14,992 research outputs found
Hon. Justice Franklin W. Morton, Jr. Acting Chairman to James H. Meredith (Undated)
Signed by Hon. Justice Franklin W. Morton, Jr. Acting Chairmanhttps://egrove.olemiss.edu/mercorr_pro/1821/thumbnail.jp
Oral History Interview with Morton Harrington, July 6, 2007
The National Museum of the Pacific War presents an interview with Morton Harrington. Harrington joined the Navy in January of 1944. He completed Gunnery School and Aviation Ordnance School, learning about aircraft bombs, fuses, various caliber guns, rockets, flags, radio communication and Morse Code. Beginning February of 1945 Harrington was assigned to the USS Nehenta Bay (CVE–74), serving as a turret gunner aboard both TBF’s and TBM’s. Their ship qualified with F4-U Corsair squadrons for carrier work. They traveled to Eniwetok, bombing several islands that the Japanese still held. In April of 1945 they participated in the Battle of Okinawa, where they shot down three kamikazes. Harrington provides details of his experiences aboard the Nehenta Bay and throughout their battles. He was discharged in January of 1946
Oral History Interview with Morton Wood, July 3, 2008
The National Museum of the Pacific War presents an interview with Morton Wood. Wood was studying Mechanical Engineering and serving in the ROTC unit at Virginia Tech when World War II began. He completed college, then Officer Candidate School and was commissioned a second lieutenant in the Coast Artillery Corps beginning June of 1944. He was assigned to the 66th Infantry Division (the Black Panther Division), 264th Infantry Regiment and was given command of the 3rd Platoon. He traveled to England aboard a passenger liner converted to a troopship, the SS L???opoldville, on 24 December 1944. While sailing between Southampton and Cherbourg, the ship was torpedoed and sunk by the U-486. Wood describes this event, including the loss of 7 men from his platoon and their rescue by the HMS Brilliant (H84). With his division, Wood contained Germans in both Saint-Nazaire and Lorient in France. He was discharged in late 1945 and was recalled in 1951 for the Korean War. He describes this experience, including serving with the 1st Cavalry Division and getting wounded
Correspondence from Unknown to Mrs. Chas. Morton (Sabina Page Pemberton Morton)
Typed and unsigned correspondence to Mrs. Chas. Morton (Sabina Page Pemberton Morton); first line reads: "My dear Mrs. Morton:/As I am needing the material loaned you, concerning the state of Washington, I will ask you to kindly send it by return mail." The author explains a mix-up that occurred in regard to their refusal to speak for a bill passed by the Federal Women's Equality Association [FWEA]. She explains that she is a member of the National Council of Women Voters and does not have time to join the FWEA, The Anthony League, or the group run by Miss Alice Paul (most likely the Congressional Union for Woman Suffrage). She says that her refusal to speak for the FWEA was not a sign of "bad faith" and that she will support all of the previously mentioned groups when she has time to do so.Outgoing Correspondence from Dr. Clara W. MacNaughton to Various Recipient
Interview with Morton Salk
Morton Salk was born in 1919 in Providence, RI. He served in both the Army and the Air Corps as a specialist in bombadier and a pilot. He served overseas in China as well as India
Junior Recital, Gregory Morton, bassoon, video
VCU DEPARTMENT OF MUSIC JUNIOR RECITAL Gregory Morton, Bassoon Daniel Stipe, piano Friday, April 16, 2021 at 5:00 p.m. Streamed live from the Sonia Vlahcevic Concert Hall | W. E. Singleton Center for the Performing Arts 922 Park Avenue | Richmond, Va.
This junior recital is presented in partial fulfillment of the requirements for the Bachelor of Music degree in Performance. Gregory Morton is a student of Dr. Bruce Hamme
Morton, W E, NX65604
This record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/406370Surname: MORTON. Given Name(s) or Initials: W E. Military Service Number or Last Known Location: NX65604. Missing, Wounded and Prisoner of War Enquiry Card Index Number: 41229.247559
Item: [2016.0049.38647] "Morton, W E, NX65604
An interview with Thomas Morton on CLIL methodology in Spain
The author interviewed Dr. Tom Morton of Birkbeck College (University of London) on CLIL, in June 2017.L'autora va entrevistar al Dr. Tom Morton de Birkbeck College (University of London) sobre AILCE, el juny del 2017.La autora entrevistó al Dr. Tom Morton de Birkbeck College (University of London) sobre AILCE, en junio del 2017.L'auteur a interviewé le Dr. Tom Morton de Birkbeck College (University of London) sur l'EMILE, en juin 2017
An interview with Thomas Morton on CLIL methodology in Spain
The author interviewed Dr. Tom Morton of Birkbeck College (University of London) on CLIL, in June 2017.L'autora va entrevistar al Dr. Tom Morton de Birkbeck College (University of London) sobre AILCE, el juny del 2017.La autora entrevistó al Dr. Tom Morton de Birkbeck College (University of London) sobre AILCE, en junio del 2017.L'auteur a interviewé le Dr. Tom Morton de Birkbeck College (University of London) sur l'EMILE, en juin 2017
A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models
Research on the Heath-Jarrow-Morton (1992) term structure models so far has focused on the class having time-deterministic instantaneous forward rate volatility. In this case the forward rate is Markovian, even if the spot rate process is not. However, this Markovian feature can only be used under the historical measure, involving two unsatisfactory assumptions: one on market price risk, usually made for pure mathematical tractability, the other to use futures yields as a proxy for the instantaneous forward rate, which may result in estimation bias. This paper circumvents both of these assumptions. First, the bias is quantified and shown to be non-negligible. Then futures contracts are treated as derivative instruments written on forward rates to derive the full information maximum likelihood estimator for observable futures prices, using both time series and cross-sectional data, without the need to assume and estimate any functional forms for the market price of interest rate risk. The derivation involves the likelihood transformation method of Duan (1994). The method is then applied to the estimation of a humped forward rate volatility model for Eurodollar futures series traded on the Chicago Mercantile Exchange.term structure; heath-jarrow-morton; time-deterministic forward volatility; humped forward volatility model; full information maximum likelihood
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