FX modelling under collateralization

We present the market practice for interest rate yield curves construction and pricing interest rate derivatives. Then we give a brief description of the Vasicek and the Hull-White models, with an example of calibration to market data. We generalize the classical Black-Scholes-Merton pricing formulas, considering more general cases such as perfect or partial collateral, derivatives on a dividend paying asset subject to repo funding, and multiple currencies. Finally we derive generic pricing formulae for different combinations of cash flow and collateral currencies, and we apply the results to the pricing of FX swaps and CCS, and we discuss curve bootstrapping.

Problems in Algebraic Vision

Thesis (Ph.D.)--University of Washington, 2016-08

Geometria espacial no ensino médio: sugestões de atividades e avaliações para o conteúdo de prismas e pirâmides

Este Trabalho de Conclusão de Curso sugere uma sequência de atividades para desenvolver conteúdos de Geometria Espacial, particularmente prismas e pirâmides, com alunos do Ensino Médio, priorizando a visualização dos sólidos no espaço, identificando as diferenças quanto ao formato e às características de seus elementos, sem a necessidade de memorização de fórmulas. Enfatiza-se também a importância da recapitulação de conceitos da Geometria Plana e da forma de avaliar a aprendizagem. A cada ano que passa, os alunos estão encontrando cada vez mais dificuldades na Matemática Básica e isto tem consequência direta na aprendizagem por parte desses alunos nos conteúdos relativos ao Ensino Médio. Muitas vezes os alunos conseguem entender o que o professor explica, mas não conseguem resolver os exercícios. Para verificar a veracidade desta afirmação, foi realizada uma pesquisa através de um questionário com professores que trabalham com Geometria Espacial em sete escolas de Ensino Médio da cidade de Rio Grande, RS. Este trabalho pretende sugerir atividades simples que introduzem e complementam o conteúdo que encontra-se nos livros didáticos tradicionais, que os professores, mesmo com poucos recursos, podem realizar com seus alunos no sentido de tentar contornar essas dificuldades. Pretende-se também ressaltar a importância da exigência por parte dos professores por ocasião de suas avaliações, a fim de que seja preservada a qualidade do ensino.

A numerical method to solve higher-order fractional differential equations

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order derivatives only. With this, we can rewrite FDEs in terms of a classical one and then apply any known technique. With some examples, we show the accuracy of the method.

Clifford-Hermite polynomials in fractional Clifford analysis

In this paper we generalize radial and standard Clifford-Hermite polynomials to the new framework of fractional Clifford analysis with respect to the Riemann-Liouville derivative in a symbolic way. As main consequence of this approach, one does not require an a priori integration theory. Basic properties such as orthogonality relations, differential equations, and recursion formulas, are proven.

A tableau system for Quasi-hybrid logic

Hybrid logic is a valuable tool for specifying relational structures, at the same time that allows defining accessibility relations between states, it provides a way to nominate and make mention to what happens at each specific state. However, due to the many sources nowadays available, we may need to deal with contradictory information. This is the reason why we came with the idea of Quasi-hybrid logic, which is a paraconsistent version of hybrid logic capable of dealing with inconsistencies in the information, written as hybrid formulas. In [5] we have already developed a semantics for this paraconsistent logic. In this paper we go a step forward, namely we study its proof-theoretical aspects. We present a complete tableau system for Quasi-hybrid logic, by combining both tableaux for Quasi-classical and Hybrid logics.

Manutenção da Heterozigosidade em populações de plantas autógamas

Neste trabalho objetivou-se verificar, teoricamente , a possibilidade de manutenção de heterozigotos, em populações de plantas autógamas, na presença e na ausência de seleção dependente de frequência (SDF). Considerou-se apenas um loco com dois alelos. Utilizou-se a dedução algébrica de formulas referentes a alguns modelos de populações e um programa para simular a sucessão das gerações em uma calculadora científica avançada. Comparou-se os resultados do modelo com os dados obtidos experimentalmente por Allard e Workman (1963) e por Harding, Allard e Smeltzer (1966). Os coeficientes de determinação foram 0,9653 e 0,9166 para a primeira e a segunda comparação, respectivamente. Estes coeficientes indicam que o modelo D representa de modo bastante fidedigno as variações observadas em populações experimentais de plantas predominantemente autógamas

Processing of oil enriched fish (Hypophthalmichthys molitrix) sausage using emulsion technology

