Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates

We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of stochastic differential geometry in order to close the system of equations for the forward prices and their volatility. Some analytical solutions are presented in the one factor case and for specific regular forward price/interest rates volatility. Those models will also play a role of initial conditions for a stochastic process describing forward price and interest rates volatility. Subsequently, the curved manifold of the internal space i.e. a discrete version of the bond term space (the space of bond maturing) is constructed. The dynamics of the point of this internal space that correspond to a portfolio of different bonds is studied. The analysis of the discount bond forward rate dynamics, for which we employed the Stratonovich approach, permitted us to calculate analytically the regular and the stochastic volatilities. We compare our results with those known from the literature.: Stochastic Differential Geometry, Mean-Reverting Stochastic Processes and Term Structure of Specific (Some) Economic/Finance Instruments

Quantifying Flexibility Real Options Calculus

We expose a real options theory as a tool for quantifying the value of the operating flexibility of real assets. Additionally, we have pointed out that this theory is an appropriated methodology for determining optimal operating policies, and provide an example of successful application of our approach to power industries, specifically to valuate the power plant of electricity. In particular by increasing the volatility of prices will eventually lead to higher assets values.real options, Black-Scholes Approach, Wiener processes, stochastic processes, Quantifying Flexibility, volatility

Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates

We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of stochastic differential geometry in order to close the system of equations for the forward prices and their volatility. Some analytical solutions are presented in the one factor case and for specific regular forward price/interest rates volatility. Those models will also play a role of initial conditions for a stochastic process describing forward price and interest rates volatility. Subsequently, the curved manifold of the internal space i.e. a discrete version of the bond term space (the space of bond maturing) is constructed. The dynamics of the point of this internal space that correspond to a portfolio of different bonds is studied. The analysis of the discount bond forward rate dynamics, for which we employed the Stratonovich approach, permitted us to calculate analytically the regular and the stochastic volatilities. We compare our results with those known from the literature

Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates

We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of stochastic differential geometry in order to close the system of equations for the forward prices and their volatility. Some analytical solutions are presented in the one factor case and for specific regular forward price/interest rates volatility. Those models will also play a role of initial conditions for a stochastic process describing forward price and interest rates volatility. Subsequently, the curved manifold of the internal space i.e. a discrete version of the bond term space (the space of bond maturing) is constructed. The dynamics of the point of this internal space that correspond to a portfolio of different bonds is studied. The analysis of the discount bond forward rate dynamics, for which we employed the Stratonovich approach, permitted us to calculate analytically the regular and the stochastic volatilities. We compare our results with those known from the literature

Quantifying Flexibility Real Options Calculus

We expose a real options theory as a tool for quantifying the value of the operating flexibility of real assets. Additionally, we have pointed out that this theory is an appropriated methodology for determining optimal operating policies, and provide an example of successful application of our approach to power industries, specifically to valuate the power plant of electricity. In particular by increasing the volatility of prices will eventually lead to higher assets values

Two-component Analogue of Two-dimensional Long Wave-Short Wave Resonance Interaction Equations: A Derivation and Solutions

The two-component analogue of two-dimensional long wave-short wave resonance interaction equations is derived in a physical setting. Wronskian solutions of the integrable two-component analogue of two-dimensional long wave-short wave resonance interaction equations are presented.Comment: 16 pages, 9 figures, revised version; The pdf file including all figures: http://www.math.utpa.edu/kmaruno/yajima.pd

Seletividade de Metarhizium anisopliae à Telenomus podisi (Hymenoptera: Scelionidae).

Telenomus podisi e Metarhizium anisopliae são agentes de controle biológico que ocorrem ou podem ser utilizados conjuntamente. Entretanto, estudos de compatibilidade entre parasitoides e fungos entomopatogênicos são escassos. O objetivo deste trabalho foi avaliar a seletividade do fungo M. anisopliae a adultos do parasitoide de ovos T. podisi. Suspensões de M. anisopliae (1,0×109 conídios/ml) foram pulverizadas sobre placas de vidro em Torre de Potter e secas à temperatura ambiente, formando uma película. Como testemunha foi utilizada água destilada estéril + Tween 80 (0,01%). As placas de vidro pulverizadas foram utilizadas na construção de gaiolas de exposição (IOBC) e em seu interior foram liberados adultos de T. podisi com 24 h de idade. As gaiolas foram mantidas em condições controladas de temperatura, umidade e fotoperiodo (25±1º C, 80% UR, 14 h) e os parasitóides foram alimentados com mel. Cartelas contendo ovos de Euschistus heros foram oferecidas às fêmeas de T. podisi 24 h, 48 h, 72 h e 144 h após a pulverização e, sendo posteriormente, acondicionadas em sacos plásticos para avaliar a porcentagem de parasitismo e viabilidade dos parasitoides. Os resultados obtidos indicam que mesmo com as aplicações de M. anisopliae, o parasitismo e a viabilidade foram superiores a 70%, mostrando que o fungo é seletivo aos adultos de T. podisi, sendo classificado como inócuo (classe 1), de acordo com a IOBC, e portanto, ambos os agentes de controle biológico podem ser utilizados no Manejo Integrado de Pragas.SICONBIOL 2011

Efeito de Metarhizium anisopliae ASH. sobre Telenomus podisi (Hymenoptera: scelionidae).

