Asymmetric Smiles, Leverage Effects and Structural Parameters.

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

Effect Insulin on DNA Synthesis and Kinetic Parameters of Thymidine Kinase During Liver Regenaration

The effect of insulin on cell proliferation in vivo has been studied in hepatectomised streptozotocin- diabetic rats. The extent of cell proliferation in sham and hepatectomized- control, diabetic and insulin treated rats were monitored by determining DNA content and [3H]thymidine incorporation into DNA. The kinetic parameters of thymidine kinase a regulatory enzyme for DNA synthesis was also studied in these groups. The rate of DNA synthesis in liver of streptozotocin -diabetic rats was significantly higher 24 hrs post-hepatectomy compared to control and insulin treated diabetic groups. Kinetic studies of thymidine kinase revealed that there was no change in the Michaelis -Menten constant (Km) whereas maximum velocity (Vmax) was elevated in the diabetic hepatectomized groups compared to control and insulin treated hepatectomized groups. Thus our study elucidates the role of insulin in thymidine kinase activity and DNA synthesis.

Elastic Constants And Structural Parameters Of Selected Polycrystalline Ceramics By Ultrasonic Technique

The present work is an attempt to probe the elastic properties in some dielectric ceramics, by using ultrasonic pulse echo overlap technique. The base Ba6-xSm8+2xTi18O54 and Ca5Nb2TiO12 are very important dielectrics ceramics used for microwave communication as well as for substrate materials. Ultrasonic is one of the most widely used and powerful techniques to measure elastic properties of solids. The ultrasonic technique is nondestructive in nature and the measurements are relatively straightforward to perform. One unique advantantage of the ultrasonic technique is that both static and dynamic properties can be measured simultaneously. The velocity and attenuation coefficients of the ultrasonic waves propagating through a medium are related to the microscopic structure of the material and they provide valuable information about the structural changes in the system. Among the various ultrasonic techniques, the pulse echo overlap method is the most accurate and precise one. In the present case the decreased elastic properties of Cas-XMg,Nb2TiO12 and Cas-,ZnNb2TiO12 ceramics can be attributed to their mixture phases beyond x = 1. Moreover, the abrupt change in elastic properties observed for x >1 can also be correlated to the structural transformation of the materials from their phase pure form to mixture phases for higher extent of substitution of the concerned material . Ca4(ANb2Ti)012 (A = Mg, Zn) is the strongest compound with the maximum values for elastic properties . This could be due to the possible substitution of Mg/Zn ions with lesser radius [25] than Ca2+ in perovskite B-site of Ca(Cali4Nb2i4Tili4) O3 material to contribute more ordering and symmetry to the system [20]. All other compositions (x > 1) contain mixed-phases and for such mixed-phase samples, the mechanical properties are difficult to explain.

Semiconductor Oxides Mediated Photocatalytic Removal of Chemical and Bacterial Pollutants from Wastewater

School of Environmental Studies, Cochin University of Science and Technology

Effect of vanadia on physico-chemical and catalytic characteristics of dysprosia

Physico-chemical characterization of DY203/V2O5 systems prepared through wet impregnation method has been carried out using various techniques like EDX, XRD, FTIR. thermal studies, BET surface area, pore volume and pore size distribution analysis. The amount of vanadia incorporated has been found to influence the surface properties of dysprosia. The spectroscopic results combining with X-ray analysis reveal that vanadia species exist predominantly as isolated amorphous vanadyl units along with crystalline dysprosium orthovanadate. Basicity studies have been conducted by adsorption of electron acceptors and acidity and acid strength distribution by temperature programmed desorption of ammonia. Cyclohexanol decomposition has been employed as a chemical probe reaction to examine the effect of vanadia on the acid base property of Dy2O3. Incorporation of vanadia titrates thc Lewis acid and base sites of Dy2O3, while an enhancement of Bronsted acid sites has been noticed. Data have been correlated with the catalytic activity of these oxides towards the vapour phase methylation of phenol

Structural and biological investigations of metal complexes of some substituted thiosemicarbazones

Department of Applied Chemistry, Cochin University of Science and Technology

Meiobenthos of Cochin backwaters in relation to macrobenthos and environmental parameters

Department of Marine Biology, Microbiology and Biochemistry, Cochin University of Science and Technology

Studies on the nutrient chemistry of a tropical estuary

The study focuses attention on the nutrient chemistry of a tropical estuary namely the cochin estuary.The investigation was planned with the objective of studying the estuarine nutrient behaviour and to assess the role of biogeochemical cycling. The distribution of parameters of interest are better explained in the light of the hydrography of the region . Largely associated with the pollution problems of Cochin estuary receiving industrial and domestic wastes, this thesis projects the role of environmental parameters modifying the nutrient content of the water body coupled with studies on their minute variability subjected to physical, chemical and biological processes. The study has incorporated parameters like temperature, salinity, pH and D0; nutrients were investigated by the study of nitrite, nitrate. ammonia, inorganic reactive phosphorus, dissolved organic phosphorus, particulate reactive phosphorus, total reactive phosphorus and inorganic reactive silicate-silicon at surface and bottom layers of the estuary. Sediment associated interstitial and adsorbed phosphorus for a period of one year (1985-1986] were also incorporated

Studies on physicochemical and biological properties of protease inhibitor from edible mushroom Pleurotus floridanus

Protease inhibitors are found abundantly in numerous plants, animals and microorganisms, owing their significance to their application in the study of enzyme structures, reaction mechanisms and also their utilization in pharmacology and agriculture. They are (synthetic/natural) substances that act directly on proteases to lower the catalytic rate. Although most of these inhibitory proteins are directed against serine proteases, some target cysteine, aspartyl or metalloproteases (Bode and Huber, 1992). Protease inhibitors are essential for regulating the activity of their corresponding proteases and play key regulatory roles in many biological processes. Applications of protease inhibitors are intimately connected to the proteases they inhibit; an overview of proteases with the modes of regulation of their proteolytic activity is discussed

