THE PRESSURE DERIVATIVE
|
|
- Nickolas Fields
- 2 years ago
- Views:
Transcription
1 Tom Aage Jelmer NTNU Dearmen of Peroleum Engineering and Alied Geohysics THE PRESSURE DERIVATIVE The ressure derivaive has imoran diagnosic roeries. I is also imoran for making ye curve analysis more reliable. The field curves may be mached agains wo ye curves raher han one. The logarihmic ressure derivaive has he advanage of being dimensionwise consisen wih ressure. Hence hey may be dislayed in he same coordinae sysem. Drawdown During radial flow he following equaion alies: B k kh ln 4π ϕµ cr w The above equaion will show u as a sraigh line on a versus ln lo. This imlies ha he logarihmic ressure derivaive will be consan. S d d ln B The above equaion will show u as a horizonal line in any coordinae sysem. By use of he chain rule he logarihmic derivaive may be exressed in erms of he ime derivaive: d d ln d d During he wellbore sorage eriod sorage eriod he following equaion alies: qb s The logarihmic derivaive becomes: d d ln qb s which is he same righ hand side as for he ressure difference,. Flow eriod diagnosics is bes done in a log-log coordinae sysem. Taking he logarihm on boh sides of he above equaion yields:
2 log ' [ ln] qb log + log The above equaion will show u as a sraigh line wih sloe one. Wellbore sorage followed by radial flow has a characerisic shae on diagnosic (log log) lo which is shown below. s Figure : Pressure and ressure derivaive diagnosic lo for drawdown This examle illusraes he diagnosic roeries of he ressure derivaive. The wellbore sorage may be recognized as a sraigh line wih uni sloe and he radial flow eriod will show u as a horizonal line. Buildu The dimensionless ressure change for build u is: ( ) ( + ) + ( ) DBU D D D D D D D Suose here are wo simulaneous radial flow eriods. Then he buildu may be described by he modified Horner equaion B k (ln S) ϕµ c r ( + ) BU + w where BU ws. The ressure difference is illusraed below. Noe ha is he las recorded flowing ressure. Tom Aage Jelmer THE PRESSURE DERIVATIVE
3 Figure : The develomen of P BU wih ime. One may define an equivalen ime: e + Subsiuion of he equivalen ime ino he buildu equaion yields: B k e (ln ϕµ c r BU + S w Observe ha he above equaion has he same aearance as he corresonding drawdown equaion. The ressure derivaive becomes: ) which will lo like a horizonal line. d w d ln e B Immediaely afer he well has been closed, fluid will coninue o flow ino he well. This henomenon has been called aferflow. From he definiion of equivalen ime, we conclude ha for small values of shuin ime, here is essenially no difference beween he shuin ime,, and equivalen ime, e,. Hence: e Tom Aage Jelmer THE PRESSURE DERIVATIVE 3
4 Suose he well was closed during a radial flow eriod. Then he dimensionless buildu equaion during aferflow will simlify o: DBU D sd ln D + D D Noe ha he laer erm is essenially be zero for small values of. Hence he buildu equaion during aferflow is he same as for wellbore sorage during a drawdown es. DBU D SD The equivalen dimensional equaion becomes: qb BU S The above equaion will show u as a sraigh line wih uni sloe on a log-log lo. The diagnosic lo for a ransiion from aferflow o radial flow is shown below. Figure 3: The buildu diagnosic lo has he same aearance as for drawdown. For an old well, he condiion ha shuin ime is small in comarison wih he roducion ime is valid during he enire es, hen he buildu equaion will simlify o: B k BU ln s ϕµ crw Tom Aage Jelmer THE PRESSURE DERIVATIVE 4
5 The ransiion beween wellbore sorage and radial flow will show u as he revious curves when loed agains he shuin ime. Figure 4: Pressure and ressure derivaive for buildu in an old well, >> Derivaion algorihm A derivaive is usually aroximaed by a finie difference quoien. As such i is sensiive o noise. Some smoohing may be necessary o filer ou high frequency noise. Mos numerical filers deend on an even samling rae. This is rarely he case in well esing. For a non-even sacing beween samled he oins, he derivaive may be aroximaed by he sloe of a leas square line hrough neigbouring oins. All oins in he inerval conribue o he comued derivaive. Tom Aage Jelmer THE PRESSURE DERIVATIVE 5
