MSSM SUGRA searches at LEP

During the LEP2 operation, the 4 LEP experiments have collected data at centre-of-mass energies up to 209 GeV. Those data have been analysed in the search of charginos, neutralinos and sfermions in the framework of the Minimal Supersymmetric Standard Model (MSSM) with R-parity conservation and assuming the lightest neutralino to be the Lightest Supersymmetric Particle (SUGRA-model). No evidence for a signal was found in any of the channels. The results of each search were used to derive upper limits on production cross-sections and masses. In addition, the combined result of all searches excludes regions in the parameter space of the constrained MSSM, leading to limits on the mass of the LSP. All limits are given at 95% confidence level, all results are preliminary.Comment: 4 Pages, 5 figures, Talk given at XXXVI Rencontres de Moriond, Les Arcs, France, March 17-24 200

An interest rates cluster analysis

An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the collective behavior of the stochastic fluctuations of these time-series which is investigated by using a clustering linkage procedure. Without any a priori assumption, we individuate a meaningful separation in 6 main clusters organized in a hierarchical structure.Comment: 7 pages, 7 figure

On pricing of interest rate derivatives

At present, there is an explosion of practical interest in the pricing of interest rate (IR) derivatives. Textbook pricing methods do not take into account the leptokurticity of the underlying IR process. In this paper, such a leptokurtic behaviour is illustrated using LIBOR data, and a possible martingale pricing scheme is discussed.Comment: 9 pages, 13 figure

Determination of the b quark mass at the M_Z scale with the DELPHI detector at LEP

An experimental study of the normalized three-jet rate of b quark events with respect to light quarks events (light= \ell \equiv u,d,s) has been performed using the CAMBRIDGE and DURHAM jet algorithms. The data used were collected by the DELPHI experiment at LEP on the Z peak from 1994 to 2000. The results are found to agree with theoretical predictions treating mass corrections at next-to-leading order. Measurements of the b quark mass have also been performed for both the b pole mass: M_b and the b running mass: m_b(M_Z). Data are found to be better described when using the running mass. The measurement yields: m_b(M_Z) = 2.85 +/- 0.18 (stat) +/- 0.13 (exp) +/- 0.19 (had) +/- 0.12 (theo) GeV/c^2 for the CAMBRIDGE algorithm. This result is the most precise measurement of the b mass derived from a high energy process. When compared to other b mass determinations by experiments at lower energy scales, this value agrees with the prediction of Quantum Chromodynamics for the energy evolution of the running mass. The mass measurement is equivalent to a test of the flavour independence of the strong coupling constant with an accuracy of 7 permil.Comment: 24 pages, 10 figures, Accepted by Eur. Phys. J.