Galería histórica de las mujeres más célebres en todas épocas y países

UANL

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

Estudios literarios

UANL

Guía de forasteros en la ciudad de Mégico, para el año de 1854

UANL

Le Baylisascaris procyonis dans le sud du Québec : prévalence chez le raton laveur et étude de contamination des latrines

Le raton laveur (Procyon lotor) est porteur de nombreux parasites dont certains sont des agents de zoonose. Il nous est apparu opportun d’étudier la faune parasitaire intestinale du raton laveur québécois, particulièrement l’espèce Baylisascaris procyonis. L’étude a donc porté sur l’examen de matières fécales (n = 301) et de contenus intestinaux (n = 203) de 351 ratons laveurs provenant de deux programmes gouvernementaux sur la rage du raton laveur et d’excréments (n = 409) provenant de latrines dans des parcs nationaux du Québec. Des oeufs de B. procyonis étaient excrétés par 23,3 % des ratons laveurs, alors que 29,1 % étaient porteurs de vers. La charge parasitaire moyenne des vers B. procyonis de tout stade variait de 8,5 chez les adultes à 27,1 chez les juvéniles. Chez ces derniers, la charge parasitaire était 11,4 fois supérieure à celle des ratons adultes (p < 0,0001) dont 23,7 fois plus de vers immatures (p < 0,0001) et 9,1 fois plus de vers matures (p = 0,01). Le nombre d’oeufs était 24,7 fois plus élevé chez les ratons juvéniles (p = 0,02) et 50,0 fois moins élevé chez la femelle allaitante. La probabilité du raton d’excréter des oeufs l’automne était de 11,1 (IC95 %: 1,21-101,60) par rapport au printemps et de 21,1 (IC95 %: 2,91-153,18) par rapport à l’été (p < 0,01). La sensibilité (Se) et la spécificité (Sp) de la coproscopie comparée à la nécropsie (norme étalon) ont été calculées en se basant sur l’observation des vers matures (Se : 81,8 %; Sp : 97,7 %) et des vers de tout stade (Se : 53,9 %; Sp : 97,0 %). De plus, la recherche des parasites intestinaux nous a permis de découvrir des ookystes de Giardia (6/159), espèce parasitaire nouvellement rapportée chez le raton. En 2007, nous avons trouvé, par échantillonnage unique, des oeufs de B. procyonis dans 15,8 % des latrines (n = 165) identifiées dans des parcs nationaux du sud du Québec et en 2008, par échantillonnage multiple, dans 89,7 % des latrines (n = 26) actives situées dans des secteurs accessibles à l’homme dans trois parcs nationaux de la Montérégie. Le potentiel zoonotique de B. procyonis est un problème de santé publique qui pourrait devenir sérieux étant donné le pourcentage élevé de ratons laveurs qui excrètent le parasite et qui contaminent des secteurs accessibles par les humains.

Evaluation of laser ablation threshold in polymer samples using pulsed photoacoustic technique

The acoustic signals generated in solids due to interaction with pulsed laser beam is used to determine the ablation threshold of bulk polymer samples of teflon (polytetrafluoroethylene) and nylon under the irradiation from a Q-switched Nd:YAG laser at 1.06µm wavelength. A suitably designed piezoelectric transducer is employed for the detection of photoacoustic (PA) signals generated in this process. It has been observed that an abrupt increase in the amplitude of the PA signal occurs at the ablation threshold. Also there exist distinct values for the threshold corresponding to different mechanisms operative in producing damages like surface morphology, bond breaking and melting processes at different laser energy densities.

Numerical studies on bi-directionally coupled directly modulated semiconductor lasers

Results of a numerical study of synchronisation of two directly modulated semiconductor lasers, using bi-directional coupling, are presented. The effect of stepwise increase in the coupling strength (C) on the synchronisation of the chaotic outputs of two such lasers is studied, with the help of parameter space plots, synchronisation error plots, phase diagrams and time series outputs. Numerical results indicate that as C increases, the system achieves synchronisation as well as stability together with an increase in the output power. The stability of the synchronised states is checked by applying a perturbation to the system after it becomes synchronised and then noting the time it takes to regain synchronisation. For lower values of C the system does not regain synchronisation. But, with higher values synchronisation is regained within a very short time.

Vibrios associated with Macrobrachium rosenbergii (De Man, 1879) larvae from three hatcheries on the Indian southwest coast

Surveys for bacteriological analysis of larval samples to isolate the associated vibrios were carried out during 1985^1992, 2001 and 2002 in three di¡erent hatcheries located on the southwest coast of India. Vibrio isolates were examined for their species diversity, virulence based on haemolysis in prawn blood agar, lipolysis, proteolysis and chitinolysis and antibiotic sensitivity.Vibrio cholerae was the predominant species in the apparently healthy larval samples, whereas V. alginolyticus and V. vulni¢cus dominated during disease and morbidity. No correlation was found between the hydrolytic properties and haemolytic activity of the vibrios associated with the larvae. All isolates were resistant to erythromycin and resistance to oxytetracycline, ampicillin and streptomycin sulphate was prevalent among the larger section of the Vibrio population. This suggested that antibiotic application may not be of much use to protect the larvae fromvibriosis. This is the ¢rst report on the diversity of Vibrio species associated with Macrobrachium rosenbergii larvae and their virulence characteristics based on haemolysis in prawn blood agar

Precision laser spectroscopy of the ground state hyperfine splitting of hydrogenlike ^209 Bi^82+

The first direct observation of a hyperfine splitting in the optical regime is reported. The wavelength of the M1 transition between the F = 4 and F = 5 hyperfine levels of the ground state of hydrogenlike ^209 Bi^82+ was measured to be \lamda_0 = 243.87(4) nm by detection of laser induced fluorescence at the heavy-ion storage ring ESR at GSI. In addition, the lifetime of the laser excited F = 5 sublevel was determined to be \tau_0 = 0.351(16) ms. The method can be applied to a number of other nuclei and should allow a novel test of QED corrections in the previously unexplored combination of strong magnetic and electric fields in highly charged ions.