6 Figure 5: Schemaic of a 7 oin leas square filer An alernaive algorihm uses hree oins only, he oin of ineres, one o he lef and one o he righ. Figure 6: Schemaic of a derivaion algorihm The derivaive is aroximaed as he weighed average beween he lef and righ hand sloes. d dx i + + Tom Aage Jelmer THE PRESSURE DERIVATIVE 6
7 A smaller difference,, on he horizonal axis leads o a beer aroximaion of he derivaive. Hence he highes weigh facor is alied o he finie difference quoien wih he smalles difference. I is recommended o sar wih consecuive oins. If he degree of noise is unacceable, hen he disances and have o be increased. The oins and are seleced as he firs oins such ha If x ln e, hen and, L ln L. ln i i L L has been called he smoohing arameer. The degree of smoohing will increase wih increasing smoohing arameer. On he oher hand, he accuracy of he derivaive aroximaion will decrease. Hence L should be ke as small as ossible. Exerience has shown ha L 0. is ofen a naural choice. Any derivaion algorihm has a roblem near he ends of he inerval. The calculaion scheme is hen running ou of oins. This henomenon has been called he end effec of he ressure derivaive. These regions have o be reaed searaely. One soluion is o reduce he smoohing arameer close o he ends of he inervals. Tom Aage Jelmer THE PRESSURE DERIVATIVE 7
Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)
Mahemaics in Pharmacokineics Wha and Why (A second aemp o make i clearer) We have used equaions for concenraion () as a funcion of ime (). We will coninue o use hese equaions since he plasma concenraions
The Transport Equation
The Transpor Equaion Consider a fluid, flowing wih velociy, V, in a hin sraigh ube whose cross secion will be denoed by A. Suppose he fluid conains a conaminan whose concenraion a posiion a ime will be
Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m
Chaper 2 Problems 2.1 During a hard sneeze, your eyes migh shu for 0.5s. If you are driving a car a 90km/h during such a sneeze, how far does he car move during ha ime s = 90km 1000m h 1km 1h 3600s = 25m
Economics Honors Exam 2008 Solutions Question 5
Economics Honors Exam 2008 Soluions Quesion 5 (a) (2 poins) Oupu can be decomposed as Y = C + I + G. And we can solve for i by subsiuing in equaions given in he quesion, Y = C + I + G = c 0 + c Y D + I
Duration and Convexity ( ) 20 = Bond B has a maturity of 5 years and also has a required rate of return of 10%. Its price is $613.
Graduae School of Business Adminisraion Universiy of Virginia UVA-F-38 Duraion and Convexiy he price of a bond is a funcion of he promised paymens and he marke required rae of reurn. Since he promised
WHAT ARE OPTION CONTRACTS?
WHAT ARE OTION CONTRACTS? By rof. Ashok anekar An oion conrac is a derivaive which gives he righ o he holder of he conrac o do 'Somehing' bu wihou he obligaion o do ha 'Somehing'. The 'Somehing' can be
Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling
Name: Algebra II Review for Quiz #13 Exponenial and Logarihmic Funcions including Modeling TOPICS: -Solving Exponenial Equaions (The Mehod of Common Bases) -Solving Exponenial Equaions (Using Logarihms)
CALCULATION OF OMX TALLINN
CALCULATION OF OMX TALLINN CALCULATION OF OMX TALLINN 1. OMX Tallinn index...3 2. Terms in use...3 3. Comuaion rules of OMX Tallinn...3 3.1. Oening, real-ime and closing value of he Index...3 3.2. Index
Return Calculation of U.S. Treasury Constant Maturity Indices
Reurn Calculaion of US Treasur Consan Mauri Indices Morningsar Mehodolog Paper Sepeber 30 008 008 Morningsar Inc All righs reserved The inforaion in his docuen is he proper of Morningsar Inc Reproducion
Optimal Real-Time Scheduling for Hybrid Energy Storage Systems and Wind Farms Based on Model Predictive Control
Energies 2015, 8, 8020-8051; doi:10.3390/en8088020 Aricle OPEN ACCESS energies ISSN 1996-1073 www.mdi.com/journal/energies Oimal Real-Time Scheduling for Hybrid Energy Sorage Sysems and Wind Farms Based
17 Laplace transform. Solving linear ODE with piecewise continuous right hand sides
