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  • 1
    Electronic Resource
    Electronic Resource
    Stem xylem features in three Quercus (Fagaceae) species along a climatic gradient in NE Spain (1997)
    Springer
    Trees 12 (1997), S. 90-96 
    Details
    ISSN: 0931-1890
    Keywords: Key words Huber value ; Mediterranean climate ; Rainfall gradient ; Winter temperature ; Wood anatomy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Agriculture, Forestry, Horticulture, Fishery, Domestic Science, Nutrition
    Notes: Abstract  Stem xylem features in two evergreen Quercus species (Q. coccifera and Q. ilex) and a deciduous one (Q. faginea) were analysed along an Atlantic-Mediterranean climatic gradient in which rainfall and winter cold experience strong variation. Mean maximum vessel diameter, vessel density, vessel element length, xylem transverse sectional area, Huber value (xylem transverse sectional area per leaf area unit), theoretical leaf specific conductivity (estimated hydraulic conductance per leaf area unit) and total leaf area were determined in 3-year-old branches. Q. faginea presented the widest vessels and the highest theoretical leaf specific conductivity while Q. coccifera showed the lowest total leaf area and the highest Huber value. Studied features did not exhibit significant correlations with mean minimum January temperature in any species but did show significant relationships with rainfall. In Q. coccifera, mean maximum vessel diameter, vessel element length and theoretical leaf specific conductivity increased with higher rainfall while vessel density decreased. Mean maximum vessel diameter and total leaf area in Q. ilex increased with precipitation whereas variables of Q. faginea did not show any significant trend. Results suggest that aridity, rather than minimum winter temperature, controls stem xylem responses in the studied evergreen species. Q. faginea traits did not show any response to precipitation, probably because this species develops deep roots, which in turn makes edaphic and topographic factors more important in the control of soil water availability. In response to aridity Q. coccifera only exhibits adjustment at a xylem level by reducing its water transport capacity through a reduction of vessel diameter without changing the amount of xylem tissue or foliage, whereas Q. ilex adjusts its water transport capacity in parallel to the foliage area.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00009701
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  • 2
    Electronic Resource
    Electronic Resource
    Aging and social welfare in transition (1997)
    Oxford, UK : Blackwell Publishing Ltd
    International journal of social welfare 6 (1997), S. 0 
    Details
    ISSN: 1468-2397
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1468-2397.1997.tb00183.x
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  • 3
    Electronic Resource
    Electronic Resource
    Functional limitations among the oldest old (1995)
    Oxford, UK : Blackwell Publishing Ltd
    International journal of social welfare 4 (1995), S. 0 
    Details
    ISSN: 1468-2397
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1468-2397.1995.tb00104.x
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  • 4
    Electronic Resource
    Electronic Resource
    Correlation risk, cross-market derivative products and portfolio performance (1995)
    Oxford, UK : Blackwell Publishing Ltd
    European financial management 1 (1995), S. 0 
    Details
    ISSN: 1468-036X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Economics
    Notes: We consider portfolios whose returns depend on at least three variables and show the effect of the correlation structure on the probabilities of the extreme outcomes of the portfolio return, using a multivariate binomial approximation. the portfolio risk is then managed by using derivatives. We illustrate this risk management both with simple options, whose payoff depends upon only one of the underlying variables, and with more complex instruments, whose payoffs (and values) depend upon the correlation structureThe question of benchmarking portfolio performance is complicated by the use of derivatives, especially complex derivatives, since these instruments fundamentally alter the distribution of returns. We use the multivariate binomial model to set performance benchmarks for multicurrency, international portfolios. Our model is illustrated using a simple example where a German institution invests a proportion of its funds in Germany equities and the remainder in UK equities. Portfolio performance is measured in Deutsche Marks and depends upon (1) the DAX index, (2) the FTSE index and (3) the Deutsche Mark-Sterling exchange rate.The output of the model is a simulation of possible outcomes from the portfolio hedging strategy. the difference in our methodology is that we are able to retain the simplicity of the binomial distribution, used extensively in the analysis of options, in a multivariate context. This is achieved by building three (or more) binomial trees for the individual variables and capturing the correlation structure with the use of varying conditional probabilities.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1468-036X.1995.tb00011.x
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  • 5
    Electronic Resource
    Electronic Resource
    The risk of a currency swap: a multivariate-binomial methodology (1998)
    Oxford, UK and Boston, USA : Blackwell Publishers Ltd
    European financial management 4 (1998), S. 0 
    Details
    ISSN: 1468-036X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Economics
    Notes: In general, the risk of a financial instrument on a future valuation date depends on several stochastic variables. In the case of a currency swap, its value on a future date, can be modelled as a function of five stochastic variables. These represent the factors that determine the term structure of interest rates in the two currencies, and the foreign exchange rate between the currencies. The joint-probability distribution of the relevant variables on the horizon date is approximated by a multivariate-binomial distribution. The proposed methodology provides a fast and flexible alternative to Monte-Carlo simulation of the swap value. The distributions of value produced by the method can be employed to assist with both market and credit risk management.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-036X.00051
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  • 6
    Electronic Resource
    Electronic Resource
    Strategies for an Ageing Population: Expanding the Priorities Discussion (1995)
