959 resultados para Volatilità implicita, formula di Black and Scholes


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Questa tesi tratta delle proprietà fondamentali delle funzioni armoniche. Nel primo Capitolo utilizziamo il teorema della divergenza per ottenere importanti identità integrali quali la formula di rappresentazione di Green e la formula dell'integrale di Poisson; tali identità ci permettono di mostrare nel secondo Capitolo che per le funzioni armoniche valgono le formule di media e, in particolare, queste rappresentano una proprietà caratterizzante per tali funzioni. Le formule di media rappresentano un ottimo punto di partenza per lo studio delle proprietà delle funzioni armoniche che osserviamo nel terzo Capitolo; da esse è possibile ottenere il principio del massimo e del minimo forte e la disuguaglianza di Harnack. Da queste due è possibile ottenere alcune importanti proprietà sulla convergenza di successioni di funzioni armoniche; in particolare osserviamo che una successione di funzioni armoniche convergente converge ad una funzione armonica.

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Nel 1932 l'ingegnere e fisico Karl Jansky progettò un’antenna in grado di rilevare onde radio alla frequenza di 20.5 MHz, con la quale notò un'emissione diffusa che proveniva da ogni zona del cielo e si intensificava verso la costellazione del Sagittario. Oggi sappiamo che quella osservata da Jansky è radiazione di sincrotrone. Il meccanismo di emissione di sincrotrone affonda le sue radici nelle leggi dell'elettromagnetismo: quando una particella carica attraversa una regione di spazio in cui è presente un campo magnetico, viene accelerata dalla forza di Lorentz e comincia ad irraggiare in virtù dell'accelerazione subita, come previsto dalla formula di Larmor. A seconda che il moto avvenga a velocità non relativistiche, relativistiche o ultrarelativistiche, l’emissione è chiamata rispettivamente radiazione di ciclotrone, ciclotrone relativistico e sincrotrone. L’emissione diffusa osservata da Jansky, allora, può essere interpretata come radiazione di sincrotrone prodotta dall’interazione delle particelle ultrarelativistiche dei raggi cosmici con il campo magnetico che permea la Via Lattea, mentre l’emissione più intensa nel Sagittario è oggi identificata con la radiosorgente Sagittarius A*, localizzata in corrispondenza del buco nero supermassiccio al centro della Galassia. L’emissione di sincrotrone rappresenta uno dei processi di emissione più rilevanti in Astrofisica ed è in grado di spiegare l’origine di gran parte della radiazione osservata nella banda radio, tanto di quella diffusa quanto di quella generata da radiosorgenti individuali, come radiogalassie e resti di supernova. Le proprietà e la peculiare distribuzione spettrale della radiazione di sincrotrone consentono di ricavare una serie di informazioni sulla sorgente da cui è stata emessa. Per via dello stretto legame con il campo magnetico, inoltre, la radiazione di questo tipo è uno strumento d’indagine fondamentale per la ricostruzione del campo magnetico galattico ed extragalattico.

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L’elaborato di tesi discute del progetto di integrazione tra ROS 2, framework open-source per lo sviluppo di applicazioni robotiche, e VxWorks, sistema operativo in tempo reale (RTOS), attraverso l’utilizzo di container OCI compliant su VxWorks. L’integrazione è stata svolta all’interno dello stack software di IMA (Industria Macchine Automatiche). Il progetto ha dunque integrato ROS 2 Humble e VxWorks 7 permettendo l’utilizzo di costrutti software di ROS 2 su dei container in esecuzione a livello User su VxWorks. Successivamente è stata creata una applicazione di pick and place con un robot antropomorfo (Universal Robots Ur5e) avvalendosi di ROS 2 Control, framework per l’introduzione e gestione di hardware e controllori, e MoveIt 2, framework per incorporare algoritmi di motion-planning, cinematica, controllo e navigazione. Una volta progettata l’applicazione, il sistema è stato integrato all’interno dell’architettura di controllo di IMA. L’architettura a container VxWorks di IMA è stata estesa per il caso ROS 2, la comunicazione tra campo e applicazione ROS 2 è passata tramite il master EtherCAT e il modulo WebServer presenti nell’architettura IMA. Una volta eseguito il container ROS 2 posizione e velocità dei servo motori sono stati inviati tramite al WebServer di IMA sfruttando la comunicazione VLAN interna. Una volta ricevuto il messaggio, il WebServer si è occupato di trasferirlo al master EtherCAT che in aggiunta si è occupato anche di ottenere le informazioni sullo stato attuale del robot. L’intero progetto è stato sviluppato in prima battuta in ambiente di simulazione per validarne l’architettura. Successivamente si è passati all’installazione in ambiente embedded grazie all’ausilio di IPC sui quali è stato testato l’effettivo funzionamento dell’integrazione all’interno dell’architettura IMA.

