金融危機前後の商品先物取引における証拠金不足に起因するリスクの評価

要旨あり研究ノー

CB制度下での商品先物の価格変動モデルの構築

Open House, ISM in Tachikawa, 2012.6.15統計数理研究所オープンハウス（立川）、H24.6.15ポスター発

サーキットブレーカ制度下での商品先物の市場リスク

Open House, ISM in Tachikawa, 2013.6.14統計数理研究所オープンハウス（立川）、H25.6.14ポスター発

Thermodynamic Investigation of Metamagnetism in Pulsed High Magnetic Fields on Heavy Fermion Superconductor UTe2_2

We investigated the thermodynamic property of the heavy fermion superconductor UTe$_2$ in pulsed high magnetic fields. The superconducting transition in zero field was observed at $T_{\rm c}$=1.65 K as a sharp heat capacity jump. Magnetocaloric effect measurements in pulsed-magnetic fields obviously detected a thermodynamic anomaly accompanied by a first-order metamagnetic transition at $\mu$$_{0}$$H_{\rm m}$=36.0 T when the fields are applied nearly along the hard-magnetization $b$-axis. From the results of heat capacity measurements in magnetic fields, we found a drastic diverging electronic heat capacity coefficient of the normal state $\gamma$$_{\rm N}$ with approaching $H_{\rm m}$. Comparing with the previous works via the magnetic Clausius-Clapeyron relation, we unveil the thermodynamic details of the metamagnetic transition. The enhancement of the effective mass observed as the development of $\gamma_{\rm N}$ indicates that quantum fluctuation strongly evolves around $H_{\rm m}$; it assists the superconductivity emerging even in extremely high fields.Comment: 6 pages, 6 figures, accepted for publication in JPS