Exact solutions of Dirac equation on (1+1)-dimensional spacetime coupled to a static scalar field

We use a generalized scheme of supersymmetric quantum mechanics to obtain the energy spectrum and wave function for Dirac equation in (1+1)-dimensional spacetime coupled to a static scalar field.Comment: 7 pages, Late

Three-Dimensional Integrable Models and Associated Tangle Invariants

In this paper we show that the Boltzmann weights of the three-dimensional Baxter-Bazhanov model give representations of the braid group, if some suitable spectral limits are taken. In the trigonometric case we classify all possible spectral limits which produce braid group representations. Furthermore we prove that for some of them we get cyclotomic invariants of links and for others we obtain tangle invariants generalizing the cyclotomic ones.Comment: Number of pages: 21, Latex fil

Quantization of Two-Dimensional Gravity with Dynamical Torsion

We consider two-dimensional gravity with dynamical torsion in the Batalin - Vilkovisky and Batalin - Lavrov - Tyutin formalisms of gauge theories quantization as well as in the background field method.Comment: 12 pages, LaTe

Local Anomalies, Local Equivariant Cohomology and the Variational Bicomplex

The locality conditions for the vanishing of local anomalies in field theory are shown to admit a geometrical interpretation in terms of local equivariant cohomology, thus providing a method to deal with the problem of locality in the geometrical approaches to the study of local anomalies based on the Atiyah-Singer index theorem. The local cohomology is shown to be related to the cohomology of jet bundles by means of the variational bicomplex theory. Using these results and the techniques for the computation of the cohomology of invariant variational bicomplexes in terms of relative Gel'fand-Fuks cohomology introduced in [6], we obtain necessary and sufficient conditions for the cancellation of local gravitational and mixed anomalies.Comment: 36 pages. The paper is divided in two part

Global constants in (2+1)--dimensional gravity

The extended conformal algebra (so)(2,3) of global, quantum, constants of motion in 2+1 dimensional gravity with topology R x T^2 and negative cosmological constant is reviewed. It is shown that the 10 global constants form a complete set by expressing them in terms of two commuting spinors and the Dirac gamma matrices. The spinor components are the globally constant holonomy parameters, and their respective spinor norms are their quantum commutators.Comment: 14 pages, to appear in Classical and Quantum Gravity, Spacetime Safari: Essays in Honor of Vincent Moncrief on the Classical Physics of Strong Gravitational Field

Vacuum structure for expanding geometry

We consider gravitational wave modes in the FRW metrics in a de Sitter phase and show that the state space splits into many unitarily inequivalent representations of the canonical commutation relations. Non-unitary time evolution is described as a trajectory in the space of the representations. The generator of time evolution is related to the entropy operator. The thermodynamic arrow of time is shown to point in the same direction of the cosmological arrow of time. The vacuum is a two-mode SU(1,1) squeezed state of thermo field dynamics. The link between expanding geometry, squeezing and thermal properties is exhibited.Comment: Latex file, epsfig, 1 figure, 21 page

Projective Invariance and One-Loop Effective Action in Affine-Metric Gravity Interacting with Scalar Field

We investigate the influence of the projective invariance on the renormalization properties of the theory. One-loop counterterms are calculated in the most general case of interaction of gravity with scalar field.Comment: 10 pages, LATE

Hawking Radiation Entropy and Horizon Divergences

We review the problem of divergences in one--loop thermodynamical quantities for matter fields in thermal equilibrium on a black hole background. We discuss a number of results obtained for various thermodynamical quantities. Then we discuss the ansatz called ``literal interpretation" of zeroth law of black hole mechanics and try to explain the diseases of the conical defect procedure in light of this ansatz. Finally, an analysis of the consequences implied by our ansatz on the calculation of the partition function is made.Comment: 32 pages, uses Phyzz

Liquidity risk premia : an empirical analysis of european corporate bond yields

In this study we highlight the importance of liquidity risk, especially in periods of market stress, and advocate in favour of an explicit consideration of a liquidity premium when using mark-to-model methodologies to value financial assets. For European corporate bonds, we show that the liquidity premium, calculated as the difference between the yield spread of corporate bonds and the spread of credit default swaps, grew significantly during the recent market turmoil not only in absolute terms but also in relative terms. Although liquidity premiums were far from stable during the time frame of analysis-from 1 January 2005 to 31 December 2009 - on average roughly 40% of corporate yield spreads can be interpreted in terms of liquidity premia. We propose direct matching between the CDS and the underlying reference assets when computing liquidity premia. This differs from what seems to be the industry standard, which is simply to use indices when trying to infer market implied liquidity premia. Although computationally more demanding, the method we use is sounder from a theoretical point of view and produces richer results and analysis. With this method we are able present an analysis of liquidity risk premia per sector of activity