidade Federal de Goiás, 2018. http://repositorio.bc.ufg.br/tede/handle/tede/8905.

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Submitted by Liliane Ferreira (ljuvencia30@gmail.com) on 2018-09-24T13:02:39Z No. of bitstreams: 2 Dissertação - Heloíse Cardoso da Silva Aguiar - 2018.pdf: 1388684 bytes, checksum: 59f754782221720a404a54d041c79f52 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5)<br>Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-09-24T13:30:27Z (GMT) No. of bitstreams: 2 Dissertação - Heloíse Cardoso da Silva Aguiar - 2018.pdf: 1388684 bytes, checksum: 59f754782221720a404a54d041c79f52 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf
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9

Mota, Késia Viviane da. "Estudo do mito através da análise literária d"O Certame Homero-Hesíodo"." Universidade Federal da Paraí­ba, 2014. http://tede.biblioteca.ufpb.br:8080/handle/tede/6271.

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Made available in DSpace on 2015-05-14T12:39:55Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1291304 bytes, checksum: 9542dd794ea06b8a29e2b22eeddec2c2 (MD5) Previous issue date: 2014-02-27<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES<br>This research, entitled STUDY OF MYTH THROUGH LITERARY ANALYSIS OF "THE CONTEST OF HOMER AND HESIOD", aims to present a theoretical study on the myth from the analysis of a literary text whose authorship is attributed to Hesiod, The Contest of Homer and Hesiod. In order to achieve its objective, the research part of the reflectio
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10

Naddaf, Gerard. "Algunas reflexiones sobre la noción griega temprana de inspiración poética." Pontificia Universidad Católica del Perú - Departamento de Humanidades, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/112947.

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El origen y significado de la inspiración poética” ha sido siempre objeto de considerable controversia. Lo que los críticos no preguntan muy a menudo es: ¿cuáles son las palabras o frases que los textos poéticos tempranos, previos al Período Clásico, usaron para expresar el genio poético o mousikē que nosotros asociamos con la inspiración en la poesía griega temprana? En este ensayo examino, en primer lugar y principalmente, tanto la terminología empleada por Homero y Hesíodo para expresar la experiencia poética, como el rol del aoidoso cantor/poeta en sus descripciones respectivas. Sostengo n
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11

Martenn, Kristopher Andrew. "Ouranos." Bowling Green, Ohio : Bowling Green State University, 2010. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=bgsu1268071854.

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Thesis (M.M.)--Bowling Green State University, 2010.<br>Document formatted into pages; contains 1 score (33 p.) For flute, oboe, clarinet in B♭, bassoon, horn in F, piano and strings. Duration: 11 min. Includes bibliographical references.
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12

Hattori, Austin A. "Dreams of Mount Helicon: Callimachus and Oneiric Inspiration." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613732017667735.

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13

SOARES, DIONISIO OLIVEIRA. "HESIOD AND DANIEL: THE RELATIONS BETWEEN THE MYTH OF AGES AND THE NEBUCHADNEZZAR S DREAM OF A COMPOUND STATUE." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8970@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>A análise da correspondência entre Hesíodo e Daniel revelou-se, surpreendentemente, profícua, especialmente no que diz respeito ao mito das cinco raças, em Os Trabalhos e os dias, do primeiro, e ao sonho da estátua compósita, no livro que leva o nome do segundo. A analogia revela que, guardadas as devidas proporções em termos de marco social, língua e cultura de uma forma geral, os pontos de contato se dão a partir das fontes comuns, repercutidas na estrutura e no gênero
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14

Falcone, Vincent. "An Age Worse than Iron: The Evolution of the Myth of the Ages." Thesis, Boston College, 2004. http://hdl.handle.net/2345/440.

