234 resultados para term-structure of implied volatility
Resumo:
This work reports the ligational behavior of the neutral bidentate chelating molecule 2-(3,5-dimethyl pyrazol-1-yl) benzothiazole towards the oxomolybdenum(V) center. Both mononuclear complexes of the type (MoOX3L)-O-V and binuclear complexes of the formula (Mo2O4X2L2)-O-V (where X = Cl, Br) are isolated in the solid state. The complexes are characterized by elemental analyses, various spectroscopic techniques (UV-Vis IR), magnetic susceptibility measurement at room temperature, and cyclic voltammetry for their redox behavior at a platinum electrode in CH3CN. The mononuclear complexes (MoOX3L)-O-V are found to be paramagnetic while the binuclear complexes Mo2O4X2L2 are diamagnetic. Crystal and molecular structure of the ligand and the dioxomolybdenum complex (MoO2Br2L)-O-VI (obtained from the complex MoOBr3L during crystallization) have been solved by single crystal X-ray diffraction technique. Relevant DFT calculations of the ligand and the complex (MoO2Br2L)-O-VI are also carried out.
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A 1,1' bis(diphenyl phosphino ferrocene) dioxide complex of the uranyl dichloride was synthesized and characterized by elemental analysis, H-1, P-31{H-1} NMR and X-ray diffraction methods. The structure of the compound shows that the uranium(VI) ion is surrounded by four oxygen and two chlorine atoms in an octahedral geometry. Two oxygen atoms from the bis (diphenyl phosphino ferrocene) dioxide and two chlorine atoms form a square planar arrangement. Two uranyl oxygen atoms occupy the axial positions. The bis(diphenyl phosphino ferrocene) dioxide ligand acts as a bidentate chelating ligand with a bite angle of 82.90(16)degrees around the uranyl group. The two chlorine atoms are mutually cis with a CI-U-Cl angle of 97.75(7)degrees.
Resumo:
Different models for the electronic structure of carbon monoxide are suggested in influential textbooks. Therefore, this electronic structure offers an interesting subject in teaching because it can be used as an example to relate seemingly conflicting concepts. Understanding the connections between ostensibly different methods and between different concepts, related or conflicting, is important in academic studies. The related reactivities of CO, O2, and N-2 and the notations of molecular orbitals are topics of interest and are discussed in detail.
Resumo:
Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.
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We model the thermal evolution of a subsurface ocean of aqueous ammonium sulfate inside Titan using a parameterized convection scheme. The cooling and crystallization of such an ocean depends on its heat flux balance, and is governed by the pressure-dependent melting temperatures at the top and bottom of the ocean. Using recent observations and previous experimental data, we present a nominal model which predicts the thickness of the ocean throughout the evolution of Titan; after 4.5 Ga we expect an aqueous ammonium sulfate ocean 56 km thick, overlain by a thick (176 km) heterogeneous crust of methane clathrate, ice I and ammonium sulfate. Underplating of the crust by ice I will give rise to compositional diapirs that are capable of rising through the crust and providing a mechanism for cryovolcanism at the surface. We have conducted a parameter space survey to account for possible variations in the nominal model, and find that for a wide range of plausible conditions, an ocean of aqueous ammonium sulfate can survive to the present day, which is consistent with the recent observations of Titan's spin state from Cassini radar data [Lorenz, R.D., Stiles, B.W., Kirk, R.L., Allison, M.D., del Marmo, P.P., Iess, L., Lunine, J.I., Ostro, S.J., Hensley, S., 2008. Science 319, 1649–1651].
Resumo:
Abstract: Long-term exposure of skylarks to a fictitious insecticide and of wood mice to a fictitious fungicide were modelled probabilistically in a Monte Carlo simulation. Within the same simulation the consequences of exposure to pesticides on reproductive success were modelled using the toxicity-exposure-linking rules developed by R.S. Bennet et al. (2005) and the interspecies extrapolation factors suggested by R. Luttik et al.(2005). We built models to reflect a range of scenarios and as a result were able to show how exposure to pesticide might alter the number of individuals engaged in any given phase of the breeding cycle at any given time and predict the numbers of new adults at the season’s end.
