2,665 research outputs found
The Term Structure of Expected Inflation Based on Bond and TIPS
预期通货膨胀期限结构(thetermstructureofexpectedinflation)指具有相同风险及流动性的债券,其预期通货膨胀率变化随到期日的时间长短不同而产生不同的结构。它是一个国家宏观经济政策运行效率的基准之一,同时也是一个国家获取市场对未来通货膨胀预期信息的重要手段。相对于利率的期限结构,预期通货膨胀期限结构更为复杂。本文旨在构建预期通货膨胀期限结构动态模型,即将预期通货膨胀作为一个直接的主要影响因素,运用套利定价理论的方法,构建预期通货膨胀期限结构模型。首先,基于一般债券的预期通货膨胀期限结构动态模型是在回顾了国外相关模型的基础上,利用套利定价理论和Merton的连续时间研...For the past last 30 years, tremendous progress has been made in modeling the dynamics of the term structure of interest rates and expected inflation, which plays an instrumental role in determining prices and hedging portfolios of fixed-income derivative securities. The term structure of expected inflation is a key to assessing the credibility of fiscal and monetary policies, to examining how bor...学位:经济学博士院系专业:经济学院金融系_金融学(含保险学)学号:B20011203
Persistent storage of non-event data in the CMS databases
In the CMS experiment, the non event data needed to set up the detector, or being produced by it, and needed to calibrate the physical responses of the detector itself are stored in ORACLE databases. The large amount of data to be stored, the number of clients involved and the performance requirements make the database system an essential service for the experiment to run. This note describes the CMS condition database architecture, the data-flow and PopCon, the tool built in order to populate the offline databases. Finally, the first results obtained during the 2008 and 2009 cosmic data taking are presented.In the CMS experiment, the non event data needed to set up the detector, or being produced by it, and needed to calibrate the physical responses of the detector itself are stored in ORACLE databases. The large amount of data to be stored, the number of clients involved and the performance requirements make the database system an essential service for the experiment to run. This note describes the CMS condition database architecture, the data-flow and PopCon, the tool built in order to populate the offline databases. Finally, the first experience obtained during the 2008 and 2009 cosmic data taking are presented
Bose-Einstein Correlations in e+e- to W+W- at 172 and 183 GeV
Bose-Einstein correlations between like-charge pions are studied in hadronic
final states produced by e+e- annihilations at center-of-mass energies of 172
and 183 GeV. Three event samples are studied, each dominated by one of the
processes W+W- to qqlnu, W+W- to qqqq, or (Z/g)* to qq. After demonstrating the
existence of Bose-Einstein correlations in W decays, an attempt is made to
determine Bose-Einstein correlations for pions originating from the same W
boson and from different W bosons, as well as for pions from (Z/g)* to qq
events. The following results are obtained for the individual chaoticity
parameters lambda assuming a common source radius R: lambda_same = 0.63 +- 0.19
+- 0.14, lambda_diff = 0.22 +- 0.53 +- 0.14, lambda_Z = 0.47 +- 0.11 +- 0.08, R
= 0.92 +- 0.09 +- 0.09. In each case, the first error is statistical and the
second is systematic. At the current level of statistical precision it is not
established whether Bose-Einstein correlations, between pions from different W
bosons exist or not.Comment: 24 pages, LaTeX, including 6 eps figures, submitted to European
Physical Journal
W+W- production and triple gauge boson couplings at LEP energies up to 183 GeV
A study of W-pair production in e+e- annihilations at Lep2 is presented,
based on 877 W+W- candidates corresponding to an integrated luminosity of 57
pb-1 at sqrt(s) = 183 GeV. Assuming that the angular distributions of the
W-pair production and decay, as well as their branching fractions, are
described by the Standard Model, the W-pair production cross-section is
measured to be 15.43 +- 0.61 (stat.) +- 0.26 (syst.) pb. Assuming lepton
universality and combining with our results from lower centre-of-mass energies,
the W branching fraction to hadrons is determined to be 67.9 +- 1.2 (stat.) +-
0.5 (syst.)%. The number of W-pair candidates and the angular distributions for
each final state (qqlnu,qqqq,lnulnu) are used to determine the triple gauge
boson couplings. After combining these values with our results from lower
centre-of-mass energies we obtain D(kappa_g)=0.11+0.52-0.37,
D(g^z_1)=0.01+0.13-0.12 and lambda=-0.10+0.13-0.12, where the errors include
both statistical and systematic uncertainties and each coupling is determined
setting the other two couplings to the Standard Model value. The fraction of W
bosons produced with a longitudinal polarisation is measured to be
0.242+-0.091(stat.)+-0.023(syst.). All these measurements are consistent with
the Standard Model expectations.Comment: 48 pages, LaTeX, including 13 eps or ps figures, submitted to
European Physical Journal
Search for Neutral Higgs Bosons in e+e- Collisions at sqrt(s) ~189GeV
A search for neutral Higgs bosons has been performed with the OPAL detector
at LEP, using approximately 170 pb-1 of e+e- collision data collected at
sqrt(s)~189GeV. Searches have been performed for the Standard Model (SM)
process e+e- to H0Z0 and the MSSM processes e+e- to H0Z0, A0h0. The searches
are sensitive to the b b-bar and tau antitau decay modes of the Higgs bosons,
and also to the MSSM decay mode h0 to A0A0. OPAL search results at lower
centre-of-mass energies have been incorporated in the limits we set, which are
valid at the 95% confidence level. For the SM Higgs boson, we obtain a lower
mass bound of 91.0 GeV. In the MSSM, our limits are mh>74.8GeV and mA>76.5GeV,
assuming tan(beta)>1, that the mixing of the scalar top quarks is either zero
or maximal, and that the soft SUSY-breaking masses are 1 TeV. For the case of
zero scalar top mixing, we exclude values of tan(beta) between 0.72 and 2.19.Comment: 38 pages, 15 figures, submitted Euro. Phys. J.