    Cambridge : Cambridge University Press
    Ageing and society 15 (1995), S. 199-217 
    Details
    ISSN: 0144-686X
    Source: Cambridge Journals Digital Archives
    Topics: Medicine , Sociology
    Notes: The growing number of oldest old has increased the need for social services and medical care in many countries during the last decade. These needs have been met with various strategies to make more effective and efficient use of resources. In many ways these changes have been successful, but at the same time the amount of success correlates negatively to the potential for further gains. That is, when the slack in the system has been drawn in, it is doubtful whether further gains can be made with these strategies. So what can be done if the public resources are restricted and needs continue to increase? Adequate solutions will require a wide perspective encompassing all the various services needed by elderly people. Decisions made in one sector necessarily have repercussions in other service areas. It is also essential to recognize the differences between sectors; guidelines and strategies developed within the medical sector are not always applicable in the social services sector. With Sweden as an example, the organizational and administrative changes that have occurred during the last decades are presented along with arguments for extending the discussion of strategies and priorities to include all kinds of service to the elderly population.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1017/S0144686X00002373
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  • 7
    Electronic Resource
    Electronic Resource
    When are Options Overpriced? The Black–Scholes Model and Alternative Characterisations of the Pricing Kernel (1999)
    Springer
    Review of finance 3 (1999), S. 79-102 
    Details
    ISSN: 1573-692X
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract An important determinant of option prices is the elasticity of the pricing kernel used to price all claims in the economy. In this paper, we first show that for a given forward price of the underlying asset, option prices are higher when the elasticity of the pricing kernel is declining than when it is constant. We then investigate the implications of the elasticity of the pricing kernel for the stochastic process followed by the underlying asset. Given that the underlying information process follows a geometric Brownian motion, we demonstrate that constant elasticity of the pricing kernel is equivalent to a Brownian motion for the forward price of the underlying asset, so that the Black–Scholes formula correctly prices options on the asset. In contrast, declining elasticity implies that the forward price process is no longer a Brownian motion: it has higher volatility and exhibits autocorrelation. In this case, the Black–Scholes formula underprices all options.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1009834122099
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  • 8
    Electronic Resource
    Electronic Resource
    Avalanche mapping and related G.I.S. applications in the Catalan Pyrenees (1995)
    Springer
    Surveys in geophysics 16 (1995), S. 681-693 
    Details
    ISSN: 1573-0956
    Keywords: Snow avalanche ; natural hazard ; mapping ; aerial photointerpretation ; G.I.S. ; digitizing ; topology ; Pyrenees
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Physics
    Notes: Abstract The Avalanche Risk Project for the Catalan Pyrenees was started in 1986 by theServei Geològic de Catalunya and theDpt. de Geologia Dinàmica, Geofísica i Paleontologia. One of the aims of this project is to carry out the “Map of Probable Avalanche Paths”, which is a thematic map in where the land areas affected by avalanches are represented. This information is the result of: 1) aerial photointerpretation, 2) field work: observations of the avalanche effects and interviews to the inhabitants and people who work in the mountain areas. All the descriptive complementary information about each avalanche zone has been stored in a database, thus constituting the avalanche Cadastre. A Geographic Information System (G.I.S.) is an informatic system which can acquire, store and manipulate data that describe the land surface. The Cadastre and Map of Probable Avalanche Paths constitutes a complex document. It is also a basic document to perform further analysis, risk maps and defense actions, so it must have the following characteristics: easy to update, possibility to combine with other documents and to exploit as a source of diverse informations. Therefore, a G.I.S. is the most appropriate tool to store, manage, analyze and restore this avalanche data. The area of the Catalan Pyrenees that has been mapped and automated until now is also presented.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00665748
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  • 9
    Electronic Resource
    Electronic Resource
    The term structure of interest rates: Alternative approaches and their implications for the valuation of contingent claims (1996)
    Springer
    The Geneva risk and insurance review 21 (1996), S. 7-28 
    Details
    ISSN: 1554-9658
    Keywords: term structure ; interest rates ; contingent claims valuation ; Black-Scholes model ; mean-reversion ; no-arbitrage condition ; preference-free pricing ; general equilibrium ; equivalent martingale measure
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract One of the most active areas of research in financial economics has been the modeling of the term structure of interest rates and its relationship to the pricing of contingent claims. There is a vast array of issues in the area, as well as a variety of perspectives, ranging from theoretical to practical. This article provides a general framework for the analysis of issues in the modeling of the term structure. Specifically, this article provides an overview of the conceptual issues and the empirical evidence in the area, based on an examination of five seminal models by Black, Scholes, and Merton; Vasicek; Cox, Ingersoll, and Ross; Ho and Lee; and Heath, Jarrow, and Morton. The article provides a synthesis of the area and suggests directions for future research.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00949048
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  • 10
    Electronic Resource
    Electronic Resource
    Acknowledgement (1998)
    Springer
    Review of derivatives research 2 (1998), S. 347-347 
    Details
    ISSN: 1573-7144
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01574152
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