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Thesis advisor: David Gill<br>The idea that mankind's history is one of regress rather than of progress has been seen as central to the classical outlook on life. Bury and others have gone so far as to state that the idea of Progress in its modern sense could not have even occurred to the Greeks. This is perhaps too extreme, but it does reflect an important point: if regression over time was not the only idea for the Greeks, it was at least the dominant one. No story in classical literature reflects this idea more clearly than the Myth of the Ages. The earliest extant version of the story come
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15

DiLorenzo, Kate. ""To share in the roses of Pieria" relationships to the Muses' gift in the epic poets and Sappho /." Diss., Connect to the thesis, 1992. http://hdl.handle.net/10066/1475.

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16

Zanon, Camila Aline. "Onde vivem os monstros: criaturas prodigiosas na poesia hexamétrica arcaica." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/8/8143/tde-13022017-130921/.

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O objetivo desta tese é analisar as criaturas amiúde consideradas monstruosas bem como os termos geralmente traduzidos por monstro presentes em três poemas da tradição de poesia hexamétrica arcaica, a saber, a Teogonia de Hesíodo, o Hino Homérico a Apolo e a Odisseia de Homero. A análise dessas criaturas tem como foco o modo como são descritas e o papel que desempenham nas narrativas contidas nesses poemas, para a qual são utilizadas como abordagem teórico-metodológica a referencialidade tradicional proposta e desenvolvida por John Miles Foley ao longo da década de 1990 bem como a perspectiva
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17

Konrad, Christopher Karl. "Who is it that writes? Poetry and the plural self." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2010. https://ro.ecu.edu.au/theses/444.

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‘Who is it that writes?’ is the central question of this thesis, which consists of a creative and a critical component. The creative work “Letters to Mark” is an attempt to address the questions, as similarly formulated by the poet Fernando Pessoa; who, really, am I? How many am I and, who is it that writes? It is a profoundly personal work, the origins of which reach back to my earliest days when I was first arrested by Nietzsche’s Thus Spake Zarathustra. I have always wanted to ‘answer’ Zarathustra, that is, respond stylistically and address some of Nietzsche’s key ideas in that book which I
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18

Chacón, Leiva Natalia. "Βίος et ζωή chez Aristote : qu’est-ce que la vie pour un biologiste?" Thesis, Paris 8, 2014. http://www.theses.fr/2014PA080042.

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Le présent travail s’inscrit dans une démarche de reconstitution de la notion de vie au sein de la pensée antique. Il s’agit de rétablir son sens au coeur de la langue et de la culture grecque, et particulièrement, à l’intérieur de la philosophie et de la pensée aristotélicienne. L’étude s’organise autour de deux termes fondamentaux et propres à la langue grecque, à savoir les mots βίος et ζωή. La première partie s’attache à dégager la forme et le sens «original» des mots, et étudie les facteurs linguistiques et culturels intervenant dans la formation et l’évolution de la forme et du sens des
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19

Nicolai, Walter [Verfasser]. "Hesiods Erga : Beobachtungen zum Aufbau / Walter Nicolai." Mainz : Universitätsbibliothek der Johannes Gutenberg-Universität Mainz, 2011. http://d-nb.info/1220952168/34.

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20

Tedeschi, Guillaume. "Etude philologique du texte d'Hésiode aux époques hellénistique et romaine." Doctoral thesis, Universite Libre de Bruxelles, 2012. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209752.

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La présente dissertation analyse toutes les prises de position attribuées dans les scholies hésiodiques à un commentateur de l'Antiquité. Cette étude a pour optique d'apporter un regard nouveau sur les méthodes philologiques appliquées par les exégètes des époques hellénistique et romaine à la lecture des textes poétiques archaïques.<br>Doctorat en Langues et lettres<br>info:eu-repo/semantics/nonPublished
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21

Newington, Samantha Jane. "Hesiod's 'Theogony'." Thesis, Durham University, 2006. http://etheses.dur.ac.uk/2698/.

