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1. |
Record Nr. |
UNINA9910765483303321 |
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Autore |
Hillberry Logan Edward |
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Titolo |
Optically Trapped Microspheres as Sensors of Mass and Sound : Brownian Motion as Both Signal and Noise / / by Logan Edward Hillberry |
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Pubbl/distr/stampa |
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Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
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ISBN |
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Edizione |
[1st ed. 2023.] |
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Descrizione fisica |
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1 online resource (124 pages) |
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Collana |
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Springer Theses, Recognizing Outstanding Ph.D. Research, , 2190-5061 |
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Disciplina |
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Soggetti |
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Atoms |
Metrology |
Optics |
Measurement |
Measuring instruments |
Acoustics |
Statistical physics |
Metrology and Fundamental Constants |
Light-Matter Interaction |
Measurement Science and Instrumentation |
Statistical Physics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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Chapter 1. Introduction -- Chapter 2. Technical Background -- Chapter 3. Experimental set-up -- Chapter 4. Results -- Chapter 5. Conclusions. |
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Sommario/riassunto |
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This thesis makes significant advances in the use of microspheres in optical traps as highly precise sensing platforms. While optically trapped microspheres have recently proven their dominance in aqueous and vacuum environments, achieving state-of-the-art measurements of miniscule forces and torques, their sensitivity to perturbations in air has remained relatively unexplored. This thesis shows that, by uniquely |
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operating in air and measuring its thermally-fluctuating instantaneous velocity, an optically trapped microsphere is an ultra-sensitive probe of both mass and sound. The mass of the microsphere is determined with similar accuracy to competitive methods but in a fraction of the measurement time and all while maintaining thermal equilibrium, unlike alternative methods. As an acoustic transducer, the air-based microsphere is uniquely sensitive to the velocity of sound, as opposed to the pressure measured by a traditional microphone. By comparison to state-of-the-art commercially-available velocity and pressure sensors, including the world’s smallest measurement microphone, the microsphere sensing modality is shown to be both accurate and to have superior sensitivity at high frequencies. Applications for such high-frequency acoustic sensing include dosage monitoring in proton therapy for cancer and event discrimination in bubble chamber searches for dark matter. In addition to reporting these scientific results, the thesis is pedagogically organized to present the relevant history, theory, and technology in a straightforward way. |
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2. |
Record Nr. |
UNIORUON00315817 |
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Autore |
LISOVSKIJ, Vladimir Timofeevic |
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Titolo |
Cto znacit byt' sovremennyj / Vladimir Timofeevic Lisovskij |
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Pubbl/distr/stampa |
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Moskva, : Izdatel'stvo politiceskoj literatury, 1976 |
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Descrizione fisica |
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Soggetti |
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Sociologia - Unione Sovietica - Studi |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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3. |
Record Nr. |
UNINA9910349526303321 |
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Autore |
Deutsch Hans-Peter |
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Titolo |
Derivatives and Internal Models : Modern Risk Management / / by Hans-Peter Deutsch, Mark W. Beinker |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2019 |
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ISBN |
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Edizione |
[5th ed. 2019.] |
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Descrizione fisica |
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1 online resource (XXXII, 897 p. 39 illus.) |
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Collana |
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Finance and Capital Markets Series, , 2946-2029 |
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Disciplina |
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Soggetti |
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Capital market |
Financial risk management |
Accounting |
Economics |
Business enterprises - Finance |
Financial services industry |
Capital Markets |
Risk Management |
Corporate Finance |
Financial Services |
Gestió del risc |
Risc (Economia) |
Actius financers derivats |
Llibres electrònics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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1. Introduction -- 2. Fundamental Risk Factors of Financial Markets -- 3. Financial Instruments: A System of Derivatives and Underlyings -- 4. Overview of the Assumptions -- 5. Present Value Methods, Yields and Traditional Risk Measures -- 6. Arbitrage -- 7. The Black-Scholes Differential Equation -- 8. Integral Forms and Analytic Solutions in the Black-Scholes World -- 9. Binomial and Trinomial Trees -- 10. |
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Numerical Solutions Using Finite Differences -- 11. Monte Carlo Simulations -- 12. Hedging -- 13. Martingales and Numeraires -- 14. Interest Rates and Term Structure Models -- 15. Simple Interest Rate Products -- 16. FX Derivatives -- 17. Variants of Fixed Income Instruments -- 18. Plain Vanilla Options -- 19. Exotic Options -- 20. Credit Risk -- 21. Fundamentals -- 22. The Variance-Covariance Method -- 23. Simulation Methods -- 24. Example of a VaR Computation -- 25. Backtesting: Checking the Applied Methods -- 26. Classical Portfolio Management -- 27. Attributes and their Characteristic Portfolios.-28. Active Management and Benchmarking -- 29. Construction of the Yield Curve Universe -- 30. Volatility -- 31. Market Parameter from Historical Time Series -- 32. Time Series Modeling -- 33. Forecasting with Time Series Models -- 34. Principal Component Analysis -- 35. Pre-Treatment of Time Series and Assessment of Models. |
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Sommario/riassunto |
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Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of detail to enable readers to develop their own pricing and risk tools. The book provides insight into modern market risk quantification methods such as variance-covariance, historical simulation, Monte Carlo, hedge ratios, etc., including time series analysis and statistical concepts such as GARCH Models or Chi-Square-distributions. It shows how optimal trading decisions can be deduced once risk has been quantified by introducing risk-adjusted performance measures and a complete presentation of modern quantitative portfolio optimization. Furthermore, all the important modern derivatives and their pricing methods are presented; from basic discounted cash flow methods to Black-Scholes, binomial trees, differential equations, finite difference schemes, Monte Carlo methods, Martingales and Numeraires, terms structure models, etc. The fifth edition of this classic finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging of credit default risk that is inherently incorporated in every derivative-both of which are direct and permanent consequences of the financial crises with a large impact on our understanding of modern derivative valuation. The book will be accompanied by downloadable Excel spread sheets, which demonstrate how the theoretical concepts explained in the book can be turned into valuable algorithms and applications and will serve as an excellent starting point for the reader's own bespoke solutions for valuation and risk management systems. |
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