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

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

Altered Human Neutrophil Function in Response to Acute Psychological Stress

Objective: To examine the effects of an acute laboratory psychological stress task on neutrophil function, specifically phagocytosis of Escherichia coli and stimulated superoxide production in human neutrophils. There is mounting evidence that acute stress is associated with short-term increases in a number of immune indices. \ud \ud Methods: Participants were 40 (n = 20 females) university students (mean age, 25.9 ± 4.56 years). Blood samples to determine neutrophil function by flow cytometry were taken at the end of resting baseline, during an acute stress task, and during recovery. The stress task was a 10-minute time-pressured mental arithmetic challenge with social evaluation. \ud \ud Results: There was an acute increase in phagocytic ability, $\rho$ = .047, η2p = 0.076, and a reduction of superoxide production, p = .026, η2p = 0.101, associated with the stress task relative to baseline. \ud \ud Conclusion: These findings suggest that neutrophil bactericidal function may be sensitive to mental challenge tasks that provoke acute psychological stress. Further research is needed to replicate the observed psychological stress-induced changes in neutrophil function. \ud \u

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,

Proposals for a basic theory of air traffic control

This note serves as an introduction to the work on Air Traffic Control currently being carried out at The College of Aeronautics. The basic principles of Air Traffic Control are examined and a mathematical basis for an analysis of the current and future ATC complex is discussed. The theory is based upon feedback control concepts using intermittent data. Examples showing the application to en-route airway and parallel track flying are given. These demonstrate the effect of positional data up-dating rate upon separation minima for both subsonic and supersonic aircraft. Application to both fixed route (Airway Control) and free-route (Area Control) are currently being considered. A full report is to be published at a later date