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CONCLUSION The analysis of the exposure measurement problem has shown that the proper measurement of counterparty exposure for portfolios of derivatives transactions is a complex task that cannot be performed without making a lot of simplifying assumptions. Because of the complicated interaction of correlation effects and offsettings from different transactions, the single transaction framework which is currently used by most banks is definitely not capable of accurately determining the portfolio credit risk. When simulation techniques are applied to estimate exposure, the accuracy of exposure estimations can be increased significantly. However, a lot of modelling choices has to be made concerning the valuation of transactions and the stochastic model of underlying market rates. Because the system has to make projections of market rates into the far future, the choice of an appropriate stochastic model for market rate dynamics is crucial in order to prevent unreasonable scenarios. The predominant application of models based on Brownian Motion in today’s bank risk management therefore leads to questionable results in respect to derivatives exposure evaluation.
A lot of interest has recently been paid to constraint-based definitions and extensions of Tree Adjoining Grammars (TAG). Examples are the so-called quasi-trees, D-Tree Grammars and Tree Description Grammars. The latter are grammars consisting of a set of formulars denoting trees. TDGs are derivation based where in each derivation step a conjunction is built of the old formular, a formular of the grammar and additional equivalences between node names of the two formulars. This formalism is more powerfull than TAGs. TDGs offer the advantages of MC-TAG and D-Tree Grammars for natural languages and they allow underspecification. However the problem is that TDGs might be unnecessarily powerfull for natural languages. To solve this problem, in this paper, I will propose a local TDGs, a restricted version of TDGs. Local TDGs still have the advantages of TDGs but they are semilinear and therefore more appropriate for natural languages. First, the notion of the semilinearity is defined. Then local TDGs are introduced, and, finally, semilinearity of local Tree Description Languages is proven.
A commonly held view in the literature on Scrambling and Clitic Doubling is that both constructions are sensitive to Specificity. For this reason Sportiche (1992) proposes to unify the two, an approach which has become quite standard in the relevant literature ever since. However, the claim that clitic doubling is the counterpart of Germanic scrambling has never been substantiated. In this paper we present extensive evidence from Greek that Clitic Doubling has common formal properties with Germanic Scrambling/Object Shift. Our evidence consists mainly of binding facts observed when doubling takes place, which seem, at first sight, to be completely unexpected. On closer inspection, however, it turns out that these facts are strongly reminiscent of the effects showing up in Germanic scrambling. We propose that these properties can be derived under a theory of clitic constructions along the lines of Sportiche (1992) implemented into the framework of Chomsky (1995). Finally we suggest the that the crosslinguistic distribution of Scrambling as opposed to Clitic Doubling should be linked to a parameter relating to properties of Agr: Move/Merge XP vs. Move/Merge X° to Agr. We show that this parameter unifies the behaviour of subjects and objects within a language and across languages. The paper is organised as follows. In section 2 we present evidence from binding, interpretational and prosodic effects that doubling and scrambling display very similar properties. In section 3 we present Sportiches account and point out some problems for it. In section 4 we present our proposal.
We study the time scale for pressure equilibration in heavy ion collisions at AGS energies within the three-fluid hydrodynamical model and a microscopic cascade model (UrQMD). We find that kinetic equilibrium is reached in both models after a time of 5 fm/c (center-of-mass time). Thus, observables which are sensitive to the early stage of the reaction differ considerably from the expectations within the instant thermalization scenario (one-fluid hydrodynamical model).
Basic problems of the semiclassical microscopic modelling of strongly interacting systems are discussed within the framework of Quantum Molecular Dynamics (QMD). This model allows to study the influence of several types of nucleonic interactions on a large variety of observables and phenomena occur- ring in heavy ion collisions at relativistic energies. It is shown that the same predictions can be obtained with several numerically completely di erent and independently written programs as far as the same model parameters are employed and the same basic approximations are made. Many observ- ables are robust against variations of the details of the model assumptions used. Some of the physical results, however, depend also on rather technical parameters like the preparation of the initial configuration in phase space. This crucial problem is connected with the description of the ground state of single nuclei, which di ers among the various approaches. An outlook to an improved molecular dynamics scheme for heavy ion collisions is given.
Abstract: We study transverse expansion and directed flow in Au(11AGeV)Au reactions within a multi-fluid dynamical model. Although we do not employ an equation of state (EoS) with a first order phase transition, we find a slow increase of the transverse velocities of the nucleons with time. A similar behaviour can be observed for the directed nucleon flow. This is due to non-equilibrium e ects which also lead to less and slower conversion of longitudinal into transverse momentum. We also show that the proton rapidity distribution at CERN energies, as calculated within this model, agrees well with the preliminary NA44-data.
To describe ultrarelativistic heavy-ion collisions we construct a three-fluid hydrodynamical model. In contrast to one-fluid hydrodynamics, it accounts for the finite stopping power of nuclear matter, i.e. for nonequilibrium e ects in the early stage of the reaction. Within this model, we study baryon dynamics in the BNL-AGS energy range. For the system Au+Au we find that kinetic equilibrium between projectile and target nucleons is established only after a time teq CM H 5 fm/c C 2RAu/³CM. Observables which are sensitive to the early stage of the collision (like e.g. nucleon flow) therefore di er considerably from those calculated in the one-fluid model.
We examine the properties of both forms of strange matter, small lumps of strange quark matter (strangelets) and of strange hadronic matter (Metastable Exotic Multihypernuclear Objects: MEMOs) and their relevance for present and future heavy ion searches. The strong and weak decays are discussed separately to distinguish between long-lived and short-lived candidates where the former ones are detectable in present heavy ion experiments while the latter ones in future heavy ion experiments, respectively. We find some long-lived strangelet candidates which are highly negatively charged with a mass to charge ratio like a anti deuteron (M/Z 2) but masses of A=10 to 16. We predict also many short-lived candidates, both in quark and in hadronic form, which can be highly charged. Purely hyperonic nuclei like the (2 02 ) are bound and have a negative charge while carrying a positive baryon number. We demonstrate also that multiply charmed exotics (charmlets) might be bound and can be produced at future heavy ion colliders.
Measured hadron yields from relativistic nuclear collisions can be equally well understood in two physically distinct models, namely a static thermal hadronic source vs. a time-dependent, nonequilibrium hadronization o a quark-gluon plasma droplet. Due to the time-dependent particle evapora- tion o the hadronic surface in the latter approach the hadron ratios change (by factors of <H 5) in time. Final particle yields reflect time averages over the actual thermodynamic properties of the system at a certain stage of the evolution. Calculated hadron, strangelet and (anti-)cluster yields as well as freeze-out times are presented for di erent systems. Due to strangeness distillation the system moves rapidly out of the T, µq plane into the µs-sector. Classif.: 25.75.Dw, 12.38.Mh, 24.85.+p
We discuss the early evolution of ultrarelativistic heavy-ion collisions within a multi- fluid dynamical model. In particular, we show that due to the finite mean-free path of the particles compression shock waves are smeared out considerably as compared to the one-fluid limit. Also, the maximal energy density of the baryons is much lower. We discuss the time scale of kinetic equilibration of the baryons in the central region and its relevance for directed flow. Finally, thermal emission of direct photons from the fluid of produced particles is calculated within the three-fluid model and two other simple expansion models. It is shown that the transverse momentum and rapidity spectra of photons give clue to the cooling law and the early rapidity distribution of the photon source.