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Soares, Gustavo Adolfo Martins Jotta. "Merton portfolio optimization problem." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/24815.
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Merton’s portfolio optimization problem is the choice an investor must make of how much of its wealth it should consume and how much it should allocate between stocks and a risk-free asset in order to maximize the expected utility. The focus of this work was to solve two of the cases of the Merton problem. For this, we studied some fundamental themes, such as: Dynamic Principle Programming (DPP) and the Hamilton-Jacobi-Bellmann Equation (HJB Equation). In addition, we review some concepts of Stochastic Processes and some important results of Itô Calculus. Merton’s portfolio optimization problem is well known in finance and the central ideas for solving it are adaptable to solving other finance problems.
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Le, François Josette. "La conversion chez Thomas Merton." Mémoire, Université de Sherbrooke, 2001. http://savoirs.usherbrooke.ca/handle/11143/5193.
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Cette recherche visait à approfondir la réalité de la conversion chez Thomas Merton. Je l'ai développée autour de l'hypothèse suivante: la vision de la conversion chez Merton permet de mieux cerner cette réalité, elle en renouvele la saisie pour aujourd'hui. J'espérais ainsi renouveler la façon d'aborder cette réalité centrale de la vie chrétienne. Cinq questions m'ont guidée: Qu'est-ce qui caractérise la conversion chez Merton et la rend nécessaire? Qu'elles en sont les conditions, les obstacles et les fruits? Qu'elle en est la part qui revient à Dieu et à l'humain? J'y ai fait trois découvertes: (1) Merton articule sa réflexion autour de Mc 8 34, (2) il la développe en faisant appel simultanément aux langages de la Bible, de la Tradition monastique, de la vie mystique et de la psycho/psychanalyse, (3) il privilégie la"prière du coeur" comme moyen.
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Le, François Josette. "La conversion chez Thomas Merton." Sherbrooke : Université de Sherbrooke, 2001.
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Salomão, Norma Ribeiro Nasser. "Thomas Merton e o Zen Budismo." Universidade Federal de Juiz de Fora (UFJF), 2014. https://repositorio.ufjf.br/jspui/handle/ufjf/4498.
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Este trabalho propõe-se a lançar um olhar sobre o ver em Thomas Merton ao deixar-se tocar pela espiritualidade Zen budista na sua trajetória cristã. O eixo central desta tese será, portanto, o foco na sua via mística em comunhão com a natureza. A rigorosa tradição monástica Zen e o monasticismo trapista da Ordem Cisterciense assemelham-se na rígida disciplina de sua vida cotidiana. A criação para Merton está associada à visão de sacralidade, sendo que este amor é compartilhado pela perspectiva do Zen Budismo, no qual Natureza/Despertar são inseparáveis. A sede de Deus e de aprendizado levou o monge a uma peregrinação pelo continente asiático. Na sua busca da grande compaixão, ele encontrou o outro lado da montanha e viveu experiências místicas definitivas em sítios sagrados da Ásia.
This study proposes one sharp “looking” at Thomas Merton’s “seeing” considering how he let himself to be touched by the Zen Buddhist spirituality on his Christian journey. The axis of this thesis will be, therefore, to promote a focus on his mystic life lived in a great communion with the nature. The strict Zen monastic tradition and the trapist monasticism of the Cisters are really alike on their rigid disciplines taken seriously for the everyday living by the monks. The Creation in accordance with Merton’s thoughts is extremely associated with the vision of sacrality, furthermore the divine love is shared through a Zen perspective where nature/ to awake are inseparable. Thirsty of God and learning he has done a pilgrimage around the eastern continent and on his search for the great compassion he finally found the “other side of the mountain”, or in another words: he has lived many remarkable mystic experiences indeed while visiting some Asian sacred places.
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O’Sullivan, Colleen Ann, and res cand@acu edu au. "Thomas Merton and The Towers of Babel." Australian Catholic University. School of Arts Sciences (NSW), 2006. http://dlibrary.acu.edu.au/digitaltheses/public/adt-acuvp115.25102006.
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This thesis will examine intensively “The Tower of Babel: A Morality” a significant work of Thomas Merton, a major spiritual writer of the 20th Century, entitled. In order to explore this play three other works which impacted significantly on the development of the drama will also be examined. These three works are: A poem also called “Tower of Babel”; a second poem entitled “A Responsory” and a musical work titled “The Tower of Babel: An Oratorio”. Even though Victor Kramer, a Merton scholar, noted the significance of the Morality, the existing literature has all but ignored the impact of “The Oratorio” and the drama. Until this author requested a copy of “The Oratorio” from the Merton Centre in Louisville, Kentucky the work had been known by name only and had never been analysed. Yet this work was a major development from the poem “A Responsory” and led to the creation of the Morality Play. This work argues that “A Morality” was pivotal in contributing to personal and spiritual change in Merton as well as developing a greater depth of social understanding in him. It will also argue that the work contained the seeds of future Merton writings. Writing the drama moved Merton towards a contemplative maturity based on communion not simply community. While many studies have alluded to the play none of them have studied it with this particular focus. This new focus is the discovery of the ways Merton attempted to resolve the dilemma he experienced between the paths of monk and poet and how, in doing so, he created for spiritual seekers a fresh inner significance for the Babel story. This work is opening up new ground for an understanding of the importance of Merton’s insights in the contemporary world. The methods used in this thesis are: 1. Contextualising, that is establishing the historical, social, spiritual and literary framework in which the poems and plays were written, and 2. Literary analysis. Part A of the thesis examines the monastic, spiritual, social, literary and academic contexts which brought Merton to the moment of writing the Morality. Part B is organised chronologically and is an intensive analysis of the poems, the Oratorio and the Morality Play. Part C identifies the seeds of future growth contained within the Morality play and points to some of the directions in which these seeds developed in later Merton works.
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O'Sullivan, Colleen Ann. "Thomas Merton and the Towers of Babel." Thesis, Australian Catholic University, 2006. https://acuresearchbank.acu.edu.au/download/c8fbe348abba340805ffec8fc64ea82980fddfb3352cdda683f129870f2001cd/1159283/65041_downloaded_stream_266.pdf.
