Forward-backward asymmetry of Drell-Yan lepton pairs in pp collisions at s=7TeV

A measurement of the forward-backward asymmetry (AFB) of Drell-Yan lepton pairs in pp collisions at s=7TeV is presented. The data sample, collected with the CMS detector, corresponds to an integrated luminosity of 5fb-1. The asymmetry is measured as a function of dilepton mass and rapidity in the dielectron and dimuon channels. Combined results from the two channels are presented, and are compared with the standard model predictions. The AFB measurement in the dimuon channel and the combination of the two channels are the first such results obtained at a hadron collider. The measured asymmetries are consistent with the standard model predictions. © 2012 CERN.

Investment and financial volatility in Latin America

Includes bibliography

International price volatility and economic policy challenges in Latin America and the Caribbean

Includes bibliography

Forward-backward asymmetry of Drell-Yan lepton pairs in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dominant-non-dominant asymmetry of kicking a stationary and rolling ball in a futsal context

The aim of this study was to analyse the characteristics of the asymmetries in the dominant and non-dominant limbs when kicking stationary and rolling balls. Ten experienced Brazilian amateur futsal players participated in this study. Each participant performed kicks under two conditions (stationary ball vs. rolling ball) with the dominant and non-dominant limbs (five kicks per condition per limb). We analysed the kicking accuracy, ball and foot velocities, angular joint displacement and velocity. The asymmetry between the dominant and non-dominant limbs was analysed by symmetry index and two-way repeated measures ANOVA. The results did not reveal any interaction between the condition and limb for ball velocity, foot velocity and accuracy. However, kicking with the dominant limb in both kicks showed higher ball velocity (stationary ball: dominant - 24.27 ± 2.21 m · s(-1) and non-dominant - 21.62 ± 2.26 m · s(-1); rolling ball: dominant - 23.88 ± 2.71 m · s(-1) and non-dominant - 21.42 ± 2.25 m · s(-1)), foot velocity (stationary ball: dominant - 17.61 ± 1.87 m · s(-1) and non-dominant - 15.58 ± 2.69 m · s(-1); rolling ball: dominant - 17.25 ± 2.26 m · s(-1) and non-dominant - 14.77 ± 2.35 m · s(-1)) and accuracy (stationary ball: dominant - 1.17 ± 0.84 m and non-dominant - 1.56 ± 1.30 m; rolling ball: dominant - 1.31 ± 0.91 m and non-dominant - 1.97 ± 1.44 m). In addition, the angular joint adjustments were dependent on the limb in both kicks (the kicks with non-dominant limb showed lower hip external rotation than the kicks with the dominant limb), indicating that the hip joint is important in kick performance. In conclusion, the kicks with the non-dominant limb showed different angular adjustments in comparison to kicks with the dominant limb. In addition, kicking a rolling ball with the non-dominant limb showed higher asymmetry for accuracy, indicating that complex kicks are more asymmetric.

Firm Market Performance and Volatility in a National Real Estate Sector

We present empirical evidence using daily data for stock prices for 17 real estate companies traded in the Sao Paulo, Brazil stock exchange. from August 26, 2006 to March 31, 2010. We use the U.S. house price bubble, financial crisis and risk measures to instrument for momentums and reversals in the domestic real estate sector. We find evidence of conditional premium persistence and conditional volatility persistence in the market. We find that the conditional risk-return relationship in the sector is consistent with the prospect theory of risk attitudes in this period. Certain companies seem to be operating on a perceived potential industry return above the target, while most others are below the target, and the whole sector is below target on average. (C) 2011 Elsevier Inc. All rights reserved.

Transverse single-spin asymmetry and cross section for pi(0) and eta mesons at large Feynman x in p(up arrow) + p collisions at root s=200 GeV

Measurements of the differential cross section and the transverse single-spin asymmetry, A(N), vs x(F) for pi(0) and eta mesons are reported for 0.4 < x(F) < 0.75 at an average pseudorapidity of 3.68. A data sample of approximately 6.3 pb(-1) was analyzed, which was recorded during p(up arrow) + p collisions at root s = 200 GeV by the STAR experiment at RHIC. The average transverse beam polarization was 56%. The cross section for pi(0), including the previously unmeasured region of x(F) > 0.55, is consistent with a perturbative QCD prediction, and the eta/pi(0) cross-section ratio agrees with existing midrapidity measurements. For 0.55 < x(F) < 0.75, the average A(N) for eta is 0.210 +/- 0.056, and that for pi(0) is 0.081 +/- 0.016. The probability that these two asymmetries are equal is similar to 3%.