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Universidade Estadual de Campinas . Faculdade de Educação Física

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Accurate iris reproduction in the fabrication of ocular prosthesis in order to match the remaining eye is a key factor to mask the loss and achieve an esthetic outcome for anophthalmic patients. This study evaluated the stability of acrylic paints used for replicating iris color in ocular prostheses by the analysis of two factors: the temperature of the acrylic resin polymerization cycle during prosthesis fabrication and the incidence of sun light, which is the main photodegrading agent undermining the longevity of ocular prostheses. An accelerated aging assay was used for both analyses. Specimens simulating the prosthetic iris in the colors blue, yellow, black, brown and green were fabricated, and were submitted to a colorimetric reading before and after undergoing the thermal conditions of acrylic resin polymerization. Next, the specimens were submitted to an artificial accelerated aging assay with ultraviolet radiation A and weekly colorimetric readings during a 3-week period. The color change (??*) values for the four specimens painted with the same color paint were averaged and the resulting values were considered for statistical analysis. Levine's test and Student's t-test were used to analyze the influence of the temperature of the polymerization cycle during prosthesis fabrication on the color stability of each acrylic resin paint. Friedman's test for three dependent samples was used for analysis of color photodegradation as function of time. Significance level was set at 0.05 for all analyses. It was observed that, after the action of the temperature of the polymerization cycle, alteration above clinically acceptable level of ??*> 3.3 was observed only for the yellow color. After the accelerated aging assay, there were statistically significant differences (p<0.05) as a function of time in the green, brown, black and blue colors. Changes were clinically acceptable for the brown and black colors; slightly above the clinically acceptable limit for the green color; and significantly high and impracticable from a clinical standpoint for the blue color. There was no statistically significant differences (p>0.05) for the yellow color, which presented color change only a little above the clinically acceptable limit. In conclusion: 1. Only the yellow color presented alterations above the clinically acceptable levels after the polymerization cycle; 2. After accelerated aging, there was no changes in the yellow color above the clinically acceptable levels; 3. For the green color, degradation was significant and slightly above the clinically acceptable levels; 4. The black, brown and blue colors presented significant alterations as function of time; the alterations of the brown and black colors were within acceptable clinical levels, while the blue color presented a more accentuated degradation over time.

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The Parque Estadual do Alto Ribeira (PETAR) with about 250 caves, in an Atlantic forest reserve, is an important ecotourist attraction in the Ribeira Valley, an endemic area of American cutaneous leishmaniasis (ACL). With the purpose of investigating Leishmania vector species bothersome to humans the sandfly fauna was identified and some of its ecological aspects in the Santana nucleus, captures were undertaken monthly with automatic light traps in 11 ecotopes, including caves, forests, a camping site and domiciliary environments, and on black and white Shannon traps, from January/2001 to December/2002. A total of 2,449 sandflies representing 21 species were captured. The highest values of abundance obtained in the captures with automatic light traps were for Psathyromyia pascalei and Psychodopygus ayrozai. A total of 107 specimens representing 13 species were captured on black (12 species) and white (6 species) Shannon traps set simultaneously. Psychodopygus geniculatus females predominated on the black (43.75%), and Psathyromyia lanei and Ps. ayrozai equally (32.4%) on the white. Nyssomyia intermedia and Nyssomyia neivai, both implicated in the transmission of ACL in the Brazilian Southeastern region, were also captured. Ny. intermedia predominated in the open camping area. Low frequencies of phlebotomines were observed in the caves, where Evandromyia edwardsi predominated Lutzomyia longipalpis, the main vector of the American visceral leishmaniasis, was aslo present. This is its most southernly reported occurrence in the Atlantic forest.

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Analisar diferenças quanto a características sociodemográficas e relacionadas à saúde entre indivíduos com e sem linha telefônica residencial. Foram analisados os dados do Inquérito de Saúde (ISA-Capital) 2003, um estudo transversal realizado em São Paulo, SP, no mesmo ano. Os moradores que possuíam linha telefônica residencial foram comparados com os que disseram não possuir linha telefônica, segundo as variáveis sociodemográficas, de estilo de vida, estado de saúde e utilização de serviços de saúde. Foram estimados os vícios associados à não-cobertura por parte da população sem telefone, verificando-se sua diminuição após a utilização de ajustes de pós-estratificação. Dos 1.878 entrevistados acima de 18 anos, 80,1% possuía linha telefônica residencial. Na comparação entre os grupos, as principais diferenças sociodemográficas entre indivíduos que não possuíam linha residencial foram: menor idade, maior proporção de indivíduos de raça/cor negra e parda, menor proporção de entrevistados casada, maior proporção de desempregados e com menor escolaridade. Os moradores sem linha telefônica residencial realizavam menos exames de saúde, fumavam e bebiam mais. Ainda, esse grupo consumiu menos medicamentos, auto-avaliou-se em piores condições de saúde e usou mais o Sistema Único de Saúde. Ao se excluir da análise a população sem telefone, as estimativas de consultas odontológicas, alcoolismo, consumo de medicamentos e utilização do SUS para realização de Papanicolaou foram as que tiveram maior vício. Após o ajuste de pós-estratificação, houve diminuição do vício das estimativas para as variáveis associadas à posse de linha telefônica residencial. ) A exclusão dos moradores sem linha telefônica é uma das principais limitações das pesquisas realizadas por esse meio. No entanto, a utilização de técnicas estatísticas de ajustes de pós-estratificação permite a diminuição dos vícios de não cobertura