7 Laplace ransform. Solving linear ODE wih piecewise coninuous righ hand sides In his lecure I will show how o apply he Laplace ransform o he ODE Ly = f wih piecewise coninuous f. Definiion. A funcion
Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary
Random Walk in -D Random walks appear in many cones: diffusion is a random walk process undersanding buffering, waiing imes, queuing more generally he heory of sochasic processes gambling choosing he bes
Motion Along a Straight Line
Moion Along a Sraigh Line On Sepember 6, 993, Dave Munday, a diesel mechanic by rade, wen over he Canadian edge of Niagara Falls for he second ime, freely falling 48 m o he waer (and rocks) below. On his
ANALYTIC PROOF OF THE PRIME NUMBER THEOREM
ANALYTIC PROOF OF THE PRIME NUMBER THEOREM RYAN SMITH, YUAN TIAN Conens Arihmeical Funcions Equivalen Forms of he Prime Number Theorem 3 3 The Relaionshi Beween Two Asymoic Relaions 6 4 Dirichle Series
Answer, Key Homework 2 David McIntyre 45123 Mar 25, 2004 1
Answer, Key Homework 2 Daid McInyre 4123 Mar 2, 2004 1 This prin-ou should hae 1 quesions. Muliple-choice quesions may coninue on he ne column or page find all choices before making your selecion. The
Chapter 4: Exponential and Logarithmic Functions
Chaper 4: Eponenial and Logarihmic Funcions Secion 4.1 Eponenial Funcions... 15 Secion 4. Graphs of Eponenial Funcions... 3 Secion 4.3 Logarihmic Funcions... 4 Secion 4.4 Logarihmic Properies... 53 Secion
2.5 Life tables, force of mortality and standard life insurance products
Soluions 5 BS4a Acuarial Science Oford MT 212 33 2.5 Life ables, force of moraliy and sandard life insurance producs 1. (i) n m q represens he probabiliy of deah of a life currenly aged beween ages + n
Morningstar Investor Return
Morningsar Invesor Reurn Morningsar Mehodology Paper Augus 31, 2010 2010 Morningsar, Inc. All righs reserved. The informaion in his documen is he propery of Morningsar, Inc. Reproducion or ranscripion
PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE
Profi Tes Modelling in Life Assurance Using Spreadshees PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE Erik Alm Peer Millingon 2004 Profi Tes Modelling in Life Assurance Using Spreadshees
Chapter 8: Regression with Lagged Explanatory Variables
Chaper 8: Regression wih Lagged Explanaory Variables Time series daa: Y for =1,..,T End goal: Regression model relaing a dependen variable o explanaory variables. Wih ime series new issues arise: 1. One
1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t,
Homework6 Soluions.7 In Problem hrough 4 use he mehod of variaion of parameers o find a paricular soluion of he given differenial equaion. Then check your answer by using he mehod of undeermined coeffiens..
Diagnostic Examination
Diagnosic Examinaion TOPIC XV: ENGINEERING ECONOMICS TIME LIMIT: 45 MINUTES 1. Approximaely how many years will i ake o double an invesmen a a 6% effecive annual rae? (A) 10 yr (B) 12 yr (C) 15 yr (D)
Task is a schedulable entity, i.e., a thread
Real-Time Scheduling Sysem Model Task is a schedulable eniy, i.e., a hread Time consrains of periodic ask T: - s: saring poin - e: processing ime of T - d: deadline of T - p: period of T Periodic ask T
I. Basic Concepts (Ch. 1-4)
(Ch. 1-4) A. Real vs. Financial Asses (Ch 1.2) Real asses (buildings, machinery, ec.) appear on he asse side of he balance shee. Financial asses (bonds, socks) appear on boh sides of he balance shee. Creaing
AP Calculus AB 2010 Scoring Guidelines
AP Calculus AB 1 Scoring Guidelines The College Board The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and opporuniy. Founded in 1, he College
2.2 Time Series Analysis 2.2.1 Preliminaries 2.2.2 Various Types of Stochastic Processes 2.2.3 Parameters of Univariate and Bivariate Time Series
. Time Series Analysis.. Preliminaries.. Various Tyes of Sochasic Processes..3 Parameers of Univariae and Bivariae Time Series..4 Esimaing Covariance Funcions and Secra . Time Series Analysis The cenral
Forecasting, Ordering and Stock- Holding for Erratic Demand
ISF 2002 23 rd o 26 h June 2002 Forecasing, Ordering and Sock- Holding for Erraic Demand Andrew Eaves Lancaser Universiy / Andalus Soluions Limied Inroducion Erraic and slow-moving demand Demand classificaion