Soccer attenuates the asymmetry of rectus abdominis muscle observed in non-athletes

[EN] PURPOSE: To determine the volume and degree of asymmetry of the rectus abdominis muscle (RA) in professional soccer players. METHODS: The volume of the RA was determined using magnetic resonance imaging (MRI) in 15 professional male soccer players and 6 non-active male control subjects. RESULTS: Soccer players had 26% greater RA volume than controls (P<0.05), due to hypertrophy of both the dominant (28% greater volume, P<0.05) and non-dominant (25% greater volume, P<0.01) sides, after adjusting for age, length of the RA muscle and body mass index (BMI) as covariates. Total volume of the dominant side was similar to the contralateral in soccer players (P = 0.42) and in controls (P = 0.75) (Dominant/non-dominant = 0.99, in both groups). Segmental analysis showed a progressive increase in the degree of side-to-side asymmetry from the first lumbar disc to the pubic symphysis in soccer players (r = 0.80, P<0.05) and in controls (r = 0.75, P<0.05). The slope of the relationship was lower in soccer players, although this trend was not statistically significant (P = 0.14). CONCLUSIONS: Professional soccer is associated with marked hypertrophy of the rectus abdominis muscle, which achieves a volume that is 26% greater than in non-active controls. Soccer induces the hypertrophy of the non-dominant side in proximal regions and the dominant side in regions closer to pubic symphysis, which attenuates the pattern of asymmetry of rectus abdominis observed in non-active population. It remains to be determined whether the hypertrophy of rectus abdominis in soccer players modifies the risk of injury.

Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Measurement of the forward-backward asymmetry of Z boson decays in electron-positron pairs with the ATLAS detector in proton-proton collisions at root out s = 7TeV at the LHC

In this thesis the measurement of the effective weak mixing angle wma in proton-proton collisions is described. The results are extracted from the forward-backward asymmetry (AFB) in electron-positron final states at the ATLAS experiment at the LHC. The AFB is defined upon the distribution of the polar angle between the incoming quark and outgoing lepton. The signal process used in this study is the reaction pp to zgamma + X to ee + X taking a total integrated luminosity of 4.8\,fb^(-1) of data into account. The data was recorded at a proton-proton center-of-mass energy of sqrt(s)=7TeV. The weak mixing angle is a central parameter of the electroweak theory of the Standard Model (SM) and relates the neutral current interactions of electromagnetism and weak force. The higher order corrections on wma are related to other SM parameters like the mass of the Higgs boson.rnrnBecause of the symmetric initial state constellation of colliding protons, there is no favoured forward or backward direction in the experimental setup. The reference axis used in the definition of the polar angle is therefore chosen with respect to the longitudinal boost of the electron-positron final state. This leads to events with low absolute rapidity have a higher chance of being assigned to the opposite direction of the reference axis. This effect called dilution is reduced when events at higher rapidities are used. It can be studied including electrons and positrons in the forward regions of the ATLAS calorimeters. Electrons and positrons are further referred to as electrons. To include the electrons from the forward region, the energy calibration for the forward calorimeters had to be redone. This calibration is performed by inter-calibrating the forward electron energy scale using pairs of a central and a forward electron and the previously derived central electron energy calibration. The uncertainty is shown to be dominated by the systematic variations.rnrnThe extraction of wma is performed using chi^2 tests, comparing the measured distribution of AFB in data to a set of template distributions with varied values of wma. The templates are built in a forward folding technique using modified generator level samples and the official fully simulated signal sample with full detector simulation and particle reconstruction and identification. The analysis is performed in two different channels: pairs of central electrons or one central and one forward electron. The results of the two channels are in good agreement and are the first measurements of wma at the Z resonance using electron final states at proton-proton collisions at sqrt(s)=7TeV. The precision of the measurement is already systematically limited mostly by the uncertainties resulting from the knowledge of the parton distribution functions (PDF) and the systematic uncertainties of the energy calibration.rnrnThe extracted results of wma are combined and yield a value of wma_comb = 0.2288 +- 0.0004 (stat.) +- 0.0009 (syst.) = 0.2288 +- 0.0010 (tot.). The measurements are compared to the results of previous measurements at the Z boson resonance. The deviation with respect to the combined result provided by the LEP and SLC experiments is up to 2.7 standard deviations.