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Applications Of New Diffusion Models To Barrier Option Pricing And First Hitting Time In Finance, Keang Ly

Theses and Dissertations (Comprehensive)

The main focus of this thesis is in the application of a new family of analytical solvable diffusion models to arbitrage-free pricing exotic financial derivatives, such as barrier options. The family of diffusions is the so-called “Drifted Bessel family” having nonlinear (smile-like) local volatility with multiple adjustable parameters. In particular, the drifted Bessel-K diffusion is used to model asset (stock) price processes under a risk-neutral measure whereby discounted asset price are martingales.

Closed-form spectral expansions for barrier option values are derived within the Bessel-K family of models. This follow from the closed-form spectral expansions for the transition probability …

Non-Biological Caregivers’ Experiences Of Fetal Alcohol Spectrum Disorder (Fasd) Support Groups, Sharon Porty

Theses and Dissertations (Comprehensive)

Caregivers of children with Fetal Alcohol Spectrum Disorder (FASD) are an extremely valuable resource, and supporting a stable and nurturing home environment may be the most achievable intervention to improve the child’s prognosis. Very little research has been done to explore effective interventions that focus on the FASD caregiver, rather than the child, for the purposes of preventing caregiver burnout and placement breakdown. The central purpose of this study is to explore non-biological parent caregivers’ experiences of FASD caregiver support groups in order to capture a better understanding of the value of this resource as one part of a continuum …

Simulation Studies On Estimation Of Variance Components For Multilevel Models, Sara Vakilian

Theses and Dissertations (Comprehensive)

With the presence of unequal sampling in a multilevel model, the weight inflated estimators for variance components can be biased even though the use of survey weights results in design consistent estimators of the parameters. In this thesis I will carry out a simulation study to examine the performance of current existing methods and I will examine the resampling method for correcting bias of estimators of variance components of a multilevel model with covariates. This study will be based on these three papers: “Weighting for Unequal Selection Probabilities in Multilevel Models” by D. Pfeffermann , C. J. Skinner, D.J. Holmes, …

Voices Of Anorexia Uncovered: The Healing Journey Unveiled, Elisha Van Harte

Theses and Dissertations (Comprehensive)

Eating disorders have the highest mortality rate of any psychiatric illness. The current rate of anorexia nervosa is 1% in North America, representing approximately three million cases. Consequently, this illness has attracted a growing body of research and treatment. Current research in the field has focused primarily on the etiology of the illness. Furthermore, outcome studies are primarily quantitative in nature and have indicated that there is no treatment modality that consistently results in longitudinal recovery. What appears to be absent from the literature is the exploration of the recovery process from the perspective of those who have recovered. The …

Assessing The Legal Risks In Network Forensic Probing, Michael Losavio, Olfa Nasraoui, Vincent Thacker, Jeff Marean, Nick Miles, Roman Yampolskiy, Ibrahim Imam

Faculty and Staff Scholarship

This paper presents a framework for identifying the legal risks associated with performing network forensics on public networks. The framework is discussed in the context of the Gnutella P2P network protocol for which the legal issues related to authorized access have not yet been addressed.

Stacked Search For Gravitational Waves From The 2006 Sgr 1900+14 Storm, B. P. Abbott, R. Abbott, R. Adhikari, Teviet Creighton, Matthew Benacquista, Mario C. Diaz, Soumya Mohanty, Soma Mukherjee, Malik Rakhmanov, Joseph D. Romano

Physics & Astronomy Faculty Publications

We present the results of a LIGO search for short-duration gravitational waves (GWs) associated with the 2006 March 29 SGR 1900+14 storm. A new search method is used, \"stacking\" the GW data around the times of individual soft-gamma bursts in the storm to enhance sensitivity for models in which multiple bursts are accompanied by GW emission. We assume that variation in the time difference between burst electromagnetic emission and potential burst GW emission is small relative to the GW signal duration, and we time-align GW excess power time-frequency tilings containing individual burst triggers to their corresponding electromagnetic emissions. We use …

Assessing Tangible Support Efforts In English Canadian Christian Church Communities, Dana M. Friesen