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This thesis offers a textual interpretation of the Theogony, which is a text often ascribed by classical scholars to the author Hesiod. The thesis then turns its attention to discuss the narrative findings in relation to historical determined interpretations of early Greek literary texts. The thesis will examine how a culture determined interpretation of ancient literary sources can either negate or support a narrative approach. Chapter One of this thesis focuses on determining a methodological approach for text analysis, and does so by providing a critique of the traditional methods of Chapte
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22

Miller-Dorangeon, Emeline. "Aristophane et l’épopée : Formes et fonctions des parodies, citations et imitations épiques dans les comédies d’Aristophane." Thesis, Lyon, 2016. http://www.theses.fr/2016LYSE3031.

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Ce travail décrit les différentes formes que prennent les emprunts à l'épopée dans les comédies d'Aristophane afin de définir le rapport construit par la comédie entre les deux genres littéraires, entre dérision comique et hommage littéraire, ruptures et continuités idéologiques, filiations et innovations poétiques<br>This study tries to describe the various forms of Aristophanic borrowing to epic poetry, in order to define the relationship between the two genres: mockery or homage to the poet, ideological break or continuity, poetic filiation or innovation?
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23

Bassino, Paola. "Certamen Homeri et Hesiodi : introduction, critical edition and commentary." Thesis, Durham University, 2013. http://etheses.dur.ac.uk/8448/.

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This dissertation provides an up-to-date introduction to the Certamen Homeri et Hesiodi, a critical edition of the text, and the first commentary in English on it. The Certamen is an anonymous work composed around the second century AD. It gives an account of the lives of Homer and Hesiod and of their poetic contest by re-elaborating biographical anecdotes attested from the sixth century BC onwards. As a biographical work that draws on older texts and oral traditions which developed over hundreds of years, it yields unique insights into the reception of early Greek Epic in the course of classi
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24

Hütwohl, Dannu. "The Birth of Sacrifice: Ritualized Deities in Eastern Mediterranean Mythology." The Ohio State University, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1606754016335887.

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25

Violas, Aurore. "Les préverbes a)na- et kata- en grec ancien (Homère, Hésiode, Hérodote) : étude linguistique." Thesis, Paris 4, 2014. http://www.theses.fr/2014PA040216.

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Les préverbes a)na- et kata- sont souvent considérés comme un couple complémentaire, parce qu’avec des verbes de déplacement a)na- marque un mouvement vers le haut et kata- un mouvement vers le bas. Ces deux préverbes ont pourtant eu des emplois très variés qui dépassent largement l’emploi spatial.L’étude des composés présents dans les oeuvres d’Homère, Hésiode et Hérodote permet d’identifier les connotations essentielles associées à ces préverbes dès les premiers textes. A défaut de pouvoir identifier une Urbedeutung, il est possible de comprendre comment le sens de ces préverbes a évolué d’u
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26

Solntseva, Irina. "Les récits de Platon sur le passé : entre le mythe et l'histoire." Thesis, Paris 4, 2015. http://www.theses.fr/2015PA040083.

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Face à la diversité des textes platoniciens consacrés au passé, les commentateurs ont le plus souvent proposé d'y voir soit une philosophie de l'histoire unitaire et profondément pessimiste, soit une simple forme rhétorique permettant à Platon de défendre ses différentes idées. En mettant en cause la lecture historiciste des récits sur l’origine et la chute de l'État idéal dans la République et du mythe cosmologique du Politique, nous en présentons une lecture analytique, tout en prenant en compte le rapport qu'entretiennent ces textes avec la tradition hésiodique et sophistique des récits sur
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27

Dias, Filho Vanderlei do Carmo [UNESP]. "Mito e realidade em Hesíodo." Universidade Estadual Paulista (UNESP), 2008. http://hdl.handle.net/11449/91566.