Horizontal nutrient fluxes and production efficiencies in urban and peri-urban crop and livestock husbandry of Niamey, Niger

Urban and peri-urban agriculture (UPA) increasingly supplies food and non-food values to the rapidly growing West African cities. However, little is known about the resource use efficiencies in West African small-scale UPA crop and livestock production systems, and about the benefits that urban producers and retailers obtain from the cultivation and sale of UPA products. To contribute to filling this gap of knowledge, the studies comprising this doctoral thesis determined nutrient use efficiencies in representative urban crop and livestock production system in Niamey, Niger, and investigated potential health risks for consumers. Also assessed was the economic efficiency of urban farming activities. The field study, which was conducted during November 2005 to January 2008, quantified management-related horizontal nutrient flows in 10 vegetable gardens, 9 millet fields and 13 cattle and small ruminant production units. These farms, selected on the basis of a preceding study, represented the diversity of UPA crop and livestock production systems in Niamey. Based on the management intensity, the market orientation and especially the nutrient input to individual gardens and fields, these were categorized as high or low input systems. In the livestock study, high and low input cattle and small ruminant units were differentiated based on the amounts of total feed dry matter offered daily to the animals at the homestead. Additionally, economic returns to gardeners and market retailers cultivating and selling amaranth, lettuce, cabbage and tomato - four highly appreciated vegetables in Niamey were determined during a 6-months survey in forty gardens and five markets. For vegetable gardens and millet fields, significant differences in partial horizontal nutrient balances were determined for both management intensities. Per hectare, average annual partial balances for carbon (C), nitrogen (N), phosphorus (P) and potassium (K) amounted to 9936 kg C, 1133 kg N, 223 kg P and 312 kg K in high input vegetable gardens as opposed to 9580 kg C, 290 kg N, 125 kg P and 351 kg K in low input gardens. These surpluses were mainly explained by heavy use of mineral fertilizers and animal manure to which irrigation with nutrient rich wastewater added. In high input millet fields, annual surpluses of 259 kg C ha-1, 126 kg N ha-1, 20 kg P ha-1 and 0.4 kg K ha-1 were determined. Surpluses of 12 kg C ha-1, 17 kg N ha-1, and deficits of -3 kg P ha-1 and -3 kg K ha-1 were determined for low input millet fields. Here, carbon and nutrient inputs predominantly originated from livestock manure application through corralling of sheep, goats and cattle. In the livestock enterprises, N, P and K supplied by forages offered at the farm exceeded the animals’ requirements for maintenance and growth in high and low input sheep/goat as well as cattle units. The highest average growth rate determined in high input sheep/goat units was 104 g d-1 during the cool dry season, while a maximum average gain of 70 g d-1 was determined for low input sheep/goat units during the hot dry season. In low as well as in high input cattle units, animals lost weight during the hot dry season, and gained weight during the cool dry season. In all livestock units, conversion efficiencies for feeds offered at the homestead were rather poor, ranging from 13 to 42 kg dry matter (DM) per kg live weight gain (LWG) in cattle and from 16 to 43 kg DM kg-1 LWG in sheep/goats, pointing to a substantial waste of feeds and nutrients. The economic assessment of the production of four high value vegetables pointed to a low efficiency of N and P use in amaranth and lettuce production, causing low economic returns for these crops compared to tomato and cabbage to which inexpensive animal manure was applied. The net profit of market retailers depended on the type of vegetable marketed. In addition it depended on marketplace for amaranth and lettuce, and on season and marketplace for cabbage and tomato. Analysis of faecal pathogens in lettuce irrigated with river water and fertilized with animal manure indicated a substantial contamination by Salmonella spp. with 7.2 x 104 colony forming units (CFU) per 25 g of produce fresh matter, while counts of Escherichia coli averaged 3.9 x 104 CFU g-1. In lettuce irrigated with wastewater, Salmonella counts averaged 9.8 x 104 CFU 25 g-1 and E. coli counts were 0.6 x 104 CFU g-1; these values exceeded the tolerable contamination levels in vegetables of 10 CFU g-1 for E. coli and of 0 CFU 25 g-1 for Salmonella. Taken together, the results of this study indicate that Niamey’s UPA enterprises put environmental safety at risk since excess inputs of N, P and K to crop and livestock production units favour N volatilisation and groundwater pollution by nutrient leaching. However, more detailed studies are needed to corroborate these indications. Farmers’ revenues could be significantly increased if nutrient use efficiency in the different production (sub)systems was improved by better matching nutrient supply through fertilizers and feeds with the actual nutrient demands of plants and animals.