16 resultados para Equilibrium Option Pricing
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
Today it is known that severe burns can be accompanied by the phenomenon of vasoplegic syndrome (VS), which is manifested by persistent and diffuse vasodilation, hypotension and low vascular resistance, resulting in circulatory and respiratory failure. The decrease in systemic vascular resistance observed in VS is associated with excessive production of nitric oxide (NO). In the last 2 decades, studies have reported promising results from the administration of an NO competitor, methylene blue (MB), which is an inhibitor of the soluble guanylate cyclase (sGC), in the treatment of refractory cases of vasoplegia. This medical hypothesis rationale is focused on the tripod of burns/vasoplegia catecholamine resistant/methylene blue. This article has 3 main objectives: 1) to study the guanylate cyclase inhibition by MB in burns; 2) to suggest MB as a viable, safe and useful co-adjuvant therapeutic tool of fluid resuscitation, and; 3) to suggest MB as burns hypotensive vasoplegia amine-resistant treatment.
Resumo:
Managers know more about the performance of the organization than investors, which makes the disclosure of information a possible strategy for competitive differentiation, minimizing adverse selection. This paper's main goal is to analyze whether or not an entity's level of diclosure may affect the risk perception of individuals and the process of evaluating their shares. The survey was carried out in an experimental study with 456 subjects. In a stock market simulation, we investigated the pricing of the stocks of two companies with different levels of information disclosure at four separate stages. The results showed that, when other variables are constant, the level of disclosure of an entity can affect the expectations of individuals and the process of evaluating their shares. A higher level of disclosure by an entity affected the value of its share and the other company's.
Resumo:
The transient and equilibrium properties of dynamics unfolding in complex systems can depend critically on specific topological features of the underlying interconnections. In this work, we investigate such a relationship with respect to the integrate-and-fire dynamics emanating from a source node and an extended network model that allows control of the small-world feature as well as the length of the long-range connections. A systematic approach to investigate the local and global correlations between structural and dynamical features of the networks was adopted that involved extensive simulations (one and a half million cases) so as to obtain two-dimensional correlation maps. Smooth, but diverse surfaces of correlation values were obtained in all cases. Regarding the global cases, it has been verified that the onset avalanche time (but not its intensity) can be accurately predicted from the structural features within specific regions of the map (i.e. networks with specific structural properties). The analysis at local level revealed that the dynamical features before the avalanches can also be accurately predicted from structural features. This is not possible for the dynamical features after the avalanches take place. This is so because the overall topology of the network predominates over the local topology around the source at the stationary state.
Resumo:
This research reports liquid liquid equilibrium data for the system lard (swine fat), cis-9-octadecenoic acid (oleic acid), ethanol, and water at 318.2 K, as well as their correlation with the nonrandom two-liquid (NRTL) and universal quasichemical activity coefficient (UNIQUAC) thermodynamic equations, which have provided global deviations of 0.41 % and 0.53 %, respectively. Additional equilibrium experiments were also performed to obtain cholesterol partition (or distribution) coefficients to verify the availability of the use of ethanol plus water to reduce the cholesterol content in lard. The partition experiments were performed with concentrations of free fatty acids (commercial oleic acid) that varied from (0 to 20) mass % and of water in the solvent that varied from (0 to 18) mass %. The percentage of free fatty acids initially present in lard had a slight effect on the distribution of cholesterol between the phases. Furthermore, the distribution coefficients decreased by adding water in the ethanol; specifically, it resulted in a diminution of the capability of the solvent to remove the cholesterol.
Resumo:
This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature.
Resumo:
The fractioning of lemon essential oil can be performed by liquid-liquid extraction using hydrous ethanol as a solvent. A quaternary mixture composed of limonene, gamma-terpinene, beta-pinene, and citral was used to simulate lemon essential oil. In this paper, we present (liquid + liquid) equilibrium data that were experimentally determined for systems containing essential oil compounds, ethanol, and water at T = 298.2 K. The experimental data were correlated using the NRTL and UNIQUAC models, and the mean deviations between calculated and experimental data were less than 0.0053 in all systems, indicating the accuracy of these molecular models in describing our systems. The results show that as the water content in the solvent phase increased, the values of the distribution coefficients decreased, regardless of the type of compound studied. However, the oxygenated compound always showed the highest distribution coefficient among the components of the essential oil, thus making deterpenation of the lemon essential oil a feasible process. (C) 2012 Elsevier Ltd. All rights reserved.
