964 resultados para Volatilità implicita, formula di Black and Scholes


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Questa tesi riguarda la formula di Eulero per i poliedri: F - S + V = 2 dove F indica il numero di facce, S il numero di spigoli e V quello dei vertici di un poliedro. Nel primo capitolo tratteremo i risultati ottenuti da Cartesio: egli fu il primo a considerare non solo le caratteristiche geometriche ma anche metriche di un solido. Partendo dall'analogia con le figure piane, riuscì a ricavare importanti relazioni nei solidi convessi, riguardanti il numero e la misura degli angoli piani, degli angoli solidi e delle facce. Non arrivò mai alla formulazione conosciuta oggi ma ne intuì le caratteristiche topologiche, che però non dimostrò mai. Nel secondo capitolo invece ci occuperemo di ciò che scoprì Eulero. Il manoscritto contenente i risultati di Cartesio era scomparso e quindi questi non erano più conosciuti dai matematici; Eulero, in accordo con quanto avviene per i poligoni, desiderava ottenere un metodo di classificazione per i poliedri e si mise a studiare le loro proprietà. Oltre alla sua formula, in un primo articolo ricavò importanti relazioni, e in un secondo lavoro ne propose una dimostrazione. Riportiamo in breve anche un confronto tra il lavoro di Cartesio e quello di Eulero. Il terzo capitolo invece riguarda il metodo e il rigore nella formulazione di teoremi e dimostrazioni: I. Lakatos ne fa un esame critico nel libro "Dimostrazioni e Confutazioni - la logica della scoperta matematica", simulando una lezione dove a tema compaiono la Formula di Eulero e le sue dimostrazioni. Noi cercheremo di analizzare questo suo lavoro. Su questi tre autori e i loro lavori riportiamo alcune considerazioni biografiche e storiche che possono offrire interessanti spunti didattici: infatti nel quarto e ultimo capitolo ci occuperemo di alcune considerazioni didattiche a proposito della Formula. La struttura sarà quella di un'ipotetica lezione a studenti di Scuola Media Inferiore e utilizzeremo i risultati ottenuti nei precedenti capitoli e una personale esperienza di tirocinio.

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Using findings from a qualitative investigation based on in-depth email interviews with 47 Black and South Asian gay men in Britain, this paper explores the cross-cutting identities and discourses in relation to being both gay and from an ethnic minority background. Taking an intersectional approach, detailed accounts of identity negotiation, cultural pressures, experiences of discrimination and exclusion and the relationship between minority ethnic gay men and mainstream White gay culture are presented and explored. The major findings common to both groups were: cultural barriers limiting disclosure of sexuality to family and wider social networks; experiences of discrimination by White gay men that included exclusion as well as objectification; a lack of positive gay role models and imagery relating to men from minority ethnic backgrounds. Among South Asian gay men, a major theme was regret at being unable to fulfil family expectations regarding marriage and children, while among Black gay men, there was a strong belief that same-sex behaviour subverted cultural notions related to how masculinity is configured. The paper concludes by highlighting the importance of social location, particularly education and income, when examining the intersection of ethnicity and sexuality in future research.

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Here we present stable isotope data for vertical profiles of dissolved molybdenum of the modern euxinic water columns of the Black Sea and two deeps of the Baltic Sea. Dissolved molybdenum in all water samples is depleted in salinity-normalized concentration and enriched in the heavy isotope (δ98Mo values up to + 2.9‰) compared to previously published isotope data of sedimentary molybdenum from the same range of water depths. Furthermore, δ98Mo values of all water samples from the Black Sea and anoxic deeps of the Baltic Sea are heavier than open ocean water. The observed isotope fractionation between sediments and the anoxic water column of the Black Sea are in line with the model of thiomolybdates that scavenge to particles under reducing conditions. An extrapolation to a theoretical pure MoS42− solution indicates a fractionation constant between MoS42− and authigenic solid Mo of 0.5 ± 0.3‰. Measured waters with all thiomolybdates coexisting in various proportions show larger but non-linear fractionation. The best explanation for our field observations is Mo scavenging by the thiomolybdates, dominantly — but not exclusively — present in the form of MoS42−. The Mo isotopic compositions of samples from the sediments and anoxic water column of the Baltic Sea are in overall agreement with those of the Black Sea at intermediate depth and corresponding sulphide concentrations. The more dynamic changes of redox conditions in the Baltic deeps complicate the Black Sea-derived relationship between thiomolybdates and Mo isotopic composition. In particular, the occasional flushing/mixing, of the deep waters, affects the corresponding water column and sedimentary data. δ98Mo values of the upper oxic waters of both basins are higher than predicted by mixing models based on salinity variations. The results can be explained by non-conservative behaviour of Mo under suboxic to anoxic conditions in the shallow bottom parts of the basin, most pronounced on the NW shelf of the Black Sea.

