A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

The impact of eliminating a child benefit on birth timing and infant health

We study the effects of the cancellation of a sizeable child benefit in Spainon birth timing and neonatal health. In May 2010, the government announced that a2,500-euro universal "baby bonus" would stop being paid to babies born startingJanuary 1, 2011. We use detailed micro data from birth certificates from 2000 to 2011,and find that more than 2,000 families were able to anticipate the date of birth of theirbabies from (early) January 2011 to (late) December 2010 (for a total of about 10,000births a week nationally). This shifting took place in part via an increase as well as ananticipation of pre-programmed c-sections, seemingly mostly in private clinics. We findthat this shifting of birthdates resulted in a significant increase in the number ofborderline low birth weight babies, as well as a peak in neonatal mortality. The resultssuggest that announcement effects are important, and that families and healthprofessionals may face effective trade-offs when deciding on the timing (and method) ofbirth.

Evaluating solutions to process, view and listen mathematical formula within an accessible context

Proves de conversió de fòrmules matemàtiques des d'editors de text ofimàtics i des de Làtex. Visionat en HTML i MathML. El millor resultat s'aconsegueix amb MSWord+MathType i IE+MathPlayer.

Fisiologia de l'exercici en l'infant i l'adolescent. Algunes consideracions

En les edats infantil i peripuberal, les adaptacions a l'activitat física presenten particularitats específiques respecte a l'adult en els aspectes metabolics, resposta cardio-vascular i respiratoria, comportament neuro-endocrí, etc., amb diferéncies més evidents com més petit és el noi. Sembla evident que en alguns sentits el noi presenta unes respostes comparables a les de l'adult, mentte que en difereix substancialment en altres. Per aixo no és correcte considerar-lo en aquest sentit com un adult en miniatura (Borms, J., 1986). D'altra banda, cal saber en quina mesura la introducció de programes d'educació física escolar o, també en alguns casos, la participació en entrenaments intensius poden afectar les qualitats funcionals d'adaptació o alterar d'alguna forma el creixement pondo-estatural normal del noi. En aquest treball analitzem alguns aspectes essencials de tot aixo. Les consideracions que es puguin fer hauran de tenir en compte l'edat segons uns criteris biologics (grau de creixement sexual, estimació del nivell d'ossificació, dimensions corporals, etc.), més que no pas en un sentit cronologic. El fet de no atendre estrictament aquesta consideració pot ocasionar errors greus (Bar-Or, 1985).

Genetic variants of the FADS gene cluster and ELOVL gene family, colostrums LC-PUFA levels, breastfeeding, and child cognition

Introduction: Breastfeeding effects on cognition are attributed to long-chain polyunsaturated fatty acids (LC-PUFAs), but controversy persists. Genetic variation in fatty acid desaturase (FADS) and elongase (ELOVL) enzymes has been overlooked when studying the effects of LC-PUFAs supply on cognition. We aimed to: 1) to determine whether maternal genetic variants in the FADS cluster and ELOVL genes contribute to differences in LC-PUFA levels in colostrum; 2) to analyze whether these maternal variants are related to child cognition; and 3) to assess whether children's variants modify breastfeeding effects on cognition. Methods: Data come from two population-based birth cohorts (n = 400 mother-child pairs from INMA-Sabadell; and n = 340 children from INMA-Menorca). LC-PUFAs were measured in 270 colostrum samples from INMA-Sabadell. Tag SNPs were genotyped both in mothers and children (13 in the FADS cluster, 6 in ELOVL2, and 7 in ELOVL5). Child cognition was assessed at 14 mo and 4 y using the Bayley Scales of Infant Development and the McCarthy Scales of Children"s Abilities, respectively. Results: Children of mothers carrying genetic variants associated with lower FADS1 activity (regulating AA and EPA synthesis), higher FADS2 activity (regulating DHA synthesis), and with higher EPA/AA and DHA/AA ratios in colostrum showed a significant advantage in cognition at 14 mo (3.5 to 5.3 points). Not being breastfed conferred an 8- to 9-point disadvantage in cognition among children GG homozygote for rs174468 (low FADS1 activity) but not among those with the A allele. Moreover, not being breastfed resulted in a disadvantage in cognition (5 to 8 points) among children CC homozygote for rs2397142 (low ELOVL5 activity), but not among those carrying the G allele. Conclusion: Genetically determined maternal supplies of LC-PUFAs during pregnancy and lactation appear to be crucial for child cognition. Breastfeeding effects on cognition are modified by child genetic variation in fatty acid desaturase and elongase enzymes.

