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In this work a new test for the goodness of fit of a parametric form of the drift and volatility functions of interest rate models is proposed. The test is based on a marked empirical process of the residuals. More specifically, the marked empirical process is constructed using estimators of the integrated regression function for the drift function and integrated conditional variance function f...

Um Referencial para o Alinhamento entre Intervenientes na Universidade Ágil e Virtual

This paper introduces the Agile and Virtual University (UAV) model for continuing education and training, which, supported by a Market of Teaching Resources and a broker, promotes the matching between the ‘offer’ of units of learning and the ‘demand’ of individualized learning projects. The answer to the particular and specific needs of each learner is provided through a network of resources pr...

Relato das experiências da área de IHC nos cursos de graduação e ações na universidade

This paper describes the experiences in the area of Human Computer Interaction (HCI) at the Santa Catarina State University. The paper shows how the field of HCI is present in two undergraduate computing courses and its relationship to research, academic extension, work and graduate studies. At the end of this work future challenges and new perspectives of the field in the university are discus...

Landesman–Lazer Conditions for the Steklov Problem

We prove existence of weak solutions to an eigenvalue Steklov problem defined in a bounded domain with a Lipschitz continuous boundary.

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