Theses and Dissertations (Comprehensive)

This thesis was inspired by one family’s need for support and how it came to be expressed and negotiated within their faith community. The purpose of this study was to survey English-speaking, Christian congregations across Canada in order to discover the range of tangible social supports available to congregants. Tangible supports were defined as practical (i.e. acts of service), material, and social/emotional support. An important component in this study was to identify strengths and gaps in the development and mobilization of congregational supports, as expressed by church leaders. Another important aspect included the exploration of church leaders’ and their congregations’ …

Population Density, Circulating Testosterone And Dawn Chorus Behaviour In White-Throated Sparrows (Zonotrichia Albicollis), Simon Richard Hall

Theses and Dissertations (Comprehensive)

An integrative approach to biological research has facilitated the study not only of specific phenomena, but of the connections between these phenomena. A particularly striking example is that of the relationships between testosterone, social behavior, and social context. Increased levels of testosterone increase the frequency of aggressive behaviors and reduce the quality of parental care in many songbird species, and these changes in behavior can affect the surrounding social environment. Different social contexts, population density as a readily studied example, affect the cues that control the release of testosterone into the bloodstream. The distinct tan-stripe and white-stripe phenotypic morphs of …

Using Chemical, Optical And Biological Methods To Characterize Cu Complexation By Different Natural Organic Matter Sources Collected From Canadian Shield Waters, Keegan Andrew Hicks

Theses and Dissertations (Comprehensive)

The effects of natural organic matter (NOM) source on Cu complexation were characterized chemically, optically and biologically in soft waters. NOM from different Canadian Shield soft water lakes were concentrated using reverse osmosis and for comparison NOM was also sampled from a hard water source. NOM complexation capacity was assessed directly in Cu spiked solutions (with and without additions of NOM) by measuring free Cu activity using an ion selective electrode. Additional chemical and optical characterizations of NOM included specific absorbance coefficient (SAC; at 340 nm), excitation-emission matrix spectroscopy, protein content, and molecular weight fractionation (fraction of DOCkDa). The biological …

Moral Emotion Expectancies And Moral Behavior In Adolescence, Megan E. Johnston

Theses and Dissertations (Comprehensive)

In the present research we extended previous studies examining moral emotion expectancies in childhood to investigate the relationship between moral emotion expectancies and moral behavior in adolescence. A secondary goal was to explore the relationships among moral emotion expectancies, the moral self, and moral action. Two hundred and thirty-five adolescents in grades 7, 9, 11, and first year university completed a structured interview assessing moral emotion expectancies in various situations in which a moral norm is either regarded or disregarded. Participants distributed up to 10 plastic chips on nine emotional expressions to indicate how they expected to feel in each …

Personal Growth In Couples Caring For A Child With A Life-Threatening Illness, Kimberly Kennedy

Theses and Dissertations (Comprehensive)

Little is known about the potential for positive outcomes in couples who have a child with a life-threatening illness. The current study was a secondary analysis of demographics and personal growth data of 34 couples actively caring for children with various life-threatening conditions. There were three overarching goals in this research: (a) to examine differences in Posttraumatic Growth Inventory scores (PTGI) of mothers and fathers, (b) to examine the relationship between demographic variables and PTGI scores of mothers and fathers, and (c) to measure level of congruency in couple-dyad scores and test if partners’ growth scores are predictive of one …

First-Passage Time Models With A Stochastic Time Change In Credit Risk, Hui Li

Theses and Dissertations (Comprehensive)

Many authors have used a time-changed Brownian motion as a model of log-stock returns. Using a Levy process as a stochastic time change, one obtains well known asset price models such as the variance gamma (VG) and normal inverse Gaussian (NIG) models. Following on the heels of these asset price models, it is natural to extend structural credit models by using a time-changed geometric Brownian motion and other jump-diffusion processes to model the value of a firm. To avoid the difficulties that arise in computing the associated first passage time distribution and in analogy to the time-changed Markov chain models, …

