964 resultados para Volatilità implicita, formula di Black and Scholes
Resumo:
The fire salamander complex is quite diverse in the Iberian Peninsula where nine subspecies of Salamandra salamandra are currently recognized. Here, we analysed the geographical distribution of the subspecies S. s. gallaica and S. s. crespoi using partial sequences of the mitochondrial cytochrome b gene of 168 individuals from 12 locations in Portugal. Our results support the existence of a deep lineage divergence between the two subspecies, with non-overlapping geographical distributions except in two contact zones: one in Sesimbra on the western coast, and another in Alcoutim on the southeastern border with Spain. Moreover, S. s. crespoi displays signs of gene flow among the sampled locations whereas S. s. gallaica shows evidence of some restriction to gene flow. Present-day genetic make-up of S. s. gallaica and S. s. crespoi is a result of past historical events, fine-tuned by contemporary Iberian geoclimate. Humid mountain areas were found to harbour increased genetic diversity possibly acting as past refugia during drier interglacial periods. To analyse wider geographical patterns and lineage splitting events within S. salamandra we performed a Bayesian dating analysis completing our data set with previously published sequences. The observed divergences were associated to successive biogeographic scenarios, and to other Iberian species showing similar trends.
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The monoconjugates of phenolic acids (i.e. coumaric acid) with polyamines such as spermidine and spermine are strikingly similar to some toxins from spiders and predatory wasps. Many plants contain phenolic acid polyamine conjugates and there is some reliable information supporting their roles as plant defense chemicals. Eleven monoacylated compounds of diamines, triamines, tetraamines and oxa-polyamine amines were prepared in three to seven steps: 22, 23, 24, 25, 26, 27, 28, 29, 30, 31 and 32. The synthesis proceeds through stepwise construction of the polyamine backbone (as in 62 and 72), followed by protection and deprotection steps of the amino functions. Desymmetrization of readily available and prepared symmetrical polyamines is a key step in the synthesis. The protecting groups employed were tert-butoxycarbonyl (BOC) and trifluoroacetyl (TFA) group which were removed under different conditions: acid and base respectively. Deprotection and refunctionalization of the polyamine reagent demonstrated the versatility of these systems for N-acylation.
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This is a study of education students’ conceptions of and experiences with academic stress and help-seeking. The study explored teacher education and Master of Education students’ academic stress by examining causes of academic stress and how these stressors affect students’ academic and university experiences. Stress-related help-seeking was also a focus of this study, and was explored using inquiries regarding where participants sought stress-related support. Additionally, exploring students’ use of the Internet for stress-related information or support was a goal of this study. These research goals were pursued using a qualitative methodology that applied grounded theory design. Consequently, data were used to develop a theory that would contribute to existing literature. Specifically, participant descriptions related to causes of and responses to academic stress aligned with Maslow’s (1954) theory of human motivation and Alderfer’s (1969) E. R. G. theory, and led to theoretical contributions that took a hierarchy of student needs and motivation into consideration.
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Flexile single layer electromagnetic wave absorbers were designed by incorporating appropriate amounts of carbon black in a nitrile butadiene rubber matrix along with an optimized amount of magnetic counterpart, namely, barium hexaferrite for applications in S, C, and X-bands. Effective dielectric permittivity and magnetic permeability were measured using cavity perturbation method in the frequency range of 2–12 GHz. The microwave absorbing characteristics of the composites were studied in the S, C, and X-bands employing a model in which an electromagnetic wave is incident normally on a metal terminated single layer. Reflection loss exceeding 20 dB is obtained for all the samples in a wide frequency range of 2–12 GHz when an appropriate absorber thickness between 5 and 9mm is chosen. The impact of carbon black is clearly observed in the optimized composites on the mechanical strength, thickness, band width of absorption, dielectric properties,
Resumo:
The research presented in this article centres on an under-researched demographic group of young return migrants, namely, second-generation Barbadians, or 'Bajan-Brits', who have decided to 'return' to the birthplace of their parents. Based on 51 in-depth interviews, the essay examines the experiences of second-generation return migrants from an interpretative perspective framed within post-colonial discourse. The article first considers the Bajan-Brits and issues of race in the UK before their decision to migrate. It is then demonstrated that on 'return', in certain respects, these young, black English migrants occupy a liminal position of cultural, racial and economic privilege, based on their 'symbolic' or 'token' whiteness within the post-colonial context of Barbados. But this very hybridity and inbetweeness means that they also face difficulties and associated feelings of social alienation and discrimination. The ambivalent status of this transnational group of migrants serves to challenge traditional notions of Barbadian racial identity.