Sensor Network with Multiple Mobile Access Points
Sensor Newor wih Mulile Mobile Access Poins Parvahinahan Veniasubramaniam, Qing Zhao and Lang Tong School of Elecrical and Comuer Engineering Cornell Universiy, Ihaca, NY 4853, USA Email: v45@cornell.edu,{qzhao,long}@ece.cornell.edu
Table of contents Chapter 1 Interest rates and factors Chapter 2 Level annuities Chapter 3 Varying annuities
Table of conens Chaper 1 Ineres raes and facors 1 1.1 Ineres 2 1.2 Simple ineres 4 1.3 Compound ineres 6 1.4 Accumulaed value 10 1.5 Presen value 11 1.6 Rae of discoun 13 1.7 Consan force of ineres 17
Present Value Methodology
Presen Value Mehodology Econ 422 Invesmen, Capial & Finance Universiy of Washingon Eric Zivo Las updaed: April 11, 2010 Presen Value Concep Wealh in Fisher Model: W = Y 0 + Y 1 /(1+r) The consumer/producer
Individual Health Insurance April 30, 2008 Pages 167-170
Individual Healh Insurance April 30, 2008 Pages 167-170 We have received feedback ha his secion of he e is confusing because some of he defined noaion is inconsisen wih comparable life insurance reserve
Nikkei Stock Average Volatility Index Real-time Version Index Guidebook
Nikkei Sock Average Volailiy Index Real-ime Version Index Guidebook Nikkei Inc. Wih he modificaion of he mehodology of he Nikkei Sock Average Volailiy Index as Nikkei Inc. (Nikkei) sars calculaing and
= r t dt + σ S,t db S t (19.1) with interest rates given by a mean reverting Ornstein-Uhlenbeck or Vasicek process,
Chaper 19 The Black-Scholes-Vasicek Model The Black-Scholes-Vasicek model is given by a sandard ime-dependen Black-Scholes model for he sock price process S, wih ime-dependen bu deerminisic volailiy σ
Optimal Investment and Consumption Decision of Family with Life Insurance
Opimal Invesmen and Consumpion Decision of Family wih Life Insurance Minsuk Kwak 1 2 Yong Hyun Shin 3 U Jin Choi 4 6h World Congress of he Bachelier Finance Sociey Torono, Canada June 25, 2010 1 Speaker
CHAPTER FIVE. Solutions for Section 5.1
CHAPTER FIVE 5. SOLUTIONS 87 Soluions for Secion 5.. (a) The velociy is 3 miles/hour for he firs hours, 4 miles/hour for he ne / hour, and miles/hour for he las 4 hours. The enire rip lass + / + 4 = 6.5
Equation for a line. Synthetic Impulse Response 0.5 0.5. 0 5 10 15 20 25 Time (sec) x(t) m
Fundamenals of Signals Overview Definiion Examples Energy and power Signal ransformaions Periodic signals Symmery Exponenial & sinusoidal signals Basis funcions Equaion for a line x() m x() =m( ) You will
Markit Excess Return Credit Indices Guide for price based indices
Marki Excess Reurn Credi Indices Guide for price based indices Sepember 2011 Marki Excess Reurn Credi Indices Guide for price based indices Conens Inroducion...3 Index Calculaion Mehodology...4 Semi-annual
Inductance and Transient Circuits
Chaper H Inducance and Transien Circuis Blinn College - Physics 2426 - Terry Honan As a consequence of Faraday's law a changing curren hrough one coil induces an EMF in anoher coil; his is known as muual
The Application of Multi Shifts and Break Windows in Employees Scheduling
The Applicaion of Muli Shifs and Brea Windows in Employees Scheduling Evy Herowai Indusrial Engineering Deparmen, Universiy of Surabaya, Indonesia Absrac. One mehod for increasing company s performance
LLC Resonant Converter Reference Design using the dspic DSC
LLC Resonan Converer Reference Design using he dspic DSC 2010 Microchip Technology Incorporaed. All Righs Reserved. LLC Resonan Converer Webinar Slide 1 Hello, and welcome o his web seminar on Microchip
4. International Parity Conditions
4. Inernaional ariy ondiions 4.1 urchasing ower ariy he urchasing ower ariy ( heory is one of he early heories of exchange rae deerminaion. his heory is based on he concep ha he demand for a counry's currency
Chapter 6: Business Valuation (Income Approach)
Chaper 6: Business Valuaion (Income Approach) Cash flow deerminaion is one of he mos criical elemens o a business valuaion. Everyhing may be secondary. If cash flow is high, hen he value is high; if he
Principal components of stock market dynamics. Methodology and applications in brief (to be updated ) Andrei Bouzaev, bouzaev@ya.