Piecing Together The Puzzle Of Autism: Aspects Of Its Effects On Children With The Condition And Their Caregivers, Roula Markoulakis

Theses and Dissertations (Comprehensive)

As one of the most prevalent developmental disorders, extensive research exists concerning Autism Spectrum Disorders (ASD). However, gaps are still evident in a number of areas. Information pertaining to any costs and benefits associated with the experience of caring for a child with autism is inadequate. In Study 1, the lived experiences of married female primary caregivers of children with autism were explored, specifically by examining the costs and benefits of caregiving and its influence on the women’s situations. Furthermore, motor control deficits are apparent in many children with high functioning autism (HFA) and Asperger syndrome (AS), but need to …

The Effect On Response Complexity On Task-Switching Behaviour, Christina Shepherd

Theses and Dissertations (Comprehensive)

Research on task-switching has shown that when participants are asked to switch between two different tasks, they are slower than when they repeat the same task. These costs have also been shown to increase when the previous response is repeated; however, very little has been done to investigate the role of response complexity in this relationship. We manipulated response complexity by increasing both the number of stimulus-response pairs and the number of individual response components. We hypothesized that increased response complexity would increase both the switch costs and the response repetition effect. Results indicated that increasing the number of S-R …

The Relationship Between Socioeconomic Status And Physical Activity Among Adolescents, Meredith Laurel Stockie

Theses and Dissertations (Comprehensive)

Background: Many Canadian youth are inactive (Active Healthy Kids Canada, 2009). Socioeconomic status (SES) is one factor that influences youth physical activity (PA) levels; however, the factors involved in this relationship are not well understood. Given that numerous quantitative studies suggest there is a positive relationship between SES and PA among adolescents, but offer little insight into why the given relationship exists, the purpose of the current thesis is to study the factors that influence the relationship between SES and PA among youth aged 12–14 years through a qualitative lens.

Methods: Low (n = 2) and high SES (n = …

An Examination Of Intercollegiate Athletic Injury Tracking Systems Within Canadian Universities, Andrew D. Ross

Theses and Dissertations (Comprehensive)

Information regarding the practice of athletic injury tracking within Canadian intercollegiate institutions has been relatively deficient. The study aimed to assess the current status of athletic injury tracking systems (AITS) in Canadian universities within the Canadian Interuniversity Sport Association (CIS). A secondary purpose was to obtain data from therapists within Canadian Universities, to identify and analyze issues, benefits, barriers and obtain information regarding how athletic injury tracking methods are conducted. This was achieved by obtaining data regarding the current state of AITS in CIS institutions, clinical demographics, athletic therapists and/or physiotherapists’ opinions regarding the pro’s and con’s of athletic injury …

Metabolic And Molecular Approaches To The Study Of Bacterial Communities In Wetlands Of The Alberta Athabasca Oil Sands Region, Jessica Dawn Morrison

Theses and Dissertations (Comprehensive)

Bacterial communities in wetlands from the Athabasca region (Alberta, Canada) were surveyed and their utility as bio-indicators for wetland reclamation was assessed. Sediment samples were collected from wetlands categorized as: (1) natural (off mining leases), (2) reference (on mining sites but not directly impacted by oil sands processed material (OSPM)), and (3) OSPM (directly affected by OSPM). Wetlands of the latter two groups ranged in age from 11 to 24 years. Analysis involved community level physiological profiling (CLPP) with BIOLOG™ EcoPlates, and denaturing gradient gel electrophoresis (DGGE). Multivariate analysis applied to data from both techniques revealed differences in the bacterial …

Mathematical Modeling Of Quantum Dots With Generalized Envelope Functions Approximations And Coupled Partial Differential Equations, Dmytro Sytnyk

Theses and Dissertations (Comprehensive)

No abstract provided.