Measurements of Flavour Dependent Fragmentation Functions in Z^0 -> qq(bar) Events
Fragmentation functions for charged particles in Z -> qq(bar) events have
been measured for bottom (b), charm (c) and light (uds) quarks as well as for
all flavours together. The results are based on data recorded between 1990 and
1995 using the OPAL detector at LEP. Event samples with different flavour
compositions were formed using reconstructed D* mesons and secondary vertices.
The \xi_p = ln(1/x_E) distributions and the position of their maxima \xi_max
are also presented separately for uds, c and b quark events. The fragmentation
function for b quarks is significantly softer than for uds quarks.Comment: 29 pages, LaTeX, 5 eps figures (and colour figs) included, submitted
to Eur. Phys. J.
Search for Yukawa Production of a Light Neutral Higgs Boson at LEP
Within a Two-Higgs-Doublet Model (2HDM) a search for a light Higgs boson in
the mass range of 4-12 GeV has been performed in the Yukawa process e+e- -> b
bbar A/h -> b bbar tau+tau-, using the data collected by the OPAL detector at
LEP between 1992 and 1995 in e+e- collisions at about 91 GeV centre-of-mass
energy. A likelihood selection is applied to separate background and signal.
The number of observed events is in good agreement with the expected
background. Within a CP-conserving 2HDM type II model the cross-section for
Yukawa production depends on xiAd = |tan beta| and xihd = |sin alpha/cos beta|
for the production of the CP-odd A and the CP-even h, respectively, where tan
beta is the ratio of the vacuum expectation values of the Higgs doublets and
alpha is the mixing angle between the neutral CP-even Higgs bosons. From our
data 95% C.L. upper limits are derived for xiAd within the range of 8.5 to 13.6
and for xihd between 8.2 to 13.7, depending on the mass of the Higgs boson,
assuming a branching fraction into tau+tau- of 100%. An interpretation of the
limits within a 2HDM type II model with Standard Model particle content is
given. These results impose constraints on several models that have been
proposed to explain the recent BNL measurement of the muon anomalous magnetic
moment.Comment: 24 pages, 9 figures, Submitted to Euro. Phys. J.
Measurement of triple gauge boson couplings from WW production at LEP energies up to 189 GeV
A measurement of triple gauge boson couplings is presented, based on W-pair
data recorded by the OPAL detector at LEP during 1998 at a centre-of-mass
energy of 189 GeV with an integrated luminosity of 183 pb^-1. After combining
with our previous measurements at centre-of-mass energies of 161-183 GeV we
obtain k_g=0.97 +0.20 -0.16, g_1^z=0.991 +0.060 -0.057 and lambda_g=-0.110
+0.058 -0.055, where the errors include both statistical and systematic
uncertainties and each coupling is determined by setting the other two
couplings to their SM values. These results are consistent with the Standard
Model expectations.Comment: 28 pages, 8 figures, submitted to Eur. Phys. J.
Composite Higgs Search at the LHC
The Higgs boson production cross-sections and decay rates depend, within the
Standard Model (SM), on a single unknown parameter, the Higgs mass. In
composite Higgs models where the Higgs boson emerges as a pseudo-Goldstone
boson from a strongly-interacting sector, additional parameters control the
Higgs properties which then deviate from the SM ones. These deviations modify
the LEP and Tevatron exclusion bounds and significantly affect the searches for
the Higgs boson at the LHC. In some cases, all the Higgs couplings are reduced,
which results in deterioration of the Higgs searches but the deviations of the
Higgs couplings can also allow for an enhancement of the gluon-fusion
production channel, leading to higher statistical significances. The search in
the H to gamma gamma channel can also be substantially improved due to an
enhancement of the branching fraction for the decay of the Higgs boson into a
pair of photons.Comment: 32 pages, 16 figure
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