Some bounds of loss in classical semideterministic immunization

Since Samuelson, Redington and Fisher and Weil, duration and immunization are very important topics in bond portfolio analysis from both a theoretical and a practical point of view. Many results have been established, especially in semi-deterministic framework. As regards, however, the loss may be sustained, we do not think that the subject has been investigated enough, except for the results found in the wake of the theorem of Fong and Vasicek. In this paper we present some results relating to the limitation of the loss in the case of local immunization for multiple liabilities.

New physics contributions to A(FB)(t(t)over-bar) at the Tevatron

The Tevatron has measured a discrepancy relative to the standard model prediction in the forward-backward asymmetry in top quark pair production. This asymmetry grows with the rapidity difference of the two top quarks. It also increases with the invariant mass of the t (t) over bar pair, reaching, for high invariant masses, 3.4 standard deviations above the next-to-leading order prediction for the charge asymmetry of QCD. However, perfect agreement between experiment and the standard model was found in both total and differential cross section of top quark pair production. As this result could be a sign of new physics we have parametrized this new physics in terms of a complete set of dimension six operators involving the top quark. We have then used a Markov chain Monte Carlo approach in order to find the best set of parameters that fits the data, using all available data regarding top quark pair production at the Tevatron. We have found that just a very small number of operators are able to fit the data better than the standard model.