Probing the Freezeout Mechanisms and Isospin Effects in Multifragmentation PDF Download
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Author: Wanpeng Tan
Publisher:
ISBN:
Category : Collisions (Nuclear physics)
Languages : en
Pages : 458
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Book Description
Author: Wanpeng Tan
Publisher:
ISBN:
Category : Collisions (Nuclear physics)
Languages : en
Pages : 458
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Book Description
Author:
Publisher:
ISBN:
Category : Geology
Languages : en
Pages : 1260
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Author:
Publisher:
ISBN:
Category : Hydrology
Languages : en
Pages : 300
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Author:
Publisher:
ISBN:
Category : Geology
Languages : en
Pages : 1258
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Book Description
Issue identified as 1935 covers names used through Dec. 1935.
Author: Frank Hall Knowlton
Publisher:
ISBN:
Category :
Languages : en
Pages : 834
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Author: Benito Arruñada
Publisher: Springer Science & Business Media
ISBN: 1475790864
Category : Science
Languages : en
Pages : 413
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Book Description
The 12th Winter Workshop on Nuclear Dynamics carried on the tradition, started in 1978, of bringing together scientists working in all regimes of nuclear dynamics. This broad range of related topics allows the researcher attending the Workshop to be exposed to work that normally would be considered outside his/her field, but could po tentially add a new dimension to the understanding of his/her work. At Snowbird, we brought together experimentalists working with heavy ion beams from 10 MeV/nucleon up to 200 GeV /nucleon and theoretical physicists working in diverse areas ranging from antisymmetrized fermionic dynamics to perturbative quantum chromo dynamics. Fu ture work at RHIC was discussed also, with presentations from several of the experimen tal groups. In addition, several talks addressed issues of cross-disciplinary relevance, from the study of water-drop-collisions, to the multi-fragmentation of buckyballs. Clearly the field of nuclear dynamics has a bright future. The understanding of the nuclear equation of state in all of its manifestations is being expanded on all fronts both theoretically and experimentally. Future Workshops on Nuclear Dynamics will certainly have much progress to report. Gary D. Westfall Wolfgang Bauer Michigan State Universzty v PREVIOUS WORKSHOPS The following table contains a list of the dates and locations of the previous Winter Workshops on Nuclear Dynamics as well as the members of the organizing committees. The chairpersons of the conferences are underlined.
Author: Paul Edward Koehler
Publisher: World Scientific
ISBN: 9789812382498
Category : Science
Languages : en
Pages : 272
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Book Description
The spallation neutron source (SNS) being built at the Oak Ridge National Laboratory (ORNL) will be by far the highest flux pulsed source of epithermal neutrons in the world when it comes on line in 2006. Although the main thrust of the science program at the SNS will be materials science, the facility could provide outstanding opportunities for research in nuclear astrophysics, fundamental symmetries, and applied nuclear physics. To review the current status of these fields and to begin to assemble the scientific case and the community of researchers for future experiments at the SNS, a workshop on ?Astrophysics, Symmetries, and Applied Physics? was held in March 2002 at the ORNL. Over 60 scientists, representing 11 US and 4 foreign universities as well as many national laboratories around the world, participated in the workshop. The proceedings describe the current state of research in those fields and the future opportunities at the SNS.
Author:
Publisher:
ISBN:
Category : Montana
Languages : en
Pages : 610
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Author:
Publisher:
ISBN:
Category : Benton Lake National Wildlife Refuge (Mont.)
Languages : en
Pages : 118
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Author: Michel Crouhy
Publisher: World Scientific
ISBN: 9814759341
Category : Business & Economics
Languages : en
Pages : 2039
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Book Description
Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the 'structural' approach to risky debt valuation. The CCA considers all stakeholders of the corporation as holding contingent claims on the assets of the corporation. Each claim holder has different priorities, maturities and conditions for payouts. It is based on the principle that all the assets belong to all the liability holders.The BSM modeling framework gives the basic fundamental version of the structural model where default is assumed to occur when the net asset value of the firm at the maturity of the pure-discount debt becomes negative, i.e., market value of the assets of the firm falls below the face value of the firm's liabilities. In a regime of limited liability, the shareholders of the firm have the option to default on the firm's debt. Equity can be viewed as a European call option on the firm's assets with a strike price equal to the face value of the firm's debt. Actually, CCA can be used to value all the components of the firm's liabilities, equity, warrants, debt, contingent convertible debt, guarantees, etc.In the four volumes we present the major academic research on CCA in corporate finance starting from 1973, with seminal papers of Black and Scholes (1973) and Merton (1973, 1974). Volume I covers the foundation of CCA and contributions on equity valuation. Volume II focuses on corporate debt valuation and the capital structure of the firm. Volume III presents empirical evidence on the valuation of debt instruments as well as applications of the CCA to various financial arrangements. The papers in Volume IV show how to apply the CCA to analyze sovereign credit risk, contingent convertible bonds (CoCos), deposit insurance and loan guarantees. Volume 1: Foundations of CCA and Equity ValuationVolume 1 presents the seminal papers of Black and Scholes (1973) and Merton (1973, 1974). This volume also includes papers that specifically price equity as a call option on the corporation. It introduces warrants, convertible bonds and taxation as contingent claims on the corporation. It highlights the strong relationship between the CCA and the Modigliani-Miller (M&M) Theorems, and the relation to the Capital Assets Pricing Model (CAPM). Volume 2: Corporate Debt Valuation with CCAVolume 2 concentrates on corporate bond valuation by introducing various types of bonds with different covenants as well as introducing various conditions that trigger default. While empirical evidence indicates that the simple Merton's model underestimates the credit spreads, additional risk factors like jumps can be used to resolve it. Volume 3: Empirical Testing and Applications of CCAVolume 3 includes papers that look at issues in corporate finance that can be explained with the CCA approach. These issues include the effect of dividend policy on the valuation of debt and equity, the pricing of employee stock options and many other issues of corporate governance. Volume 4: Contingent Claims Approach for Banks and Sovereign DebtVolume 4 focuses on the application of the contingent claim approach to banks and other financial intermediaries. Regulation of the banking industry led to the creation of new financial securities (e.g., CoCos) and new types of stakeholders (e.g., deposit insurers).