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This thesis will examine intensively 'The Tower of Babel: A Morality' a significant work of Thomas Merton, a major spiritual writer of the 20th Century, entitled. In order to explore this play three other works which impacted significantly on the development of the drama will also be examined. These three works are: A poem also called 'Tower of Babel'; a second poem entitled 'A Responsory' and a musical work titled 'The Tower of Babel: An Oratorio'. Even though Victor Kramer, a Merton scholar, noted the significance of the Morality, the existing literature has all but ignored the impact of 'The Oratorio' and the drama. Until this author requested a copy of 'The Oratorio' from the Merton Centre in Louisville, Kentucky the work had been known by name only and had never been analysed. Yet this work was a major development from the poem 'A Responsory' and led to the creation of the Morality Play. This work argues that 'A Morality' was pivotal in contributing to personal and spiritual change in Merton as well as developing a greater depth of social understanding in him. It will also argue that the work contained the seeds of future Merton writings. Writing the drama moved Merton towards a contemplative maturity based on communion not simply community. While many studies have alluded to the play none of them have studied it with this particular focus. This new focus is the discovery of the ways Merton attempted to resolve the dilemma he experienced between the paths of monk and poet and how, in doing so, he created for spiritual seekers a fresh inner significance for the Babel story. This work is opening up new ground for an understanding of the importance of Merton's insights in the contemporary world. The methods used in this thesis are: 1. Contextualising, that is establishing the historical, social, spiritual and literary framework in which the poems and plays were written, and 2. Literary analysis.;Part A of the thesis examines the monastic, spiritual, social, literary and academic contexts which brought Merton to the moment of writing the Morality. Part B is organised chronologically and is an intensive analysis of the poems, the Oratorio and the Morality Play. Part C identifies the seeds of future growth contained within the Morality play and points to some of the directions in which these seeds developed in later Merton works.
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Anderson, Deborah L. "Thomas Merton and the spiritual formation of peacemakers." Theological Research Exchange Network (TREN), 1991. http://www.tren.com.
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Teka, Kubrom Hisho. "Parameter estimation of the Black-Scholes-Merton model." Kansas State University, 2013. http://hdl.handle.net/2097/15669.
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Master of ScienceDepartment of Statistics
James Neill
In financial mathematics, asset prices for European options are often modeled according to the Black-Scholes-Merton (BSM) model, a stochastic differential equation (SDE) depending on unknown parameters. A derivation of the solution to this SDE is reviewed, resulting in a stochastic process called geometric Brownian motion (GBM) which depends on two unknown real parameters referred to as the drift and volatility. For additional insight, the BSM equation is expressed as a heat equation, which is a partial differential equation (PDE) with well-known properties. For American options, it is established that asset value can be characterized as the solution to an obstacle problem, which is an example of a free boundary PDE problem. One approach for estimating the parameters in the GBM solution to the BSM model can be based on the method of maximum likelihood. This approach is discussed and applied to a dataset involving the weekly closing prices for the Dow Jones Industrial Average between January 2012 and December 2012.
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De, Lange Ecclesia. "Thomas Merton : life, work & thoughts on Zen." Master's thesis, University of Cape Town, 2006. http://hdl.handle.net/11427/10406.
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Includes bibliographical references.This thesis seeks to illustrate how Thomas Merton's life, spiritual journey, work and understanding of Zen is still relevant to contemporary religious challenges. Thomas Merton, the Trappist monk, had a unique spiritual journey with the ability to be open to new experiences and to embrace the good in other religions. Today in our global village, we live and work among people who practise religion differently to what we might think and do.
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Tang, Furui. "Merton Jump-Diffusion Modeling of Stock Price Data." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78351.
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In this thesis, we investigate two stock price models, the Black-Scholes (BS) model and the Merton Jump-Diffusion (MJD) model. Comparing the logarithmic return of the BS model and the MJD model with empirical stock price data, we conclude that the Merton Jump-Diffusion Model is substantially more suitable for the stock market. This is concluded visually not only by comparing the density functions but also by analyzing mean, variance, skewness and kurtosis of the log-returns. One technical contribution to the thesis is a suggested decision rule for initial guess of a maximum likelihood estimation of the MJD-modeled parameters.
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Vazhakoottathil, John Antony Theodore. "Thomas Merton's mystical quest for the union with God /." Sankt-Ottilien : Eos Verl, 1993. http://catalogue.bnf.fr/ark:/12148/cb39003692g.
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Page, Christopher. "A feast of straw, the nature mysticism of Thomas Merton." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/MQ61323.pdf.
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Salomão, Norma Ribeiro Nasser. "O outro lado da montanha: Thomas Merton – uma perspectiva dialogal." Universidade Federal de Juiz de Fora (UFJF), 2008. https://repositorio.ufjf.br/jspui/handle/ufjf/3370.
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Este trabalho se propõe a pesquisar a sensibilidade para o diálogo inter-religioso em Thomas Merton a partir de sua experiência monástica de solidão, silêncio, contemplação e compaixão. Tenta refazer seu percurso na perspectiva dialogal e compreender a atração que as religiões orientais exerceram sobre ele, dando ênfase ao Sufismo, Taoísmo e Zen Budismo. Aborda as reflexões teóricas e sua vivência no campo do diálogo ainda dentro do mosteiro, que culminaram com sua viagem à Ásia, onde o monge trapista encontrou-se com grandes mestres espirituais do Oriente, fazendo então, a conexão entre o pensamento cristão e o budista. Esta pesquisa teve como objetivo dar uma visão panorâmica dos fatores internos e externos que contribuíram para o diálogo em Merton ao longo de sua jornada. Na sua interpretação, tanto aprofundar-se na própria religião quanto buscar conhecimento em outras crenças, são importantes para que os interlocutores do diálogo possam chegar a uma autêntica experiência de troca, de partilha e de fortalecimento da fé. O diálogo teria como meta alcançar um nível mais profundo de comunicação, que Merton denominou comunhão, sem, contudo, perder a singularidade inerente a cada tradição religiosa.
This one aims to search for the sensibility of the inter religious dialogue in Thomas Merton from his monastic experience of solitude, silence, contemplation as well as compassion. It tries to rebuild his way under a dialogal perspective, and, also, understand the attraction which the Eastern Religions exerted on him, emphasizing the Sufism, Taoism and Zen Buddhist. It goes around the theoretical reflections besides his experiences over the dialogue field yet inside the monastery, which culminate with his trip to Asia where the trappist monk met great Eastern spiritual masters, so that, he found out the conection between the buddhist and christian thoughts. This search got as a target giving an open wide panoramic view of inside and outside factors that contributed to the dialogue in Merton along his journey. Under his interpretation both getting into his own religion and searching knowledge in other belief, they are important for the speakers of the dialogue may get to an authentic partition, sharing experience and a deep stronger faith as well. The dialogue would aim to reach for a higher level of communication, which Merton named communion, however, without losing its singularity inherent to every religious tradition.
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Benningfield, Brittany C. "THE NILES-MERTON SONGS: A PERFORMANCE GUIDE OF SELECTED SONGS." UKnowledge, 2018. https://uknowledge.uky.edu/music_etds/110.
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The Niles-Merton Songs is a two-opus collection of twenty-two songs by John Jacob Niles setting the poetry of Thomas Merton. The songs are beautiful but contrast from his more popular works in poetry and composition. This project explores reasons why these songs are rarely performed, and gives an overview and analysis of ten selected pieces. The document includes a brief introduction, biographies of Niles and Merton, information detailing Niles’s compositional process, and the technical and artistic requirements for performing the songs, including appropriate age and voice type.
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Pereira, Sibélius Cefas. "Thomas Merton: itinerarium da vida contemplativa no tempo e na história." Universidade Federal de Juiz de Fora, 2012. https://repositorio.ufjf.br/jspui/handle/ufjf/1669.