Satisfaction With Sexual Health Education Among Recent Graduates Of Ontario High Schools, Glenn J. Meaney

Theses and Dissertations (Comprehensive)

Satisfaction with sexual health education can be seen as student evaluation of how effectively the sexual health education curriculum meets its goals. First-year university students completed one questionnaire containing measures concerning satisfaction with high school sexual health education, sexuality-related individual difference variables, and intentions to pursue further sexual health education at the university level. Question 1 was whether students were satisfied with their high school sexual health education. Results were examined for differences by gender and type of school attended (i.e., public or Catholic). Participants rated sexual health topics as very important; believed that most sexual health education should occur …

Characterization Of The Interaction Between Arabidopsis Toc159 And Toc33 Gtpase Domains, Wesley A. Farquharson

Theses and Dissertations (Comprehensive)

Protein-protein interactions are critical for many biochemical processes and for cellular function. Understanding interactions between proteins and ligands, as well as other proteins are necessary for the modelling of biological systems. Protein import into chloroplasts is one such system where the understanding of interactions between members of the translocation complex is limited. The translocon at the outer envelope membrane of chloroplasts (Toe complex) consists of three core components: Toc75, Tocl59, and Toc34. Members of the Tocl59 and Toc34 gene families in Arabidopsis thaliana have been shown to assemble differentially into structurally and functionally distinct complexes. More specifically, there is evidence …

An Action Research Study Of The Supporting The University-Ready Through Environment (Sure) Program, Natalie Brown

Theses and Dissertations (Comprehensive)

The current research documented the processes and outcomes of an educational access program for women living in poverty at the individual and organizational level of analysis. The purpose of this study was to understand barriers, strategies to reduce barriers and outcomes achieved by a grassroots program: Supporting the University-Ready through Empowerment (SURE). The 12 participants consisted of three women learners of the SURE program, three SURE co-directors (including myself), three university partners and three community partners. Life narrative interviews were conducted with the learners with structured interviews conducted with all other informants. Additionally, focus groups were run with the SURE …

Knowing Body, Moving Mind: Ritualizing And Learning In Two Buddhist Centres In Toronto, Patricia Q. Campbell

Theses and Dissertations (Comprehensive)

This book explores learning through ritualizing in introductory meditation courses offered at two Tibetan-based, western Buddhist centres in Toronto. Through interviews with several of the centres’ newcomers, experienced members and teachers, it explores students’ reasons for enrolling in meditation classes as well as their attitudes towards religion and ritual. The study's primary focus is on respondents’ experiences of learning through formal practices such as meditation postures and techniques. Ritualizing is interpreted in part through performance theory, an approach which highlights the performative elements of ritual and the physical enactment of ritualized postures and gestures. Learning through ritualized activities creates a …

Evaluating The Effectiveness Of A Short-Duration Reading Intervention On Grade One Phonological Awareness And Word Reading, Carrie Seward

Theses and Dissertations (Comprehensive)

The purpose of this project was to evaluate the influence of a summer intervention for children showing early signs of reading delay. The project evaluated two intervention components: a two week camp for children and two training workshops for parents. Data were collected for five groups of participants. Three groups participated in one or more intervention components: parent workshops only group, child camp only group, and both parent workshops and child camp group. All children who participated in the interventions were identified by teachers as having difficulty in phonological awareness and word reading skills at the end of senior kindergarten. …

The Rules Of Engagement: German Women And British Occupiers, 1945–1949, Barbara Smith

Theses and Dissertations (Comprehensive)

This dissertation is a document based administrative study of the British occupation of Germany, 1945–49, and its impact on specific areas of the lives of German women who were living in the British zone. The study examines the effect of British occupation policy on the regulation of marriage, prostitution and venereal disease, and German women’s organizations. British occupation strategies were unique; although the British worked with the Americans on many levels they maintained separate policy approaches. The British brought their own social perspectives and systems to Germany and attempted to impose them on German social and civil procedures. German women …

Acknowledging The Skeletons In Our Closet: Collective Guilt And Ingroup-Affirmation, Gregory Roy Gunn

Theses and Dissertations (Comprehensive)

