Radio Detection of 18 Rass BL Lac Objects

We present the radio detection of 18 BL Lac objects from our survey of over 575 square degrees of sky. These 18 objects are located within 20 arcsec of the X-ray position, of which 11 have a measured red-shift. All candidates are radio emitters above ~1 mJy and fall within the range of existing samples on the two colour, alpha_ro vs alpha_ox, diagram with a transitional population of three (3) evident. Two unusual sources have been identified, a candidate radio quiet BL Lac, RX J0140.9-4130, and an extreme HBL, RX J0109.9-4020, with Log(nu_peak)~19.2. The BL Lac Log(N)-Log(S) relation is consistent with other samples and indicates the ROSAT All Sky Survey (RASS) could contain (2000+-400) BL Lac objects.Comment: 14 pages, 6 figures, accepted for publication in Serbian Astronomical Journa

Radio-Continuum Observations Of Small, Radially Polarised Supernova Remnant J0519-6902 In The Large Magellanic Cloud

We report on new Australian Telescope Compact Array (ATCA) observations of SNR J0519-6902. The Supernova Remnant (SNR) is small in size (~8 pc) and exhibits a typical SNR spectrum of alpha = -0.53 +- 0.07, with steeper spectral indices found towards the northern limb of the remnant. SNR J0519-6902 contains a low level of radially orientated polarisation at wavelengths of 3 & 6 cm, which is characteristic of younger SNRs. A fairly strong magnetic field was estimated of ~171 microG. The remnant appears to be the result of a typical Type Ia supernovae, sharing many properties as another small and young Type Ia LMC SNR, J0509-6731.Comment: 10 pages 7 figures, submitted to Serbian Astronomical Journa

Radio Continuum Study of Supernova Remnants in the Large Magellanic Cloud - SNR J0519-6926

We present the results of new high resolution ATCA observations of SNR J0519-6926. We found that this SNR exhibits a typical "horseshoe" appearance with alpha = -0.55 +- 0.08 and D=28+-1 pc. No polarization (or magnetic fields) are detected to a level of 1%. This is probably due to a relatively poor sampling of the uv plane caused be observing in "snap-shot" mode.Comment: 6 pages 4 figures, to be published in Serbian Astronomical Journa

Multifrequency Observations of One of the Largest Supernova Remnants in the Local Group of Galaxies, LMC - SNR J0450-709

We present the results of new Australia Telescope Compact Array (ATCA) observations of one of the largest supernova remnants, SNR J0450-709, in the Local Group of galaxies. We found that this Large Magellanic Cloud (LMC) ob ject exhibits a typical morphology of an old supernova remnant (SNR) with diameter D=102x75+-1 pc and radio spectral index alpha=-0.43+-0.06. Regions of high polarisation were detected with peak value of ~40%.Comment: 7 pages, 4 figures, accepted for publication in Serbian Astronomical Journa

Derivative pricing for a multi-curve extension of the Gaussian, exponentially quadratic short rate model

The recent financial crisis has led to so-called multi-curve models for the term structure. Here we study a multi-curve extension of short rate models where, in addition to the short rate itself, we introduce short rate spreads. In particular, we consider a Gaussian factor model where the short rate and the spreads are second order polynomials of Gaussian factor processes. This leads to an exponentially quadratic model class that is less well known than the exponentially affine class. In the latter class the factors enter linearly and for positivity one considers square root factor processes. While the square root factors in the affine class have more involved distributions, in the quadratic class the factors remain Gaussian and this leads to various advantages, in particular for derivative pricing. After some preliminaries on martingale modeling in the multi-curve setup, we concentrate on pricing of linear and optional derivatives. For linear derivatives, we exhibit an adjustment factor that allows one to pass from pre-crisis single curve values to the corresponding post-crisis multi-curve values

Multifrequency radio observations of SNR J0536-6735 (N 59B) with associated pulsar

We present a study of new Australian Telescope Compact Array (ATCA) observations of supernova remnant, SNR J0536-6735. This remnant appears to follow a shell morphology with a diameter of D=36x29 pc (with 1 pc uncertainty in each direction). There is an embedded Hii region on the northern limb of the remnant which made various analysis and measurements (such as flux density, spectral index and polarisation) difficult. The radio-continuum emission followed the same structure as the optical emission, allowing for extent and flux density estimates at 20 cm. We estimate a surface brightness for the SNR at 1 GHz of 2.55x10^-21 W m^-2 Hz^-1 sr^-1. Also, we detect a distinctive radio-continuum point source which confirms the previous suggestion of this remnant being associated with a pulsar wind nebulae (PWN). The tail of this remnant isn't seen in the radio-continuum images and is only seen in the optical and X-ray images.Comment: 10 pages 4 figures, accepted for publication in SA

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

Exponential ergodicity of the jump-diffusion CIR process

In this paper we study the jump-diffusion CIR process (shorted as JCIR), which is an extension of the classical CIR model. The jumps of the JCIR are introduced with the help of a pure-jump L\'evy process $(J_t, t \ge 0)$. Under some suitable conditions on the L\'evy measure of $(J_t, t \ge 0)$, we derive a lower bound for the transition densities of the JCIR process. We also find some sufficient condition guaranteeing the existence of a Forster-Lyapunov function for the JCIR process, which allows us to prove its exponential ergodicity.Comment: 14 page

Radio Detection of 18 RASS BL Lac Objects

We present the radio detection of 18 BL Lac objects from oursurvey of over 575 deg$^2$ of sky. These 18 objects are located within$20arcsec$ of the X-ray position, of which 11 have a measuredred-shift. All candidates are radio emitters above $sim$1 mJy and fall within the range of existing samples on the two colour, $alpha _mathrm{RO}$ vs $alpha _mathrm{OX}$, diagram with a transitional population of three evident. Two unusual sources have been identified, a candidate radio quiet BL Lac, RX J0140.9-4130, and an extreme HBL, RX J0109.9-4020, with $log( u _mathrm{peak})approx 19.2$. The BL Lac $log(N)-log(S)$ relation is consistent with other samples and indicates the ROSAT All Sky Survey (RASS) could contain ($2000{pm}400$) BL Lac objects