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O trabalho propõe-se a aprofundar o tema da vida contemplativa em Thomas Merton, reconhecendo que a categoria contemplação, mais do que um tema foi um eixo em torno do qual girou toda a sua obra. A tese central é a de que Merton reinaugura um caminho místico e contemplativo de busca e encontro com Deus no tempo e na história. A Realidade divina e a realidade humana como realidades convergentes. Na primeira parte abordou-se o tema da contemplação como experiência de plenitude de vida em três direções: a relação contemplação, escrita e vida; mediações da contemplação; lugares privilegiados da experiência contemplativa. Na segunda parte abordou-se a perspectiva da contemplação no tempo e na história, assim direcionados: o tempo de Merton; seu diálogo com a cultura, a sociedade e a teologia; a relação contemplação e compaixão; e, por fim, a relação contemplação e ação profética, aprofundando sobre temáticas sociais. Assim, entende-se que na mística cristã, contemplação e ação, transcendência e imanência são realidades interdependentes. Nesse sentido, o itinerarium de Thomas Merton é dos mais expressivos, ao traduzir uma ideia de contemplação não como fuga do mundo e sim como experiência no tempo.
The work intends to deep the contemplative life in Thomas Merton, recognizing the contemplation category like one focal theme around that all his work turned. The central thesis is that Merton re-inaugurates a mystical and contemplative path of search and meet with God in times and history. The divine Reality and de human reality like convergences realities. The first part discusses the subject of contemplation like a plenty life experience in three directions: contemplation, write and life relationships; contemplation mediations; privileged places of contemplation. The second part discusses a perspective of contemplation in times and history, thus structured: the Merton‟s time; his dialogue with culture, society and theology; contemplation and compassion relationship; and, finally, contemplation and prophetic action relationship, deeping about social themes. Thus, the research understands that Christian mystic, contemplations and action, transcendency and imannency, are interdependent realities. In that sense, the Thomas Merton itinerarium it‟s one of more expressive, since the contemplation ideia is understands no like escape of world but like experience in times.
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Brulé, Dominique. "Les expériences religieuses de Thomas Merton dans son autobiographie (1927-1941)." Thesis, Université de Lorraine, 2017. http://www.theses.fr/2017LORR0381.
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Avant de devenir l’écrivain spirituel de renom que l’on sait, Thomas Merton (1915-1968) vécut un difficile chemin de conversion qu’il relate dans son autobiographie (The seven storey mountain). Si les études de son parcours de vie (1915-1941), ainsi que son passage en France (1925-1928) montrent leur richesse et leur complexité, c’est son récit autobiographique qui indique le mieux son chemin de conversion. Il en ressort sept expériences religieuses qui rendent compte du combat ayant construit son identité spirituelle, déjà bien affirmée avant son entrée à la Trappe de Gethsémani. Depuis sa première expérience vécue en France (en 1927 à l’âge de 12 ans), jusqu’à celle du Lundi Saint vécue en pleine guerre (en 1941 à l’âge de 26 ans), ces expériences se déroulent au long de trois étapes de construction de son identité spirituelle, soit depuis l’exil de la foi jusqu’à son abandon en Christ. D’une portée tant littéraire que théologique, ces expériences représentent la contribution qui manquait aux études mertoniennesBefore becoming the famous spiritual writer we know, Thomas Merton (1915-1968) had a chaotic way of conversion he encounters in his autobiography (The seven storey mountain). If the studies of his life course (1915-1941) and his stay in France (1925-1928) shows the richness and complexity of this journey, it is his autobiographical account which shows the best his way of conversion. Seven religious experiences come out of his struggle which built his spiritual identity that was already steady before his entry at the Trappist monastery of Gethsemani. Since his first experience that happened in France (1927, 12 years old) until the one that took place on Monday before Easter in war time (1941, 26 years old), these experiences occurred in three steps building his spiritual identity, that is to say from the faith exile to his moment of abandon into Christ. These experiences – as library as theological – show what was missing in the Mertonian studies
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Lee, Saba H. "The role of contemplative prayer in self discovery according to Thomas Merton." Online full text .pdf document, available to Fuller patrons only, 1998. http://www.tren.com.
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Richards, Cara Rochelle Smith. "The contemplative tradition living authentically in a complex world /." Johnson City, TN : Emmanuel School of Religion, 2007. http://dx.doi.org/10.2986/tren.062-0305.
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Labasauskas, Vaidotas. "A theological analysis of Thomas Merton's conversion the moral dimension /." Theological Research Exchange Network (TREN), 2006. http://www.tren.com/search.cfm?p029-0686.
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Brownsberger, John A. "Christian meditation its value and relationship to a New Testament view of discipleship /." Theological Research Exchange Network (TREN), 1990. http://www.tren.com.
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Lin, Shu-Min. "SMEs credit risk modelling for internal rating based approach in banking implementation of Basel II requirement." Thesis, University of Edinburgh, 2007. http://hdl.handle.net/1842/4914.
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This thesis explores the modelling for Internal Rating Based (IRB) of Credit Risk for Small and Medium Enterprises (SMEs) as required for implementation of Basel II Accord. There has been limited previous research for this important sector of the economy. There are two major approaches: Accounting Based and Merton Type, and these are compared. To make the comparison initially a small sample is considered and simulation is used to explore the use of the two approaches. The study indicates some of the limitation of analysis for both Accounting Based and Merton Type approaches, for example the issue of colinearity for the Accounting Based approach and lack of trading of SMEs’ equity affecting the Merton Type approach. A large sample is then investigated using standard Credit Scoring approaches for the Accounting Based modelling. Different definitions of default and distress are considered to overcome the problem of low number of defaults. These approaches are found to be viable. Merton Type model is then compared to benchmark models from the Accounting Based approach. The predictions are compared over differing time horizons. It is found that Merton Type models perform well within a limited period compared to the Accounting Base approach. Overall, credit scoring models demonstrated better performance when the sample group included a considerable number of ‘Bad’ firms or cutoff point was selected so that an acceptance rate was relatively low, otherwise model’s predictive accuracy would decline. Merton model presented better predictive accuracy with higher acceptance rates. Credit scoring models was able to give early signs of default year. In addition, one may take into consideration that if the company is going to decline credit quality or raise default probability this year, Merton type models can be helpful in adjusting credit rating. When considering a loan to a company, a bank wants to know the likelihood default for duration of loan. In this sense Merton models is only useful for a relatively short loan terms.
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Roadcup, Alisa Miriam. "Thomas Merton's theology of the self as influenced by Christian mysticism and Zen Buddhism." Theological Research Exchange Network (TREN), 2003. http://www.tren.com.
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Dobies, Karolina. "Idee personalistyczne i egzystencjalistyczne w refleksji Thomasa Mertona o człowieku." Doctoral thesis, Uniwersytet Śląski. Wydział Teologiczny, 2014. http://hdl.handle.net/20.500.12128/1906.
