Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

Study and modeling of the desintegration kinetics of coated paper

The disintegration of recovered paper is the first operation in the preparation of recycled pulp. It is known that the defibering process follows a first order kinetics from which it is possible to obtain the disintegration kinetic constant (KD) by means of different ways. The disintegration constant can be obtained from the Somerville index results (%lsv and from the dissipated energy per volume unit (Ss). The %slv is related to the quantity of non-defibrated paper, as a measure of the non-disintegrated fiber residual (percentage of flakes), which is expressed in disintegration time units. In this work, disintegration kinetics from recycled coated paper has been evaluated, working at 20 revise rotor speed and for different fiber consistency (6, 8, 10, 12 and 14%). The results showed that the values of experimental disintegration kinetic constant, Ko, through the analysis of Somerville index, as function of time. Increased, the disintegration time was drastically reduced. The calculation of the disintegration kinetic constant (modelled Ko), extracted from the Rayleigh’s dissipation function, showed a good correlation with the experimental values using the evolution of the Somerville index or with the dissipated energy

Study and modeling of the desintegration kinetics of coated paper

The disintegration of recovered paper is the first operation in the preparation of recycled pulp. It is known that the defibering process follows a first order kinetics from which it is possible to obtain the disintegration kinetic constant (KD) by means of different ways. The disintegration constant can be obtained from the Somerville index results (%lsv and from the dissipated energy per volume unit (Ss). The %slv is related to the quantity of non-defibrated paper, as a measure of the non-disintegrated fiber residual (percentage of flakes), which is expressed in disintegration time units. In this work, disintegration kinetics from recycled coated paper has been evaluated, working at 20 revise rotor speed and for different fiber consistency (6, 8, 10, 12 and 14%). The results showed that the values of experimental disintegration kinetic constant, Ko, through the analysis of Somerville index, as function of time. Increased, the disintegration time was drastically reduced. The calculation of the disintegration kinetic constant (modelled Ko), extracted from the Rayleigh’s dissipation function, showed a good correlation with the experimental values using the evolution of the Somerville index or with the dissipated energy

Study and modeling of the desintegration kinetics of coated paper

The disintegration of recovered paper is the first operation in the preparation of recycled pulp. It is known that the defibering process follows a first order kinetics from which it is possible to obtain the disintegration kinetic constant (KD) by means of different ways. The disintegration constant can be obtained from the Somerville index results (%lsv and from the dissipated energy per volume unit (Ss). The %slv is related to the quantity of non-defibrated paper, as a measure of the non-disintegrated fiber residual (percentage of flakes), which is expressed in disintegration time units. In this work, disintegration kinetics from recycled coated paper has been evaluated, working at 20 revise rotor speed and for different fiber consistency (6, 8, 10, 12 and 14%). The results showed that the values of experimental disintegration kinetic constant, Ko, through the analysis of Somerville index, as function of time. Increased, the disintegration time was drastically reduced. The calculation of the disintegration kinetic constant (modelled Ko), extracted from the Rayleigh’s dissipation function, showed a good correlation with the experimental values using the evolution of the Somerville index or with the dissipated energy

Study and modeling of the desintegration kinetics of coated paper

The disintegration of recovered paper is the first operation in the preparation of recycled pulp. It is known that the defibering process follows a first order kinetics from which it is possible to obtain the disintegration kinetic constant (KD) by means of different ways. The disintegration constant can be obtained from the Somerville index results (%lsv and from the dissipated energy per volume unit (Ss). The %slv is related to the quantity of non-defibrated paper, as a measure of the non-disintegrated fiber residual (percentage of flakes), which is expressed in disintegration time units. In this work, disintegration kinetics from recycled coated paper has been evaluated, working at 20 revise rotor speed and for different fiber consistency (6, 8, 10, 12 and 14%). The results showed that the values of experimental disintegration kinetic constant, Ko, through the analysis of Somerville index, as function of time. Increased, the disintegration time was drastically reduced. The calculation of the disintegration kinetic constant (modelled Ko), extracted from the Rayleigh’s dissipation function, showed a good correlation with the experimental values using the evolution of the Somerville index or with the dissipated energy