Resumo:
In a previous work, succinylated sugarcane bagasse (SCB 2) was prepared from sugarcane bagasse (B) using succinic anhydride as modifying agent. In this work the adsorption of cationic dyes onto SCB 2 from aqueous solutions was investigated. Methylene blue, MB, and gentian violet, GV, were selected as adsorbates. The capacity of SCB 2 to adsorb MB and GV from aqueous single dye solutions was evaluated at different contact times, pH, and initial adsorbent concentration. According to the obtained results, the adsorption processes could be described by the pseudo-second-order kinetic model. Adsorption isotherms were well fitted by Langmuir model. Maximum adsorption capacities for MB and GV onto SCB 2 were found to be 478.5 and 1273.2 mg/g, respectively. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
This work aimed to evaluate the influence of specific operational conditions on the performance of a spiral-wound ultrafiltration pilot plant for direct drinking water treatment, installed at the Guarapiranga's reservoir, in the Sao Paulo Metropolitan Region. Results from operational tests showed that the volume of permeate produced in the combination of periodic relaxation with flushing and chlorine dosage procedures was 49% higher than the volume obtained when these procedures were not used. Two years of continuous operation demonstrated that the ultrafiltration pilot plant performed better during fall and winter seasons, higher permeate flow production and reduced chemical cleanings frequency. Observed behavior seems to be associated with the algae bloom events in the reservoir, which are more frequent during spring and summer seasons, confirmed by chlorophyll-a analysis results. Concentrate clarification using ferric chloride was quite effective in removing NOM and turbidity, allowing its recirculation to the ultrafiltration feed tank. This procedure made it possible to reach almost 99% water recovery considering a single 54-hour recirculation cycle. Water quality monitoring demonstrated that the ultrafiltration pilot plant was quite efficient, and that potential pathogenic organisms, Escherichia coil and total coliforms, turbidity and apparent color removals were 100%, 95.1%, and 91.5%, respectively. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
In this paper we consider an equilibrium last-passage percolation model on an environment given by a compound two-dimensional Poisson process. We prove an L-2-formula relating the initial measure with the last-passage percolation time. This formula turns out to be a useful tool to analyze the fluctuations of the last-passage times along non-characteristic directions.
Resumo:
We study a probabilistic model of interacting spins indexed by elements of a finite subset of the d-dimensional integer lattice, da parts per thousand yen1. Conditions of time reversibility are examined. It is shown that the model equilibrium distribution converges to a limit distribution as the indexing set expands to the whole lattice. The occupied site percolation problem is solved for the limit distribution. Two models with similar dynamics are also discussed.
Resumo:
Molecular dynamics simulations have been performed for ionic liquids based on a ternary mixture of lithium and ammonium cations and a common anion, bis(trifluoromethylsulfonyl)imide, [Tf2N](-). We address structural changes resulting from adding Li+ in ionic liquids with increasing length of an ether-functionalized chain in the ammonium cation. The calculation of static structure factors reveals the lithium effect on charge ordering and intermediate range order in comparison with the neat ionic liquids. The charge ordering is modified in the lithium solution because the coordination of [Tf2N](-) toward Li+ is much stronger than ammonium cations. Intermediate range order is observed in neat ionic liquids based on ammonium cations with a long chain, but in the lithium solutions, there is also a nonhomogenous distribution of Li+ cations. The presence of Li+ enhances interactions between the ammonium cations due to correlations between the oxygen atom of the ether chain and the nitrogen atom of another ammonium cation.
