Structural and gas-sensing properties of WO3 nanocrystalline powders obtained by a sol-gel method from tungstic acid

WO3 nanocrystalline powders were obtained from tungstic acid following a sol-gel process. Evolution of structural properties with annealing temperature was studied by X-ray diffraction and Raman spectroscopy. These structural properties were compared with those of WO3 nanopowders obtained by the most common process of pyrolysis of ammonium paratungstate, usually used in gas sensors applications. Sol-gel WO3 showed a high sensor response to NO2 and low response to CO and CH4. The response of these sensor devices was compared with that of WO3 obtained from pyrolysis, showing the latter a worse sensor response to NO2. Influence of operating temperature, humidity, and film thickness on NO2 detection was studied in order to improve the sensing conditions to this gas.

A time-domain method for the analysis of thermal impedance response preserving the convolution form

The study of the thermal behavior of complex packages as multichip modules (MCM¿s) is usually carried out by measuring the so-called thermal impedance response, that is: the transient temperature after a power step. From the analysis of this signal, the thermal frequency response can be estimated, and consequently, compact thermal models may be extracted. We present a method to obtain an estimate of the time constant distribution underlying the observed transient. The method is based on an iterative deconvolution that produces an approximation to the time constant spectrum while preserving a convenient convolution form. This method is applied to the obtained thermal response of a microstructure as analyzed by finite element method as well as to the measured thermal response of a transistor array integrated circuit (IC) in a SMD package.

Towards a theory of the credit-risk balance sheet

This article designs what it calls a Credit-Risk Balance Sheet (the risk being that of default by customers), a tool which, in principle, can contribute to revealing, controlling and managing the bad debt risk arising from a company¿s commercial credit, whose amount can represent a significant proportion of both its current and total assets.To construct it, we start from the duality observed in any credit transaction of this nature, whose basic identity can be summed up as Credit = Risk. ¿Credit¿ is granted by a company to its customer, and can be ranked by quality (we suggest the credit scoring system) and ¿risk¿ can either be assumed (interiorised) by the company itself or transferred to third parties (exteriorised).What provides the approach that leads to us being able to talk with confidence of a real Credit-Risk Balance Sheet with its methodological robustness is that the dual vision of the credit transaction is not, as we demonstrate, merely a classificatory duality (a double risk-credit classification of reality) but rather a true causal relationship, that is, a risk-credit causal duality.Once said Credit-Risk Balance Sheet (which bears a certain structural similarity with the classic net asset balance sheet) has been built, and its methodological coherence demonstrated, its properties ¿static and dynamic¿ are studied.Analysis of the temporal evolution of the Credit-Risk Balance Sheet and of its applications will be the object of subsequent works.

Towards a theory of the credit-risk balance sheet (II). The evolution of its structure

This article has an immediate predecessor, upon which it is based and with which readers must necessarily be familiar: Towards a Theory of the Credit-Risk Balance Sheet (Vallverdú, Somoza and Moya, 2006). The Balance Sheet is conceptualised on the basis of the duality of a credit-based transaction; it deals with its theoretical foundations, providing evidence of a causal credit-risk duality, that is, a true causal relationship; its characteristics, properties and its static and dynamic characteristics are analyzed. This article, which provides a logical continuation to the previous one, studies the evolution of the structure of the Credit-Risk Balance Sheet as a consequence of a business¿s dynamics in the credit area. Given the Credit-Risk Balance Sheet of a company at any given time, it attempts to estimate, by means of sequential analysis, its structural evolution, showing its usefulness in the management and control of credit and risk. To do this, it bases itself, with the necessary adaptations, on the by-now classic works of Palomba and Cutolo. The establishment of the corresponding transformation matrices allows one to move from an initial balance sheet structure to a final, future one, to understand its credit-risk situation trends, as well as to make possible its monitoring and control, basic elements in providing support for risk management.

Cotton manufacturers as bankers: the textile trade and credit in spain, 1840-1913

[cat] La historiografia ha assenyalat que en el segle XIX el crèdit que els fabricants cotoners catalans oferien als seus clients era de caràcter informal i, per tant, impossible de ser transferit al sistema bancari. Això hauria tingut un efecte negatiu en la rendibilitat de les empreses cotoneres. A partir de l’anàlisi de diversos arxius empresarials, així com de fonts judicials i notarials, aquest treball confirma aquesta descripció dels fets però proposa una interpretació més optimista. Els fabricants feien de banquers dels seus clients perquè eren els millor situats per a exercir aquesta funció. Havien construït una bona estructura d’informació, gestionaven eficientment el risc creditici i obtenien beneficis d’aquesta activitat.

