16 resultados para Volatilità implicita, formula di Black and Scholes

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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We address the spherical accretion of generic fluids onto black holes. We show that, if the black hole metric satisfies certain conditions, in the presence of a test fluid it is possible to derive a fully relativistic prescription for the black hole mass variation. Although the resulting equation may seem obvious due to a form of it appearing as a step in the derivation of the Schwarzschild metric, this geometrical argument is necessary to fix the added degree of freedom one gets for allowing the mass to vary with time. This result has applications on cosmological accretion models and provides a derivation from first principles to serve as a basis to the accretion equations already in use in the literature.

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Organic-inorganic hybrids containing methacrylic acid (McOH, CH(2)= C(CH(3))COOH)) modified zirconium tetrapropoxide, Zr(OPr(n))(4), classed as di-ureasil-zirconium oxo-cluster hybrids, have been prepared and structurally characterized by X-ray diffraction (XRD), small-angle X-ray scattering (SAXS), Fourier transform infrared (FT-IR) and Raman (FT-Raman) spectroscopies, Si and C nuclear magnetic resonance (NMR), and atomic force microscopy (AFM). XRD and SAXS results have pointed out the presence of Si- and Zr-based nanobuilding blocks (NBBs) dispersed into the organic phase. Inter-NBBs correlation distances have been estimated for the pure di-ureasil and a model compound obtained. by hydrolysis/condensation of Zr(OPr(n))(4):McOH (molar ratio 1: 1): d(Si) approximate to 26 +/- 1 angstrom and d(Zr) approximate to 16 +/- 1 angstrom, respectively. In the case of the di-ureasil-zirconium oxo-cluster hybrids, these distances depend on the Zr relative molar percentage (rel. mol. Zr %) (d(Si) ranges from 18 to 25 angstrom and d(Zr) from 14 to 23 angstrom, as the rel. mol. Zr % increases from 5 to 75), suggesting that the Si- and Zr-based clusters are interconstrained. Complementary data from FT-IR, FT-Raman, (29)Si and (13)C NMR, and AFM support to a structural model where McOH-modified Zr-based NBBs (Zr-OMc) are present over the whole range of composition. At low Zr-OMc contents (rel. mol. Zr % <30) the clusters are well-dispersed within the di-ureasil host, whereas segregation occurs at the 0.1 mu m scale at high Zr-OMc concentration (rel. mol. Zr % = 50). No Zr-O-Si heterocondensation has been discerned. Monomode waveguides, diffractions gratings, and Fabry-Perot cavities have been written through the exposure of the hybrid monoliths to UV light. FT-Raman has shown that the chemical process that takes place under illumination is the polymerization of the methacrylate groups of the Zr-OMc NBBs. The guidance region in patterned channels is a Gaussian section located below the exposed surface with typical dimensions of 320 mu m wide and 88 mu m deep. The effective refractive index is 1.5162 (maximum index contrast on the order of 1 x 10(-4)) and the reflection coeficient of the Fabry-Perot cavity (formed by a grating patterned into a 0.278 cm channel) is 0.042 with a free spectral range value of 35.6 GHz.

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OBJECTIVE: To assess the prevalence of asthma and risk factors associated in children and adolescents. METHODS: Population-based cross-sectional study with 1,185 female and male children and adolescents carried out in the city of Sao Paulo, Southeastern Brazil, from 2008 to 2009. Data were collected through home interviews. Respondents were selected from two-stage (census tract, household) cluster random sampling stratified by gender and age. Multiple Poisson regression was used in the adjusted analysis between the outcome and socioeconomic, demographic, lifestyle and health condition variables. RESULTS: Of all respondents, 9.1% (95%CI 7.0; 11.7) reported asthma. After adjustment, the following variables were found independently associated with asthma: age (0 to 4 years vs. 15 to 19) (PR 3.18, 95%CI 1.20;8.42); age (5 to 9 years vs. 15 to 19) (PR 6.37, 95%CI 2.64;15.39); age (10 to 14 years vs. 15 to 19) (PR 4.51,95%CI 1.95;10.40); allergy (yes vs. no) (PR 2.22, 95%CI 1.24;4.00); rhinitis (yes vs. no) (PR 2.13, 95%CI 1.22;3.73); health conditions in the 15 days preceding the interview (yes vs. no) (PR 1.96, 95%CI 1.23;3.11); number of rooms in the household (1 to 3 vs. 4 and more) (PR 1.67, 95%CI 1.05;2.66); and skin color (black and mixed vs. white) (PR 2.00, 95%CI 1.14;3.49). CONCLUSIONS: This study showed the importance of factors associated with asthma including rhinitis and allergy; age between 5 to 9 years old; black and mixed skin color; and household with few rooms. Frequent health problems are seen as a common consequence of asthma.

