Valoración de opciones bajo el modelo de Kou aplicando transformada de Fourier

En esta Tesis se presenta el modelo de Kou, Difusión con saltos doble exponenciales, para la valoración de opciones Call de tipo europeo sobre los precios del petróleo como activo subyacente. Se mostrarán los cálculos numéricos para la formulación de expresiones analíticas que se resolverán mediante la implementación de algoritmos numéricos eficientes que conllevaran a los precios teóricos de las opciones evaluadas. Posteriormente se discutirán las ventajas de usar métodos como la transformada de Fourier por la sencillez relativa de su programación frente a los desarrollos de otras técnicas numéricas. Este método es usado en conjunto con el ejercicio de calibración no paramétrica de regularización, que mediante la minimización de los errores al cuadrado sujeto a una penalización fundamentada en el concepto de entropía relativa, resultaran en la obtención de precios para las opciones Call sobre el petróleo considerando una mejor capacidad del modelo de asignar precios justos frente a los transados en el mercado.

Intercambio de información secreta con la Transformada Discreta de Fourier.

Debido al creciente uso de las tecnologías y al frecuente intercambio de información en Internet, se hace evidente la necesidad de transmitir información de forma segura. En este artículo se describe una forma concreta como es la Transformada Discreta de Fourier respecto a los procesos de codificación.

La vida de los centros transformada en noticia.

Comentario sobre los periódicos y revistas escolares de los centros educativos de Albacete en 2004. Se explican las características de El Pericole, Primera página, Aula abierta Parque Sur, Y tú quién eres y El Greco. Se habla de los responsables, el proceso de edición, la periodicidad y los contenidos de cada publicación. Se pretende atraer el interés de los alumnos hacia la elaboración de los periódicos y su lectura.

Tripleclouds: an efficient method for representing horizontal cloud inhomogeneity in 1D radiation schemes by using three regions at each height

Radiation schemes in general circulation models currently make a number of simplifications when accounting for clouds, one of the most important being the removal of horizontal inhomogeneity. A new scheme is presented that attempts to account for the neglected inhomogeneity by using two regions of cloud in each vertical level of the model as opposed to one. One of these regions is used to represent the optically thinner cloud in the level, and the other represents the optically thicker cloud. So, along with the clear-sky region, the scheme has three regions in each model level and is referred to as “Tripleclouds.” In addition, the scheme has the capability to represent arbitrary vertical overlap between the three regions in pairs of adjacent levels. This scheme is implemented in the Edwards–Slingo radiation code and tested on 250 h of data from 12 different days. The data are derived from cloud retrievals using radar, lidar, and a microwave radiometer at Chilbolton, southern United Kingdom. When the data are grouped into periods equivalent in size to general circulation model grid boxes, the shortwave plane-parallel albedo bias is found to be 8%, while the corresponding bias is found to be less than 1% using Tripleclouds. Similar results are found for the longwave biases. Tripleclouds is then compared to a more conventional method of accounting for inhomogeneity that multiplies optical depths by a constant scaling factor, and Tripleclouds is seen to improve on this method both in terms of top-of-atmosphere radiative flux biases and internal heating rates.

Spatial covariation of Azotobacter abundance and soil properties: A case study using the wavelet transform