Valoración de credit default swaps: una aplicación del modelo de Hull-White al mercado español

En este trabajo se presenta una aplicación empírica del modelo de Hull-White (2000) al mercado de renta fija español. Este modelo proporciona la expresión por el cálculo de los pagos hechos por el comprador de un credit default swap (CDS), bajo la hipótesis de que no existe riesgo de contrapartida. Se supone, además, que la curva cupón cero, la tasa de recuperación constante y el momento del suceso de crédito son independientes. Se utilizan bonos del Banco Santander Central Hispano para mesurar la probabilidad neutra al riesgo de quiebra y, bajo hipótesis de no arbitraje, se calculan las primas de un CDS, por un bono subyacente con la misma calificación crediticia que la entidad de referencia. Se observa que las primas se ajustan bien a los spreads crediticios del mercado, que se acostumbran a utilizar como alternativa a las mismas.

Bargmann-Wigner method and (6S + 1)-component wave equations

A modified Bargmann-Wigner method is used to derive (6s + 1)-component wave equations. The relation between different forms of these equations is shown.

A simple method for the simulation of multiple elastic scattering of electrons

A screened Rutherford cross section is modified by means of a correction factor to obtain the proper transport cross section computed by partial¿wave analysis. The correction factor is tabulated for electron energies in the range 0¿100 keV and for elements in the range from Z=4 to 82. The modified screened Rutherford cross section is shown to be useful as an approximation for the simulation of plural and multiple scattering. Its performance and limitations are exemplified for electrons scattered in Al and Au.

Simple method for the simulation of multiple elastic scattering of electrons

A screened Rutherford cross section is modified by means of a correction factor to obtain the proper transport cross section computed by partial¿wave analysis. The correction factor is tabulated for electron energies in the range 0¿100 keV and for elements in the range from Z=4 to 82. The modified screened Rutherford cross section is shown to be useful as an approximation for the simulation of plural and multiple scattering. Its performance and limitations are exemplified for electrons scattered in Al and Au.

Heat pulse line-source method to determine thermal conductivity of consolidated rocks

An instrument designed to measure thermal conductivity of consolidated rocks, dry or saturated, using a transient method is presented. The instrument measures relative values of the thermal conductivity, and it needs calibration to obtain absolute values. The device can be used as heat pulse line source and as continuous heat line source. Two parameters to determine thermal conductivity are proposed: TMAX, in heat pulse line source, and SLOPE, in continuous heat line source. Its performance is better, and the operation simpler, in heat pulse line-source mode with a measuring time of 170 s and a reproducibility better than 2.5%. The sample preparation is very simple on both modes. The performance has been tested with a set of ten rocks with thermal conductivity values between 1.4 and 5.2 W m¿1 K¿1 which covers the usual range for consolidated rocks.

Phase-only filters codified with Burckhardt's method

We show that Burckhardt's method is available to codify phase-only filters with amplitude-only variations. Correlation experimental results are given.

Correlation postprocessing-based method for the detection of de focused images

We present a method to detect patterns in defocused scenes by means of a joint transform correlator. We describe analytically the correlation plane, and we also introduce an original procedure to recognize the target by postprocessing the correlation plane. The performance of the methodology when the defocused images are corrupted by additive noise is also considered.

General method to determine replica symmetry breaking transitions

We introduce a new parameter to investigate replica symmetry breaking transitions using finite-size scaling methods. Based on exact equalities initially derived by F. Guerra this parameter is a direct check of the self-averaging character of the spin-glass order parameter. This new parameter can be used to study models with time reversal symmetry but its greatest interest lies in models where this symmetry is absent. We apply the method to long-range and short-range Ising spin-glasses with and without a magnetic field as well as short-range multispin interaction spin-glasses.

Cotton manufacturers as bankers: the textile trade and credit in spain, 1840-1913

[cat] La historiografia ha assenyalat que en el segle XIX el crèdit que els fabricants cotoners catalans oferien als seus clients era de caràcter informal i, per tant, impossible de ser transferit al sistema bancari. Això hauria tingut un efecte negatiu en la rendibilitat de les empreses cotoneres. A partir de l’anàlisi de diversos arxius empresarials, així com de fonts judicials i notarials, aquest treball confirma aquesta descripció dels fets però proposa una interpretació més optimista. Els fabricants feien de banquers dels seus clients perquè eren els millor situats per a exercir aquesta funció. Havien construït una bona estructura d’informació, gestionaven eficientment el risc creditici i obtenien beneficis d’aquesta activitat.