Measurements of mass and momentum flux in non-ideal molecular beams

Momentum transfer and mass determinations for nonideal molecular beam - fluid mechanic

Project OASIS: The Design of a Signal Detector for the Search for Extraterrestrial Intelligence

An 8 million channel spectrum analyzer (MCSA) was designed the meet to meet the needs of a SETI program. The MCSA puts out a very large data base at very high rates. The development of a device which follows the MCSA, is presented

Efficient pricing algorithms for exotic derivatives

Since the Nobel-prize winning papers of Black and Scholes and Merton in 1973, the derivatives market has evolved into a multi-trillion dollar market. Structures which were once considered as exotic are now commonplace, appearing in retail products such as mortgages and investment notes. At the same time, new and more complex structures are invented on a regular basis. To price and risk manage such products, a financial engineer will typically: (1) choose a model which is both economically plausible and analytically tractable, (2) calibrate the model to the prices of traded options, and (3) price the exotic option with the calibrated model, using appropriate numerical techniques. This thesis mainly deals with the second and third steps in this process. For the analytically tractable class of affine models, containing among others the Black-Scholes model and Heston’s stochastic volatility model, it deals with topics such as the robust pricing of European options via Fourier inversion, the pricing of Bermudan options using convolution based methods, the simulation of stochastic volatility models and the pricing of Asian options. A separate chapter deals with a completely different topic, the mathematical properties of the principal components of term structure data. Roger Lord (1977) holds cum laude Master’s degrees in both Applied Mathematics (Eindhoven University of Technology) and Econometrics (Tilburg University). After graduating he joined Cardano Risk Management in 2001 as a financial engineer. Deciding to pursue a PhD degree, he joined Erasmus University Rotterdam as a PhD candidate in 2003. Throughout his PhD he held a part-time position as a quantitative analyst at the Derivatives Research & Validation team of Rabobank International. He has published articles in Applied Mathematical Finance, the Journal of Computational Finance, Mathematical Finance, Quantitative Finance and SIAM Journal on Scientific Computing, and presented his research at several international conferences. Since October 2006 he joined Rabobank International’s Financial Engineering team in London as a quantitative analyst, developing front-office pricing models for interest rate derivatives

Annual Report Readership: A Study of an Agricultural Supply Cooperative

Recent corporate collapses have focussed attention on the (un)reliability of financial information. However, although the agricultural sector, which is significant globally, is run primarily using the cooperative form, there is scant research on these users' perception of financial information. Therefore this paper examines members' readership and understanding of the annual reports of a large, fertiliser cooperative. The findings show that there is a lack of readership of the annual report, due to a lack of understanding and a lack of time. A minority of non-readers trust directors to "do a good job". Preparers of information should focus on making reports more user-friendly and evidence suggests that financial information could be released more strategically using other sources of communication, namely other print media and the internet.cooperatives, annual reports, readership, understanding, Agribusiness,

Analysis of pressure distributions for a series of tip and trailing-edge controls on a 60 deg wing at Mach numbers of 1.61 and 2.01

Supersonic pressure distributions for tip and trailing edge controls on 60 deg delta win

Development and evaluation of lessons for class and group situations in grade I. Volume I.

Thesis (Ed.M.)--Boston University For volume II, please see: http://hdl.handle.net/2144/1415

The Role of Subsurface Flows in Solar Surface Convection: Modeling the Spectrum of Supergranular and Larger Scale Flows

We model the solar horizontal velocity power spectrum at scales larger than granulation using a two-component approximation to the mass continuity equation. The model takes four times the density scale height as the integral (driving) scale of the vertical motions at each depth. Scales larger than this decay with height from the deeper layers. Those smaller are assumed to follow a Kolomogorov turbulent cascade, with the total power in the vertical convective motions matching that required to transport the solar luminosity in a mixing length formulation. These model components are validated using large scale radiative hydrodynamic simulations. We reach two primary conclusions: 1. The model predicts significantly more power at low wavenumbers than is observed in the solar photospheric horizontal velocity spectrum. 2. Ionization plays a minor role in shaping the observed solar velocity spectrum by reducing convective amplitudes in the regions of partial helium ionization. The excess low wavenumber power is also seen in the fully nonlinear three-dimensional radiative hydrodynamic simulations employing a realistic equation of state. This adds to other recent evidence suggesting that the amplitudes of large scale convective motions in the Sun are significantly lower than expected. Employing the same feature tracking algorithm used with observational data on the simulation output, we show that the observed low wavenumber power can be reproduced in hydrodynamic models if the amplitudes of large scale modes in the deep layers are artificially reduced. Since the large scale modes have reduced amplitudes, modes on the scale of supergranulation and smaller remain important to convective heat flux even in the deep layers, suggesting that small scale convective correlations are maintained through the bulk of the solar convection zone.Comment: 36 pages, 6 figure