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.

Measurement of the Hadronic Cross-Section for the Scattering of Two Virtual Photons at LEP

The interaction of virtual photons is investigated using the reaction e+e- -> e+e- hadrons based on data taken by the OPAL experiment at e+e- centre-of-mass energies sqrt(s_ee)=189-209 GeV, for W>5 GeV and at an average Q^2 of 17.9 GeV^2. The measured cross-sections are compared to predictions of the Quark Parton Model (QPM), to the Leading Order QCD Monte Carlo model PHOJET to the NLO prediction for the reaction e+e- -> e+e-qqbar, and to BFKL calculations. PHOJET, NLO e+e- -> e+e-qqbar, and QPM describe the data reasonably well, whereas the cross-section predicted by a Leading Order BFKL calculation is too large.Comment: 30 pages, 10 figures, Submitted to Eur.Phys.J.