O perfil motivacional e a inclinação de carreira do estudante e o profissional da tecnologia da informação

A área de tecnologia de infonnação (TI) tem sofrido mudanças constantes que, por consequência, impactam diretamente no profissional e nas empresas que trabalham com este setor. O presente estudo visou identificar a questão motivacional na relação do profissional de TI com seu trabalho, assim como a inclinação de carreira destes profissionais. Para tal, primeiramente foi realizado um estudo teórico sobre o tema, de fonna a constituir os alicerces para a pesquisa. Uma vez tendo-se a questão a ser investigada bem definida, foi realizada a pesquisa dentro de um grupo de profissionais de TI e de outro grupo de estudantes de TI como alvo da pesquisa. Foram aplicados questionários fechados com o grupo focal que foi dividido em profissionais e estudantes de TI. Os dois instrumentos utilizados foram o inventário de Valores de Schwartz (IVS) que oferecem algumas perspectivas de valorização do empregado, que correspondem as suas metas e interesses, e o outro instrumento foi o questionário de Edgar Schein sobre inclinação profissional, que pennite identificar a relação e as perspectivas destes com o trabalho e suas vidas. Com os resultados expostos constatou-se, através do Inventário de Valores de Schwartz e do questionário de Inclinação Profissional de Schein, que os estudantes e profissionais de TI aqui pesquisados são indivíduos auto-detenninados, que valorizam o estilo de vida, são benevolentes e hedonistas, buscam o bem-estar e a satisfação no trabalho e adoram desafios.

Evidência do efeito manada em fundos de renda variável na indústria de fundos brasileira

Este trabalho tem por objetivo identificar e quantificar o comportamento de manada (herd behavior) nos fundos de ações ativos do mercado financeiro brasileiro, valendo- se da medida LSV, proposta por Lakonishok et al (1992). Para tanto, analisamos a composição das carteiras de 642 fundos de ação, de 214 gestores diferentes, de setembro de 2007 até outubro de 2013. Em linha com a literatura relevante, há fortes evidências da ocorrência de efeito manada de forma heterogênea na amostra analisada. Encontramos indícios de que a intensidade do efeito manada varia de acordo com o tamanho do fundo e a capitalização da ação negociada.

A simple electroanalytical method for the analysis of the dye solvent orange 7 in fuel ethanol

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

Determination of isoniazid in human urine using screen-printed carbon electrode modified with poly-L-histidine

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

Screen-Printed Carbon Electrode Modified with Poly-L-histidine Applied to Gold(III) Determination

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

Simultaneous determination of zinc, copper, lead, and cadmium in fuel ethanol by anodic stripping voltammetry using a glassy carbon-mercury-film electrode

A new, versatile, and simple method for quantitative analysis of zinc, copper, lead, and cadmium in fuel ethanol by anodic stripping voltammetry is described. These metals can be quantified by direct dissolution of fuel ethanol in water and subsequent voltammetric measurement after the accumulation step. A maximum limit of 20% (v/v) ethanol in water solution was obtained for voltammetric measurements without loss of sensitivity for metal species. Chemical and operational optimum conditions were analyzed in this study; the values obtained were pH 2.9, a 4.7-mum thickness mercury film, a 1,000-rpm rotation frequency of the working electrode, and a 600-s pre-concentration time. Voltammetric measurements were obtained using linear scan (LSV), differential pulse (DPV), and square wave (SWV) modes and detection limits were in the range 10(-9)-10(-8) mol L-1 for these metal species. The proposed method was compared with a traditional analytical technique, flame atomic absorption spectrometry (FAAS), for quantification of these metal species in commercial fuel ethanol samples.

Voltammetric determination of fenbendazole in veterinarian formulations

A versatile voltammetric method for quantitative determination of fenbendazole (FBZ) in commercial tablets has been proposed, where direct dissolution of tablets is carried out in 0.1 mol l(-1) tetrabutylamoniun tetrafluorborate containing dimethylformamide solutions. Linear sweep (LSV), square wave (SWV) and differential pulse (DPV) voltammetry techniques were applied to study FBZ at a glassy carbon electrode, exhibiting a well defined irreversible oxidation peak at 1.15 V vs. SCE. This methodology allows a precise quantitative determination of FBZ presenting detection limits of 5.2 x 10(-5) (LSV), 5.0 x 10(-6) (DPV) and 5.0 x 10(-5) mol l(-1) (SWV). (C) 2002 Elsevier B.V. B.V. All rights reserved.