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Objectives: To assess the relationship between the CHS frailty criteria (Fried et al., 2001) and cognitive performance. Design: Cross sectional and population-based. Setting: Ermelino Matarazzo, a poor sub district of the city of Sao Paulo, Brazil. Participants: 384 community dwelling older adults, 65 and older. Measurements: Assessment of the CHS frailty criteria, the Brief Cognitive Screening Battery (memorization of 10 black and white pictures, verbal fluency animal category, and the Clock Drawing Test) and the Mini-Mental State Examination (MMSE). Results: Frail older adults performed significantly lower than non-frail and pre frail elderly in most cognitive variables. Grip strength and age were associated to MMSE performance, age was associated to delayed memory recall, gait speed was associated to verbal fluency and CDT performance, and education was associated to CDT performance. Conclusion: Being frail may be associated with cognitive decline, thus, gerontological assessments and interventions should consider that these forms of vulnerability may occur simultaneously.

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OBJECTIVE: To assess the prevalence of acute bronchitis, rhinitis, and sinusitis among children and adolescents and identify associated factors. METHODS: This is a population-based, cross-sectional study. A household survey was conducted with 1,185 children and adolescents from the city of Sao Paulo (Southeastern Brazil), from 2008 to 2009. The participants were selected by means of probability sampling, stratified by sex and age, and by two-stage cluster sampling. For the adjusted analysis, multiple Poisson regression was used. RESULTS: Of the respondents, 7.3% reported acute bronchitis, 22.6% rhinitis and 15.3% sinusitis. After the adjusted analysis, the following characteristics were associated with self;reported acute bronchitis: age 0 to 4 years (PR=17.86; 95%Cl: 3.65;90.91), 5 to 9 years (PR=37.04; 95%CI: 8.13;166.67), 10 to 14 years (PR.=20,83; 95%Cl: 4.93;90.91), allergy (PR=3.12; 95%Cl: 1.70;5.73), black and mixed-ethnicity (black and white) skin color (PR=2.29; 95%Cl: 1.21;4.35), and living in a household with 1 to 3 rooms (PR=1.85; 95%Cl: 1.17;2.94). As to self-reported rhinitis, the following characteristics were associated: age 10 to 14 years (PR=2.77; 95%Cl: 1.60;4.78), 15 to 19 years (P.R=2.58; 95%Cl: 1.52;4.39), allergy (PR=4.32; 95%Cl: 2.79;6.70), asthma (PR=2.30; 95%CI: 1.30;4.10) and living in flats (PR=1.70; 95%Cl: 1.06;2.73). Concerning self-reported sinusitis, the following characteristics were associated: age 5 to 9 years (PR=2.44; 95%Cl: 1.09;5.43), 10 to 14 years (PR=2.99; 95%CI: 1.36;6.58), 15 to 19 years (PR=3.62; 95%Cl: 1.68;7.81), allergy (PR=2.23 (95%CI: 1.41;3.52) and obesity (PR=4.42; 95%Cl: 1.56;12.50). CONCLUSIONS: Respiratory diseases were more prevalent in population groups with defined characteristics, such as age group, self-reported diseases, type of household and obesity.

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We report on the mid-rapidity mass spectrum of di-electrons and cross sections of pseudoscalar and vector mesons via e(+) e(-) decays, from root s = 200 GeV p + p collisions, measured by the large-acceptance experiment STAR at the Relativistic Heavy Ion Collider. The ratio of the di-electron continuum to the combinatorial background is larger than 10% over the entire mass range. Simulations of di-electrons from light-meson decays and heavy-flavor decays (charmonium and open charm correlation) are found to describe the data. The extracted omega -> e(+) e(-) invariant yields are consistent with previous measurements. The mid-rapidity yields (dN/dy) of phi and J/psi are extracted through their di-electron decay channels and are consistent with the previous measurements of phi -> K+ K- and J/psi -> e(+) e(-). Our results suggest a new upper limit of the branching ratio of the eta -> e(+) e(-) of 1.7 x 10(-5) at the 90% confidence level.