Resumo:
Abstract Introduction Hydronephrosis, reflux and renal failure are serious complications that occur in patients with neurogenic bladder associated with myelomeningocele. When the bladder compliance is lost, it is imperative to carry out surgery aimed at reducing bladder storage pressure. An ileocystoplasty, and for patients not suitable for intermittent catheterization, using the Mitrofanoff principle to form a continent stoma and the subsequent closure of the bladder neck, can be used. We report here, for the first time to the best of our knowledge, an association between two previously described techniques (the Mitrofanoff principle and the technique of Monti), that can solve the problem of a short appendix in obese patients. Case presentation A 33-year-old male Caucasian patient with myelomeningocele and neurogenic bladder developed low bladder compliance (4.0 mL/cm H2O) while still maintaining normal renal function. A bladder augmentation (ileocystoplasty) with continent derivation principle (Mitrofanoff) was performed. During surgery, we found that the patient's appendix was too short and was insufficient to reach the skin. We decided to make an association between the Mitrofanoff conduit and the ileal technique of Monti, through which we performed an anastomosis of the distal stump of the appendix to the bladder (with an antireflux valve). Later, the proximal stump of the appendix was anastomosed to an ileal segment of 2.0 cm that was open longitudinally and reconfigured transversally (Monti technique), modeled by a 12-Fr urethral catheter, and finally, the distal stump was sutured at the patient's navel. After the procedure, a suprapubic cystostomy (22 Fr) and a Foley catheter (10 Fr) through the continent conduit were left in place. The patient had recovered well and was discharged on the tenth day after surgery. He remained with the Foley catheter (through the conduit) for 21 days and cystostomy for 30 days. Six months after surgery he was continent with good bladder compliance without reflux and fully adapted to catheterization through the navel. Conclusion The unpublished association between the Mitrofanoff and Monti techniques is feasible and a very useful alternative in urologic cases of derivation continent in which the ileocecal appendix is too short to reach the skin (i.e., in obese patients).
Resumo:
A dynamical characterization of the stability boundary for a fairly large class of nonlinear autonomous dynamical systems is developed in this paper. This characterization generalizes the existing results by allowing the existence of saddle-node equilibrium points on the stability boundary. The stability boundary of an asymptotically stable equilibrium point is shown to consist of the stable manifolds of the hyperbolic equilibrium points on the stability boundary and the stable, stable center and center manifolds of the saddle-node equilibrium points on the stability boundary.
Resumo:
Abstract (2,250 Maximum Characters): Several theories of tidal evolution, since the theory developed by Darwin in the XIX century, are based on the figure of equilibrium of the tidally deformed body. Frequently the adopted figure is a Jeans prolate spheroid. In some case, however, the rotation is important and Roche ellipsoids are used. The main limitations of these models are (a) they refer to homogeneous bodies; (b) the rotation axis is perpendicular to the plane of the orbit. This communication aims at presenting several results in which these hypotheses are not done. In what concerns the non-homogeneity, the presented results concerns initially bodies formed by N homogeneous layers and we study the non sphericity of each layer and relate them to the density distribution. The result is similar to the Clairaut figure of equilibrium, often used in planetary sciences, but taking into full account the tidal deformation. The case of the rotation axis non perpendicular to the orbital plane is much more complex and the study has been restricted for the moment to the case of homogeneous bodies.
Resumo:
A biological system for the biosynthesis of nanoparticles (NPs) and uptake of copper from wastewater, using dead biomass of Hypocrea lixii was analyzed and described for the first time. The equilibrium and kinetics investigation of the biosorption of copper onto dead, dried and live biomass of fungus were performed as a function of initial metal concentration, pH, temperature, agitation and inoculum volume. The high biosorption capacity was observed for dead biomass, completed within 60 min of contact, at pH 5.0, temperature of 40 °C and agitation speed of 150 rpm with a maximum copper biosorption of 19.0 mg g(-1). The equilibrium data were better described using the Langmuir isotherm and kinetic analysis indicated that copper biosorption follows a pseudo-second-order model. The average size, morphology and location of NPs biosynthesized by the fungus were determined by scanning electron microscopy (SEM), energy dispersive X-ray spectroscopy (EDS) and transmission electron microscopy (TEM). NPs were mainly spherical, with an average size of 24.5 nm, and were synthesized extracellularly. The X-ray diffraction (XRD) analysis confirms the presence of metallic copper particles. Infrared spectroscopy (FTIR) study revealed that the amide groups interact with the particles, which was accountable for the stability of NPs. This method further confirmed the presence of proteins as stabilizing and capping agents surrounding the copper NPs. These studies demonstrate that dead biomass of Hypocrea lixii provides an economic and technically feasible option for bioremediation of wastewater and is a potential candidate for industrial-scale production of copper NPs.