Voltammetric assay of albendazole in pharmaceutical dosage forms

A simple, rapid inexpensive voltammetric method have been developed for the quantitative determination of albendazole (ABZ) as the pure assay, by direct dissolution of commercial tablets in HCl solutions. Studies with linear sweep (LSV), square-wave (SWV) and differential pulse voltammetry (DPV) were carried out ABZ in aqueous medium at a glassy carbon electrode. A well defined irreversible oxidation peak current was obtained at 1,00V vs. SCE. The method permits a precise quantitative determination of ABZ using the standard addition method. The detection limits for the three voltammetric techniques were found to be 3.0 x 10(-5) M (LSV), 6.2 x 10(-5) M (SWV) and 4.0 x 10(-5) M (DPV).

Electrochemical reduction and voltammetric determination of diloxanide furoate in non-aqueous medium

The electrochemical reduction of diloxanide furoate (DF) in acetonitrile on glassy carbon electrode was studied in this work. It was observed that DF is reduced after a reversible one-electron transfer followed by an irreversible chemical reaction, diagnosed as C-Cl bond cleavage. Its reduction was followed by linear (LSV), differential pulse (DPV) and square wave voltammetry (SWV). Analytical curves were obtained for DF determination using all the investigated voltammetric techniques. For LSV was obtained a linear range (LR) from 5.0 × 10-4 to 1.0 × 10-2 mol L-1, with detection limit (DL) of 1.5 × 10-4 mol L-1 and sensitivity (S) of 2.1 × 104 μA mol-1 L. The analytical parameters obtained by DPV were: LR = 5.0 × 10-4 to 2.2 × 10-3 mol L-1, DL = 7.8 × 10-5 mol L-1, S = 3.7 × 104 μA mol-1 L. For SWV were obtained a LR = 7.5 × 10-6 to 1.2 × 10 -3 mol L-1, DL = 5.5 × 10-6 mol L -1 and S = 2.8 × 105 μA mol-1 L. Thus, the SWV was the most sensible technique, which can be used for DF determination at low concentration levels. Statistics methods were used to evaluate the analytical procedure, where recovery around to 100% was obtained for all voltammetric techniques. Relative standard deviations were lower than 5.0% (N=5). The obtained t values evaluating all the three voltammetric methods were less than the tabulated ones, indicating that there are no evidences of systematic error. ©2005 Sociedade Brasileira de Química.

Electrochemical behavior and voltammetric determination of pyrazinamide using a poly-histidine modified electrode

Pyrazinamide (Pyrazinecarboxamide-PZA) is a drug that is used to treatment tuberculosis. In the present work, the voltammetric behavior of PZA was studied using a screen-printed modified electrode (SPCE). The modified electrode was constructed using poly-histidine films, and it showed an electrocatalytic effect, thus promoting a decrease in PZA reduction potential and improving the voltammetric response. Cyclic voltammetry and electrochemical impedance spectroscopy techniques have been employed in order to elucidate of the electrodic reaction. The results allowed the proposal that in the PZA reduction, a further chemical reaction occurs that corresponds to a second-order process which is subsequent to the electrode reaction. In addition, a sensitive voltammetric method was developed, and it was successfully applied for PZA determination in human urine samples. The best response was found using SPCE modified with poly-histidine prepared by histidine monomer electropolymerization (SPCE/EPH). The electroanalytical performance of the SPCE/EPH was investigated by linear sweep (LSV), differential pulse (DPV), and square wave voltammetry (SWV). A linear relationship between peak current and PZA concentrations was obtained from 9.0 × 10-7 to 1.0 × 10-4 mol L-1 by using DPV. The limit of detection at 5.7 × 10 -7 mol L-1 was estimated, and a relative standard deviation of the 5.0 × 10-6 mol L-1 of PZA of 10 measurement was 3.7%. © 2012 Elsevier B.V. All rights reserved.