Search results for "Complete"
showing 10 items of 490 documents
Molte Palermo. Temi
2019
Nel tema delle incompiute idee di città possibili si riconoscerà il paradigma connotativo dello stesso divenire di Palermo, lungo un percorso millenario di processi di trasformazione nessuno dei quali portato a compimento, in virtù di quel valore distintivo di exemplum che non necessita di ulteriori e conclusive dimostrazioni. Il corso della storia, del resto, ha imposto a Palermo il ciclico riproporsi di destini interrotti. Tale si rilevò l’invenzione della città capitale, quella della “quadratura geometrica e della croce di strade” sovrimpressa a quella archetipica e fondativa della Pan-ormos scambiatrice. E l’incompiutezza sarà il tratto distintivo della città dei rettifili stradali otto…
Pricing and hedging GDP-linked bonds in incomplete markets
2018
Abstract We model the super-replication of payoffs linked to a country’s GDP as a stochastic linear program on a discrete time and state-space scenario tree to price GDP-linked bonds. As a byproduct of the model we obtain a hedging portfolio. Using linear programming duality we compute also the risk premium. The model applies to coupon-indexed and principal-indexed bonds, and allows the analysis of bonds with different design parameters (coupon, target GDP growth rate, and maturity). We calibrate for UK and US instruments, and carry out sensitivity analysis of prices and risk premia to the risk factors and bond design parameters. We also compare coupon-indexed and principal-indexed bonds. F…
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
2017
We model the super-replication of payoffs linked to a country's GDP as a stochastic linear program on a discrete time and state-space scenario tree to price GDP-linked bonds. As a byproduct of the model, we obtain a hedging portfolio. Using linear programming duality we also compute the risk premium. The model applies to coupon-indexed and principal-indexed bonds, and allows the analysis of bonds with different design parameters (coupon, target GDP growth rate, and maturity). We calibrate for UK and US instruments and carry out a sensitivity analysis of prices and risk premia to the risk factors and bond design parameters. We also compare coupon-indexed and principal-indexed bonds. Results …
A theoretical study of the emission spectra of indole and its analogs: indene, benzimidazole, and 7-azaindole
2000
Abstract The complete active space (CAS) SCF method and multiconfigurational second-order perturbation theory (CASPT2) have been used to study the electronic spectra of indole, indene, benzimidazole, and 7-azaindole. The paper is focused on the study of the low-lying valence triplet and singlet electronic states at the optimized geometries of the excited states. The geometries have been optimized by using analytic CASSCF derivatives. CASPT2 point calculations have been performed in order to obtain band origins and relaxed emission energies. The results are analyzed in the context of the complex emission processes, both fluorescence and phosphorescence, displayed by the title compounds, whic…
Heuristic Method to Improve Systematic Collection of Terminology
2016
In this paper, we propose an experimental tool for analysis and graphical representation of glossaries. The original heuristic algorithms and analysis methods incorporated into the tool appeared to be useful to improve the quality of the glossaries. The tool was used for analysis of ISTQB Standard Glossary of Terms Used in Software Testing. There are instances of problems found in ISTQB glossary related to its consistency, completeness, and correctness described in the paper.
Nature of Bonding in Group 13 Dimetallenes: a Delicate Balance between Singlet Diradical Character and Closed Shell Interactions
2010
The nature of metal-metal bonding in group 13 dimetallenes REER (E = Al, Ga, In, Tl; R = H, Me, (t)Bu, Ph) was investigated by use of quantum chemical methods that include HF, second order Møller-Plesset perturbation theory (MP2), coupled cluster (CCSD(T)), complete active space with (CASPT2) and without (CAS) second order perturbation theory, and two density functionals, namely, B3LYP and M06-2X. The results show that the metal-metal interaction in group 13 dimetallenes stems almost exclusively from static and dynamic electron correlation effects: both dialuminenes and digallenes have an important singlet diradical component in their wave function, whereas the bonding in the heavier diinde…
Stereospezifische Überführung chiraler acyclischer tertiärer Phosphinsulfide in die entsprechenden tertiären Phosphinoxide mit Dimethylsulfoxid (DMSO)
1975
Die Uberfuhrung chiraler acyclischer tertiarer Phosphinsulfide in die entsprechenden tertiaren Phosphinoxide mit DMSO in saurer Losung erfolgt unter vollstandiger Inversion der Konfiguration am zentralen Phosphoratom. Aufgrund dieses stereochemischen Verlaufs wird ein Mechanismus fur die Reaktion zur Diskussion gestellt. Stereospecific Conversion of Chiral Acyclic Tertiary Phosphine Sulfides into the Corresponding Tertiary Phosphine Oxides by Means of Dimethyl Sulfoxide (DMSO) The conversion of chiral acyclic tertiary phosphine sulfides into the corresponding tertiary phosphine oxides by means of DMSO in acidic solution proceeds with complete inversion of configuration at the central phosph…
The prometeia model for managing insurance policies with guarantees
2008
Publisher Summary This chapter discusses the development of a scenario-based optimization model for asset and liability management for the participating policies with guarantees and bonus provisions offered by Italian insurers. The changing landscape of the financial services in Italy sets the backdrop for the development of this system which was the result of a multi-year collaborative effort between academic researchers, the research staff at Prometeia in Bologna, and end-users from diverse Italian insurers. It also presents and discusses the model and its key feature, and introduces several extensions. The resulting system allows the analysis of the tradeoffs facing an insurance firm in …
Response spectrum analysis of frame structures: reliability-based comparison between complete quadratic combination and damping-adjusted combination
2019
In the framework of seismic design of structures, response spectrum analysis (RSA) is the most commonly used approach in practice. The most popular combination rule is the complete quadratic combination (CQC) which is also prescribed by the most of seismic design codes and is based on the assumptions that the seismic acceleration is a white noise process and the peak factor ratios associated to the total and modal responses are unitary. Recently, the damping adjusted combination (DAC) rule has been developed for base-isolated structures to overcome the aforementioned simplified assumptions. Although it has been proved that the simplifications about peak factors lead to noticeable errors in …
Solving NP-Complete Problems with Networks of Evolutionary Processors
2001
We propose a computational device based on evolutionary rules and communication within a network, similar to that introduced in [4], called network of evolutionary processors. An NP-complete problem is solved by networks of evolutionary processors of linear size in linear time. Some furher directions of research are finally discussed.