On multicurve models for the term structure

In the context of multi-curve modeling we consider a two-curve setup, with one curve for discounting (OIS swap curve) and one for generating future cash flows (LIBOR for a give tenor). Within this context we present an approach for the clean-valuation pricing of FRAs and CAPs (linear and nonlinear derivatives) with one of the main goals being also that of exhibiting an "adjustment factor" when passing from the one-curve to the two-curve setting. The model itself corresponds to short rate modeling where the short rate and a short rate spread are driven by affine factors; this allows for correlation between short rate and short rate spread as well as to exploit the convenient affine structure methodology. We briefly comment also on the calibration of the model parameters, including the correlation factor.Comment: 16 page

Surface diffusion of Au on Si(111): A microscopic study

The direct evolution of submonolayer two-dimensional Au phases on the Si(111)-(7x7) surface was studied in real time using the spectroscopic photoemission and low energy electron microscope located at the synchrotron radiation source ELETTRA. A finite area covered by 1 monolayer (ML) of gold with a steplike transition zone was prepared by evaporation in situ. Subsequent annealing resulted in the spread of the Au layer and the formation of laterally extended Si(111)-(5x1)-Au and Si(111)-(√3x √3)R30°-Au surface reconstructions. At a temperature around 970 K, the boundary of the gold-covered region propagates on the clean Si(111)-(7x7) and exhibits a nonlinear dependence on time. The ordered Si(111)-(5x1)-Au plateau develops a separated front moving with constant velocity. Two values of the Au diffusion coefficients were estimated at a temperature of about 985 K: (1) D7x7=5,2x10-8 cm2 s-1 as the average diffusion coefficient for Au on a clean Si(111)-(7x7) surface in the concentration range from 0.4 ML up to 0.66 ML and (2) D5x1=1.2x10-7 cm2 s-1 as the lower limit for the diffusion of single Au atoms on the Si(111)-(5x1)-Au ordered phase

Nuclear spin structure in dark matter search: The finite momentum transfer limit

Spin-dependent elastic scattering of weakly interacting massive dark matter particles (WIMP) off nuclei is reviewed. All available, within different nuclear models, structure functions S(q) for finite momentum transfer (q>0) are presented. These functions describe the recoil energy dependence of the differential event rate due to the spin-dependent WIMP-nucleon interactions. This paper, together with the previous paper ``Nuclear spin structure in dark matter search: The zero momentum transfer limit'', completes our review of the nuclear spin structure calculations involved in the problem of direct dark matter search.Comment: 39 pages, 12 figures, a review in revtex

On the Neutralino as Dark Matter Candidate - II. Direct Detection

Evaluations of the event rates relevant to direct search for dark matter neutralino are presented for a wide range of neutralino masses and for various detector materials of preeminent interest. Differential and total rates are appropriately weighted over the local neutralino density expected on theoretical grounds.Comment: (18 pages plain TeX, 24 figures not included, available from the authors) DFTT-38/9

Modulation effect in the differential rate for Supersymmetric Dark Matter detection

The modulation effect in the direct detection of supersymmetric Cold Dark Matter (CDM) particles is investigated. It is shown that, while normally the modulation effect in the total event rate is small, $\leq 5$, in some special cases it becomes much larger. It also becomes more pronounced in the differential event rate. It may thus be exploited to discriminate against background.Comment: 17 LATEX pages, 4 Tables, 4 PostScript Figures included. Phys. Rev. D, to be publishe

Effects of CP Violation on Event Rates in the Direct Detection of Dark Matter

A full analytic analysis of the effects of CP violating phases on the event rates in the direct detection of dark matter in the scattering of neutralinos from nuclear targets is given. The analysis includes CP violating phases in softly broken supersymmetry in the framework of the minimal supersymmetric standard model (MSSM) when generational mixings are ignored. A numerical analysis shows that large CP violating phases including the constraints from the experimental limits on the neutron and the electron electric dipole moment (EDM) can produce substantial effects on the event rates in dark matter detectors.Comment: 17 pages, LaTex, including 2 figures; revised version to appear in the Physical Review

Three-generation flavor transitions and decays of supernova relic neutrinos

If neutrinos have mass, they can also decay. Decay lifetimes of cosmological interest can be probed, in principle, through the detection of the redshifted, diffuse neutrino flux produced by all past supernovae--the so-called supernova relic neutrino (SRN) flux. In this work, we solve the SRN kinetic equations in the general case of three-generation flavor transitions followed by invisible (nonradiative) two-body decays. We then use the general solution to calculate observable SRN spectra in some representative decay scenarios. It is shown that, in the presence of decay, the SRN event rate can basically span the whole range below the current experimental upper bound--a range accessible to future experimental projects. Radiative SRN decays are also briefly discussed.Comment: 25 pages, including 7 figure

SEARCHING FOR COLD DARK MATTER

The differential cross-section for the elastic scattering of the lightest supersymmetric particle (LSP) with nuclear targets is calculated in the context of currently fashionable supersymmetric theories (SUSY). An effective four fermion interaction is constructed by considering i) $Z^0$ exchange ii)s-quark exchange and iii) Higgs exchange. It is expressed in terms of the form factors $f^0_V,f^0_A, f^0_S$ (isoscalar) and $f^1_V,f^1_A$ and $f^1_S$ (isovector) which contain all the information of the underlining theory. Numerical values were obtained using representative input parameters in the constrained parameter space of SUSY phenomenology. Both the coherent and for odd-A nuclei the incoherent (spin) nuclear matrix elements were evaluated for nuclei of experimental interest. The spin matrix elements tend to dominate for odd nuclei but the coherent matrix elements become more important in all other cases. For the coherent part the Higgs contribution competes with the Z- and s-quark contributions. Cross-sections as high as $10^{-37} cm^2$ have been obtained.Comment: Latex file, 25 pages , 2 figures (available by fax