Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 110 for “"Merton"”.
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Thomas Merton : life, work & thoughts on Zen
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 …
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Merton Priory as a Centre of Learning 1117-1538
This thesis examines aspects of Merton’s history connected to the learning of its canons, with two underlying themes: a) the nature of learning within the priory, and b) the contribution of the canons of the priory to wider scholarship and learning during the Middle Ages. Chapter 1 contextualises …
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Merton Investment Problem for the Hawkes-based Risk Model
We study the Merton investment problem in insurance where the risk process is based on the general compound Hawkes process. That means the arrival of claims modeled with a Hawkes process and the modeled claim sizes follow a finite number of fixed jump sizes governed by a Markov chain evolution. The …
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An Analysis of Imagery in Selected Poems of Thomas Merton
<p>This dissertation compares the imagery of Merton’s early verse with that of his late poems to see what development, if any, has taken place. At first a difficulty presented Itself in attempting a chronological study, because the poems of Merton’s first books. Thirty Poems and A Man in the …
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Structural credit risk modeling using Merton model and its default probability: A case study of commercial banks in Namibia
… the credit risk position in the light of the Merton Structural credit Risk Model. The financial statements of these banks are analysed, specifically the balance sheets and statements of income, to extract relevant information for the computation of various ratios. The ratios examined include …
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Whispers of Conversation between Thomas Merton and Sallie McFague on God, Self, and the World: Considering Engaged Spirituality Today
… relying on the thought and dialogue of Thomas Merton, a 20th Century Catholic monk, and Sallie McFague, a 21st Century Protestant theologian. This question is approached by examining Merton and McFague's understandings of God, self, and the world as these aspects relate to the question and …
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Stock Option Valuation for Thinly Traded Enterprises: Comparing the Historically Based Intrinsic Value Model to the Black-Scholes-Merton Model
… options, most accountants use the Black-Scholes-Merton (BSM) option pricing model because of its simplicity. While evidence suggests that the model is effective for larger entities with regularly traded stocks, the BSM model becomes less effective when a stock's price is highly volatile or …
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Credit Default Risk and Market Risk Premium of Chinese Corporate Bonds
… of models: accounting-based Altman models, the Merton distance-to-default (DD) model, and the default hazard model. Our findings confirm the robustness of three original Altman models in predicting Chinese corporate bond defaults within a one-year horizon. Re-estimating and revising these models …
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A Life of Paradox: Thomas Merton's Asian Trajectory
Anthony Padovano called Thomas Merton a "symbol of the century" inasmuch as he embodied many of the changes facing Christianity during the often tumultuous and violent, but increasingly pluralistic, middle decades of the twentieth century. Merton engaged in a "total ecumenism," in which he …
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Quantification of the default probability of the top 42 non-financial South African firms
… the Moody's KMV white papers in implementing the Merton (1974) model. The model of default prediction builds upon option theory as pioneered by Black and Scholes and derives the probability of default predominately from the price and volatility of equity. In addition, BEE (Black Economic …
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Corporate Bonds and Equities: A Comparison of Returns
… on the pricing of corporate debt was by Robert Merton (Merton 1974). The Merton model represented corporate debt as the combination of a risk-free asset and a short position in a put option on the assets of the firm. Equity was represented as a long call option on the assets of the firm. Since …
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Option pricing with physics-informed neutral networks (PINNS)
… a PINN toy example to solve the Black-Scholes-Merton PDE for a vanilla European option. The numerical solutions from the PINN are compared against the true analytical solution – the Black-Scholes-Merton equation. The problem is also extended by incorporating a local volatility model. Here, we …
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A fragilidade da natureza humana em The Wings of the Dove : leitura fílmica versus leitura do romance
… a protagonista, Kate, deseja casar-se com Merton, um jornalista da classe média, enfrentando a oposição da tia. Encontra a solução para o seu problema em Milly, a jovem americana rica, de cuja fortuna pretende apoderar-se, mas vai enfrentar conflitos diversos, um deles o interior, em que se …
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Essays on Performance Evaluation of Portfolio Managers of Mutual and Hedge Funds
… their efficacy with the classic Henriksson and Merton (1981) measure. In simulations, I show that indirect measures can better capture the intensity of multi-factor timing activities than the Henriksson-Merton measure. I apply indirect measures along with the Henriksson-Merton measure to …
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Equity options and stochastic interest rates : error in Black-Scholes prices and hedges for European- and American-style equity options when short rates are Ornstein-Uhlenbeck
… European equity options (Black&Scholes (1973), Merton (1973)) and American equity options (Karatzas (1988)) in an economy with stochastic interest rates. In particular, we consider an economy with Vasicek (1977) type interest rates.
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Models of Corporate and Bank Default and Credit Migration
… by three main structural models of default, Merton model, Longstaff and Schwartz model and Leland and Toft model, to the observed real default probabilities reported by Moody's for the BBB, BB and B rated bonds. We find that none of the models can accurately predict the default probabilities …
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