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Made available in DSpace on 2014-06-11T19:25:24Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-03-07Bitstream added on 2014-06-13T20:53:12Z : No. of bitstreams: 1 diasfilho_vc_me_arafcl.pdf: 224478 bytes, checksum: 75834ae5b0418dfe95095089090bfeb3 (MD5)<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)<br>Hesíodo é um nome relativamente desconhecido fora de círculos especializados dentro dos Estudos Clássicos. Apesar disso, juntamente com seu contemporâneo mais célebre, Homero, o poeta deu aos gregos a imagem dos deuses tal qual a conhecemos hoje. Em suas duas pr
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28

Dias, Filho Vanderlei do Carmo. "Mito e realidade em Hesíodo /." Araraquara : [s.n.], 2008. http://hdl.handle.net/11449/91566.

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Orientador: Fernando Brandão dos Santos<br>Banca: José Djalma Dezotti<br>Banca: Mary de Camargo Neves Lafer<br>Resumo: Hesíodo é um nome relativamente desconhecido fora de círculos especializados dentro dos Estudos Clássicos. Apesar disso, juntamente com seu contemporâneo mais célebre, Homero, o poeta deu aos gregos a imagem dos deuses tal qual a conhecemos hoje. Em suas duas principais obras, a Teogonia e Os Trabalhos e os dias, Hesíodo compõe e coloca em prática os mitos helenos, aplica-os ao cotidiano do homem do campo. Apesar de serem praticamente contemporâneos, Hesíodo e Homero têm em co
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29

Kriel, Hiltje. "Volatility derivatives in the Heston framework." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8524.

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Includes bibliographical references.<br>A volatility derivative is a financial contract where the payoff depends on the realized variance of a specified asset's returns. As volatility is in reality a stochastic variable, not deterministic as assumed in the Black-Scholes model, market participants may surely find volatility derivatives to be useful for hedging and speculation purposes. This study explores the construction and calibration of the Heston stochastic volatility model and the pricing of some volatility derivatives within this framework.
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30

Patel, Riaz. "Approximating the Heston-Hull-White Model." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/30881.

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The hybrid Heston-Hull-White (HHW) model combines the Heston (1993) stochastic volatility and Hull and White (1990) short rate models. Compared to stochastic volatility models, hybrid models improve upon the pricing and hedging of longdated options and equity-interest rate hybrid claims. When the Heston and HullWhite components are uncorrelated, an exact characteristic function for the HHW model can be derived. In contrast, when the components are correlated, the more useful case for the pricing of hybrid claims, an exact characteristic function cannot be obtained. Grzelak and Oosterlee (2011)
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31

Broodryk, Ryan. "The Lifted Heston Stochastic Volatility Model." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/32614.

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Can we capture the explosive nature of volatility skew observed in the market, without resorting to non-Markovian models? We show that, in terms of skew, the Heston model cannot match the market at both long and short maturities simultaneously. We introduce Abi Jaber (2019)'s Lifted Heston model and explain how to price options with it using both the cosine method and standard Monte-Carlo techniques. This allows us to back out implied volatilities and compute skew for both models, confirming that the Lifted Heston nests the standard Heston model. We then produce and analyze the skew for Lifted
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32

Chacón, Leiva Natalia. "Βίος et ζωή chez Aristote : qu’est-ce que la vie pour un biologiste?" Electronic Thesis or Diss., Paris 8, 2014. http://www.theses.fr/2014PA080042.

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Le présent travail s’inscrit dans une démarche de reconstitution de la notion de vie au sein de la pensée antique. Il s’agit de rétablir son sens au coeur de la langue et de la culture grecque, et particulièrement, à l’intérieur de la philosophie et de la pensée aristotélicienne. L’étude s’organise autour de deux termes fondamentaux et propres à la langue grecque, à savoir les mots βίος et ζωή. La première partie s’attache à dégager la forme et le sens «original» des mots, et étudie les facteurs linguistiques et culturels intervenant dans la formation et l’évolution de la forme et du sens des
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33

Vitale, Antonio. "La funzione distanza nel modello di Heston." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2019. http://amslaurea.unibo.it/18252/.