On Ito's formula for elliptic diffusion processes

Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83-109] prove an extension of Ito's formula for F(Xt, t), where F(x, t) has a locally square-integrable derivative in x that satisfies a mild continuity condition in t and X is a one-dimensional diffusion process such that the law of Xt has a density satisfying certain properties. This formula was expressed using quadratic covariation. Following the ideas of Eisenbaum [Potential Anal. 13 (2000) 303-328] concerning Brownian motion, we show that one can re-express this formula using integration over space and time with respect to local times in place of quadratic covariation. We also show that when the function F has a locally integrable derivative in t, we can avoid the mild continuity condition in t for the derivative of F in x.

Chaotic Kabanov formula for the Azéma martingales

We derive the chaotic expansion of the product of nth- and first-order multiple stochastic integrals with respect to certain normal martingales. This is done by application of the classical and quantum product formulae for multiple stochastic integrals. Our approach extends existing results on chaotic calculus for normal martingales and exhibits properties, relative to multiple stochastic integrals, polynomials and Wick products, that characterize the Wiener and Poisson processes.

Comparative study of the LC-MS/MS and UPLC-MS/MS for the multi-residue analysis of quinolones, penicillins and cephalosporins in cow milk, and validation according to the regulation 2002/657/EC

The aim of this study was to develop and validate an analytical method to simultaneously determine European Union-regulated beta-lactams (penicillins and cephalosporins) and quinolones in cow milk. The procedure involves a new solid phase extraction (SPE) to clean-up and pre-concentrate the three series of antibiotics before analysis by liquid chromatography¿tandem mass spectrometry (LC-MS/MS) and ultra-high-performance liquid chromatography¿tandem mass spectrometry (UPLC-MS/MS). LC-MS/MS and UPLC-MS/MS techniques were also compared. The method was validated according to the Directive 2002/657/EC and subsequently applied to 56 samples of raw cow milk supplied by the Laboratori Interprofessional Lleter de Catalunya (ALLIC) (Laboratori Interprofessional Lleter de Catalunya, Control Laboratory Interprofessional of Milk of Catalunya).

A fully validated method for the determination of arsenic species in rice and infant cereal products

A full validation of inorganic arsenic (iAs), methylarsonic acid (MA), and dimethyl arsinic acid (DMA) in several types of rice and rice-based infant cereals is reported. The analytical method was developed and validated in two laboratories. The extraction of the As species was performed using nitric acid 0.2 % and hydrogen peroxide 1 %, and the coupled system liquid chromatography-inductively coupled plasma-mass spectrometry (LCICP-MS) was used for speciation measurements. Detection limit (DL), quantification limit, linearity, precision, trueness, accuracy, selectivity, as well as expanded uncertainty for iAs, MA, and DMA were established. The certified reference materials (CRMs) (NMIJ 7503a, NCS ZC73008, NIST SRM 1568a) were used to check the accuracy. The method was shown to be satisfactory in two proficiency tests (PTs). The broad applicability of the method is shown from the results of analysis of 29 samples including several types of rice, rice products, and infant cereal products. Total As ranged from 40.1 to 323.7 μg As kg1. From the speciation results, iAs was predominant, and DMA was detected in some samples while MA was not detected in any sample.