Resumo:
We compare the characteristics of synthetic European droughts generated by the HiGEM1 coupled climate model run with present day atmospheric composition with observed drought events extracted from the CRU TS3 data set. The results demonstrate consistency in both the rate of drought occurrence and the spatiotemporal structure of the events. Estimates of the probability density functions for event area, duration and severity are shown to be similar with confidence > 90%. Encouragingly, HiGEM is shown to replicate the extreme tails of the observed distributions and thus the most damaging European drought events. The soil moisture state is shown to play an important role in drought development. Once a large-scale drought has been initiated it is found to be 50% more likely to continue if the local soil moisture is below the 40th percentile. In response to increased concentrations of atmospheric CO2, the modelled droughts are found to increase in duration, area and severity. The drought response can be largely attributed to temperature driven changes in relative humidity. 1 HiGEM is based on the latest climate configuration of the Met Office Hadley Centre Unified Model (HadGEM1) with the horizontal resolution increased to 1.25 x 0.83 degrees in longitude and latitude in the atmosphere and 1/3 x 1/3 degrees in the ocean.
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Land-use changes can alter the spatial population structure of plant species, which may in turn affect the attractiveness of flower aggregations to different groups of pollinators at different spatial scales. To assess how pollinators respond to spatial heterogeneity of plant distributions and whether honeybees affect visitation by other pollinators we used an extensive data set comprising ten plant species and their flower visitors from five European countries. In particular we tested the hypothesis that the composition of the flower visitor community in terms of visitation frequencies by different pollinator groups were affected by the spatial plant population structure, viz. area and density measures, at a within-population (‘patch’) and among-population (‘population’) scale. We found that patch area and population density were the spatial variables that best explained the variation in visitation frequencies within the pollinator community. Honeybees had higher visitation frequencies in larger patches, while bumblebees and hoverflies had higher visitation frequencies in sparser populations. Solitary bees had higher visitation frequencies in sparser populations and smaller patches. We also tested the hypothesis that honeybees affect the composition of the pollinator community by altering the visitation frequencies of other groups of pollinators. There was a positive relationship between visitation frequencies of honeybees and bumblebees, while the relationship with hoverflies and solitary bees varied (positive, negative and no relationship) depending on the plant species under study. The overall conclusion is that the spatial structure of plant populations affects different groups of pollinators in contrasting ways at both the local (‘patch’) and the larger (‘population’) scales and, that honeybees affect the flower visitation by other pollinator groups in various ways, depending on the plant species under study. These contrasting responses emphasize the need to investigate the entire pollinator community when the effects of landscape change on plant–pollinator interactions are studied.
Resumo:
Purpose of review: Vascular function is recognized as an early and integrative marker of cardiovascular disease. While there is consistent evidence that the quantity of dietary fat has significant effects on vascular function, the differential effects of individual fatty acids is less clear. This review summarizes recent evidence from randomly controlled dietary studies on the impact of dietary fatty acids on vascular function, as determined by flow-mediated dilatation (FMD). Recent findings: Critical appraisal is given to five intervention studies (one acute, four chronic) which examined the impact of long-chain n-3 polyunsaturated fatty acid [eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA)] on FMD. In the acute setting, a high dose of long-chain n-3 polyunsaturated fatty acid (4.9 g per 70 kg man) improved postprandial FMD significantly, compared with a saturated fatty acid-rich meal in healthy individuals. In longer-term studies, there was limited evidence for a significant effect of EPA/DHA on FMD in diseased groups. Summary: The strongest evidence for the benefits of EPA/DHA on vascular function is in the postprandial state. More evidence from randomly controlled intervention trials with foods will be required to substantiate the long-term effects of EPA/DHA, to inform public health and clinical recommendations.
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Efficient transport of stem/progenitor cells without affecting their survival and function is a key factor in any practical cell-based therapy. However, the current approach using liquid nitrogen for the transfer of stem cells requires a short delivery time window is technically challenging and financially expensive. The present study aims to use semipermeable alginate hydrogels (crosslinked by strontium) to encapsulate, store, and release stem cells, to replace the conventional cryopreservation method for the transport of therapeutic cells within world-wide distribution time frame. Human mesenchymal stem cell (hMSC) and mouse embryonic stem cells (mESCs) were successfully stored inside alginate hydrogels for 5 days under ambient conditions in an air-tight environment (sealed cryovial). Cell viability, of the cells extracted from alginate gel, gave 74% (mESC) and 80% (hMSC) survival rates, which compared favorably to cryopreservation. More importantly, the subsequent proliferation rate and detection of common stem cell markers (both in mRNA and protein level) from hMSCs and mESCs retrieved from alginate hydrogels were also comparable to (if not better than) results gained following cryopreservation. In conclusion, this new and simple application of alginate hydrogel encapsulation may offer a cheap and robust alternative to cryopreservation for the transport and storage of stem cells for both clinical and research purposes.