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"(...) Refleksję nad człowiekiem i jego życiem podjął również Thomas Merton. W jego pismach zagadnienie to stanowiło niezwykle interesujący, ważny i pod wieloma względami oryginalny temat. Jednocześnie ze względu na duże zainteresowanie T. Mertona filozofią personalistyczną i egzystencjalistyczną można doszukać się licznych jej wpływów w jego rozważaniach o człowieku.
Tytuł niniejszej rozprawy: „Idee personalistyczne i egzystencjalistyczne w refleksji Thomasa Mertona o człowieku” wymaga przeprowadzenia badań, mających na celu wskazanie oryginalnych elementów refleksji T. Mertona o człowieku oraz ukazanie tego, co Autor przyswoił ze wzmiankowanych nurtów filozoficznych. (...)" (fragm. wstępu)
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BERTELLI, GETULIO ANTONIO. "MYSTICISM AND COMPASSION: THE THEOLOGY OF THE FOLLOWING OF JESUS ACCORDING TO THOMAS MERTON." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2005. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=6869@1.
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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICOA presente tese traz como título: Mística e Compaixão: A Teologia do Seguimento de Jesus em Thomas Merton. Ela aborda a teologia espiritual de um dos maiores místicos do século XX, que fez a síntese harmônica entre espiritualidade e solidariedade, contemplação e ação. Sua mística é apresentada aqui como o encontro existencial com o mistério sublime de Deus, da criação e do ser humano. No encontro com esse tríplice mistério (mística), o ser humano se constitui como tal e sem ele a vida perde profundidade e transparência. Pois ainda hoje, em plena era espacial, ecológica e nuclear, o centro do universo continua a ser o coração humano, feito para o Transcendente. O mistério da criação consiste no fato de ela ter o ser e a vida a partir de Outro, ex nihilo, que não Se comporta como usuário ou proprietário, apesar de ver que tudo é bom e belo. Um tal amor infinito, respeitador da alteridade, ocultando-se e se tornando invisível para deixar suas criaturas ser, é paradigmático para nós hoje e inspira o cuidado responsável por todas as formas de vida, humanas e não-humanas. Destarte, a mística mertoniana apresenta um duplo movimento, a saber ascendente: de abertura para Deus e descendente: de abertura ao mundo (na metáfora includente da compaixão), que consiste no empenho por promover a paz, a justiça e cuidado responsável pela criação/ecologia. E pelo fato de a teologia do seguimento de Jesus em Merton ter profundas bases bíblicas, interpretadas numa dimensão libertadora, ecumênica e macroecumênica, ela é capaz de embasar a espiritualidade da libertação latinoamericana: Uma espiritualidade de resistência profética diante das forças desumanizadoras e opressoras do mundo globalizado excludente; uma espiritualidade da solidariedade, que se coloca ao lado das vítimas em seu sofrimento e se engaja na utopia de minimizar a fome e miséria no mundo, até se tornar topia; e, finalmente uma espiritualidade da criação, morada de Deus e do humano. Destarte, nosso objetivo será mostrar que Merton é de fato um dos precursores da espiritualidade da paz na América do Norte, e da teologia da libertação latino-americana.
The theme of this thesis is: Mysticism and Compassion: The theology of following of Jesus according to Thomas Merton. It focuses on the spiritual theology of one of the best known mystics of the 20th century, who made a harmonic synthesis between spirituality and solidarity, contemplation and action. His mysticism is presented here as the existential encounter between the sublime mystery of God, of creation and of the human being. In the encounter with this threefold mystery (mysticism), the human being constitutes herself and without it life loses its deepness and tranparency. Even today, when we live in a spacial, ecological and nuclear era, the center of the universe still continues to be the human heart, made for the Transcendent. The mystery of creation consists in having its being from Another one, ex nihilo, Who does not behave as user or owner, in spite of seeing that everything is good and beautiful. Such an infinite love, respecting variety, hiding Herself and becoming Invisible in order to let Her creatures be, is paradigmatic for us nowadays, and inspires a responsible care for all forms of life, both human and non-humans. Mertonian mysticism has a double movement, namely: ascendent: opening toward God and descendent: opening to the world (compassion), who endeavors to promote peace, justice and the responsible care for creation/ecology. So, his spirituality of following of Jesus is able to embrace the Latin American spirituality of liberation: a spirituality of prophetic resistance against the dehumanizing, oppressive and excluding causes of Globalization; a spirituality of solidarity, that shares the suffering of its victims and the utopia of minimizing hunger and misery in the world, till it becomes topia; and, finally, a spirituality of creation. So, our argument is to prove that Merton is the forerunner of the spirituality of peace, feminism and macroecumenism in North America; and the forerunner of theology and the spirituality of liberation in Latin America.
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Primack, Candace Sweet. "Art, contemplation and humankind in the aesthetic theories of James Joyce and Thomas Merton." Theological Research Exchange Network (TREN), 1997. http://www.tren.com.
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Le, François Josette. "Une lecture théologique de la conversion chez Thomas Merton à travers la triple clé biblique de Mc 8, 34; Jn 3, 7 et Ga 2, 20a la théologie de la conversion chez Thomas Merton." Thèse, Université de Sherbrooke, 2009. http://savoirs.usherbrooke.ca/handle/11143/5224.
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Thomas Merton est un moine américain, un trappiste, décédé accidentellement à Bangkok en 1968, à l'âge de 53 ans. Moine converti et moine écrivain, Merton a laissé derrière lui une oeuvre littéraire abondante et riche, à l'horizon théologique très vaste, tout à la fois enraciné dans le monachisme chrétien et ouvert au monde contemporain, avec ses misères, ses aspirations et ses grandes traditions spirituelles."Convertissez-vous!" Ce cri surgi des profondeurs de sa personne, Merton l'a entendu dès l'atteinte de ses 18 ans. L'écho de ce cri l'a poursuivi tout au long de sa vie de moine (1941-1968) et de son engagement pastoral comme moine-écrivain. Cet écho l'a incité à se réapproprier le message chrétien de la conversion et à en renouveler le langage afin d'être entendu par ses frères et soeurs en humanité, en rejoignant leur sensibilité et leur préoccupation centrée sur la quête identitaire. Ce fut l'objet principal de notre aventure doctorale de démontrer: (1) que Merton a développé une théologie de la conversion chrétienne ; (2) que cette théologie marque l'ensemble de son oeuvre littéraire; (3) que cette théologie s'articule autour d'une triple clé biblique : Mc 8, 34; Jn 3, 7 et Ga 2, 20a et de ses cinq grands axes: le renoncement à soi, la prise de la croix, la suite du Christ, la nouvelle naissance et la nouvelle identité"en Christ"; (4) et que cette théologie, sensible à la double réalité des"vrai et faux moi" et ouverte aux richesses des traditions orientales, propose à nos contemporains un nouvel espace de réflexion, tout en s'offrant comme un tremplin pour atteindre la complétude humaine, pour entrer dans une conscience universelle et pour accéder à une maturité transculturelle, bref pour devenir"un humain pleinement et ultimement unifié", selon cette expression du psychanalyste soufi iranien, Reza Arasteh, très chère à Merton. Aux termes de notre longue et minutieuse fréquentation de l'oeuvre de Merton, il nous a été donné d'une part, de toucher à la contemporanéité de son approche de la conversion chrétienne, et d'autre part d'être placée devant le caractère universel de cette obligation, pour tous les humains, de se laisser transformer en profondeur.