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The ornamental market is dynamic and demands constant novelties. The use of fruit crops as ornamental plants can be an interesting alternative with very differentiated and original products. The banana germplasm bank at Embrapa Cassava and Fruits has been primarily used in the breeding program for generating new cultivars as food. To diversify and expand the use of this collection, accessions with ornamental potential have been selected to obtain new hybrids. This work was aimed at characterizing the progeny of ornamental Musa L. spp. by grouping the hybrids according to the following uses: landscape plants, potted plants, cut flower, or minifruits. Forty-two hybrids were evaluated with 14 quantitative and 12 qualitative descriptors in three production cycles. In addition, assays for resistance to black and yellow Sigatoka and to Fusarium wilt were performed. Variability was observed for all the characteristics evaluated within progenies, especially with regard to leaf color, fruit, peduncle, rachis, and heart. All evaluated hybrids were resistant to yellow Sigatoka and to Fusarium wilt and were resistant or showed reduced symptoms of susceptibility to black Sigatoka. Most hybrids (82%) presented reduced plant height. After clustering by use category, the hybrids RM 09, RM 38, RM 37, and RM 33 were selected and recommended to be used as cut flowers, minifruits, or landscaping plants.

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Abstract Background The family Accipitridae (hawks, eagles and Old World vultures) represents a large radiation of predatory birds with an almost global distribution, although most species of this family occur in the Neotropics. Despite great morphological and ecological diversity, the evolutionary relationships in the family have been poorly explored at all taxonomic levels. Using sequences from four mitochondrial genes (12S, ATP8, ATP6, and ND6), we reconstructed the phylogeny of the Neotropical forest hawk genus Leucopternis and most of the allied genera of Neotropical buteonines. Our goals were to infer the evolutionary relationships among species of Leucopternis, estimate their relationships to other buteonine genera, evaluate the phylogenetic significance of the white and black plumage patterns common to most Leucopternis species, and assess general patterns of diversification of the group with respect to species' affiliations with Neotropical regions and habitats. Results Our molecular phylogeny for the genus Leucopternis and its allies disagrees sharply with traditional taxonomic arrangements for the group, and we present new hypotheses of relationships for a number of species. The mtDNA phylogenetic trees derived from analysis of the combined data posit a polyphyletic relationship among species of Leucopternis, Buteogallus and Buteo. Three highly supported clades containing Leucopternis species were recovered in our phylogenetic reconstructions. The first clade consisted of the sister pairs L. lacernulatus and Buteogallus meridionalis, and Buteogallus urubitinga and Harpyhaliaetus coronatus, in addition to L. schistaceus and L. plumbeus. The second clade included the sister pair Leucopternis albicollis and L. occidentalis as well as L. polionotus. The third lineage comprised the sister pair L. melanops and L. kuhli, in addition to L. semiplumbeus and Buteo buteo. According to our results, the white and black plumage patterns have evolved at least twice in the group. Furthermore, species found to the east and west of the Andes (cis-Andean and trans-Andean, respectively) are not reciprocally monophyletic, nor are forest and non-forest species. Conclusion The polyphyly of Leucopternis, Buteogallus and Buteo establishes a lack of concordance of current Accipitridae taxonomy with the mtDNA phylogeny for the group, and points to the need for further phylogenetic analysis at all taxonomic levels in the family as also suggested by other recent analyses. Habitat shifts, as well as cis- and trans-Andean disjunctions, took place more than once during buteonine diversification in the Neotropical region. Overemphasis of the black and white plumage patterns has led to questionable conclusions regarding the relationships of Leucopternis species, and suggests more generally that plumage characters should be used with considerable caution in the taxonomic evaluation of the Accipitridae.

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Signal transduction pathways mediated by cyclic-bis(3'→5')-dimeric GMP (c-di-GMP) control many important and complex behaviors in bacteria. C-di-GMP is synthesized through the action of GGDEF domains that possess diguanylate cyclase activity and is degraded by EAL or HD-GYP domains with phosphodiesterase activity. There is mounting evidence that some important c-di-GMP-mediated pathways require protein-protein interactions between members of the GGDEF, EAL, HD-GYP and PilZ protein domain families. For example, interactions have been observed between PilZ and the EAL domain from FimX of Xanthomonas citri (Xac). FimX and PilZ are involved in the regulation of type IV pilus biogenesis via interactions of the latter with the hexameric PilB ATPase associated with the bacterial inner membrane. Here, we present the crystal structure of the ternary complex made up of PilZ, the FimX EAL domain (FimXEAL) and c-di-GMP. PilZ interacts principally with the lobe region and the N-terminal linker helix of the FimXEAL. These interactions involve a hydrophobic surface made up of amino acids conserved in a non-canonical family of PilZ domains that lack intrinsic c-di-GMP binding ability and strand complementation that joins β-sheets from both proteins. Interestingly, the c-di-GMP binds to isolated FimXEAL and to the PilZ-FimXEAL complex in a novel conformation encountered in c-di-GMP-protein complexes in which one of the two glycosidic bonds is in a rare syn conformation while the other adopts the more common anti conformation. The structure points to a means by which c-di-GMP and PilZ binding could be coupled to FimX and PilB conformational states