In most countries along with various food products, fish sausage is supplied in different formulas. Unfortunately, in our country because of different reasons, production and supply of fish sausage in industrial level has not yet been successful and some efforts taken, has also been doomed to failure or not welcomed. Fat fish is a rich source of poly unsaturated fatty acids (PUFA) and co-3. In this research, efforts have been made to produce and enrich sausage with fish oil and maintenance of fatty acids has also been experimented using gas chromatography along with heating process. The stages of producing ground fish and fish sausage are as the following: Transferring and preparing fish, washing the cleared fish, filleting, separating fillet steak, washing and drying them, Refining meat, Producing and homogenizing mixture from basic ingredients in a cutter, filling, knotting and heat processing. The fish sausage produced by this method tried and welcomed by the subjects. In the product in which fish meat was used, the subjects was not recognized fish flavor and taste and when in addition to fish meat, fish oil was used during enrichment, the flavor and taste of fish was considered as highly acceptable. TVN measurement of the produced fish sausage was kept in the refrigerator in two month was at a maximum of 16.5, the amount of peroxide was at a maximum 1.5% after the period of two months. During this period the Colony count was at maximum of 19.5 x 104, the high maximum of the number of coliforms was 10/gr, and for mold and yeast 83/gr , but Escherichia coli, Staphylococcus aureus, Salmonella and Clostridium perfringens were not found. The protein of the resulting product was 15-18%, lipid at about 11-15% and moisture 60-65%. Comparing fatty acids, including unsaturated fatty acids in ground and oil fish used in producing fish sausage with those of fish sausage showed that the heat used in processing had the least effect on fatty acids of the meat and oil used here and the resulting fish sausage is considered as food for good health.

Effects of supplemental osteopontin on intestinal development and serum antibody responses to rotavirus vaccination in piglets

Milk contains numerous bioactive substances including immunoglobulins, cytokines, growth factors and components that exert antibiotic and prebiotic activity (Field, 2005). Little is known about the biological effects of individual milk bioactives, despite the fact that natural milk improves intestinal development and immune system functions in neonates (Donovan et al., 1994; Field, 2005) relative to milk formula. Characterization of the biological effects of such components is important for optimal production of infant milk formulas to be used when mother’s milk is not available. Milk components with preliminary evidence of positive effects on the intestinal growth and mucosal immunity include osteopontin (OPN). Osteopontin is a phosphorylated acidic glycoprotein expressed by a number of different immune and non-immune cells and tissues (Sodek et al., 2000). It is also present in body fluids including blood, bile and milk (Sodek et al., 2000). Osteopontin is a multifunctional protein that is implicated in a wide number of biological processes including cell survival, bone remodeling, and immune modulatory functions (Sodek et al., 2000). Furthermore, Schack and colleagues (2009) demonstrated that the concentration of OPN in human milk is considerably higher than in bovine milk and infant formulas. Taken together, it is likely that OPN plays a role in the early development of gastrointestinal tract and mucosal immune responses in infants. Since the neonatal pig shares anatomical, physiological, immunological, and metabolic similarities with the human infants (Moughan, et al., 1992), they were selected as the animal model in our studies. Our first aim was to investigate the effects of OPN on piglet intestinal development. Newborn, colostrum-deprived piglets (n=27) were randomized to receive three treatments: formula with bovine OPN (OPN; 140 mg/L); formula alone (FF); or sow reared (SR) for 21 days. Body weight, intestinal weight and length, mucosal protein and DNA content, disaccharidase activity, villus morphology, and crypt cell proliferation were measured. Statistical significance was assigned at P<0.05. No significant effects of OPN were observed for body weight, intestinal weight and length. Mucosal protein content of SR piglets was lower than FF and OPN piglets in the duodenum, but higher than FF and OPN piglets in the ileum. No significant effects of diet in mucosal DNA content were detected for the three regions of the small intestine. Lactase and sucrase activities of SR piglets were higher than the two formula-fed groups in the duodenum, lower in the ileum. No significant effects of diet on lactase and sucrase activities were noted between two formula-fed groups in the duodenum and ileum. Jejunal lactase activity of FF piglets was higher than SR piglets, whereas no significant effect of diet was observed in jejunal sucrase activity among the three groups. Duodenal and ileal villus height and villus area of SR piglets were lower than two formula-fed groups, while OPN piglets did not differ from FF piglets. There was a significant effect of diet (P<0.0001) on jejunal crypt cell proliferation, with proliferation in OPN piglets being intermediate between that of FF and SR. In summary, supplemental OPN increased jejunal crypt cell proliferation, independent of evident morphological growth, and had a minor impact on disaccharidase activity in the small intestine of neonatal piglets. Rotavirus (RV) is the most common viral cause of severe gastroenteritis in infants and young children worldwide (Parashar et al., 2006). Maeno et al. (2009) reported that OPN knockout (OPN-KO) suckling mice were more susceptible to RV infection compared to wild-type (WT) suckling mice. To detect the role of OPN in intestinal immune responses of neonates, the goal of the second study was to evaluate whether supplemental OPN influenced the serum antibody responses to RV vaccination in neonatal piglets. Newborn, colostrum-deprived piglets were randomized into two dietary groups: formula with bovine OPN (OPN; 140 mg/L) and formula alone (FF) for 35 days. On d7, piglets in each dietary group were further randomized to receive rotavirus (RV) vaccination (Rotarix®) (FF+RV and OPN+RV) or remained non-vaccinated (FF+NV and OPN+NV). Booster vaccination was provided on d14. Blood samples were collected on d7, 14, 21, 28 and 35. RV-specific serum immunoglobulin (Ig) G, IgA, IgM and total serum IgG, IgA, IgM were measured by ELISA. Statistical significance was assigned at P<0.05, with trends reported as P<0.10. Body weight gain was unaffected by diet and/or vaccination. No significant effect of oral OPN supplementation was observed for RV-specific antibody responses and total Igs levels. After the combination of dietary groups, RV piglets had significantly higher RV-specific IgM concentrations compared to NV piglets. Although there were higher means of RV-specific IgG and RV-specific IgA concentrations in RV group than their counterparts in NV group, the difference did not reach statistical significance. RV-specific IgM reached a peak at d7 post booster vaccination (PBV), whereas the RV-specific IgG and IgA peaked later at PBV 14 or 21. Total Igs were unaffected by RV vaccination but were significantly increased over time, following similar pattern as RV-specific Igs. In summary, neonatal piglets generated weak antibody responses to RV vaccination. Supplemental OPN did not enhance RV-specific serum antibody responses and total serum Igs levels in neonatal piglets with or without RV vaccination. In conclusion, we observed normal developmental changes in the small intestine and serum Igs levels in neonatal piglets over time. Oral OPN supplementation showed minimal impacts on intestinal development and no effect on serum Igs levels. The role of supplemental OPN on the growth and development of infants is still inconclusive. Future studies should measure other physiological and immunological parameters by using different models of vaccination or infection.

