45 resultados para Volatilità implicita, formula di Black and Scholes
Resumo:
The results of investigations carried out between 1975 and 1978 are summarized. Based on observed echinoid association the flintstones were assigned to the Upper Middle Turonian. The distribution of elements was determined with nuclear absorption spectrometric methods. The black and red flintstones contain similar amounts of iron but differentiate themselves in the carbon content with the carbon being present only in black flintstones. It is assumed that the red coloration of the flintstone was caused by precipitated iron (Fe2O3) during its genesis. Although the Lower Turonian red flintstones are also present in the North Sea area, only those from Helgoland are analysed In this study.
Resumo:
The concentration of C37-C39 long-chain alkenones and alkenes were determined in surface water and surface sediment samples from the subpolar waters of the Southern Ocean. Distributions of these compounds were similar in both sample sets indicating little differential degradation between or within compound classes. The relative amounts of the tri- to tetra-unsaturated C37 alkenones increased with increasing temperature for temperatures below 6°C similar to the di- and tri-unsaturated C37 alkenones. The C37 di-, tri-, and tetra-unsaturated methyl alkenones are used in paleotemperature calculations via the U37K and the U37K ratios. In these datasets, the relative abundances of the C37:2 and the C37.3 alkenones as a proportion of the total C37 alkenones were opposite and strongly related to temperature (the latter with more scatter), but the abundance of the C37:4 alkenone showed no relationship with temperature. The original definition of U37K includes the abundance of 37:4 in both the numerator and denominator, and thus it is perhaps not surprising that there is considerable scatter in the values obtained for U37K at low temperatures. Of the two, we suggest that U37K' is the better parameter for use in paleotemperature estimations, even in cold locations. U37K' values in the sediments fall on virtually the same regression line obtained for the water column samples of Sikes and Volkman (1993, doi:10.1016/0016-7037(93)90120-L), indicating that their calibration is suitable for use in Southern Ocean sediments. The comparison of water column data with sedimentary temperature estimates suggests that the alkenone distributions are dominated by contributions from the summer when the biomass of Emiliania huxleyi and presumably flux to the sediment, is expected to be high.
Resumo:
Geochemical barrier zones play an important role in determining various physical systems and characteristics of oceans, e.g. hydrodynamics, salinity, temperature and light. In the book each of more than 30 barrier zones are illustrated and defined by physical, chemical and biological parameters. Among the topics discussed are processes of inflow, transformation and precipitation of the sedimentary layer of the open oceans and more restricted areas such as the Baltic, Black and Mediterranean Seas.
Resumo:
We studied the grain-size, mineral and chemical compositions, physical properties, radiocarbon age, spore-pollen spectra, and diatom composition in sediments from Core PSh24-2537 sampled in the West Gotland Basin. Four lithological-stratigraphic units were distinguished: varved clays of the Baltic Ice Lake, black and black-gray (sulfide) clays of the Yoldian Sea, gray clays of Ancylus Lake, and greenish-gray sapropel-like littorine and post-littorine silts of the marine stage of Holocene. These units differ from each other both in their matter composition and in plant remains. In the littorine silts organic carbon concentra¬tion reached from 1.5 to 10.35%. Conditions of sediment accumulation and the stages of evolution of the West Gotland Basin over the post-glacial time are characterized.
Resumo:
The kind, sedimentation rate, and diagenesis of organic particles delivered to the North Atlantic seafloor during the Middle Jurassic-Early Cretaceous were responsible for the presence of carbonaceous sediments in Hole 534A. Organic-rich black clays formed from the rapid supply of organic matter; this organic matter was composed of either abundant, well-preserved, and poorly sorted particles of land plants deposited in clays and silty clays within terrigenous turbiditic sequences (tracheal facies) or abundant amorphous debris (xenomorphic facies) generated through the digestive tracts of marine zooplankton and sedimented as fecal pellets. Evidence for the fecal-pellet origin of xenomorphic debris is illustrated. Black clays were also produced in sediments containing less organic matter as a result of the black color of carbonized particles composing all or most of the residues (micrinitic facies). Slowly sedimented hematitic Aptian clays contain very little carbonized, organic debris that survived diagenetic oxidation. In the red calcareous clay sequence of the Late Jurassic, larger amounts of this oxidized debris turned several clay layers black or blackish red. Carbonized debris also dominates the residues recovered in interbedded black and green Albian clays. Carbonization of organic matter in these sediments either turned them black or provided the diagenetic environment for reduced iron. Carbonized debris is also appreciable in burrow-mottled black-green Kimmeridgian clay. The study of Hole 534A organic matter indicates that during the middle Callovian there was a rapid supply of terrigenous organic matter, followed by a late Callovian episode of rapidly supplied xenomorphic debris deposited as fecal pellets. The Late Jurassic-Berriasian was a time of slower sedimentation of organic matter, primarily of a marine dinoflagellate flora in a poorly preserved xenomorphic facies variously affected by diagenetic oxidation. Several intervals of carbonized tracheal tissue in the Oxfordian and Kimmeridgian suggest episodes of oxidized terrigenous matter. The same sequence of Callovian organic events is evident in much of the Early Cretaceous