528 research outputs found
MSSM SUGRA searches at LEP
During the LEP2 operation, the 4 LEP experiments have collected data at
centre-of-mass energies up to 209 GeV. Those data have been analysed in the
search of charginos, neutralinos and sfermions in the framework of the Minimal
Supersymmetric Standard Model (MSSM) with R-parity conservation and assuming
the lightest neutralino to be the Lightest Supersymmetric Particle
(SUGRA-model). No evidence for a signal was found in any of the channels. The
results of each search were used to derive upper limits on production
cross-sections and masses. In addition, the combined result of all searches
excludes regions in the parameter space of the constrained MSSM, leading to
limits on the mass of the LSP. All limits are given at 95% confidence level,
all results are preliminary.Comment: 4 Pages, 5 figures, Talk given at XXXVI Rencontres de Moriond, Les
Arcs, France, March 17-24 200
An interest rates cluster analysis
An empirical analysis of interest rates in money and capital markets is
performed. We investigate a set of 34 different weekly interest rate time
series during a time period of 16 years between 1982 and 1997. Our study is
focused on the collective behavior of the stochastic fluctuations of these
time-series which is investigated by using a clustering linkage procedure.
Without any a priori assumption, we individuate a meaningful separation in 6
main clusters organized in a hierarchical structure.Comment: 7 pages, 7 figure
On pricing of interest rate derivatives
At present, there is an explosion of practical interest in the pricing of
interest rate (IR) derivatives. Textbook pricing methods do not take into
account the leptokurticity of the underlying IR process. In this paper, such a
leptokurtic behaviour is illustrated using LIBOR data, and a possible
martingale pricing scheme is discussed.Comment: 9 pages, 13 figure
Determination of the b quark mass at the M_Z scale with the DELPHI detector at LEP
An experimental study of the normalized three-jet rate of b quark events with
respect to light quarks events (light= \ell \equiv u,d,s) has been performed
using the CAMBRIDGE and DURHAM jet algorithms. The data used were collected by
the DELPHI experiment at LEP on the Z peak from 1994 to 2000. The results are
found to agree with theoretical predictions treating mass corrections at
next-to-leading order. Measurements of the b quark mass have also been
performed for both the b pole mass: M_b and the b running mass: m_b(M_Z). Data
are found to be better described when using the running mass. The measurement
yields: m_b(M_Z) = 2.85 +/- 0.18 (stat) +/- 0.13 (exp) +/- 0.19 (had) +/- 0.12
(theo) GeV/c^2 for the CAMBRIDGE algorithm. This result is the most precise
measurement of the b mass derived from a high energy process. When compared to
other b mass determinations by experiments at lower energy scales, this value
agrees with the prediction of Quantum Chromodynamics for the energy evolution
of the running mass. The mass measurement is equivalent to a test of the
flavour independence of the strong coupling constant with an accuracy of 7
permil.Comment: 24 pages, 10 figures, Accepted by Eur. Phys. J.
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