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Biomass Refinery is a sequential of eleven thermochemical processes and one biological process with two initial basic treatments: prehydrolysis for lignocellulosics and low temperature conversion for biomass with medium-to-high content of lipids and proteins. The other ten processes are: effluent treatment plant, furfural plant, biodiesel plant, cellulignin dryer, calcination, fluidized bed boiler, authotermal reforming of cellulignin for syngas production, combined cycle of two-stroke low-speed engine or syngas turbine with fluidized bed boiler heat recovery, GTL technologies and ethanol from cellulose, prehydrolysate and syngas. Any kind of biomass such as wood, agricultural residues, municipal solid waste, seeds, cakes, sludges, excrements and used tires can be processed at the Biomass Refinery. Twelve basic products are generated such as cellulignin, animal feed, electric energy, fuels (ethanol, crude oil, biodiesel, char), petrochemical substitutes, some materials (ash, gypsum, fertilizers, silica, carbon black) and hydrogen. The technology is clean with recovery of energy and reuse of water, acid and effluents. Based on a holistic integration of various disciplines Biomass Refinery maximizes the simultaneous production of food, electric energy, liquid fuels and chemical products and some materials, achieving a competitive position with conventional and fossil fuel technologies, as well as payment capacity for biomass production. Biomass Refinery has a technical economical capability to complement the depletion of the conventional petroleum sources and to capture its GHGs resulting a biomass + petroleum ""green"" combination.

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Oscillator networks have been developed in order to perform specific tasks related to image processing. Here we analytically investigate the existence of synchronism in a pair of phase oscillators that are short-range dynamically coupled. Then, we use these analytical results to design a network able of detecting border of black-and-white figures. Each unit composing this network is a pair of such phase oscillators and is assigned to a pixel in the image. The couplings among the units forming the network are also dynamical. Border detection emerges from the network activity.

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Background: Analyses of population structure and breed diversity have provided insight into the origin and evolution of cattle. Previously, these studies have used a low density of microsatellite markers, however, with the large number of single nucleotide polymorphism markers that are now available, it is possible to perform genome wide population genetic analyses in cattle. In this study, we used a high-density panel of SNP markers to examine population structure and diversity among eight cattle breeds sampled from Bos indicus and Bos taurus. Results: Two thousand six hundred and forty one single nucleotide polymorphisms ( SNPs) spanning all of the bovine autosomal genome were genotyped in Angus, Brahman, Charolais, Dutch Black and White Dairy, Holstein, Japanese Black, Limousin and Nelore cattle. Population structure was examined using the linkage model in the program STRUCTURE and Fst estimates were used to construct a neighbor-joining tree to represent the phylogenetic relationship among these breeds. Conclusion: The whole-genome SNP panel identified several levels of population substructure in the set of examined cattle breeds. The greatest level of genetic differentiation was detected between the Bos taurus and Bos indicus breeds. When the Bos indicus breeds were excluded from the analysis, genetic differences among beef versus dairy and European versus Asian breeds were detected among the Bos taurus breeds. Exploration of the number of SNP loci required to differentiate between breeds showed that for 100 SNP loci, individuals could only be correctly clustered into breeds 50% of the time, thus a large number of SNP markers are required to replace the 30 microsatellite markers that are currently commonly used in genetic diversity studies.