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Three nanostructured platinum-niobium supported on Vulcan XC-72R carbon black materials were prepared as catalysts for the ethanol electroxidation: (i) deposition of platinum and niobium on Vulcan XC-72R carbon black, (ii) platinum decorated on a mixture of commercial amorphous Nb2O5/carbon black, and (iii) the same than ii but using crystalline Nb2O5, by reduction of the precursors with sodium borohydride in ethanol. All the catalysts showed platinum crystal sizes in the range of 3-4 nm, with no or little modification of the lattice parameter. The analyses of the electronic structure from the XANES region of the XAS spectra displayed some interactions between platinum and niobium, despite the niobium was primarily in the form of pentoxide in all the catalysts. CO stripping exhibited a promising low onset potential and a large current density, especially in the case of the deposited catalyst. Ethanol electroxidation experiments revealed that the Pt-Nb(2)O(5)crystalline/C generated the largest current. However it was not effective to completely oxidize ethanol, leading to acetic acid as the main product. In this sense, the highest efficiency for the complete oxidation of ethanol was obtained for the deposited catalyst. These results were interpreted in terms of the physico-chemical characteristic displayed by the different catalysts. (C) 2012 The Electrochemical Society. [DOI: 10.1149/2.040210jes] All rights reserved.

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The ability of travelling wave ion mobility mass spectrometry (TWIM-MS) to resolve cationic meta/para and cis/trans isomers of mono-, di-, tri- and tetra-ruthenated supramolecular porphyrins was investigated. All meta isomers were found to be more compact than the para isomers and therefore mixtures of all isomeric pairs could be properly resolved with baseline or close to baseline peak-to-peak resolution (Rp-p). Di-substituted cis/trans isomers were found, however, to present very similar drift times and could not be resolved. N-2 and CO2 were tested as the drift gas, and similar a but considerably better values of R-p and Rp-p were always observed for CO2. Copyright (C) 2012 John Wiley & Sons, Ltd.

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Objective. To determine the influence of socioeconomic factors on disease activity in a Latin American (LA) early rheumatoid arthritis (RA) multinational inception cohort at baseline. Methods. Clinical evaluation, ethnicity, socioeconomic status (SES), 4-variable Disease Activity Score in 28 joints using the erythrocyte sedimentation rate (DAS28-ESR), Health Assessment Questionnaire (HAQ) disability index (DI), and erosions were recorded in 1,093 patients with early RA (<1 year from onset). Multivariate analyses evaluated influences of sex, age, marital status, education, medical coverage, SES, and ethnicity on HAQ DI, DAS28-ESR, and presence of erosions. Results. Ethnicities included 43% Mestizo, 31% Caucasian, 19% African LA, 4% Amerindian, and 3% other. Fifty-eight percent were of low/low-middle SES, 42% had <8 years of education, 21% had no medical coverage, median disease duration was 6 months (25th, 75th percentiles 4, 9 months), median HAQ DI score was 1.25 (25th, 75th percentiles 0.63, 2.00), median DAS28-ESR score was 6.2 (25th, 75th percentiles 4.9, 7.2), and 25% had erosions. Women and Mestizos, African LA, and Amerindians had earlier onset than men or Caucasians (P < 0.01). When adjusted by country, the analysis of covariance model showed that low/low-middle SES, female sex, partial coverage, and older age were associated with worse HAQ DI scores; only low/low-middle SES was associated with higher DAS28 scores. Statistically significant differences were found in HAQ DI and DAS28 scores between countries. When excluding country, low/low-middle SES, female sex, and no coverage were associated with worse HAQ DI and DAS28 scores, whereas separated/divorced/widowed status was associated with worse HAQ DI scores and age was associated with worse DAS28 scores. Logistic regression showed that older age, no coverage, and the Amerindian and other ethnic groups were associated with erosions. Conclusion. We compared early RA patients from the main LA ethnic groups. Our findings suggest that low/low-middle SES is important in determining disease activity. A more genetic-related background for erosions is possible.