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Il modello di Heston è un modello economico con volatilità stocastica per il calcolo delle quotazioni azionarie. Studiamo nella presente tesi, la funzione distanza Riemanniana associata al modello di Heston e otteniamo formule esplicite per tale funzione utilizzando metodi geometrici e studiandone il legame con il metodo analitico. L'approccio geometrico si basa sullo studio delle geodetiche di Heston, mentre l'approccio analitico sfrutta i collegamenti tra la funzione distanza di Heston e la funzione distanza di Carnot-Carathéodory nel piano di Grushin.
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34

Canevaro, Lilah-Grace. "Hesiod's works and days : an interpretative commentary." Thesis, Durham University, 2012. http://etheses.dur.ac.uk/5255/.

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Hesiod’s Works and Days was performed in its entirety, but was also relentlessly excerpted, quoted and reapplied. This thesis places the Works and Days within these two modes of reading and argues that the text itself, through Hesiod’s complex mechanism of rendering elements self-contained and detachable whilst tethering them to their context for the purposes of the poem, sustains both treatments. However, Hesiod gives remarkably little advice on how to negotiate such modes of reading. The seeds of reception are there in the poem’s structure and formulation, but a fully worked out schema of us
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35

Bucic, Ida. "Heston vs Black Scholes stock price modelling." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-105614.

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In this thesis the Black Scholes and the Heston stock prices are investigated and the models are compared. The Black Scholes model assumes that the volatility is constant, while the Heston model allows stochastic volatility which is more flexible and can perform better with empirical data. Both models are analysed and simulated, and the parameters are estimated based on empirical data of S&amp;P 500. Results are based on simulations and characteristic functions which are presented with figures of probability density functions.
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Lištiak, Filip. "Zdokonalení pravděpodobnostních metod pro lámání hesel." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2019. http://www.nusl.cz/ntk/nusl-403174.

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This thesis describes passwords cracking using probabilistic context-free grammars, specifically PCFG Cracker tool. The aim of the thesis is to design and implement enhancements to this tool, which reduce the size of output dictionaries while maintaining acceptable success rate. This work also solves critical parts in the tool that slow down the overall duration of the program. Another goal of the thesis is to analyze and implement targeted attack dictionaries that increase the scope and success rate of generated passwords.
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37

Wang, Jian. "Convexity of option prices in the Heston model." Thesis, Uppsala University, Department of Mathematics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121212.

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38

Li, Guanyu. "Calculating the density of a Heston stochasticvolatility model." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-225551.

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39

Andersson, Hanna, and Ying Wang. "Implied volatility expansion under the generalized Heston model." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48363.

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In this thesis, we derive a closed-form approximation to the implied volatility for a European option, assuming that the underlying asset follows the generalized Heston model. A new para- meter is added to the Heston model which constructed the generalized Heston model. Based on the results in Lorig, Pagliarani and Pascucci [11], we obtain implied volatility expansions up to third-order. We conduct numerical studies to check the accuracy of our expansions. More specifically we compare the implied volatilities computed using our expansions to the results by Monte Carlo simulation method. Our nu
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40

Schott, C. Joseph Jr. "Hesiod's eris and Vergil's labor in the Georgics." The Ohio State University, 1994. http://rave.ohiolink.edu/etdc/view?acc_num=osu1273490223.

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41

Teixeira, Fernando Ormonde. "On the numerical methods for the Heston model." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/19486.

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42

Proclus, Marzillo Patrizia. "Der Kommentar des Proklos zu Hesiods "Werken und Tagen" : Edition, Übersetzung und Erläuterung der Fragmente /." Tübingen : Narr, 2010. http://d-nb.info/984512950/04.

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43

Kheirollah, Amir. "Monte Carlo Simulation of Heston Model in MATLAB GUI." Thesis, Mälardalen University, Mälardalen University, Department of Mathematics and Physics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-4253.