The soil microflora is very heterogeneous in its spatial distribution. The origins of this heterogeneity and its significance for soil function are not well understood. A problem for understanding spatial variation better is the assumption of statistical stationarity that is made in most of the statistical methods used to assess it. These assumptions are made explicit in geostatistical methods that have been increasingly used by soil biologists in recent years. Geostatistical methods are powerful, particularly for local prediction, but they require the assumption that the variability of a property of interest is spatially uniform, which is not always plausible given what is known about the complexity of the soil microflora and the soil environment. We have used the wavelet transform, a relatively new innovation in mathematical analysis, to investigate the spatial variation of abundance of Azotobacter in the soil of a typical agricultural landscape. The wavelet transform entails no assumptions of stationarity and is well suited to the analysis of variables that show intermittent or transient features at different spatial scales. In this study, we computed cross-variograms of Azotobacter abundance with the pH, water content and loss on ignition of the soil. These revealed scale-dependent covariation in all cases. The wavelet transform also showed that the correlation of Azotobacter abundance with all three soil properties depended on spatial scale, the correlation generally increased with spatial scale and was only significantly different from zero at some scales. However, the wavelet analysis also allowed us to show how the correlation changed across the landscape. For example, at one scale Azotobacter abundance was strongly correlated with pH in part of the transect, and not with soil water content, but this was reversed elsewhere on the transect. The results show how scale-dependent variation of potentially limiting environmental factors can induce a complex spatial pattern of abundance in a soil organism. The geostatistical methods that we used here make assumptions that are not consistent with the spatial changes in the covariation of these properties that our wavelet analysis has shown. This suggests that the wavelet transform is a powerful tool for future investigation of the spatial structure and function of soil biota. (c) 2006 Elsevier Ltd. All rights reserved.

Syntheses of two new 1D and 3D networks of Cu(II) and Co(II) using malonate and urotropine as bridging ligands: Crystal structures and magnetic studies

Two new metal-organic based polymeric complexes, [Cu-4(O2CCH2CO2)(4)(L)].7H(2)O (1) and [CO2(O2CCH2CO2)(2)(L)].2H(2)O (2) [L = hexamethylenetetramine (urotropine)], have been synthesized and characterized by X-ray crystal structure determination and magnetic studies. Complex 1 is a 1D coordination polymer comprising a carboxylato, bridged Cu-4 moiety linked by a tetradentate bridging urotropine. Complex 2 is a 3D coordination polymer made of pseudo-two-dimensional layers of Co(II) ions linked by malonate anions in syn-anticonformation which are bridged by bidentate urotropine in trans fashion, Complex 1 crystallizes in the orthothombic system, space group Pmmn, with a = 14,80(2) Angstrom, b = 14.54(2) Angstrom, c = 7.325(10) Angstrom, beta = 90degrees, and Z = 4. Complex 2 crystallizes in the orthorhombic system, space group Imm2, a = 7.584(11) Angstrom, b = 15.80(2) Angstrom, c = 6.939(13) Angstrom, beta = 90.10degrees(1), and Z = 4. Variable temperature (300-2 K) magnetic behavior reveals the existence of ferro- and antiferromagnetic interactions in 1 and only antiferromagnetic interactions in 2. The best fitted parameters for complex 1 are J = 13.5 cm(-1), J = -18.1 cm(-1), and g = 2.14 considering only intra-Cu-4 interactions through carboxylate and urotropine pathways. In case of complex 2, the fit of the magnetic data considering intralayer interaction through carboxylate pathway as well as interlayer interaction via urotropine pathway gave no satisfactory result at this moment using any model known due to considerable orbital contribution of Co(II) ions to the magnetic moment and its complicated structure. Assuming isolated Co(II) ions (without any coupling, J = 0) the shape of the chi(M)T curve fits well with experimental data except at very low temperatures.

Two new mu-(1,3-azido)-bridged polymers: alternating single and double bridges in a 1D nickel(II) complex and uniform bridge in a 2D copper(II) complex: Syntheses, single-crystal structures and magnetic studies

