9,413 research outputs found
Women's Institutes Propose Memorial to Mrs. E. Morton
No full textNewspaper Article - 'Women's Institutes Propose Memorial to Mrs. E. Morton' - Alberta Provincial council of Women's Institutes decided to present a plan to the branches to purchase a unit of equipment for the Dr. John McEachran Research Laboratory in memory of the late Mrs E. Morton.Alberta Women's Institutes; AWI CollectionWomen's Institutes Propose
Memorial T o Mrs. E. Morton
At a Monday evening meeting
of the Alberta provincial council
of Women's Institutes it was
decided to present a plan to the
branches to purchase a unit of
^ equipment for the Dr. John Mc-
Eachran Research Laboratory in
memory of the late Mrs. E. E.
Morton, formerly of Vegreville.
As president for several years
of the AWI and the Federated
Women's Institutes of Canada.
Mrs. Morton co- ordinated the
efforts of the Women's Institutes
in the fight against cancer,
inaugurating the " Blueprint for
Action" schools of public education
on cancer. Mrs. Morton
also was a vice president of the
Associated Country Women ot
the World.
CONVENERS PRESENT
Mrs. S. Lefsrud of Viking, Alberta
provincial president, presided
at the meeting. Also
present were Mrs. T. H. Howes
of Millet, vice president; Mrs.
R. W. Prendergast of Red Deer,
Mrs. L. D. Smith of Penhold
and district directors Mrs. J. D.
Hughes of High Prairie. Mrs.
J. I. Jones of Mannville, Mrs. S.
Swainson of Red Deer, Mrs. J. R.
Tait of Hanna and Mrs. W. R
Ford of Coutts
A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models
No full textResearch 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
Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model
No full textIn this paper, a class of forward rate dependent Markovian transformations of the Heth-Jarrow-Morton [HJM92] term structure model are obtained by considering volatility processes that are solutions of linear ordinary differential equations. These transformations generalise the Markovian system obtained by Carverhill [Car94], Ritchken and Sankarasubramanian [RS95], Bhar and Chiarella [BC97], and Inui and Kijima [IK98], and also generalise the bond price formulae obtained therin.
A. W. Slick Morton
No full textMorton, head football coach during the years of 1949-51, is pictured up-close. He wears a MSU t-shirt, a hat, and a whistle around his neck.https://scholarsjunction.msstate.edu/ua-photo-collection/2162/thumbnail.jp
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In subsidium: the declining contribution of Germany and Eastern Europe to the Crusades to the Holy Land, 1221-91
No full text"Though for a short time the Lord had forsaken it [the Holy Land], with great mercy he gathered together his children and restored the whole land's people from men of different races and diverse languages and nations, so that therein the prophecy seemed to be fulfilled: 'Thy sons shall come from far, and thy daughters shall be nursed by thy side'. [As] he observed and drew [them] together, his heart wondered and he was glad when [many] had been directed to him across the great sea, especially those of Genoa, Venice and Pisa. The strength of the nations came to him, especially from France and Germany.
Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets
No full textThis paper considers a class of Heath-Jarrow-Morton (1992) term structure models, characterized by time deterministic volatilities for the instantaneous forward rate. The bias that arises from using observed futures yields as a proxy for the unobserved instantaneous forward rate is analyzed. The fact that futures contracts can be viewed as derivative instruments on the forward rate is used to determine the likelihood function for futures prices. The likelihood transformation method of Duan (1994) is then used to obtain the full information maximum likelihood estimator for the observable futures prices. The approach is applied to estimate the volatility structure implied by futures contracts traded on the Chicago Mercantile Exchange.Term structure; Heath-Jarrow-Morton; Yield curve; Forward rate volatility function; Estimation bias; FIML; Likelihood transformation; Futures contracts
Discovery of Modern Anesthesia: A Counterfactual Narrative about Crawford W. Long, Horace Wells, Charles T. Jackson, and William T. G. Morton
No full textThe discovery of anesthesia occurred during a narrow time span in the mid-19th century, but there is no agreement about who deserves credit for this important American contribution to medicine. Based mostly on an examination of primary sources, we explore how formal and informal interactions between the principals affected their careers, lives, and attribution of credit for the discovery of anesthesia. There should be no controversy as to which individual deserves credit for the discovery of anesthesia if credit is ascribed for specific contributions. We suggest that credit for the discovery of anesthesia be divided among 4 individuals who played specific roles. Crawford W. Long first used ether as an anesthetic during surgery, Horace Wells introduced nitrous oxide for pain relief during dental surgery, and William T. G. Morton gave the first public demonstration of ether anesthesia and spread the word about its efficacy. Charles T. Jackson suggested the use of ether as an anesthetic agent to Morton. We also assert that had these individuals not known one another, the discovery of anesthesia would have proceeded in approximately the same timeframe, but Wells, Morton, and Jackson would have enjoyed more productive careers as well as longer, more peaceful lives
After the Human? „The Visit” by Olga Tokarczuk as an Anthropocenic Narration
No full textW artykule zaproponowano interpretację opowiadania Olgi Tokarczuk Wizyta, w którym pisarka sportretowała epokę człowieka w kostiumie futurystycznej społeczności klonów. Ukazany przez noblistkę w krzywym zwierciadle antropocen jawi się jako mieszanina opartych na języku, obrazie i ciele dyskursów, zderzonych z egocentrycznym, introwertycznym profilem osobowościowym bohaterek utworu. W kontekście myśli posthumanistycznej (R. Braidotti, D. Haraway, T. Morton) ta złożoność staje się, paradoksalnie, warunkiem przetrwania ludzkości.The article offers an interpretation of Olga Tokarczuk’s story, The Visit, in which the writer portrays the epoch of man in the costume of a futuristic clone community. The Anthropocene, shown by the Nobel Prize winner in a distorted mirror, appears as a mixture of discourses based on language, image, and body, confronted with the egocentric, introverted personality profile of the protagonists of the work. In the context of post‑humanist thought (R. Braidotti, D. Haraway, T. Morton), this complexity becomes, paradoxically, a condition for the survival of humanity
A map of the human genome in linkage disequilibrium units
No full textTwo genetic maps with additive distances contribute information about recombination patterns, recombinogenic sequences, and discovery of genes affecting a particular phenotype. Recombination is measured in morgans (w) over a single generation in a linkage map but may cover thousands of generations in a linkage disequilibrium (LD) map measured in LD units (LDU). We used a subset of single nucleotide polymorphisms from the HapMap Project to create a genome-wide map in LDU. Recombination accounts for 96.8% of the LDU variance in chromosome arms and 92.4% in their deciles. However, deeper analysis shows that LDU/w, an estimate of the effective bottleneck time (t), is significantly variable among chromosome arms because (i) the linkage map is approximated from the Haldane function, then adjusted toward the Kosambi function that is more accurate but still exaggerates w for all chromosomes, especially shorter ones; (ii) the nonpseudoautosomal region of the X chromosome is subject to hemizygous selection; and (iii) at resolution less than ?40,000 markers per w, there are indeterminacies (holes) in the LD map reflecting intervals of very high recombination. Selection and stochastic variation in small regions must have effects, which remain to be investigated by comparisons among populations. These considerations suggest an optimal strategy to eliminate holes quickly, greatly enhance the resolution of sex-specific linkage maps, and maximize the gain in association mapping by using LD maps
The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison
No full textWe propose a generalization of the Shirakawa (1991) model to capture the jump component in fixed income markets. The model is formulated under the Heath, Jarrow and Morton (1992) framework, and allows the presence of a Wiener noise and a finite number of Poisson noises, each associated with a time deterministic volatility function. We derive the evolution of the futures price and use this evolution to estimate the model parameters via the likelihood transformation technique of Duan (1994). We apply the method to the short term futures contracts traded on CME, SFE, LIFFE and TIFFE, and find that each market is characterized by very different behaviour.term structure, Heath-Jarrow-Morton, Jump-diffusion, FIML, likelihood transformation, interest rate futures
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