Like-charge attraction through hydrodynamic interaction

We demonstrate that the attractive interaction measured between like-charged colloidal spheres near a wall can be accounted for by a nonequilibrium hydrodynamic effect. We present both analytical results and Brownian dynamics simulations which quantitatively capture the one-wall experiments of Larsen and Grier (Nature 385, p. 230, 1997).Comment: 10 pages, 4 figure

Hydrodynamic Coupling of Two Brownian Spheres to a Planar Surface

We describe direct imaging measurements of the collective and relative diffusion of two colloidal spheres near a flat plate. The bounding surface modifies the spheres' dynamics, even at separations of tens of radii. This behavior is captured by a stokeslet analysis of fluid flow driven by the spheres' and wall's no-slip boundary conditions. In particular, this analysis reveals surprising asymmetry in the normal modes for pair diffusion near a flat surface.Comment: 4 pages, 4 figure

After Beyond Comes The Future: Freud's Absurdist Theatre of Reason

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Killing Freud: kultur abad kedua puluh & kematian psikoanalisis

Sebuah sindiran yang cemerlang dan menyenangkan terhadap salah satu institusi budaya kita yang terhormat. Killing Freud memadukan kebenaran ilmiah yang sempurna dengan kecerdasan yang luar biasa. Todd Dufresne, seorang peneliti ternama dalam hal pemikiran Freud telah menulis buku yang bernilai dan mencerahkan yang menyatakan kematian psikoanalisis tanpa berupaya membuktikan 'Mengapa Freud Keliru'. Orang akan membaca buku ini tidak untuk kesenangan belaka tetapi juga akan mempelajari banyak hal tentang psikoanalisis dan perannya dalam budaya abad kedua puluh pada umumnya

Killing Freud : Kultur Abad Kedua Puluh r Kematian Psikoanalisis

Judul Asli : Killing Freud-Twentieth century culture and the death of psychoanalysis297 p. : il.; 21 cm

Understanding index option returns

Abstract This paper studies the returns from investing in index options. Previous research documents significant average option returns, large CAPM alphas, and high Sharpe ratios, and concludes that put options are mispriced. We propose an alternative approach to evaluate the significance of option returns and obtain different conclusions. Instead of using these statistical metrics, we compare historical option returns to those generated by commonly used option pricing models. We find that the most puzzling finding in the existing literature, the large returns to writing out-of-themoney puts, is not even inconsistent with the Black-Scholes model. Moreover, simple stochastic volatility models with no risk premia generate put returns across all strikes that are not inconsistent with the observed data. At-the-money straddle returns are more challenging to understand, and we find that these returns are not inconsistent with explanations such as jump risk premia, Peso problems, and estimation risk. * Broadie and Johannes are affiliated with the Graduate School of Business, Columbia University. Chernov is affiliated with London Business School and CEPR. We than