Os agentes de controle biológico Metarhizium anisopliae e Telenomus podisi são empregados no controle de populações de pragas. Porém na literatura são citados casos de interferência entre agentes de controle. Para serem utilizados concomitantemente, a compatibilidade entre o fungo entomopatogênico e o parasitoide deve ser elucidada. O objetivo deste trabalho foi avaliar os possíveis efeitos do fungo M. anisopliae na eficiência do parasitoide de ovos T. podisi. Os bioensaios foram conduzidos em duas etapas, utilizando ovos não parasitados e ovos parasitados. Na primeira etapa, ovos de Euschistus heros esterilizados aderidos a cartelas (1×2 cm), receberam aplicações de 1,5 ml de suspensão de M. anisopliae (1,0×1010 conídios/ml), em torre de Potter, sendo posteriormente expostos ao parasitismo. Na segunda etapa, suspensões de (1,0×109 conídios/ml) foram pulverizados sobre ovos parasitados. A testemunha recebeu água destilada estéril + Tween 80 (0,01%) em ambos os ensaios. Após as pulverizações, as cartelas foram inseridas em gaiolas de exposição padronizadas pela (IOBC), mantidas em condições controladas de temperatura, umidade e fotoperiodo (25±1º C, 80%, 14:10). Os parasitoides foram alimentados com mel. Para avaliar a porcentagem de parasitismo, emergência e viabilidade dos parasitóides, as cartelas de ovos contendo os parasitoides foram acondicionadas em sacos plásticos, posteriormente observadas em lupa estereoscópica para quantificação e calculo dos parâmetros estudados, Os resultados obtidos indicam que M. anisopliae não afeta o parasitismo de T. podisi, porém a emergência do parasitoide pode ser reduzida quando o fungo é aplicado sobre ovos previamente parasitados. Possivelmente, houve alguma atividade dos fungos sobre os ovos de E. heros que impediram a emergência de T. podisi e fatores físicos e bioquímicos podem estar envolvidos durante a infecção e penetração pelo córion. Entretanto, a redução da viabilidade do parasitismo quando o fungo foi aplicado em ovos parasitados foi percentualmente pequena. Por tanto, M. anisopliae é inócuo e seletivo a T. podisi, e ambos podem ser utilizados no manejo de pragas, preferencialmente quando as aplicações do fungo e liberações do parasitoide sejam realizadas em momentos diferentes para conseguir maior eficiência.SICONBIOL 2011

TSS-1 - Orbiter current and voltage experiments

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/76697/1/AIAA-1993-702-280.pd

Bibliometric analysis of the scientific production of the Facultad de Ciencias Agrarias, Universidad Nacional de Cuyo, Argentina

Se analizó la producción científica de los investigadores de la Facultad de CienciasAgrarias (FCA) de la Universidad Nacional de Cuyo, Argentina, con el fin de contarcon datos bibliométricos en el área de Ciencia y Técnica. Del análisis de 100 proyectosde investigación financiados por la Secretaría de Ciencia y Técnica de la UniversidadNacional de Cuyo se desprende que el 66% de los proyectos presentan producción deartículos científicos, de los artículos publicados el 46% se hizo en revistas con factor deimpacto (FI). Las subdisciplinas en las cuales hubo más producción fueron las CienciasBiológicas (Botánica, Ecología, Fisiología, Genética, Bioquímica, Biología Molecular)(20%) y Producción Vegetal (17%). El análisis de la producción de artículos científicosen la base de datos Scopus muestra una baja producción científica entre los años 1996y 2000 y un incremento importante y sostenido de la producción desde el año 2001en adelante. Este incremento se puede explicar en parte por la radicación, a partir delaño 2000, de investigadores en la FCA que estaban trabajando en otras UniversidadesNacionales o en el extranjero y por la producción de investigadores que forman parte deinstitutos del CONICET.The scientific production of the researchers of the Facultad de Ciencias Agrarias de la Universidad Nacional de Cuyo, Argentina, was analyzed. Only 66% of the 100 scientific projects evaluated had published scientific articles, from this 46% were published in journals with impact factor (IF). Biological science which includes Botany, Plant Physiology, Ecology, Plant Genetics, Biochemistry, Molecular Biology and Plant Production were the subjects with more production, 20 and 17%, respectively. The analysis of the scientific production using the SCOPUS database showed a low scientific production during 1996 to 2000 period and a sustained increase of article published from year 2000 until now. The increment observed could be explained, in part, by the incorporation of researchers since year 2000 that were working or studying in other Universities of Argentina or abroad and by the production of researchers from institutes from CONICET.Fil: Masuelli, Ricardo Williams. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Mendoza. Instituto de Biología Agrícola de Mendoza. Universidad Nacional de Cuyo. Facultad de Ciencias Agrarias. Instituto de Biología Agrícola de Mendoza; ArgentinaFil: Amoretti , María Luisa. Universidad Nacional de Cuyo. Facultad de Ciencias Agrarias; ArgentinaFil: Aguero, Noelia V.. Universidad Nacional de Cuyo. Facultad de Ciencias Agrarias; ArgentinaFil: Darre, Mayra. Universidad Nacional de Cuyo. Facultad de Ciencias Agrarias; Argentin