Estudi de l'impacte de les activitats de moviment corporal en un infant amb TDA

Aquest treball consta d’una investigació amb una pràctica d’activitats basades en el moviment corporal amb un infant diagnosticat amb Trastorn de Dèficit D’Atenció (TDA), amb la intenció de tractar i treballar els problemes que pateix de concentració i atenció. Aquesta pràctica va tenir lloc a l’Escola Sant Jordi de Navàs. Es va analitzar a l’alumne/a en concret, però es van treballar totes les activitats amb tot el grup classe. Les activitats van ser dissenyades a partir dels aprenentatges a la universitat durant la carrera i també de diferents autors citats al marc teòric. Els instruments de recollida de dades que es van utilitzar són les tècniques d’observació i el diari de camp i la càmera de fotos i de vídeo per enregistrar moments en concret. Aquests instruments van donar lloc a l’anàlisi i a la valoració final de les sessions de la pràctica realitzada, en la que es va poder observar una millora en l’atenció, la concentració, l’ interès, la relació amb els companys, etc, aconseguint els objectius proposats al principi. Si el moviment corporal ajuda a millorar als infants que pateixen aquest trastorn i a tots els altres és aconsellable que a l’escola es busquin estratègies i formes de treballar-ho, en qualsevol àrea, per a motivar i fer créixer els aprenentatges de tots els alumnes.

Proposta d’un programa d’intervenció psicoeducativa per a un infant de 6 anys amb possible TDAH

Aquest treball té per objectiu identificar i avaluar preventivament les característiques d’un infant de sis anys que podrien desenvolupar el Trastorn per Dèficit d’Atenció amb Hiperactivitat. Per a la realització d’aquest treball es va proposar realitzar un programa psicopedagògic enfocat a millorar diferents comportaments negatius del propi infant. El programa està constituït per cinc activitats, realitzades amb tot el grup-classe, que intenten millorar diversos conceptes: la consciència emocional, el nivell d’empatia, l’autoestima i l’autocontrol emocional. El subjectes del grup d’intervenció han millorat en els diferents comportaments, i en concret, s’ ha vist un canvi important positiu en la conducta de l’infant. A més, l’observació d’actuacions no adequades en infants d’edats primerenques suposarà realitzar un bon treball psicopedagògic per poder-les prevenir o disminuir.

On an asymptotic formula for the maximum voltage drop in a on-chip power distribution network

We present a new asymptotic formula for the maximum static voltage in a simplified model for on-chip power distribution networks of array bonded integrated circuits. In this model the voltage is the solution of a Poisson equation in an infinite planar domain whose boundary is an array of circular pads of radius ", and we deal with the singular limit Ɛ → 0 case. In comparison with approximations that appear in the electronic engineering literature, our formula is more complete since we have obtained terms up to order Ɛ15. A procedure will be presented to compute all the successive terms, which can be interpreted as using multipole solutions of equations involving spatial derivatives of functions. To deduce the formula we use the method of matched asymptotic expansions. Our results are completely analytical and we make an extensive use of special functions and of the Gauss constant G

A need for determination of arsenic species at low levels in cereal-based food and infant cereals. Validation of a method by LC-ICPMS.

The present study arose from the need to determine inorganic arsenic (iAs) at low levels in cereal-based food. Validated methods with a low limit of detection (LOD) are required to analyse these kinds of food. An analytical method for the determination of iAs, methylarsonic acid (MA) and dimethylarsinic acid (DMA) in cereal-based food and infant cereals is reported. The method was optimised and validated to achieve low LODs. Ion chromatography-inductively coupled plasma mass spectrometry (LC-ICPMS) was used for arsenic speciation. The main quality parameters were established. To expand the applicability of the method, different cereal products were analysed: bread, biscuits, breakfast cereals, wheat flour, corn snacks, pasta and infant cereals. The total and inorganic arsenic content of 29 cereal-based food samples ranged between 3.7-35.6 and 3.1-26.0 microg As kg-1, respectively. The present method could be considered a valuable tool for assessing inorganic arsenic contents in cereal-based foods.