Families of special Weierstrass points

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Prevalence and antifungal resistance profile of Candida spp. oral isolates from patients with type 1 and 2 diabetes mellitus

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Effect of erythrosine- and LED-mediated photodynamic therapy on buccal candidiasis infection of immunosuppressed mice and Candida albicans adherence to buccal epithelial cells

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

Soliton solutions for the super mKdV and sinh-Gordon hierarchy

The dressing and vertex operator formalism is emploied to study the soliton solutions of the N = I super mKdV and sinh-Gordon models. Explicit two and four vertex solutions are constructed. The relation between the soliton solutions of both models is verified. (c) 2006 Elsevier B.V. All rights reserved.

Path integral approach to the full Dicke model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Measurement of the inclusive W and Z production cross sections in pp collisions at root s = 7 TeV with the CMS experiment

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for supersymmetry in hadronic final states using M-T2 in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Characterization of operational safety in offshore oil wells

The main concern of activities developed in oil and gas well construction is safety. But safety during the well construction process is not a trivial subject. Today risk evaluation approaches are based in static analyses of existent systems. In other words, those approaches do not allow a dynamic analysis that evaluates the risk for each alteration of the context. This paper proposes the use of Quantitative and Dynamic Risk Assessment (QDRA) to assess the degree of safety of each planned job. The QDRA can be understood as a safe job analysis approach, developed with the purpose of quantifying the safety degree in entire well construction and maintenance activities. The QDRA is intended to be used in the planning stages of well construction and maintenance, where the effects of hazard on job sequence are important unknowns. This paper also presents definitions of barrier, and barriers integrated set (BIS), and a modeling technique showing their relationships. (c) 2006 Elsevier B.V. All rights reserved.

Phase-Locked Loop design applied to frequency-modulated atomic force microscope

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Tracing source and evolution of suspended particles in the Rio Negro Basin (Brazil) using chemical species of iron

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Electrochemical and spectroscopic characterization of screen-printed gold-based electrodes modified with self-assembled monolayers and Tc85 protein

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

SnO2 nanoparticles functionalized in amorphous silica and glass

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Photodegradation of lincomycin and diazepam in sewage treatment plant effluent by photo-Fenton process

First, the effect of ferrioxalate or iron nitrate on the photo-Fenton degradation efficiency of the pharmaceuticals lincomycin (LCM) and diazepam (DZP) was evaluated. The degradation of both pharmaceuticals was improved in the presence of ferrioxalate in relation to Fe(NO(3)), either under black-light or solar irradiation. The degradation of the pharmaceuticals was then evaluated when present in an effluent from sewage treatment plant (STP) under black-light irradiation. Pharmaceuticals oxidation was not influenced by the matrix, since very similar results were obtained when compared to the experiments carried out in distilled water. However, DOC removal was slightly affected by the matrix, due probably to the generation of recalcitrant intermediates during effluent photodegradation and to the high content of inorganic carbon of STP effluent. Even so, high DOC removal percentages were achieved, 65% for lincomycin and 80% for diazepam after 60 min irradiation. (C) 2010 Elsevier B.V. All rights reserved.

Salivary parameters and teeth erosions in patients with gastroesophageal reflux disease

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)