Principal componens of sock marke dynamics Mehodology and applicaions in brief o be updaed Andrei Bouzaev, bouzaev@ya.ru Why principal componens are needed Objecives undersand he evidence of more han one
Credit Index Options: the no-armageddon pricing measure and the role of correlation after the subprime crisis
Second Conference on The Mahemaics of Credi Risk, Princeon May 23-24, 2008 Credi Index Opions: he no-armageddon pricing measure and he role of correlaion afer he subprime crisis Damiano Brigo - Join work
The Experts In Actuarial Career Advancement. Product Preview. For More Information: email Support@ActexMadRiver.com or call 1(800) 282-2839
P U B L I C A T I O N S The Eers In Acuarial Career Advancemen Produc Preview For More Informaion: email Suor@AceMadRiver.com or call (8) 8-839 Preface P- Conens Preface P-7 Syllabus Reference P- Flow
1 HALF-LIFE EQUATIONS
R.L. Hanna Page HALF-LIFE EQUATIONS The basic equaion ; he saring poin ; : wrien for ime: x / where fracion of original maerial and / number of half-lives, and / log / o calculae he age (# ears): age (half-life)
APPLICATION OF Q-MEASURE IN A REAL TIME FUZZY SYSTEM FOR MANAGING FINANCIAL ASSETS
Inernaional Journal on Sof Comuing (IJSC) Vol.3, No.4, November 202 APPLICATION OF Q-MEASURE IN A REAL TIME FUZZY SYSTEM FOR MANAGING FINANCIAL ASSETS Penka Georgieva and Ivan Pochev 2 Burgas Free Universiy,
A closer look at Black Scholes option thetas
J Econ Finan (2008) 32:59 74 DOI 0.007/s297-007-9000-8 A closer look a Black Scholes oion heas Douglas R. Emery & Weiyu Guo & Tie Su Published online: Ocober 2007 # Sringer Science & Business Media, LLC
Illiquidity and Pricing Biases in the Real Estate Market
Illiquidiy and ricing Biases in he Real Esae arke Zhenguo Lin Fannie ae 39 Wisconsin Avenue Washingon DC 16 Kerry D. Vandell School of Business Universiy of Wisconsin adison 975 Universiy Avenue adison,
12. TESTING OF CEMENT PART 1.
Chaper 12-Tesing of Cemen Par 1 12. TESTING OF CEMENT PART 1. 12.1 Densiy The densiy is he fundamenal physical characerisic of he maerial. Densiy is defined by mass of a uni volume of a maerial subsance,
The option pricing framework
Chaper 2 The opion pricing framework The opion markes based on swap raes or he LIBOR have become he larges fixed income markes, and caps (floors) and swapions are he mos imporan derivaives wihin hese markes.