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Recent national developments in the teaching of literacy in the early years in the UK mean that teachers need to have explicit fluent knowledge of the sound structure of the language and its relationship to orthography in order to teach reading effectively. In this study, a group of 38 graduate trainee primary teachers were given a pencil and paper test of phonological awareness as part of a course on teaching literacy. Results from the pencil and paper test were used as the basis of teaching about the sound structure of words. The test was repeated six months later. The results showed that they did not use a consistent system for segmenting words into component sounds. Though there was substantial improvement on second testing, many trainees still did not show evidence that they had yet developed sufficient insights into the sound structure of words to be able to teach children about phonemes with certainty. It is argued that student teachers need substantial explicit training and practice in manipulating the sound structure of words to enable them to teach this aspect of language confidently.
Resumo:
This paper uses the structure of the Lie algebras to identify the Casimir invariant functions and Lax operators for matrix Lie groups. A novel mapping is found from the cotangent space to the dual Lie algebra which enables Lax operators to be found. The coordinate equations of motion are given in terms of the structure constants and the Hamiltonian.
Resumo:
What are the precise brain regions supporting the short-term retention of verbal information? A previous functional magnetic resonance imaging (fMRI) study suggested that they may be topographically variable across individuals, occurring, in most, in regions posterior to prefrontal cortex (PFC), and that detection of these regions may be best suited to a single-subject (SS) approach to fMRI analysis (Feredoes and Postle, 2007). In contrast, other studies using spatially normalized group-averaged (SNGA) analyses have localized storage-related activity to PFC. To evaluate the necessity of the regions identified by these two methods, we applied repetitive transcranial magnetic stimulation (rTMS) to SS- and SNGA-identified regions throughout the retention period of a delayed letter-recognition task. Results indicated that rTMS targeting SS analysis-identified regions of left perisylvian and sensorimotor cortex impaired performance, whereas rTMS targeting the SNGA-identified region of left caudal PFC had no effect on performance. Our results support the view that the short-term retention of verbal information can be supported by regions associated with acoustic, lexical, phonological, and speech-based representation of information. They also suggest that the brain bases of some cognitive functions may be better detected by SS than by SNGA approaches to fMRI data analysis.
Resumo:
Bright aurorae can be excited by the acceleration of electrons into the atmosphere in violation of ideal magnetohydrodynamics. Modelling studies predict that the accelerating electric potential consists of electric double layers at the boundaries of an acceleration region but observations suggest that particle acceleration occurs throughout this region. Using multi-spacecraft observations from Cluster we have examined two upward current regions on 14 December 2009. Our observations show that the potential difference below C4 and C3 changed by up to 1.7 kV between their respective crossings, which were separated by 150 s. The field-aligned current density observed by C3 was also larger than that observed by C4. The potential drop above C3 and C4 was approximately the same in both crossings. Using a novel technique of quantitatively comparing the electron spectra measured by Cluster 1 and 3, which were separated in altitude, we determine when these spacecraft made effectively magnetically conjugate observations and use these conjugate observations to determine the instantaneous distribution of the potential drop in the AAR. Our observations show that an average of 15% of the potential drop in the AAR was located between C1 at 6235 km and C3 at 4685 km altitude, with a maximum potential drop between the spacecraft of 500~V and that the majority of the potential drop was below C3. By assuming a spatial invariance along the length of the upward current region, we discuss these observations in terms of temporal changes and the vertical structure of the electrostatic potential drop and in the context of existing models and previous observations single- and multi-spacecraft observations.
Resumo:
We present a detailed case study of the characteristics of auroral forms that constitute the first ionospheric signatures of substorm expansion phase onset. Analysis of the optical frequency and along-arc (azimuthal) wave number spectra provides the strongest constraint to date on the potential mechanisms and instabilities in the near-Earth magnetosphere that accompany auroral onset and which precede poleward arc expansion and auroral breakup. We evaluate the frequency and growth rates of the auroral forms as a function of azimuthal wave number to determine whether these wave characteristics are consistent with current models of the substorm onset mechanism. We find that the frequency, spatial scales, and growth rates of the auroral forms are most consistent with the cross-field current instability or a ballooning instability, most likely triggered close to the inner edge of the ion plasma sheet. This result is supportive of a near-Earth plasma sheet initiation of the substorm expansion phase. We also present evidence that the frequency and phase characteristics of the auroral undulations may be generated via resonant processes operating along the geomagnetic field. Our observations provide the most powerful constraint to date on the ionospheric manifestation of the physical processes operating during the first few minutes around auroral substorm onset.