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The gene for agouti signaling protein (ASIP) is centrally involved in the expression of coat color traits in animals. The Mangalitza pig breed is characterized by a black-and-tan phenotype with black dorsal pigmentation and yellow or white ventral pigmentation. We investigated a Mangalitza x Piétrain cross and observed a coat color segregation pattern in the F2 generation that can be explained by virtue of two alleles at the MC1R locus and two alleles at the ASIP locus. Complete linkage of the black-and-tan phenotype to microsatellite alleles at the ASIP locus on SSC 17q21 was observed. Corroborated by the knowledge of similar mouse coat color mutants, it seems therefore conceivable that the black-and-tan pigmentation of Mangalitza pigs is caused by an ASIP allele a(t), which is recessive to the wild-type allele A. Toward positional cloning of the a(t) mutation, a 200-kb genomic BAC/PAC contig of this chromosomal region has been constructed and subsequently sequenced. Full-length ASIP cDNAs obtained by RACE differed in their 5' untranslated regions, whereas they shared a common open reading frame. Comparative sequencing of all ASIP exons and ASIP cDNAs between Mangalitza and Piétrain pigs did not reveal any differences associated with the coat color phenotype. Relative qRT-PCR analyses showed different dorsoventral skin expression intensities of the five ASIP transcripts in black-and-tan Mangalitza. The a(t) mutation is therefore probably a regulatory ASIP mutation that alters its dorsoventral expression pattern.

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This thesis evaluates a novel asymmetric capacitor incorporating a carbon foam supported nickel hydroxide positive electrode and a carbon black negative electrode. A series of symmetric capacitors were prepared to characterize the carbon black (CB) negative electrode. The influence of the binder, PTFE, content on the cell properties was evaluated. X-ray diffraction characterization of the nickel electrode during cycling is also presented. The 3 wt% and 5 wt% PTFE/CB symmetric cells were examined using cyclic voltammetry (CV) and constant current charge/discharge measurements. As compared with symmetric cells containing more PTFE, the 3 wt% cell has the highest average specific capacitance, energy density and power density over 300 cycles, 121.8 F/g, 6.44 Wh/kg, and 604.1 W/kg, respectively. Over the 3 to 10 wt% PTFE/CB range, the 3 wt% sample exhibited the lowest effective resistance and the highest BET surface area. Three asymmetric cells (3 wt% PTFE/CB negative electrode and a nickel positive) were fabricated; cycle life was examined at 3 current densities. The highest average energy and power densities over 1000 cycles were 20 Wh/kg (21 mA/cm2) and 715 W/kg (31 mA/cm2), respectively. The longest cycle life was 11,505 cycles (at 8 mA/cm2), with an average efficiency of 79% and an average energy density of 14 Wh/kg. The XRD results demonstrate that the cathodically deposited nickel electrode is a typical α-Ni(OH)2 with the R3m structure (ABBCCA stacking); the charged electrodes are 3γ-NiOOH with the same stacking as the α-type; the discharged electrodes (including as-formed electrode) are aged to β’-Ni(OH)2 (a disordered β) with the P3m structure (ABAB stacking). A 3γ remnant was observed.

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