70,215 research outputs found
Classification of Argyres-Douglas theories from M5 branes
We obtain a large class of new 4d Argyres-Douglas theories by classifying
irregular punctures for the 6d (2,0) superconformal theory of ADE type on a
sphere. Along the way, we identify the connection between the Hitchin system
and three-fold singularity descriptions of the same Argyres-Douglas theory.
Other constructions such as taking degeneration limits of the irregular
puncture, adding an extra regular puncture, and introducing outer-automorphism
twists are also discussed. Later we investigate various features of these
theories including their Coulomb branch spectrum and central charges.Comment: 35 pages, 9 tables, 6 figures. v2: minor correction
Pure Annihilation Type Decays in the Family Non-universal Model
By assuming that the scalar meson belongs to the first excited
states or the lowest lying ground states, we study the pure annihilation-type
decays in the QCD factorization approach.
Within the standard model, the branching fractions are at the order of
, which is possible to be measured in the ongoing LHCb
experiment or forthcoming Belle-II experiment. We also study these decays in
the family non-universal model. The results show that if
(), both the branching
fractions and asymmetries of could be
changed remarkably, which provides us a place for probing the effect of new
physics. These results could be used to constrain the parameters of
model.Comment: 9 pages, 18 figure
Interest-rate models: an extension to the usage in the energy market and pricing exotic energy derivatives.
In this thesis, we review various popular pricing models in the interest-rate market. Among these
pricing models, we choose the LIBOR Market model (LMM) as the benchmark model. Based on
market practice experience, we also develop a pricing model named the “Market volatility model”.
By pricing vanilla interest-rate options such as interest-rate caps and swaptions, we compare the
performance of our Market volatility model to that of the LMM. It is proved that the Market
Volatility model produce comparable results to the LMM, while its computing efficiency largely
exceeds that of the LMM.
Following the recent rapid development in the commodity market, in particular the energy market,
we attempt to extend the use of our proposed Market volatility model from the interest-rate market
to the energy market. We prove that the Market Volatility model is capable of pricing various energy
derivative under the assumption of absence of the convenience yield. In addition, we propose a new
type of exotic energy derivative which has a flexible option structure. This energy derivative is
named as the Flex-Asian spread options (FASO). We give examples of different option structures
within the FASO framework and use the Market volatility model to generate option prices and
greeks for each structure.
Although the Market volatility model can be used to price various energy derivatives based on
oil/gas contracts, it is not compatible with the structure of one of the most advanced derivatives
in the energy market, the storage option. We modify the existing pricing model for storage options
and use our own 3D-binomial tree approach to price gas storage contracts. By doing these, we
improve the performance of the traditional storage model
Space shuttle onboard navigation console expert/trainer system
A software system for use in enhancing operational performance as well as training ground controllers in monitoring onboard Space Shuttle navigation sensors is described. The Onboard Navigation (ONAV) development reflects a trend toward following a structured and methodical approach to development. The ONAV system must deal with integrated conventional and expert system software, complex interfaces, and implementation limitations due to the target operational environment. An overview of the onboard navigation sensor monitoring function is presented, along with a description of guidelines driving the development effort, requirements that the system must meet, current progress, and future efforts
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