On multicurve models for the term structure

In the context of multi-curve modeling we consider a two-curve setup, with one curve for discounting (OIS swap curve) and one for generating future cash flows (LIBOR for a give tenor). Within this context we present an approach for the clean-valuation pricing of FRAs and CAPs (linear and nonlinear derivatives) with one of the main goals being also that of exhibiting an "adjustment factor" when passing from the one-curve to the two-curve setting. The model itself corresponds to short rate modeling where the short rate and a short rate spread are driven by affine factors; this allows for correlation between short rate and short rate spread as well as to exploit the convenient affine structure methodology. We briefly comment also on the calibration of the model parameters, including the correlation factor.Comment: 16 page

Pemahaman Teks Diskusi Oleh Siswa SMP Negeri 2 Pontianak Tahun Pelajaran 2014/2015

This research was aimed to know and also described the comprehension of issue in the discussion text, the comprehension of argument in the discussion text, the comprehension of conclusion and the comprehension of language feature in the discussion text on VIII class of SMP Negeri 2 Pontianak. The methodology used in this research is descriptive method and in form of quantitative. The tool that has been used to collect the data is in form of objective test. The population in this research is all of the students of SMP Negeri 2 Pontianak with total number of students 247 students. The sample that has been chosen by drew lots are 37 students. The technique used to analyze in this research is descriptive-quantitative. Based on the data analysis it can be concluded that students' reading comprehension of the issue is about 90,54% in “Very Good” category. Students' reading comprehension of the argument is about 88,51% in “Very Good” category. Students' comprehension of the conclusion is about 81,75% in “Good” category. Students' comprehension of the language feature is about 84,59%

New nonlinear coherent states and some of their nonclassical properties

We construct a displacement operator type nonlinear coherent state and examine some of its properties. In particular it is shown that this nonlinear coherent state exhibits nonclassical properties like squeezing and sub-Poissonian behaviour.Comment: 3 eps figures. to appear in J.Opt

Note on Matrix Model with Massless Flavors

In this note, following the work of Seiberg in hep-th/0211234 for the conjecture between the field theory and matrix model in the case with massive fundamental flavors, we generalize it to the case with massless fundamental flavors. We show that with a little modifications, the analysis given by Seiberg can be used directly to the case of massless flavors. Furthermore, this new method explains the insertion of delta functions in the matrix model given by Demasure and Janik in hep-th/0211082.Comment: 10 pages. Type fixed. Remarks adde

Substituting the main group element in cobalt - iron based Heusler alloys: Co2_2FeAl1−x_{1-x}Six_x

This work reports about electronic structure calculations for the Heusler compound Co$_2$FeAl$_{1-x}$Si$_x$. Particular emphasis was put on the role of the main group element in this compound. The substitution of Al by Si leads to an increase of the number of valence electrons with increasing Si content and may be seen as electron-doping. Self-consistent electronic structure calculations were performed to investigate the consequences of the electron doping for the magnetic properties. The series Co$_2$FeAl$_{1-x}$Si$_x$ is found to exhibit half-metallic ferromagnetism and the magnetic moment follows the Slater-Pauling rule. It is shown that the electron-doping stabilises the gap in the minority states for $x=0.5$.Comment: J. Phys. D (accepted

Innovation of Technology to Produce High Quality Salt in Madegan-madura

Salt farmers have a problem about the low selling price of salt in common, which is Rp 400,-/kg for B quality salt and Rp 550,-/kg for quality salt A. The cause of the low selling price is because the yield of salt mixed impurities from mineral in soil. In addition, other barriers experienced by the salt farmers are can not operate during the rainy season. It is caused due to the use of the conventional method is not maximized so it produces salt with low quality and quantity. These conditions have been experienced by salt farmers in the Madegan village. Therefore the purpose of the PKM-T is to make the tool named “Talang Cerdas” producing high quality salt with crystallization method using stainless steel gutters and lenses as a focus rays. The methods used are literature studies and field observations on a group of salt farmers in Madegan village as a partners of salt producers using “Talang Cerdas”. Then, we made the design and manufacture of equipment. “Talang Cerdas” has three parts. The first part is tank and pump as a container and pump sea water into it. The second part is the gutters and supporting tools as a medium of salt farmers. The third part is the lens for the convergence process. After that, we did test to the tool and the salt result, and also socialiszation to the salt farmers. “Talang Cerdas”produces a greater salt that is 2,67 kg/m2 in 14 days which operates for 7 hours per day. Based on the chemical test, the salt has low water content which is 0,733%, the levels of NaCl, Mg, Ca and SO4 respectively 95,73%, 0,05%, 0,08% and 0,17%

More on Penrose limits and non-local theories

We obtain the Penrose limit of six dimensional Non-Commutative Open String (NCOS$_6$) theory and show that in the neighborhood of a particular null geodesic it leads to an exactly solvable string theory (unlike their counterparts in four or in other dimensions). We describe the phase structure of this theory and discuss the Penrose limit in different phases including Open D-string (OD1) theory. We compute the string spectrum and discuss their relations with the states of various theories at different phases. We also consider the case of general null geodesic for which the Penrose limit leads to string theory in the time dependent pp-wave background and comment on the renormalization group flow in the dual theory.Comment: latex, 22 pages, minor corrections, references added, published versio

Adding flavor to Dijkgraaf-Vafa

We study matrix models related via the correspondence of Dijkgraaf and Vafa to supersymmetric gauge theories with matter in the fundamental. As in flavorless examples, measure factors of the matrix integral reproduce information about R-symmetry violation in the field theory. The models, studied previously as models of open strings, exhibit a large-M phase transition as the number of flavors is varied. This is the matrix model's manifestation of the end of asymptotic freedom. Using the relation to a quiver gauge theory, we extract the effective glueball superpotential and Seiberg-Witten curve from the matrix model.Comment: 15 pages, harvmac; improved analysis of the healing of cuts, added calculation of superpotential, improved referencing and notatio