Axial buckling load of partially encased columns under fire

Partially encased columns have significant fire resistant. However, it is not possible to assess the fire resistance of such members simply by considering the temperature of the steel. The presence of concrete increases the mass and thermal inertia of the member and the variation of temperature within the cross section, in both the steel and concrete components. The annex G of EN1994-1-2 allows to calculate the load carrying capacity of partially encased columns, for a specific fire rating time, considering the balanced summation method. New formulas will be used to calculate the plastic resistance to axial compression and the effective flexural stiffness. These two parameters are used to calculate the buckling resistance. The finite element method is used to compare the results of the elastic critical load for different fire ratings of 30 and 60 minutes. The buckling resistance is also calculated by the finite element method, using an incremental and iterative procedure. This buckling resistance is also compared with the simple calculation method, evaluating the design buckling curve that best fits the results.

Formulação e caracterização de matérias-primas para revestimento cerâmico Semi-Poroso com adição de chamote de telhas

The ceramics industry in Piauí is nowadays with 55 industries where 11 are in Teresina which is the mainstream of the state, producing 55 million shingles; in which 10 % is of this production is wasted being sometimes thrown on the margins of rivers, roads and highways provoking an environmental degradation. The main goal of this work is to verify the potential of producing semi porous ceramic using grog of shingles, on the first part of this work bodies-of-proof were produced from a basic formula of an industry, doping it with 5 %, 10 %, 15 % and 20 % in mass and in the second part of this work some bodies-of-proof were produced from a formula where one raw material was substituted by 50 % of grog and another substituting it all by grog, bodies-of-proof made of a basic formula previously announced was used for experiment control.The grog and the raw materials were characterized by: particle size analysis , thermal differential analysis, X ray diffraction , X ray fluorescence, an thermal gravimetric analysis and rational analyses. The bodies-of-proof were sintetisized in an industrial oven obeying the normal cycle adopted by an industry, with peak temperatures of 1135 oC and a fast burning cycle of 25 minutes having as energetic fuel liquefied petroleum gas . The pieces that were obtained by this were submersed in rehearsed physics of: water absorption of, apparent specific mass, apparent porosity, lineal retraction, rupture tension to the flexural and dilatometry; mineralogical analysis for X ray diffraction; and microstructural for electronic microscope of sweeping. For all the formulas with addition of grog, superior priorities to the requested by the requirements for semi porous and for the formula to F2-2,5 superior priorities to standard formulas which justifies the incorporation of the shingles in mass for the semi porous ceramic

effects of weight and injected dose in the liver’s Signal-to-Noise Ratio in patients submitted to PET/CT scans