Study of Synchronisalion and Control of Chaos in Directly Modulated Semiconductor Lasers

Chaos is a subject oftopical interest and, studied in great detail in relation to its relevance in almost all branches of science, which include physical, chemical, and biological fields. Chaos in the literal sense signifies utter confusion, but the scientific community has differentiated chaos as deterministic chaos and white noise. Deterministic chaos implies the complex behaviour of systems, which are governed by deterministic laws. Behaviour of such systems often become unpredictable in the long run. This unpredictability arises from the sensitivity of the system to its initial conditions. The essential requirement for ‘sensitivity to initial condition’ is nonlinearity of the system. The only method for determining the future of such systems is numerically simulating its final state from a set ofinitial conditions. Synchronisation

Spectral, Structural And Biological Studies Of Some Metal Complexes Of ‘Nsubstituted 2-Benzoylpyridine Thiosemicarbazones

Aqua complex ions of metals must have existed since the appearance of water on the earth, and the subsequent appearance of life depended on, and may even have resulted from the interaction of metal ions with organic molecules. Studies on the coordinating ability of metal ions with other molecules and anions culminated in the theories of/\lfred Werner. Thereon the progress in the studies of metal complex chemistry was rapid. Many factors, like the utility and economic importance of metal chemistry, the intrinsic interest _in many of the compounds and the intellectual challenge of the structural problems to be solved, have contributed to this rapid progress. X—ray diffraction studies further accelerated the progress. The work cited in this thesis was carried out by the author in the Department of Applied Chemistry during 2001-2004. The primary aim of these investigations was to synthesise and characterize some transition metal complexes of 2-benzoylpyridine N(4)-substituted thiosemicarbazones and to study the antimicrobial activities of the ligands and their metal complexes. The work is divided into eight chapters

Current status and biodiversity modification in the coastal wetland ecosystems of India with objectives for its sustainable management

The South West (S.W.) coast of India is blessed with a series of wetland systems popularly referred to as backwaters covering a total area of 46128.94 ha. These backwaters are internationally renowned for their aesthetic and scientific values including being a repository for several species fish and shell fishes. This is more significant in that three wetlands (Vembanad, Sasthamcotta and Ashtamudi) have recently been designated as Ramsar sites of international importance. Thirty major backwaters forming the crux of the coastal wetlands form an abode for over 200 resident or migratory fish and shellfish species. The fishing activities in these water bodies provide the livelihood to about 200,000 fishers and also provide full-time employment to over 50,000 fishermen. This paper describes the changes on the environmental and biodiversity status of selected wetlands, during 1994-2005 period. The pH was generally near neutral to alkaline in range. The salinity values indicated mixohaline condition ranging from 5.20-32.38 ppt. in the 12 wetlands. The productivity values were generally low in most of the wetlands during the study, where the gross production varied from 0.22 gC/m3/day in Kadinamkulam to 1.10 gC/m3/day in the Kayamkulam. The diversity of plankton and benthos was more during the pre-monsoon compared to the monsoon and post-monsoon periods in most of the wetlands. The diversity of plankton and benthos was more during the pre-monsoon compared to the monsoon and post-monsoon periods in most of the wetlands. The average fish yield per ha. varied from 246 kg. in Valapattanam to 2747.3 kg. in Azhikode wetland. Retting of coconut husk in most of the wetlands led to acidic pH conditions with anoxia resulting in the production of high amounts of sulphide, coupled with high carbon dioxide values leading to drastic reduction in the incidence and abundance of plankton, benthic fauna and the fishery resources. The major fish species recorded from the investigation were Etroplus suratensis, E. maculatus, Channa marulius, Labeo dussumieri, Puntius sp. Lutianus argentimaculatus, Mystus sp., Tachysurus sp. and Hemiramphus sp. The majority of these backwaters are highly stressed, especially during the pre monsoon period when the retting activity is at its peak. The study has clearly reflected that a more restrained and cautious approach is needed to manage and preserve the unique backwater ecosystems of South-west India

Studies on metal resistant bacteria in cochin estuary and its response towards antibiotics and silver nanoparticles

The Cochin estuary (CE), which is one of the largest wetland ecosystems, extends from Thanneermukkam bund in the south to Azhikode in the north. It functions as an effluent repository for more than 240 industries, the characteristics of which includes fertilizer, pesticide, radioactive mineral processing, chemical and allied industries, petroleum refining and heavy metal processing industries (Thyagarajan, 2004). Studies in the CE have been mostly on the spatial and temporal variations in the physical, chemical and biological characteristics of the estuary (Balachandran et al., 2006; Madhu et al., 2007; Menon et al., 2000; Qasim 2003;Qasim and Gopinathan 1969) . Although several monitoring programs have been initiated in the CE to understand the level of heavy metal pollution, these were restricted to trace metals distribution (Balachandran et al., 2005) or the influence of anthropogenic inputs on the benthos and phytoplankton (Madhu et al., 2007;Jayaraj, 2006). Recently, few studies were carried out on microbial ecology in the CE(Thottathil et al 2008a and b;Parvathi et al., 2009and 2011; Thomas et al., 2006;Chandran and Hatha, 2003). However, studies on metal - microbe interaction are hitherto not undertaken in this estuary. Hence, a study was undertaken at 3 sites with different level of heavy metal concentration tounderstand the abundance, diversity and mechanisms of resistance in metal resistant bacteria and its impact on the nutrient regeneration. The present work has also focused on the response of heavy metal resistant bacteria towards antibacterial agent’s antibiotics and silver nanoparticles