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<p>In the Black-Scholes model, the volatility considered being deterministic and it causes some</p><p>inefficiencies and trends in pricing options. It has been proposed by many authors that the</p><p>volatility should be modelled by a stochastic process. Heston Model is one solution to this</p><p>problem. To simulate the Heston Model we should be able to overcome the correlation</p><p>between asset price and the stochastic volatility. This paper considers a solution to this issue.</p><p>A review of the Heston Model presented in this paper and after modelling some investigations</p><p>are done
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44

Van, Noorden Helen Anne. "Reading Hesiod's 'myth of the races' in Classical Antiquity." Thesis, University of Cambridge, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613120.

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45

Maze, Sheldon. "Efficient implementation of the Heston-Hull & White model." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8521.

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Includes bibliographical references.<br>A model with a stochastic interest rate process correlated to a stochastic volatility process is needed to accurately price long- dated contingent claims. Such a model should also price claims efficiently in order to allow for fast calibration. This dissertation explores the approximations for the characteristic function of the Heston-Hull&White model introduced by Grzelak and Oost- erlee (2011). Fourier-Cosine expansion pricing, due to Fang and Oosterlee (2008), is then used to price contingent claims under this model, which is implemented in MATLAB. We
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46

Sterley, Christopher. "Characteristic function pricing with the Heston-LIBOR hybrid model." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/31273.

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We derive an approximate characteristic function for a simplified version of the Heston-LIBOR model, which assumes a constant instantaneous volatility structure in the underlying LIBOR market model. We also implement measures to improve the numerical stability of the characteristic function derived in this dissertation as well as the one derived by Grzelak and Oosterlee. The ultimate aim of the dissertation is to prevent these characteristic functions from exploding for given parameter values.
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47

Limmer, Katherine Anne. "Heroes and heels : investigating the star enactments of Charlton Heston." Thesis, University of Exeter, 2011. http://hdl.handle.net/10036/3524.

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This investigation undertakes to re-centre the figure of the film star and their film appearances in the field of star study. To this end it uses Charlton Heston as its focus in a re-appraisal of existing methods of accounting for the star phenomenon in cinema. It also concomitantly re-assesses existing accounts of the significance of Charlton Heston as a film star. This thesis posits a robust method for identifying the specificities of the star’s contribution to a film’s meanings and effects across the body of their work by drawing on Andrew Britton’s understanding of the ‘star enactment’. Pr
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48

Mason, Henry Charles. "The Hesiodic Aspis : introduction and commentary on vv. 139-237." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:05a4c022-03d0-4508-800c-9e68e8429999.

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This thesis is concerned with the pseudo-Hesiodic Aspis, also known as the Scutum or Shield of Herakles (Heracles). It is divided into two halves: the Introduction, consisting of four chapters, is followed by detailed line-by-line commentary on a portion of the Greek text. Chapter I surveys the evidence for the poem's origins and dating before moving on to its scholarly reception since Wolf. It then argues that, for a proper understanding of the Aspis, the methodologies of oral poetics must be balanced with an awareness of its responses to fixed texts (in particular the Iliad). Chapter II exam
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49

Brüstle, Christa. "Zeitbilder. Inszenierung von Klang und Aktion bei Lachenmann und Hespos." Bärenreiter Verlag, 2012. https://slub.qucosa.de/id/qucosa%3A71982.

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50

Nomoyi, Siyabulela. "Parameter estimation of a bivariate diffusion process : the Heston model." Master's thesis, University of Cape Town, 2011. http://hdl.handle.net/11427/11774.

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Includes abstract.<br>Includes bibliographical references (leaves 27-29).<br>The main objective of the research is to estimate the parameters on the Heston (1993) model, which models the movement of asset prices assuming that the asset price volatility is stochastic. The paper concentrates on estimating these parameters by approximating the transitional probabilities of the diffusion process with a saddlepoint distribution. By solving a system of ordinary differential equations that are in terms of the system’s cumulants, and using these solutions to calculate the saddlepoint, the transitional
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