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Interethnic differences exist in disease prevalence, especially with regard to cancer and cardiovascular diseases, which involve altered expression or activity of matrix metalloproteinases (MMPs). The hypothesis being tested in this study is that interethnic differences exist between blacks and whites with regard to the distribution of genetic variants of MMP polymorphisms and haplotypes. We examined the distribution of polymorphisms of MMP-2 and MMP-9 genes in 177 black and 140 white subjects. We studied the following polymorphisms: the C(-1306)T in the promoter of the MMP-2 gene, the C(-1562)T and a microsatellite -90(CA)(14-24) in the promoter, and the Q279R in exon 6 of the MMP-9 gene. We have also compared our results with those from Hapmap or Seattle SNPs Projects and estimated the haplotype frequency in these two ethnic groups. The ""C'' allele for the C(-1306)T polymorphism was more common in blacks (91.5%) than in whites (80.4%; p<0.0001). The ""T'' allele for the C(-1562)T polymorphism was more common in blacks (15.0%) than in whites (8.9%; p=0.0279), as well as the alleles with >21 repeats for the -90(CA)(14-24) were more common in blacks than in whites (61.9% in blacks and 49.3% in whites; p=0.0017). We found no interethnic differences for the Q279R polymorphism. Moreover, two haplotypes that combine ""detrimental'' alleles were found at higher frequencies in blacks than in whites (31% vs. 16.4%, respectively; p<0.05). The interethnic differences being reported here replicate those previously found with smaller number of subjects in the Hapmap or Seattle SNPs data and may help explain the higher prevalence of cancer and cardiovascular diseases in blacks compared with whites. Our findings suggest a proportional significance of these polymorphisms in each ethnic group.

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The Apical Membrane Antigen-1 (AMA-1) of Plasmodium sp. has been suggested as a vaccine candidate against malaria. This protein seems to be involved in merozoite invasion and its extra-cellular portion contains three distinct domains: DI, DII, and DIII. Previously, we described that Plasmodium vivax AMA-1 (PvAMA-1) ectodomain is highly immunogenic in natural human infections. Here, we expressed each domain, separately or in combination (DI-II or DII-III), as bacterial recombinant proteins to map immunodominant epitopes within the PvAMA-1 ectodomain. IgG recognition was assessed by ELISA using sera of P. vivax-infected individuals collected from endemic regions of Brazil or antibodies raised in immunized mice. The frequencies of responders to recombinant proteins containing the DII were higher than the others and similar to the ones observed against the PvAMA-1 ectodomain. Moreover, ELISA inhibition assays using the PvAMA-1 ectodomain as substrate revealed the presence of many common epitopes within DI-II that are recognized by human immune antibodies. Finally, immunization of mice with the PvAMA-1 ectodomain induced high levels of antibodies predominantly to DI-II. Together, our results indicate that DII is particularly immunogenic during natural human infections, thus indicating that this region could be used as part of an experimental sub-unit vaccine to prevent vivax malaria. (C) 2008 Elsevier Masson SAS. All rights reserved.

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The colors of 51 species of Hawaiian reef fish have been measured using a spectrometer and therefore can be described in objective terms that are not influenced by the human visual experience. In common with other known reef fish populations, the colors of Hawaiian reef fish occupy spectral positions from 300-800nm; yellow or orange with blue, yellow with black, and black with white are the most frequently combined colors; and there is no link between possession of ultraviolet (UV) reflectance and UV visual sensitivity or the potential for UV visual sensitivity. In contrast to other reef systems, blue, yellow, and orange appear more frequently in Hawaiian reef fish. Based on spectral quality of reflections from fish skin, trends in fish colors can be seen that are indicative of both visually driven selective pressures and chemical or physical constraints on the design of colors. UV-reflecting colors can function as semiprivate communication signals. White or yellow with black form highly contrasting patterns that transmit well through clear water. Labroid fishes display uniquely complex colors but lack the ability to see the UV component that is common in their pigments. Step-shaped spectral curves are usually long-wavelength colors such as yellow or red, and colors with a peak-shaped spectral curves are green, blue, violet, and UV.

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O trabalho está dividido em duas partes. Na primeira, são desenvolvidos os conceitos fundamentais para o entendimento do modelo de Black e Scholes com exemplos de sua utilização. Na segunda, inicialmente discute­se o conceito de risco das empresas. A seguir, através de uma aplicação, demonstra-se como uma empresa pode alterar favoravelmente o equilíbrio de risco e retorno: aceitando mais risco, aumentando seu débito ou pagando dividendos extras para os acionistas. Finalmente, mostra-se como os credores podem defender-se dessas mano­bras alterando adequadamente a taxa de juros, de forma a compensar o maior risco assumido e, assim, manter a posição de equilíbrio inicial entre risco e retorno.

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An optically addressed read-write sensor based on two stacked p-i-n heterojunctions is analyzed. The device is a two terminal image sensing structure. The charge packets are injected optically into the p-i-n writer and confined at the illuminated regions changing locally the electrical field profile across the p-i-n reader. An optical scanner is used for charge readout. The design allows a continuous readout without the need for pixel-level patterning. The role of light pattern and scanner wavelengths on the readout parameters is analyzed. The optical-to-electrical transfer characteristics show high quantum efficiency, broad spectral response, and reciprocity between light and image signal. A numerical simulation supports the imaging process. A black and white image is acquired with a resolution around 20 mum showing the potentiality of these devices for imaging applications.