993 resultados para VAR estrutural
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Amylases from Rhizopus oryzae and Rhizopus microsporus var. oligosporus were obtained using agro-industrial wastes as substrates in submerged batch cultures. The enzymatic complex was partially characterised for use in the production of glucose syrup. Type II wheat flour proved better than cassava bagasse as sole carbon source for amylase production. The optimum fermentation condition for both microorganisms was 96 hours at 30°C and the amylase thus produced was used for starch hydrolysis. The product of the enzymatic hydrolysis indicated that the enzyme obtained was glucoamylase, only glucose as final product was attained for both microorganisms. R. oligosporus was of greater interest than R. oryzae for amylase production, taking into account enzyme activity, cultivation time, thermal stability and pH range. Glucose syrup was produced using concentrated enzyme and 100 g L-1 starch in a 4 hours reaction at 50°C. The bioprocess studied can contribute to fungus glucoamylase production and application. © 2013 Institute of Chemistry, Slovak Academy of Sciences.
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Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Estudo estrutural de quinases dependentes de ciclinas por métodos de modelagem molecular comparativa
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Biofísica Molecular - IBILCE
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Bases Gerais da Cirurgia - FMB
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Educação Escolar - FCLAR
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Pós-graduação em Engenharia Civil - FEIS