Resumo:
Even among forest specialists, species-specific responses to anthropogenic forest fragmentation may vary considerably. Some appear to be confined to forest interiors, and perceive a fragmented landscape as a mosaic of suitable fragments and hostile matrix. Others, however, are able to make use of matrix habitats and perceive the landscape in shades of grey rather than black-and-white. We analysed data of 42 Chiroxiphia caudata (Blue Manakin), 10 Pyriglena leucoptera (White-shouldered Fire-eye) and 19 Sclerurus scansor (Rufous-breasted Leaftosser) radio-tracked in the Atlantic Rainforest of Brazil between 2003 and 2005. We illustrate how habitat preferences may determine how species respond to or perceive the landscape structure. We compared available with used habitat to develop a species-specific preference index for each of six habitat classes. All three species preferred old forest, but relative use of other classes differed significantly. S. scansor perceived great contrast between old forest and matrix, whereas the other two species perceived greater habitat continuity. For conservation planning, our study offers three important messages: (1) some forest specialist species are able to persist in highly fragmented landscapes; (2) some forest species may be able to make use of different anthropogenic habitat types to various degrees; whereas (3) others are restricted to the remaining forest fragments. Our study suggests species most confined to forest interiors to be considered as potential umbrella species for landscape-scale conservation planning.
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Oxygenated xanthones have been extensively investigated over the years, but there are few reports concerning their crystal structure. Our chemical investigations of Brazilian plants resulted in the isolation of four natural products named 1-hydroxyxanthone (I), 1-hydroxy-7-methoxyxanthone (II), 1,5-dihydroxy-3-methoxyxanthone (III), and 1,7-dihydroxy-3,8-dimethoxyxanthone (IV). The structures of these compounds were established on the basis of single crystal X-ray diffraction. The xanthone nucleus conformation is essentially planar with the substituents adopting the orientations less sterically hindered. In addition, classical intermolecular hydrogen bonds (O-H center dot center dot center dot O) present in III and IV give rise to infinite ribbons. However, the xanthone I does not present any intermolecular hydrogen bonds, meanwhile the xanthone II presents only a non-classical one (C-H center dot center dot center dot O). The crystal packing of all xanthone structures is also stabilized by pi-pi interactions. The fingerprint plots, derived from the Hirshfeld surfaces, exhibited significant features of each crystal structures.
Resumo:
Os objetivos deste trabalho foram (i) rever métodos numéricos para precificação de derivativos; e (ii) comparar os métodos assumindo que os preços de mercado refletem àqueles obtidos pela fórmula de Black Scholes para precificação de opções do tipo européia. Aplicamos estes métodos para precificar opções de compra da ações Telebrás. Os critérios de acurácia e de custo computacional foram utilizados para comparar os seguintes modelos binomial, Monte Carlo, e diferenças finitas. Os resultados indicam que o modelo binomial possui boa acurácia e custo baixo, seguido pelo Monte Carlo e diferenças finitas. Entretanto, o método Monte Carlo poderia ser usado quando o derivativo depende de mais de dois ativos-objetos. É recomendável usar o método de diferenças finitas quando se obtém uma equação diferencial parcial cuja solução é o valor do derivativo.
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)