The quality of the image of 18F-FDG PET/CT scans in overweight patients is commonly degraded. This study evaluates, retrospectively, the relation between SNR, weight and dose injected in 65 patients, with a range of weights from 35 to 120 kg, with scans performed using the Biograph mCT using a standardized protocol in the Nuclear Medicine Department at Radboud University Medical Centre in Nijmegen, The Netherlands. Five ROI’s were made in the liver, assumed to be an organ of homogenous metabolism, at the same location, in five consecutive slices of the PET/CT scans to obtain the mean uptake (signal) values and its standard deviation (noise). The ratio of both gave us the Signal-to- Noise Ratio in the liver. With the help of a spreadsheet, weight, height, SNR and Body Mass Index were calculated and graphs were designed in order to obtain the relation between these factors. The graphs showed that SNR decreases as the body weight and/or BMI increased and also showed that, even though the dose injected increased, the SNR also decreased. This is due to the fact that heavier patients receive higher dose and, as reported, heavier patients have less SNR. These findings suggest that the quality of the images, measured by SNR, that were acquired in heavier patients are worst than thinner patients, even though higher FDG doses are given. With all this taken in consideration, it was necessary to make a new formula to calculate a new dose to give to patients and having a good and constant SNR in every patient. Through mathematic calculations, it was possible to reach to two new equations (power and exponential), which would lead to a SNR from a scan made with a specific reference weight (86 kg was the considered one) which was independent of body mass. The study implies that with these new formulas, patients heavier than the reference weight will receive higher doses and lighter patients will receive less doses. With the median being 86 kg, the new dose and new SNR was calculated and concluded that the quality of the image remains almost constant as the weight increases and the quantity of the necessary FDG remains almost the same, without increasing the costs for the total amount of FDG used in all these patients.

Resolução de conflitos internacionais: estudo com militares em missões de paz

Tese de Doutoramento em Psicologia na área de especialidade em Psicologia Comunitária

Classical Invariants for Principal Series and Isomorphisms of Root Data

We develop some new techniques to calculate the Schur indicator for self-dual irreducible Langlands quotients of the principal series representations. Using these techniques we derive some new formulas for the Schur indicator and the real-quaternionic indicator. We make progress towards developing an algorithm to decide whether or not two root data are isomorphic. When the derived group has cyclic center, we solve the isomorphism problem completely. An immediate consequence is a clean and precise classification theorem for connected complex reductive groups whose derived groups have cyclic center.

Riesgos de victimización de adolescentes menores en los contextos tecnológicos de socialidad

[ES]En el presente trabajo, se abordan las formas cambiantes en las relaciones de socialidad de los adolescentes menores, la influencia de los avances tecnológicos en estas, así como los conflictos entre iguales que emergen en estos nuevos espacios, enfocando el trabajo en el fenómeno del cyberbullying desde un punto de vista criminológico. El objetivo ha consistido en analizar las nuevas formas de relación social que se expanden hoy en día, sobre todo por la irrupción de Internet como forma de interacción social y reconocer las conductas de riesgo que comienzan a aparecer en este ámbito, para identificar las formulas necesarias de prevención. La primera parte del trabajo está centrada en contextualizar la forma de socialidad, desde una conceptualización amplia hasta las características actuales derivadas del uso de la tecnología como herramienta de relación social, recogiendo los debates generados en torno al posible debilitamiento del capital social. En el siguiente apartado, se explora el ciberespacio, sus riesgos y oportunidades delictivas, buscando analizar posteriormente y en profundidad el cyberbullying, así como sus factores de victimización y sus similitudes y diferencias con respecto al bullying tradicional. A continuación, con el fin de subrayar y extraer las características que debe tener un programa de prevención, se expone una iniciativa pionera, a modo de estudio de caso. En esta se utiliza la formación en mediación de los propios menores para resolver o prevenir estas problemáticas, implantado en un instituto público de Zaragoza.