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Whitley, William Stacey Merton Thomas. "The Tower of Babel /." view abstract or download file of text, 2007. http://proquest.umi.com/pqdweb?did=1404343191&sid=1&Fmt=2&clientId=11238&RQT=309&VName=PQD.
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Thesis (Ph. D.)--University of Oregon, 2007.Liturgical drama for vocal soloists (TBarB), chorus (SATB), children's chorus, and chamber orchestra. Text adapted from Thomas Merton's play The Tower of Babel : a morailty. Text printed as words: leaves 129-134. Includes vita and abstract. Also available for download via the World Wide Web; free to University of Oregon users.
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Drageseth, Eilif. "A Valuation Method for Credit Default Swaps Using an Extended Version of the Merton Model." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for samfunnsøkonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-17401.
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This thesis proposes a credit risk model for credit default swap (CDS) valuation. The standard Merton (1974) model is extended to implement a stationary leverage ratio, a stochastic asset drift rate, and a stochastic, mean reverting volatility rate. The CDS valuation is performed by applying the discounted cash flow method to the credit risk model. The model is investigated in Matlab, using Monte Carlo simulations to analyze the sensitivity of the modeled CDS term structures to changes in the value of the input parameters. The results show that the proposed model generates higher CDS spreads than the standard Merton model.
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Chouinard, Caroline. "Influence du cuivre sur l'endurcissement au froid du porte-greffe de pommier Malling Merton 106." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape16/PQDD_0018/MQ38048.pdf.
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King, Peter Charles. "The context of spirituality : a study with special reference to Thomas Merton & Dietrich Bonhoeffer." Thesis, University of Bristol, 1992. http://hdl.handle.net/1983/44d0c0ac-f0bd-47f9-bb7a-93f6501585cc.
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Jarque, Junior Vito Manuel. "Análise de risco de crédito: aplicação dos modelos de Merton e Hull no mercado brasileiro." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/18510.
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This work aims to quantify the credit risk of Brazilian companies, by using tools whose refinement and precision is more and more required by financial institutions on credit loans. In this regard, It is analyzed the credit spread and default probabilities derived by the application of two risk models, whose authors are Robert C. Merton (1974), and John Hull, Izzy Nelken and Alan White (2004). In the end, It is also evaluated the model with the best adherence to Brazilian market.
Este trabalho tem como objetivo quantificar o risco de crédito de empresas do mercado brasileiro, lançando mão de ferramentas cujo aprimoramento e precisão são cada vez mais exigidos pelas instituições financeiras nas concessões de empréstimos. Para isso, analisam-se o spread de crédito e a probabilidade de default gerados a partir da aplicação de dois modelos de avaliação de risco, cujos autores são, respectivamente, Robert C. Merton (1974), e John Hull, Izzy Nelken e Alan White (2004). Por fim, comparam-se e analisam-se os resultados, avaliando aquele com melhor aderência ao mercado brasileiro.
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Fommei, Federico <1995>. "The use of Merton model for the optimal capital structure: a theoretical and empirical analysis." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/15802.
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This thesis is focused on how managing the capital structure components in order to minimize the costs of financial distress and maximize the overall firm value. After the presentation of the main theories about the capital structure that have been developed over the years, with a particular focus on the Trade-Off Theory, and the dissertation about the costs of financial distress, the core of this work concerns the use of the Merton model for credit risk to estimate the optimal capital structure, under the classic Trade-Off Theory, in a sample of ten industrial firms.
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Mileo, Neto Rafael Felício. "Análise de sensibilidade dos modelos KMV, de Merton, e CreditRisk+ de gestão de portfólio de crédito." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/542.
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Previous issue date: 2011-03-14Fundo Mackenzie de Pesquisa
The susceptibility of credit market to losses encouraged the institution of regulations, such as Basel I and II Capital Accords, which stimulated the development of credit portfolio management models. The objective of this dissertation is to observe the behavior of two advanced models of credit portfolio risk, KMV, based on Merton (1974) studies, and CreditRisk+, developed by Credit Suisse Financial Products. The study aims to evaluate the performance of each model in sample credit portfolios, according to market, account and debt data of companies. Through variations in each model parameters, the model`s performances in different scenarios will also be analyzed. The research focuses specifically on loss distributions generated by the models, given the changes in the parameters during the simulations. To achieve these goals, the historical evolution of credit risk is discussed, starting with the first registered loans, in Antiquity, up until the last decade, when many international regulations to credit risk were created.
A suscetibilidade do mercado de crédito a perdas incentivou a criação de regulamentações, como os Acordos de Capital da Basileia I e II, que estimularam o desenvolvimento de modelos de gestão de portfólio de crédito. O objetivo desta dissertação é observar o comportamento de dois modelos avançados de mensuração do risco: o KMV, baseado nos estudos de Merton (1974), e o CreditRisk+, criado pela Credit Suisse Financial Products. O estudo pretende verificar seus desempenhos em amostras de carteiras baseadas em informações contábeis, de mercado e de títulos de dívidas de empresas, através de variações aplicadas nos parâmetros de cada modelo, serão realizadas, também, análises de desempenho dos modelos em diferentes cenários. A pesquisa foca, especificamente, as distribuições de perdas geradas pelos modelos. Para a conclusão desses objetivos, o risco de crédito é abordado conforme sua evolução histórica, iniciando com os primeiros registros de concessão de financiamentos, na Antiguidade, até o passado recente, quando surgiram as principais regulamentações transnacionais para o risco de crédito.
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Seal, Philip. "Towards a formalist theological poetics : practising what you preach in the prose writings of Thomas Merton." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:be5480fc-2edf-464a-b37c-a28d2c25fd1f.
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The argument of the thesis is that the literary forms of Thomas Merton's prose writings embody theological claims he makes elsewhere at the level of content. Specifically, the five chapters of the thesis show that Merton not only writes about the themes of self-denial, simplification, observing the 'thereness' of the world, and (in two distinct ways) apprehending God in darkness and obscurity, but that he also enacts those themes in the way he writes prose. The thesis offers an original and significant contribution to three main fields of enquiry. Firstly, when analysing Merton's prose I employ methods espoused by New Formalist literary critics, but I apply their reading strategies to the theological dimensions of literary form. Secondly, my work builds upon claims made by theologians of form about the link between literary genres or forms and issues surrounding, for instance, the character of God, but it does so in a novel way, by employing New Formalist close reading strategies. Thirdly, the thesis offers a new method of enquiry for Thomas Merton Studies, by performing the first extended literary-critical account of his prose. In sum, the thesis opens up new theoretical territory for Formalism, new specific material for the theology of form, and a new methodology for Merton Studies. Besides the introductory and concluding chapters, all of the chapters of the thesis are structured in the same way. Each includes an expositional section in which I quote from Merton's thoughts on, for example, self-denial, and a literary-critical section, in which I read the forms of Merton's prose in terms of the content-claims already outlined. The goal of this methodology is, at every stage, to show that Merton enacts his own theologically-rooted content claims in the forms of his prose.