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Microwave devulcanization has been studied as a method for elastomer recycling, which is based on the conversion of the reticulated and infusible structure of thermosetting rubbers in free polymeric chains able to be remolded by thermomechanical processing in recycling operations for the manufacture of other products. Elastomeric wastes are often irregularly discarded in nature, producing serious environmental damage, and their mechanical recycling is still considered a challenge. Thus, the development of alternatives for elastomer recycling is directly related to the actions of sustainable development and economic benefits to companies that pay to discard their wastes. The aim of this work is to evaluate the chemical modifications occurring in styrene butadiene rubber (SBR) after microwave devulcanization. Compounds of SBR were vulcanized in the presence of vulcanization agents and variable amounts of carbon black, and then the rubbers were milled and submitted to microwave treatment. Only the SBR with high carbon black content shows some portion of devulcanized material. However, the rubber with lower content of carbon black which was devulcanized by microwave radiation shows an increase in cross-link density. The microwave treatment also causes cross-link breaks mainly in polysulfidic bonds as well as decomposition of chemical groups containing sulfur attached to the chemical structure of SBR, while. the chemical bonds of higher energy such as monosulfidic bonds remain preserved. The improvement of the microwave method for rubber devulcanization represents a way for viable recycling of thermosetting rubbers.

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Southern Brazil is considered an area of low Hepatitis B endemicity, but some areas of higher endemicity have been described in the Southwest of Parana and Santa Catarina states. The aim of this study was to evaluate viral genotypes circulating throughout Parana state. PCR amplification and partial sequencing of the S gene was carried out in 228 samples from HBsAg positive candidate blood donors. Samples have been collected in seven different counties (Cascavel, Curitiba, Foz do Iguacu, Francisco Beltrao, Matinga Londrina and Paranagua). The most common HBV genotype in Parana state was D (82.9%; 189/228), followed by A (14.1%; 32/228). Genotypes F (1.3%; 3/228), C (1.3%; 3/228) and H (0.4%; 1/228) were also found. Distribution of genotypes was different in the studied counties, but genotype D was the most frequent in all of them. In Francisco Beltrao, all studied samples belonged to genotype D. The high prevalence of HBV genotype Din South of Brazil is explained by the intense migration of settlers from Europeans countries. Subgenotypes A1 and A2 were identified circulating in all cities where HBV/A was found. As observed in other areas of Brazil, HBV/A1 is more frequent than the HBV/A2 in Parana state and its presence was significantly larger in black and mulatto individuals. Genotype C was found only in individuals with Asian ancestry from Londrina and Maringa. Most HBV/F sequences identified in this study were classified as subgenotype F2a that was previously described in Brazil. The sole case of subgenotype F4 was from Foz do Iguacu city, near to Northern Argentina, where F4 is highly prevalent. The single genotype H sample was from Curitiba. This is the first case of this genotype described in Brazil. Further studies should be carried out to determine if more genotype H samples can be found in other populations from Brazil. (C) 2012 Elsevier B.V. All rights reserved.

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Objectives: Cardiac surgery (CC) determines systemic and pulmonary changes that require special care. What motivated several studies conducted in healthy subjects to assess muscle strength were the awareness of the importance of respiratory muscle dysfunction in the development of respiratory failure. These studies used maximal inspiratory pressure (MIP) and maximal expiratory pressure (MEP) values. This study examined the concordance between the values predicted by the equations proposed by Black & Hyatt and Neder, and the measured values in cardiac surgery (CS) patients. Methods: Data were collected from preoperative evaluation forms. The Lin coefficient and Bland-Altman plots were used for statistical concordance analysis. The multiple linear regression and analysis of variance (ANOVA) were used to produce new formulas. Results: There were weak correlations of 0.22 and 0.19 in the MIP analysis and of 0.10 and 0.32 in the MEP analysis, for the formulas of Black & Hyatt and Neder, respectively. The ANOVA for both MIP and MEP were significant (P <0.0001), and the following formulas were developed: MIP = 88.82 - (0.51 x age) + (19.86 x gender), and MEP = 91.36 -(030 x age) + (29.92 x gender). Conclusions: The Black and Hyatt and Neder formulas predict highly discrepant values of MIP and MEP and should not be used to identify muscle weakness in CS patients.