947 resultados para zero coupon bond
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We consider adaptive sequential lossy coding of bounded individual sequences when the performance is measured by the sequentially accumulated mean squared distortion. Theencoder and the decoder are connected via a noiseless channel of capacity $R$ and both are assumed to have zero delay. No probabilistic assumptions are made on how the sequence to be encoded is generated. For any bounded sequence of length $n$, the distortion redundancy is defined as the normalized cumulative distortion of the sequential scheme minus the normalized cumulative distortion of the best scalarquantizer of rate $R$ which is matched to this particular sequence. We demonstrate the existence of a zero-delay sequential scheme which uses common randomization in the encoder and the decoder such that the normalized maximum distortion redundancy converges to zero at a rate $n^{-1/5}\log n$ as the length of the encoded sequence $n$ increases without bound.
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Schedule of Debt Service and Coverage for Iowa State University of Science and Technology for the Academic Building Revenue Bond Funds for the year ended June 30, 2009
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Audit report on the Student Health Facility Revenue Bond Funds of Iowa State University of Science and Technology for the year ended June 30, 2009
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Audit report on the Student Health Facility Revenue Bond Funds of Iowa State University of Science and Technology for the year ended June 30, 2010
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Maize root growth is negatively affected by compacted layers in the surface (e.g. agricultural traffic) and subsoil layers (e.g. claypans). Both kinds of soil mechanical impedances often coexist in maize fields, but the combined effects on root growth have seldom been studied. Soil physical properties and maize root abundance were determined in three different soils of the Rolling Pampa of Argentina, in conventionally-tilled (CT) and zero-tilled (ZT) fields cultivated with maize. In the soil with a light Bt horizon (loamy Typic Argiudoll, Chivilcoy site), induced plough pans were detected in CT plots at a depth of 0-0.12 m through significant increases in bulk density (1.15 to 1.27 Mg m-3) and cone (tip angle of 60 º) penetrometer resistance (7.18 to 9.37 MPa in summer from ZT to CT, respectively). This caused a reduction in maize root abundance of 40-80 % in CT compared to ZT plots below the induced pans. Two of the studied soils had hard-structured Bt horizons (clay pans), but in only one of them (silty clay loam Abruptic Argiudoll, Villa Lía site) the expected penetrometer resistance increases (up to 9 MPa) were observed with depth. In the other clay pan soil (silty clay loam Vertic Argiudoll, Pérez Millán site), penetrometer resistance did not increase with depth but reached 14.5 MPa at 0.075 and 0.2 m depth in CT and ZT plots, respectively. However, maize root abundance was stratified in the first 0.2 m at the Villa Lía and Pérez Millán sites. There, the hard Bt horizons did not represent an absolute but a relative mechanical impedance to maize roots, by the observed root clumping through desiccation cracks.
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Se presenta una modificación del programa Bond-Scand, con vistas a su empleo en ordenadores de reducida capacidad de memoria. Can dicha modificación se pasa de una capacidad de 100 K a 81 K, pudiendo ser ejecutada en el ordenador IBM 360/30 de que dispone la Facultad de Ciencias de la Universidad de Barcelona.
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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.
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Using the extended Thomas-Fermi version of density-functional theory (DFT), calculations are presented for the barrier for the reaction Na20++Na20+¿Na402+. The deviation from the simple Coulomb barrier is shown to be proportional to the electron density at the bond midpoint of the supermolecule (Na20+)2. An extension of conventional quantum-chemical studies of homonuclear diatomic molecular ions is then effected to apply to the supermolecular ions of the alkali metals. This then allows the Na results to be utilized to make semiquantitative predictions of position and height of the maximum of the fusion barrier for other alkali clusters. These predictions are confirmed by means of similar DFT calculations for the K clusters.
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We have investigated edge modes of different multipolarity sustained by quantum antidots at zero magnetic field. The ground state of the antidot is described within a local-density-functional formalism. Two sum rules, which are exact within this formalism, have been derived and used to evaluate the energy of edge collective modes as a function of the surface density and the size of the antidot.
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We present a complete calculation of the structure of liquid 4He confined to a concave nanoscopic wedge, as a function of the opening angle of the walls. This is achieved within a finite-range density functional formalism. The results here presented, restricted to alkali metal substrates, illustrate the change in meniscus shape from rather broad to narrow wedges on weak and strong alkali adsorbers, and we relate this change to the wetting behavior of helium on the corresponding planar substrate. As the wedge angle is varied, we find a sequence of stable states that, in the case of cesium, undergo one filling and one emptying transition at large and small openings, respectively. A computationally unambiguous criterion to determine the contact angle of 4He on cesium is also proposed.
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The influence of vacancy concentration on the behavior of the three-dimensional random field Ising model with metastable dynamics is studied. We have focused our analysis on the number of spanning avalanches which allows us a clear determination of the critical line where the hysteresis loops change from continuous to discontinuous. By a detailed finite-size scaling analysis we determine the phase diagram and numerically estimate the critical exponents along the whole critical line. Finally, we discuss the origin of the curvature of the critical line at high vacancy concentration.
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Within local-spin-density functional theory, we have investigated the ¿dissociation¿ of few-electron circular vertical semiconductor double quantum ring artificial molecules at zero magnetic field as a function of interring distance. In a first step, the molecules are constituted by two identical quantum rings. When the rings are quantum mechanically strongly coupled, the electronic states are substantially delocalized, and the addition energy spectra of the artificial molecule resemble those of a single quantum ring in the few-electron limit. When the rings are quantum mechanically weakly coupled, the electronic states in the molecule are substantially localized in one ring or the other, although the rings can be electrostatically coupled. The effect of a slight mismatch introduced in the molecules from nominally identical quantum wells, or from changes in the inner radius of the constituent rings, induces localization by offsetting the energy levels in the quantum rings. This plays a crucial role in the appearance of the addition spectra as a function of coupling strength particularly in the weak coupling limit.