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Jacobsen, Gönke Christin. "Sozialstruktur und Gender : Analyse geschlechtsspezifischer Kriminalität mit der Anomietheorie Mertons." Wiesbaden VS, Verl. für Sozialwiss, 2008. http://dx.doi.org/10.1007/978-3-531-90809-0.
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Jezbera, Lukáš. "KMV model v podmínkách českého kapitálového trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75355.
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The thesis is focused on the options of quantifying credit risk by using the concept of the KMV model. The introduction outlines the basic approaches to measuring credit risk. In the following chapters is specified the nature of KMV model with the focus on its application in the Czech capital market. Self-calibration of the KMV model is made in this part. The analytical part related to the quantification of credit risk using the KMV model is implemented on selected companies which are traded on the Prague Stock Exchange. The results obtained are consequently confronted with the official rating degrees of agency Moody's.
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Batista, Marcos Antonio Rehder. "As consequências previstas e não antecipadas da ação na análise funcional dos grupos de Robert K. Merton." [s.n.], 2010. http://repositorio.unicamp.br/jspui/handle/REPOSIP/281990.
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Orientador: Gilda Figueiredo Portugal GouvêaDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Filosofia e Ciências Humanas
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Resumo: O presente trabalho é estudo sobre a revisão feita por Robert K. Merton da analise funcional clássica, tomando por base a leitura e crítica sobre o sociólogo norte-americano feita por Anthony Giddens. Tentou-se responder os principais questionamentos apresentados pelo sociólogo britânico e demonstrar-se que a distinção entre funções manifestas e latentes pode superar o problema do papel do ator na mudança social. Um outro objetivo foi extrair da teoria dos grupos de referência a forma com que um líder rearranja os conflitos entre grupos para conseguir poder
Abstract: This present work is a study about the Robert K Merton?s revision of the classical functional analysis, using the lecture and critic writhed by Anthony Giddens about this American sociologist. It?s try to answer mains questions asked from the british sociologist and demonstrate in the distinction manifest and lantent function can overcame the trouble of the actor role in the social change. One other subject is extract from theory of reference group the way that a leader organizes the conflict between groups to give power
Mestrado
Teoria Sociológica
Mestre em Sociologia
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Hauke, Mary C. "Developing social concern by nurturing religious conversion." Theological Research Exchange Network (TREN), 1987. http://www.tren.com.
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Tuček, Jan. "Modelování cen aktiv." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15544.
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Diploma thesis deals with models of asset pricing. We investigated in detail three classical models: binomial, Black-Scholes and Merton model. These models are widely used to date, although they were first published a few decades ago. It is because they are relatively simple and easy-to-use. The models were originally derived for option pricing however they can be used for the wide range of financial instruments. The theoretical part of the thesis includes an introduction to options and models derivation. The practical part consists of the sensitivity analyst and empirical test of the models. S&P 500 index options data were used for this purpose. The result is that Merton model seems to be the most accurate.
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Thillaisundaram, Arun. "The Merton problem with a drawdown constraint on consumption and generalisations of put-call symmetry and self-duality." Thesis, University of Cambridge, 2014. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708109.
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Ayana, Haimanot, and Sarah Al-Swej. "A review of two financial market models: the Black--Scholes--Merton and the Continuous-time Markov chain models." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-55417.
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The objective of this thesis is to review the two popular mathematical models of the financialderivatives market. The models are the classical Black–Scholes–Merton and the Continuoustime Markov chain (CTMC) model. We study the CTMC model which is illustrated by themathematician Ragnar Norberg. The thesis demonstrates how the fundamental results ofFinancial Engineering work in both models.The construction of the main financial market components and the approach used for pricingthe contingent claims were considered in order to review the two models. In addition, the stepsused in solving the first–order partial differential equations in both models are explained.The main similarity between the models are that the financial market components are thesame. Their contingent claim is similar and the driving processes for both models utilizeMarkov property.One of the differences observed is that the driving process in the BSM model is the Brownianmotion and Markov chain in the CTMC model.We believe that the thesis can motivate other students and researchers to do a deeper andadvanced comparative study between the two models.
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Paulin, Carl, and Maja Lindström. "Option pricing models: A comparison between models with constant and stochastic volatilities as well as discontinuity jumps." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172226.
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The purpose of this thesis is to compare option pricing models. We have investigated the constant volatility models Black-Scholes-Merton (BSM) and Merton’s Jump Diffusion (MJD) as well as the stochastic volatility models Heston and Bates. The data used were option prices from Microsoft, Advanced Micro Devices Inc, Walt Disney Company, and the S&P 500 index. The data was then divided into training and testing sets, where the training data was used for parameter calibration for each model, and the testing data was used for testing the model prices against prices observed on the market. Calibration of the parameters for each model were carried out using the nonlinear least-squares method. By using the calibrated parameters the price was calculated using the method of Carr and Madan. Generally it was found that the stochastic volatility models, Heston and Bates, replicated the market option prices better than both the constant volatility models, MJD and BSM for most data sets. The mean average relative percentage error for Heston and Bates was found to be 2.26% and 2.17%, respectively. Merton and BSM had a mean average relative percentage error of 6.90% and 5.45%, respectively. We therefore suggest that a stochastic volatility model is to be preferred over a constant volatility model for pricing options.Syftet med denna tes är att jämföra prissättningsmodeller för optioner. Vi har undersökt de konstanta volatilitetsmodellerna Black-Scholes-Merton (BSM) och Merton’s Jump Diffusion (MJD) samt de stokastiska volatilitetsmodellerna Heston och Bates. Datat vi använt är optionspriser från Microsoft, Advanced Micro Devices Inc, Walt Disney Company och S&P 500 indexet. Datat delades upp i en träningsmängd och en test- mängd. Träningsdatat användes för parameterkalibrering med hänsyn till varje modell. Testdatat användes för att jämföra modellpriser med priser som observerats på mark- naden. Parameterkalibreringen för varje modell utfördes genom att använda den icke- linjära minsta-kvadratmetoden. Med hjälp av de kalibrerade parametrarna kunde priset räknas ut genom att använda Carr och Madan-metoden. Vi kunde se att de stokastiska volatilitetsmodellerna, Heston och Bates, replikerade marknadens optionspriser bättre än båda de konstanta volatilitetsmodellerna, MJD och BSM för de flesta dataseten. Medelvärdet av det relativa medelvärdesfelet i procent för Heston och Bates beräknades till 2.26% respektive 2.17%. För Merton och BSM beräknades medelvärdet av det relativa medelvärdesfelet i procent till 6.90% respektive 5.45%. Vi anser därför att en stokastisk volatilitetsmodell är att föredra framför en konstant volatilitetsmodell för att prissätta optioner.
