On Securitization, Market Completion and Equilibrium Risk Transfer

We propose an equilibrium framework within which to price financial securities written on non- tradable underlyings such as temperature indices. We analyze a financial market with a finite set of agents whose preferences are described by a convex dynamic risk measure generated by the solution of a backward stochastic differential equation. The agents are exposed to financial and non-financial risk factors. They can hedge their financial risk in the stock market and trade a structured derivative whose payoff depends on both financial and external risk factors. We prove an existence and uniqueness of equilibrium result for derivative prices and characterize the equilibrium market price of risk in terms of a solution to a non-linear BSDE.Backward stochastic differential equations, dynamic risk measures, partial equilibrium, equilibrium pricing, market completion

Informações gerais sobre a apicultura no Pantanal.

bitstream/CPAP-2009-09/56870/1/FOL133.pd

Pré-diagnóstico da cadeia de produtos apícolas de Mato Grosso do Sul.

Panorama da Apicultura Sul-Mato-Grossense; Caracterização do pré-diagnóstico; Objetivos; Equipe; Municípios; Principais Características avaliadas; Resultados e discussão; Principais desafios para a expansão da apicultura; Principais oportunidades para a expansão da apicultura.bitstream/item/81129/1/DOC60.pd

Apicultura: uma alternativa econômica para o Pantanal.

bitstream/CPAP/56430/1/ADM035.pdfFormato eletrônico

Pengaruh Kondisi Tanah Terhadap Kerusakan Jalan Menggunakan Metode (PCI) Tirto Rahhayu Landung Sari Desa Mulyoagung Kecamatan Dau Kabupaten Malang

Tanah adalah suatu himpunan mineral, bahan organik, dan endapan-endapan relatif lepas,salah satunya pada konstruksi jalan raya.tanah sebagai pondasi sangat berpengaruh terhadap kualitas pelayanan dan kondisi konstruksi jalan. Kondisi ini terjadi di Jalan Tirto Rahayu Landung Sari-Desa Mulyoagung Kecamatan Dau Kabupaten Malang yang merupakan obyek penelitian.Dari hasil penelitian yang dilakukan sepanjang 1000 m yang di bagi menjadi 200 m persegmen di Jalan Tirto Rahayu Landung Sari Desa Mulyoagung Kecamatan Dau Kabupaten Malang,kondisi jalan mengalami kerusakan.Hal ini dilihat dari kerusakan permukaan aspal yang terkelupas,retak, dan berlubang.Nilai rata-rata Pavement Condition Index (PCI) jalan Tirto Rahayu Landung Sari Desa Mulyoagung Kecanatan Dau Kabupaten Malang yaitu 44 Cukup (Fair),jenis tanah setelah di lakukan penelitian dan lolos ayakan 200 = 35% tanah berbutir sebagian besar lanau dan lempung.hasil analisa saringan lolos ayakan 200,20,dan 10 yaitu batu pecah,kerikil,dan pasir.hasil analisa kadar air rata-rata yaitu 54,05%,hasil rata-rata nilai plastisitas yaitu 1,1 % < 10 % sehingga rata-rata tingkat plastisitas segmen rendah dengan jenis tanah Lanau.hasil nilai rata-rata CBR dan DDT menggunakan alat DCP yaitu sebesar 2,43 % < 5 % dengan nilai DDT sebesar 3,36. jalan ini perlu dimasukan dalam program pemiliharaan secara berkala dan Pemilihan perkerasan dalam menggulangi kerusakan pada jalan ini yaitu menggunakan perkerasan lentu

Mel orgânico: oportunidades e desafios para a apicultura no Pantanal.

Panorama dos Produtos Orgânicos; Diferencial de Preço; Legislação Brasileira; Benefícios da Certificação; Entidades Certificadoras; Financiamentos Especiais; Caracterização do Pantanal; Panorama da Apicultura Brasileira; Mel; Classificações; Composição; Valor Nutricional; Produção de Mel Orgânico no Pantanal; Principais Oportunidades; Principais Desafios.bitstream/item/81130/1/DOC59.pd

A mutation-selection model of protein evolution underpersistent positive selection

We use first principles of population genetics to model the evolution of proteins under persistent positive selection (PPS). PPS may occur when organisms are subjected to persistent environmental change, during adaptive radiations, or in host-pathogen interactions. Our mutation-selection model indicates protein evolution under PPS is an irreversible Markov process, and thus proteins under PPS show a strongly asymmetrical distribution of selection coefficients among amino acid substitutions. Our model shows the criteria ω > 1 (where ω is the ratio of non-synonymous over synonymous codon substitution rates) to detect positive selection is conservative and indeed arbitrary, because in real proteins many mutations are highly deleterious and are removed by selection even at positively-selected sites. We use a penalized-likelihood implementation of the PPS model to successfully detect PPS in plant RuBisCO and influenza HA proteins. By directly estimating selection coefficients at protein sites, our inference procedure bypasses the need for using ω as a surrogate measure of selection and improves our ability to detect molecular adaptation in proteins

Pré-diagnóstico da situação da horticultura em Puerto Suarez, Bolívia.

bitstream/CPAP/56428/1/ADM037.pdfFormato eletrônico