Two polymeric azido bridged complexes [Ni2L2(N-3)(3)](n)(ClO4). (1) and [Cu(bpdS)(2)(N-3)],(ClO4),(H2O)(2.5n) (2) [L = Schiff base, obtained from the condensation of pyridine-2-aldehyde with N,N,2,2-tetramethyl-1,3-propanediamine; bpds = 4,4'-bipyridyl disulfide] have been synthesized and their crystal structures have been determined. Complex 1, C26H42ClN15Ni2O4, crystallizes in a triclinic system, space group P1 with a 8.089(13), b = 9.392(14), c = 12.267(18) angstrom, a = 107.28(l), b 95.95(1), gamma = 96.92(1)degrees and Z = 2; complex 2, C20H21ClCuN7O6.5S4, crystallizes in an orthorhombic system, space group Pnna with a = 10.839(14), b = 13.208(17), c = 19.75(2) angstrom and Z = 4. The crystal structure of I consists of 1D polymers of nickel(L) units, alternatively connected by single and double bridging mu-(1,3-N-3) ligand with isolated perchlorate anions. Variable temperature magnetic susceptibility data of the complex have been measured and the fitting,of magnetic data was carried out applying the Borris-Almenar formula for such types of alternating one-dimensional S = 1 systems, based on the Hamiltonian H = -J Sigma(S2iS2i-1 + aS(2i)S(2i+1)). The best-fit parameters obtained are J = -106.7 +/- 2 cm(-1); a = 0.82 +/- 0.02; g = 2.21 +/- 0.02. Complex 2 is a 2D network of 4,4 topology with the nodes occupied by the Cu-II ions, and the edges formed by single azide and double bpds connectors. The perchlorate anions are located between pairs of bpds. The magnetic data have been fitted considering the complex as a pseudo-one-dimensional system, with all copper((II)) atoms linked by [mu(1,3-azido) bridging ligands at axial positions (long Cu...N-3 distances) since the coupling through long bpds is almost nil. The best-fit parameters obtained with this model are J = -1.21 +/- 0.2 cm(-1), g 2.14 +/- 0.02. (c) Wiley-VCH Verlag GmbH & Co. KGaA, 69451 Weinheim, Germany, 2005).

Subspace and wavelet-packet algorithms for de-noising and classifying broadband THz transients

The results from a range of different signal processing schemes used for the further processing of THz transients are contrasted. The performance of different classifiers after adopting these schemes are also discussed.

Prospects for bio-molecular control using femtosecond transients parametrised in the wavelet domain [poster]

We discuss the parametrisation of am-plitude and phase genes corre-sponding to space encoded femto-second transients in the wavelet domain. Differential evolution is used to improve the speed of con-vergence of the genetic algorithm. We discuss prospects of bio-molecular control using such methodology.

Apodisation, denoising and system identification techniques for THz transients in the wavelet domain

This work describes the use of a quadratic programming optimization procedure for designing asymmetric apodization windows to de-noise THz transient interferograms and compares these results to those obtained when wavelet signal processing algorithms are adopted. A systems identification technique in the wavelet domain is also proposed for the estimation of the complex insertion loss function. The proposed techniques can enhance the frequency dependent dynamic range of an experiment and should be of particular interest to the THz imaging and tomography community. Future advances in THz sources and detectors are likely to increase the signal-to-noise ratio of the recorded THz transients and high quality apodization techniques will become more important, and may set the limit on the achievable accuracy of the deduced spectrum.

Classification of lactose and mandelic acid THz spectra using subspace and wavelet-packet algorithms

This work compares classification results of lactose, mandelic acid and dl-mandelic acid, obtained on the basis of their respective THz transients. The performance of three different pre-processing algorithms applied to the time-domain signatures obtained using a THz-transient spectrometer are contrasted by evaluating the classifier performance. A range of amplitudes of zero-mean white Gaussian noise are used to artificially degrade the signal-to-noise ratio of the time-domain signatures to generate the data sets that are presented to the classifier for both learning and validation purposes. This gradual degradation of interferograms by increasing the noise level is equivalent to performing measurements assuming a reduced integration time. Three signal processing algorithms were adopted for the evaluation of the complex insertion loss function of the samples under study; a) standard evaluation by ratioing the sample with the background spectra, b) a subspace identification algorithm and c) a novel wavelet-packet identification procedure. Within class and between class dispersion metrics are adopted for the three data sets. A discrimination metric evaluates how well the three classes can be distinguished within the frequency range 0. 1 - 1.0 THz using the above algorithms.