Just as people defend against threats to personal identity, they also defend against threats to social identity. In the context of intergroup transgression, the defensiveness against social identity threat has the effect of undermining collective guilt and its prosocial consequences. However, there may be ways for perpetrator groups to alleviate threat without undermining guilt. Five studies examined whether perpetrator groups are more willing to acknowledge collective guilt once social identity threat has been buffered by ingroup-affirmation. As predicted, Study 1 revealed that men accepted greater collective guilt for the mistreatment of women after affirming their ingroup. Replicating this effect, Study …

Commanding The Green Centre Line In Normandy: A Case Study Of Division Command In The Second World War, Angelo N. Caravaggio

Theses and Dissertations (Comprehensive)

This thesis examines the experiences of the 4th Canadian Armoured Division as it prepared for and carried out its role in the battle of Normandy and the libeation of France in 1944. The factors that limmited opportunities to practice the formation in large-scale exercises are noted as are the methods used by the General Officer Commanding, Major-General George Kitching, to compensate for the limitations. This thesis argues that through the development of an effective commander-staff dynamic Kitching, his staff and his subordinates commanders, were able to meet the challenges and chaos of combat in the final stages of the Normandy …

Illusion Of Coexistence: The Waldorf Schools In The Third Reich, 1933–1941, Karen Priestman

Theses and Dissertations (Comprehensive)

From 1933 to 1941, the eight existing Waldorf schools in Germany were forced to close. As an alternative system of education, they were considered a threat to National Socialism. Yet, they were not systematically nor uniformly brought into line with the Nazi state through the process of Gleichschaltung. Very few studies address the history of the Waldorf schools under National Socialism, and those that do are invariably written by members of the Waldorf school community. By examining correspondence between the Waldorf school administrators and Nazi officials, this study helps to fill the void. This investigation reveals that the personalities …

Toward A More Holistic Approach To The Conservation Management Of Southern Ontario’S Small Protected Areas, Wilfred Gregory Tschirhart

Theses and Dissertations (Comprehensive)

Within Southern Ontario’s highly fragmented greater natural ecosystem, there remain numerous relatively small scattered areas which bear at least some resemblance to their former pre-European/Canadian settlement natural ecosystem. In their present state they serve as reservoirs of their particular ecoregion’s indigenous plant and animal species. In proportion to their limited spatial areas, degree of isolation, existing ecological integrity, and long-term ecological carrying capacity they are stores of natural capital, which is beneficial to both nature and society. They co-exist with Southern Ontario’s well developed socioeconomic/cultural system, on whose stewardship their long-term integrity is becoming increasingly dependent, which creates increased environmental …

Influence Of Vitamin K-Rich Plant Foods On Anticoagulant Baiting Efficacy In Wild House Mice, Wild Norway Rats, And Wild Black Rats, G. W. Witmer, P. W. Burke

United States Department of Agriculture Wildlife Services: Staff Publications

Rodents introduced to islands have caused the extinction of many species of animals. Anticoagulant rodenticides are relied on to eradicate rodents from these islands, but if the rodents are eating plant materials that contain high amounts of vitamin K (the antidote to anticoagulants) anticoagulant rodenticides may not be effective. In a laboratory trial, individually caged Noway Rats Rattus norvegicus, Black Rats R. raffus and House Mice Mus musculus were fed fresh plant material high in vitamin K (Collards [0.62 mg vitamin K per 100 g] and Brussels Sprouts [0.19 mg vitamin K per 100 g]) for a period of …

West Nile Virus Detection In Nonvascular Feathers From Avian Carcasses, Nicole M. Nemeth, Ginger R. Young, Kristen L. Burkhalter, Aaron C. Brault, William K. Reisen, Nicholas Komar

United States Department of Agriculture Wildlife Services: Staff Publications

West Nile virus (WNV) is a public health threat and has caused the death of thousands of North American birds. As such, surveillance for WNV has been ongoing, utilizing numerous biological specimens and testing methods. Nonvascular (i.e., fully grown) feathers would provide a simple method of collection from either dead or live birds of all ages and molt cycles, with presumably less biosafety risk compared with other specimen types, including feather pulp. The current study evaluates WNV detection in nonvascular feathers removed from naturally infected avian carcasses of several species groups. Feathers of corvid passeriforms had the highest sensitivity of …