983 resultados para modeling implied volatility


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EXTRACT (SEE PDF FOR FULL ABSTRACT): We estimate monthly runoff for a 2-dimensional solution domain containing those areas tributary to Pyramid Lake, Nevada (the Truckee River drainage basin) at a 1-kilometer grid cell spacing. ... To calculate the effect of snow on the hydrologic system, we perform two experiments. In the first we assume that all precipitation falls as rain; in the second we assume that some precipitation falls as snow, thus available water is a combination of rain and snowmelt. We find that considering the effect of snow results in a more accurate representation of mean monthly flow rates, in particular the peak flow during the melt season in the Sierra Nevada. These preliminary results indicate that a relatively simple snow model can improve the representation of Truckee River basin hydrology, significantly reducing errors in modeled seasonal runoff.

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Climate modeling using coastal tree-ring chronologies has yielded the first summer temperature reconstructions for coastal stations along the Gulf of Alaska and the Pacific Northwest. These land temperature reconstructions are strongly correlated with nearby sea surface temperatures, indicating large-scale ocean-atmospheric influences. Significant progress has also been made in modeling winter land temperatures and sea surface temperatures from coastal and shipboard stations. In addition to temperature, the pressure variability center over the central North Pacific Ocean (PAC), which is related to the strength and location of the Aleutian Low pressure system, could be extended using coastal tree rings.