937 resultados para Volatilità implicita formula di Black-Sholescomportamento asintotico vicino alla scadenza
Resumo:
Black hole X-ray binaries, binary systems where matter from a companion star is accreted by a stellar mass black hole, thereby releasing enormous amounts of gravitational energy converted into radiation, are seen as strong X-ray sources in the sky. As a black hole can only be detected via its interaction with its surroundings, these binary systems provide important evidence for the existence of black holes. There are now at least twenty cases where the measured mass of the X-ray emitting compact object in a binary exceeds the upper limit for a neutron star, thus inferring the presence of a black hole. These binary systems serve as excellent laboratories not only to study the physics of accretion but also to test predictions of general relativity in strongly curved space time. An understanding of the accretion flow onto these, the most compact objects in our Universe, is therefore of great importance to physics. We are only now slowly beginning to understand the spectra and variability observed in these X-ray sources. During the last decade, a framework has developed that provides an interpretation of the spectral evolution as a function of changes in the physics and geometry of the accretion flow driven by a variable accretion rate. This doctoral thesis presents studies of two black hole binary systems, Cygnus~X-1 and GRS~1915+105, plus the possible black hole candidate Cygnus~X-3, and the results from an attempt to interpret their observed properties within this emerging framework. The main result presented in this thesis is an interpretation of the spectral variability in the enigmatic source Cygnus~X-3, including the nature and accretion geometry of its so-called hard spectral state. The results suggest that the compact object in this source, which has not been uniquely identified as a black hole on the basis of standard mass measurements, is most probably a massive, ~30 Msun, black hole, and thus the most massive black hole observed in a binary in our Galaxy so far. In addition, results concerning a possible observation of limit-cycle variability in the microquasar GRS~1915+105 are presented as well as evidence of `mini-hysteresis' in the extreme hard state of Cygnus X-1.
Resumo:
The mechanism by which outflows and plausible jets are driven from black hole systems still remains observationally elusive. This notwithstanding, several observational evidences and deeper theoretical insights reveal that accretion and outflow/jet are strongly correlated. We model an advective disk-outflow coupled dynamics, incorporating explicitly the vertical flux. Inter-connecting dynamics of outflow andaccretion essentially upholds the conservation laws. We investigate the properties of the disk-outflow surface and its strong dependence on the rotation parameter of the black hole. The energetics of the disk outflow strongly depend on the mass, accretion rate, and spin of the black holes. The model clearly shows that the outflow power extracted from the disk increases strongly with the spin of the black hole, inferring that the power of the observed astrophysical jets has a proportional correspondence with the spin of the central object. In the case of blazars (BL Lacs and flat spectrum radio quasars, FSRQs), most of their emission are believed to be originated from their jets. It is observed that BL Lacs are relatively low luminous than FSRQs. The luminosity might be linked to the power of the jet, which in turn reflects that the nuclear regions of the BL Lac objects have a relatively low spinning black hole compared to that in the case of FSRQs. If extreme gravity is the source that powers strong outflows and jets, then the spin of the black hole, perhaps, might be the fundamental parameter to account for the observed astrophysical processes in an accretion powered system.
Resumo:
Two crystals structures of a nonapeptide (anhydrous and hydrated) containing the amino acid residue alpha, alpha-di-n-butylglycyl, reveal a mixed 3(10)/alpha-helical conformation. Residues 1-7 adopt phi, psi values in the helical region, with Val(8) being appreciably distorted. The Dbg residue has phi, psi values of -40, -37 degrees and -46, -40 degrees in two crystals with the two butyl side chains mostly extended in each. Peptide molecules in the crystals pack into helical columns. The crystal parameters are C50H91N9O12, space group P2(1), with a = 9.789(1) Angstrom, b = 20.240(2) Angstrom, c = 15.998(3) Angstrom, beta = 103.27(1); Z = 2, R = 10.3% for 1945 data observed >3 sigma(F) and C50H91N9O12. 3H(2)O, space group P2(1), with a = 9.747(3) Angstrom, b = 21.002(8) Angstrom, c = 15.885(6) Angstrom, beta = 102.22(3)degrees, Z = 2, R = 13.6% for 2535 data observed >3 sigma(F). The observation of a helical conformation at Dbg suggests that the higher homologs in the alpha, alpha-dialkylated glycine series also have a tendency to stabilize peptide helices. (C) Munksgaard 1996.