µ r of the ferrite amounts to 1000...4000. It should be noted that the magnetic length of the + δ
Page 9 Design of Inducors and High Frequency Transformers Inducors sore energy, ransformers ransfer energy. This is he prime difference. The magneic cores are significanly differen for inducors and high
Chapter 6 Interest Rates and Bond Valuation
Chaper 6 Ineres Raes and Bond Valuaion Definiion and Descripion of Bonds Long-erm deb-loosely, bonds wih a mauriy of one year or more Shor-erm deb-less han a year o mauriy, also called unfunded deb Bond-sricly
Usefulness of the Forward Curve in Forecasting Oil Prices
Usefulness of he Forward Curve in Forecasing Oil Prices Akira Yanagisawa Leader Energy Demand, Supply and Forecas Analysis Group The Energy Daa and Modelling Cener Summary When people analyse oil prices,
Investigation of Viaduct Movements during Train Pass Using GPS Technique
53 Invesigaion of Viaduc Movemens during Train Pass Using GP Technique Rzeeca. Cellmer. and Raisi J. Insiue of Geodesy Universiy of Warmia and Mazury in Olszyn Poland E-mail: jace.rainsi@gmail.com Absrac
TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS
TEMPORAL PATTERN IDENTIFICATION OF TIME SERIES DATA USING PATTERN WAVELETS AND GENETIC ALGORITHMS RICHARD J. POVINELLI AND XIN FENG Deparmen of Elecrical and Compuer Engineering Marquee Universiy, P.O.
Why Did the Demand for Cash Decrease Recently in Korea?
Why Did he Demand for Cash Decrease Recenly in Korea? Byoung Hark Yoo Bank of Korea 26. 5 Absrac We explores why cash demand have decreased recenly in Korea. The raio of cash o consumpion fell o 4.7% in
International Journal of Supply and Operations Management
Inernaional Journal of Supply and Operaions Managemen IJSOM May 05, Volume, Issue, pp 5-547 ISSN-Prin: 8-59 ISSN-Online: 8-55 wwwijsomcom An EPQ Model wih Increasing Demand and Demand Dependen Producion
The Grantor Retained Annuity Trust (GRAT)
WEALTH ADVISORY Esae Planning Sraegies for closely-held, family businesses The Granor Reained Annuiy Trus (GRAT) An efficien wealh ransfer sraegy, paricularly in a low ineres rae environmen Family business
INTEREST RATE FUTURES AND THEIR OPTIONS: SOME PRICING APPROACHES
INTEREST RATE FUTURES AND THEIR OPTIONS: SOME PRICING APPROACHES OPENGAMMA QUANTITATIVE RESEARCH Absrac. Exchange-raded ineres rae fuures and heir opions are described. The fuure opions include hose paying
BALANCE OF PAYMENTS. First quarter 2008. Balance of payments
BALANCE OF PAYMENTS DATE: 2008-05-30 PUBLISHER: Balance of Paymens and Financial Markes (BFM) Lena Finn + 46 8 506 944 09, lena.finn@scb.se Camilla Bergeling +46 8 506 942 06, camilla.bergeling@scb.se
Microstructure of Russian stock market and profitability of market making
КОНСОРЦИУМ ЭКОНОМИЧЕСКИХ ИССЛЕДОВАНИЙ И ОБРАЗОВАНИЯ - РОССИЯ И СНГ ECOOMICS EDUCATIO AD RESEARCH COSORTIUM RUSSIA AD CIS G. Kolodyazhny and A. Medvedev Microsrucure of Russian sock marke and rofiabiliy
Price elasticity of demand for crude oil: estimates for 23 countries
Price elasiciy of demand for crude oil: esimaes for 23 counries John C.B. Cooper Absrac This paper uses a muliple regression model derived from an adapaion of Nerlove s parial adjusmen model o esimae boh
Making Use of Gate Charge Information in MOSFET and IGBT Data Sheets
Making Use of ae Charge Informaion in MOSFET and IBT Daa Shees Ralph McArhur Senior Applicaions Engineer Advanced Power Technology 405 S.W. Columbia Sree Bend, Oregon 97702 Power MOSFETs and IBTs have
COMPUTATION OF CENTILES AND Z-SCORES FOR HEIGHT-FOR-AGE, WEIGHT-FOR-AGE AND BMI-FOR-AGE
COMPUTATION OF CENTILES AND Z-SCORES FOR HEIGHT-FOR-AGE, WEIGHT-FOR-AGE AND BMI-FOR-AGE The mehod used o consruc he 2007 WHO references relied on GAMLSS wih he Box-Cox power exponenial disribuion (Rigby