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Weickert, David C. "The Virtue of Detachment in the Christian Tradition: A Study of St. John of the Cross and Thomas Merton." University of Dayton / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=dayton1354829662.
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Ferrato, Ilaria. "Metodi di Fourier per equazioni diffusive e con salti." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amslaurea.unibo.it/15919/.
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Il presente elaborato nasce dall'idea di affrontare uno degli argomenti maggiormente trattati in ambito finanziario, ovvero la determinazione del prezzo di un derivato finanziario, il cosiddetto problema di valutazione. In particolare, il problema fondamentale consiste nel ricavare la formula di densità di probabilità, indispensabile per calcolare la formula di valutazione. Tra i numerosi metodi che trattano questo tema, si vuole presentare un metodo di prezzaggio basato sullo sviluppo in serie di Fourier: il metodo COS. Quest'ultimo si basa principalmente sul legame tra la funzione caratteristica e la funzione densità; la prima infatti corrisponde alla trasformata di Fourier della seconda. Questa tesi oltre a fornire una dettagliata descrizione del metodo, applica anche quest'ultimo al modello di Heston e al modello jump-diffusion di Merton.
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Reinler, William A. "To assess Robert K. Mertons paradigm: 75 years with “Social Structure and Anomie"." Thesis, Malmö högskola, Fakulteten för hälsa och samhälle (HS), 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:mau:diva-25779.
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Robert Mertons anomiteori har historiskt fått skarp kritik på grund av sitt svaga empiriska stöd och sina teoretiska antaganden. Vissa har dock menat att det svaga empiriska stödet beror på felaktiga operationaliseringar av Mertons teori. Den här studien syftar således till att studera operationaliseringar i tidigare forskning av Robert Mertons ursprungliga anomiteori som den presenterades år 1938 i Social Structure and Anomie. Först genomförs en noggrann genomgång och analys av artikeln Social Structure and Anomie och den teori som där presenteras. Genom en systematisk litteraturöversikt har sedan 13 artiklar som operationaliserat Mertons teori valts ut och sedan analyserats utifrån de centrala delarna av Robert Mertons paradigm. Resultaten visar att kulturellt definierade intressen nästan enbart har operationaliserats som akademiska och/eller ekonomiska mål och att de accepterade medlen operationaliserats i enlighet med de kulturellt definierade intressena. Vidare konstateras att varken anpassningsformer eller kulturperspektivet har någon framträdande plats i operationaliseringarna.Historically, Robert Merton’s theory of anomie has suffered from harsh criticism on the basis of its weak empirical support and theoretical assumptions. Although, some have made the claim that the failing support is because of inadequate operationalization of Merton’s theory. The purpose of this study is therefore to analyze the operationalization in previous research of Robert Merton’s original theory of anomie, as it was presented in 1938 in Social Structure and Anomie. Firstly, a thorough examination and analysis is conducted on the article Social Structure and Anomie and the theory therein. Secondly, through a systematic review 13 articles that operationalize Merton’s theory were selected and then analyzed based on the core parts of Robert Merton’s paradigm. Results indicate that the culturally defined goals almost exclusively are operationalized as academic and/or economic goals and that the institutionalized means are operationalized in accord with the culturally defined goals. Furthermore, it is found that neither adaptations nor the cultural perspective have any significant place within operationalization.
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Cullen, Thérèse A. ""Love is the measure" the lives of Dorothy Day and Thomas Merton as counter-cultural models of the church /." Online full text .pdf document, available to Fuller patrons only, 2004. http://www.tren.com.
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RONSI, FRANCILAIDE DE QUEIROZ. "THE CHRISTIAN MYSTICAL AND INTERRELIGIOUS DIALOGUE IN THOMAS MERTON AND RAIMON PANIKKAR: FOR A CHRISTIAN MATURITY AND AN INTERRELIGIOUS MYSTICAL." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2014. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27077@1.
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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROO reconhecimento da realidade religiosa, ricamente plural em que nos encontramos, nos convida a buscar formas para que seja possibilitado o convívio harmonioso em nossa sociedade. Para o Cristianismo, em especial, lhe é proporcionado a busca por uma intensa experiência nas mais profundas raízes de sua origem religiosa e a compreensão do significado dessa pluralidade religiosa no projeto salvífico de Deus e sua relação com o mistério de Jesus Cristo. Por isso, acreditamos que, para o diálogo fecundo e acolhedor com as demais religiões, é de extrema importância a contribuição de um caminho espiritual enraizado na experiência de união com Deus, como possibilidade para que não se viva uma religiosidade muito epidérmica, recuperando a dimensão da experiência íntima do mistério de Deus e da experiência da unidade com ela. As experiências vividas por Thomas Merton e Raimon Panikkar, radicadas no cristianismo, de profunda intimidade com Deus, nos apresentam um caminho para um diálogo inter-religioso realizado a partir de uma madura experiência religiosa. A experiência de Thomas Merton é profundamente inseparável do amor a Deus e à humanidade, em um seguimento aos ensinamentos de Jesus Cristo na dedicação ao seu ministério de sacerdote, monge e eremita, ricamente fortalecida pelo amor aos humanos. Em Raimon Panikkar, encontramos uma pessoa marcada por quatro identidades religiosas, sem que lhe fosse negada sua primeira origem, o cristianismo, caracterizada por uma profunda experiência de encontro com Deus. Para Raimon Panikkar este é o kairós do milênio que recém se abriu para todas as religiões e continuar com pequenas reformas não tem sentido. É necessária uma grande transformação, porém profunda, uma metanóia! Segundo Thomas Merton e Raimon Panikkar o diálogo entre as experiências religiosas não se resume a uma conversão vazia, mas que os interlocutores tenham de fato, penetrado com a máxima seriedade em sua própria tradição, assumindo a dimensão espiritual como o nível mais fecundo para a abertura e compreensão no diálogo inter-religioso. A partir destas experiências, sugerimos que o diálogo inter-religioso ultrapasse as fronteiras que separam as religiões em uma sincera e fecunda acolhida das mais diversas tradições, a partir de uma madura experiência religiosa. Através das contribuições de Juan Martin Velasco e de Andrés Torres Queiruga, confirma-se a importância que têm a dimensão espiritual e a experiência interior que possuem todas as religiões diante da autêntica necessidade do diálogo inter-religioso. Em todas as religiões existe a experiência mística unicamente graças ao convite de Deus, que deseja tornar-se conhecido e, acolhendo esta Presença, o ser humano tem a possibilidade de atingir sua autêntica realização. Sem fazer oposição à singularidade cristã na interpretação positiva das outras religiões e do pluralismo religioso, acreditamos que a maturidade da experiência religiosa do cristão contribui para aproximá-lo da realidade de ser imagem de Deus, que se dá na experiência mais profunda do ser religioso a partir de uma íntima relação com Deus.