Resumo:
The crystal structures of two oligopeptides containing di-n-propylglycine (Dpg) residues, Boc-Gly-Dpg-Gly-Leu-OMe (1) and Boc-Val-Ala-Leu-Dpg-Val-Ala-Leu-Val-Ala-Leu-Dpg-Val-Ala-Leu-OMe (2) are presented. Peptide 1 adopts a type I' beta-turn conformation with Dpg(2)-Gly(3) at the corner positions. The 14-residue peptide 2 crystallizes with two molecules in the asymmetric unit, both of which adopt alpha-helical conformations stabilized by 11 successive 5 -> 1 hydrogen bonds. In addition, a single 4 -> 1 hydrogen bond is also observed at the N-terminus. All live Dpg residues adopt backbone torsion angles (phi, psi) in the helical region of conformational space. Evaluation of the available structural data on Dpg peptides confirm the correlation between backbone bond angle N-C-alpha-C' (tau) and the observed backbone phi,psi values. For tau > 106 degrees, helices are observed, while fully extended structures are characterized by tau < 106 degrees. The mean r values for extended and folded conformations for the Dpg residue are 103.6 degrees +/- 1.7 degrees and 109.9 degrees +/- 2.6 degrees, respectively. Copyright (C) 2007 European Peptide Society and John Wiley & Sons, Ltd.
Resumo:
Extensive, and collocated measurements of the mass concentrations (M-B) of aerosol black carbon (BC) and (M-T) of composite aerosols were made over the Arabian Sea, tropical Indian Ocean and the Southern Ocean during a trans-continental cruise experiment. Our investigations show that MB remains extremely low(<50 ng m(-3)) and remarkably steady (in space and time) in the Southern Ocean (20 degrees S to 56 degrees S). In contrast, large latitudinal gradients exist north of similar to 20 degrees S; M-B increasing exponentially to reach as high as 2000 ng m(-3) in the Arabian Sea (similar to 8 degrees N). Interestingly, the share of BC showed a distinctly different latitudinal variation, with a peak close to the equator and decreasing on either side. Large fluctuations were seen in M-T over Southern Ocean associated with enhanced production of sea-salt aerosols in response to sea-surface wind speed. These spatio-temporal changes in M-B and its mixing ratio have important implications to regional and global climate.
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A detailed study is presented of the expected performance of the ATLAS detector. The reconstruction of tracks, leptons, photons, missing energy and jets is investigated, together with the performance of b-tagging and the trigger. The physics potential for a variety of interesting physics processes, within the Standard Model and beyond, is examined. The study comprises a series of notes based on simulations of the detector and physics processes, with particular emphasis given to the data expected from the first years of operation of the LHC at CERN.
Resumo:
A new stress-strain law, which is a three parameter representation of stress in terms of strain has been proposed for the matrix displacement analysis of structures made of non-hookean materials. This formula has been utilized to study three typical problems. These studies brought out the effectiveness and suitability of this law for matrix displacement analysis.
Resumo:
In the (Bi,Pb)-Sr-Cu-O system we have examined many compositions which are either metallic or semiconducting. In the Bi2-xPbx(Ca, Sr)n+1 Cun O2n+4+δ system, we have established the superconducting properties of the n = 1 to 4 members. The Tc increases from n = 1 to 3 and does not increase further when n = 4. In Bi2Ca1-x,YxSr2Cu2Oy, the Tc decreases with increase in x.
Resumo:
This study examines the intraday and weekend volatility on the German DAX. The intraday volatility is partitioned into smaller intervals and compared to a whole day’s volatility. The estimated intraday variance is U-shaped and the weekend variance is estimated to 19 % of a normal trading day. The patterns in the intraday and weekend volatility are used to develop an extension to the Black and Scholes formula to form a new time basis. Calendar or trading days are commonly used for measuring time in option pricing. The Continuous Time using Discrete Approximations model (CTDA) developed in this study uses a measure of time with smaller intervals, approaching continuous time. The model presented accounts for the lapse of time during trading only. Arbitrage pricing suggests that the option price equals the expected cost of hedging volatility during the option’s remaining life. In this model, time is allowed to lapse as volatility occurs on an intraday basis. The measure of time is modified in CTDA to correct for the non-constant volatility and to account for the patterns in volatility.
Resumo:
Glasses obtained from quenching melts of superconducting bismuth cuprates of the formula Bi2(Ca,Sr)n+1CunO2n+4 with n=1 and 3 exhibit novel dielectric properties. They possess relatively high dielectric constants as well as high electrical conductivity. The novel dielectric properties of these cuprate glasses are likely to be of electronic origin. They exhibit a weak microwave absorption due to the presence of microcrystallites.