The recognition of religious reality, richly plural, invites us to seek ways to make possible the harmonious coexistence in our society. For Christianity, in particular, it is provided to search for an intense experience in the deepest roots of their religious background and understanding of the significance of religious plurality in the salvific plan of God and their relationship with the mystery of Jesus Christ. Therefore, we believe that for the fruitful and friendly dialogue with other religions, it is extremely important the contribution of a spiritual path rooted in the bonding experience with God, as a possibility for not living a very epidermic religiosity, recovering the dimension of an intimate experience of God s mystery and the unit experience with it. The experiences of Thomas Merton and Raimon Panikkar, rooted in Christianity, of deeper intimacy with God, show us the way to interreligious dialogue held from a mature religious experience. Thomas Merton s experience is deeply inseparable from the love for God and humanity, followed up to Jesus Christ s teachings in the dedication to his ministry as a priest, monk and hermit, richly strengthened by the love for human. In Raimon Panikkar, we find a person marked by four religious identities, without deny his first origin, Christianity, characterized by a deep experience of encountering God. For Raimon Panikkar this is the kairós of the millennium that has just opened to all religions and continue with small reforms is meaningless. It is required a great transformation, but a deep one, a metanoia! According to Thomas Merton and Raimon Panikkar the dialogue between religious experiences is not limited to an empty conversion, but the interlocutors have indeed penetrated with the utmost seriousness in your own tradition, assuming the spiritual dimension as the most fruitful level for an opening and understanding in the interreligious dialogue. Based on these experiences, we suggest that interreligious dialogue beyond the boundaries that separate religions in a sincere and fruitful reception of the most diverse traditions, from a mature religious experience. Through the contributions of Juan Martin Velasco and Andres Torres Queiruga, confirms the importance of the spiritual dimension and the inner experience that all religions have for the authentic necessity interreligious dialogue. In all religions there is a mystical experience exclusively thanks to God s call, who wants to become known and, by welcoming the Presence, the human being is able to reach an authentic realization. Without making opposition to Christian uniqueness in positive interpretation of other religions and religious pluralism, we believe that the maturity of the religious experience of the Christian contributes to alignment with the reality of being in God s image, which gives the deepest experience of being religious from an intimate relationship with God.
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Anderssen, Eugenia, and Oda Elgshøen. "Implisitt volatilitet og kredittrisiko : En teoretisk oppgave med utgangspunk i modellene til Merton (1974), Leland (1994) og Leland og Toft (1996)." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for samfunnsøkonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-25288.
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Idabouk, Ghislaine. "La finance Mathématique, de Black, Scholes et Merton au théorème fondamental d'évaluation (1973-1998) : constitution d'une discipline et questions de méthode." Paris 7, 2010. http://www.theses.fr/2010PA070057.
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L'objet de cette thèse -est l'étude historique et l'analyse de la Constitution d'un champ particulier de la théorie financière moderne - la Finance Mathématique - à travers un corpus de travaux délimité d'une part par les deux articles fondateurs de Fischer Black, Myron Scholes et Robert C. Merton de 1973, et d'autre part par l'article de Freddy Delbaen et Walter Schachermayer de 1998 dans lequel les auteurs formulaient et démontraient la dernière version du « Théorème Fondamental d'Evaluation ». La Finance Mathématique a été construite autour de la question de l'évaluation des options, à l'interface de l'économie financière, des mathématiques, de la théorie économique et de l'ingénierie financière. Les trois premiers chapitres sont consacrés à l'examen du contenu théorique des articles du corpus et à la mise en évidence des hypothèses, outils et concepts clefs, ainsi que des étapes de la construction théorique. L'une des contributions majeures de cette thèse est de montrer que la Finance Mathématique s'est, au fil de sa constitution, détaché de l'économie financière et de la théorie économique de l'équilibre pour s'ancrer dans les mathématiques et la théorie de processus stochastiques, 1981 constituant une année pivot. Le quatrième chapitre évoque le contexte économique, politique et institutionnel dans lequel la théorie des options et les marchés d'options ont vu le jour, et traite de la diffusion des idées et méthodes du corpus. Le dernier chapitre traite, à la lumière de l'analyse historique précédente, de certaines questions de philosophie des sciences que pose la Finance Mathématique en tant que champ. Enfin, trois questions ouvertes sont proposéesThe propose of this PhD dissertation is the historical study and the analysis of the constitution of a particular field of modem financial theory - Mathematical Finance - through a corpus of works bounded by on the one hand the two founding articles of Fischer Black, Myron Scholes and Robert C. Merton of 1973, and on the other hand Freddy Delbaen and Waiter Schachermayer's 1998 paper in which the authors gave and proved the latest version of the « Fundamental Theorem of Asset Pricing ». Mathematical Finance was built around the problem of option pricing, at the interface of financial economies, economic theory and financial engineering, in the first three chapters, the theoretical content of the articles of the corpus is analyzed and the key assumptions, tools and concepts of the corpus are identified, as are the steps of the theoretical construction. One of the major contributions o this dissertation is to show that, through its elaboration, Mathematical Finance was detached from financial economies and the neoclassical economic theory of equilibrium to be deeply rooted in mathematics and the theory of stochastic processes, 1981 being the pivotal moment. The fourth chapter addresses the economic, political and institutional context in which option pricing theory and option markets were born ma provides details about the diffusion of the ideas and methods of the corpus The fifth and last chapter addresses, with the insight of the previous historical analysis, some questions of philosophy of science raised by Mathematical Finance as a field of study. The « constitutive » role of mathematics is stressed. Three open questions are eventually spelled
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Balshaw, Lloyd Stanley. "Model Misspecification and the Hedging of Exotic Options." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/28437.
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Asset pricing models are well established and have been used extensively by practitioners both for pricing options as well as for hedging them. Though Black-Scholes is the original and most commonly communicated asset pricing model, alternative asset pricing models which incorporate additional features have since been developed. We present three asset pricing models here - the Black-Scholes model, the Heston model and the Merton (1976) model. For each asset pricing model we test the hedge effectiveness of delta hedging, minimum variance hedging and static hedging, where appropriate. The options hedged under the aforementioned techniques and asset pricing models are down-and-out call options, lookback options and cliquet options. The hedges are performed over three strikes, which represent At-the-money, Out-the-money and In-the-money options. Stock prices are simulated under the stochastic-volatility double jump diffusion (SVJJ) model, which incorporates stochastic volatility as well as jumps in the stock and volatility process. Simulation is performed under two ’Worlds’. World 1 is set under normal market conditions, whereas World 2 represents stressed market conditions. Calibrating each asset pricing model to observed option prices is performed via the use of a least squares optimisation routine. We find that there is not an asset pricing model which consistently provides a better hedge in World 1. In World 2, however, the Heston model marginally outperforms the Black-Scholes model overall. This can be explained through the higher volatility under World 2, which the Heston model can more accurately describe given the stochastic volatility component. Calibration difficulties are experienced with the Merton model. These difficulties lead to larger errors when minimum variance hedging and alternative calibration techniques should be considered for future users of the optimiser.