Statistical Analysis with Little s Law. Supplementary Material: More on the Call Center Data. by Song-Hee Kim and Ward Whitt
Saisical Analysis wih Lile s Law Supplemenary Maerial: More on he Call Cener Daa by Song-Hee Kim and Ward Whi Deparmen of Indusrial Engineering and Operaions Research Columbia Universiy, New York, NY 17-99
Signal Processing and Linear Systems I
Sanford Universiy Summer 214-215 Signal Processing and Linear Sysems I Lecure 5: Time Domain Analysis of Coninuous Time Sysems June 3, 215 EE12A:Signal Processing and Linear Sysems I; Summer 14-15, Gibbons
Working Paper On the timing option in a futures contract. SSE/EFI Working Paper Series in Economics and Finance, No. 619
econsor www.econsor.eu Der Open-Access-Publikaionsserver der ZBW Leibniz-Informaionszenrum Wirschaf The Open Access Publicaion Server of he ZBW Leibniz Informaion Cenre for Economics Biagini, Francesca;
Risk Modelling of Collateralised Lending
Risk Modelling of Collaeralised Lending Dae: 4-11-2008 Number: 8/18 Inroducion This noe explains how i is possible o handle collaeralised lending wihin Risk Conroller. The approach draws on he faciliies
Chapter 9 Bond Prices and Yield
Chaper 9 Bond Prices and Yield Deb Classes: Paymen ype A securiy obligaing issuer o pay ineress and principal o he holder on specified daes, Coupon rae or ineres rae, e.g. 4%, 5 3/4%, ec. Face, par value
Term Structure of Prices of Asian Options
Term Srucure of Prices of Asian Opions Jirô Akahori, Tsuomu Mikami, Kenji Yasuomi and Teruo Yokoa Dep. of Mahemaical Sciences, Risumeikan Universiy 1-1-1 Nojihigashi, Kusasu, Shiga 525-8577, Japan E-mail:
The Time Value of Money
THE TIME VALUE OF MONEY CALCULATING PRESENT AND FUTURE VALUES Fuure Value: FV = PV 0 ( + r) Presen Value: PV 0 = FV ------------------------------- ( + r) THE EFFECTS OF COMPOUNDING The effecs/benefis
Pricing Fixed-Income Derivaives wih he Forward-Risk Adjused Measure Jesper Lund Deparmen of Finance he Aarhus School of Business DK-8 Aarhus V, Denmark E-mail: jel@hha.dk Homepage: www.hha.dk/~jel/ Firs
13. a. If the one-year discount factor is.905, what is the one-year interest rate?
CHAPTER 3: Pracice quesions 3. a. If he one-year discoun facor is.905, wha is he one-year ineres rae? = DF = + r 0.905 r = 0.050 = 0.50% b. If he wo-year ineres rae is 0.5 percen, wha is he wo-year discoun
Emergence of Fokker-Planck Dynamics within a Closed Finite Spin System
Emergence of Fokker-Planck Dynamics wihin a Closed Finie Spin Sysem H. Niemeyer(*), D. Schmidke(*), J. Gemmer(*), K. Michielsen(**), H. de Raed(**) (*)Universiy of Osnabrück, (**) Supercompuing Cener Juelich
Making a Faster Cryptanalytic Time-Memory Trade-Off
Making a Faser Crypanalyic Time-Memory Trade-Off Philippe Oechslin Laboraoire de Securié e de Crypographie (LASEC) Ecole Polyechnique Fédérale de Lausanne Faculé I&C, 1015 Lausanne, Swizerland philippe.oechslin@epfl.ch
Analogue and Digital Signal Processing. First Term Third Year CS Engineering By Dr Mukhtiar Ali Unar
Analogue and Digial Signal Processing Firs Term Third Year CS Engineering By Dr Mukhiar Ali Unar Recommended Books Haykin S. and Van Veen B.; Signals and Sysems, John Wiley& Sons Inc. ISBN: 0-7-380-7 Ifeachor
LEASING VERSUSBUYING
LEASNG VERSUSBUYNG Conribued by James D. Blum and LeRoy D. Brooks Assisan Professors of Business Adminisraion Deparmen of Business Adminisraion Universiy of Delaware Newark, Delaware The auhors discuss
Form measurement systems from Hommel-Etamic Geometrical tolerancing in practice DKD-K-02401. Precision is our business.
Form measuremen sysems from Hommel-Eamic Geomerical olerancing in pracice DKD-K-02401 Precision is our business. Drawing enries Tolerance frame 0.01 0.01 Daum leer Tolerance value in mm Symbol for he oleranced
Single-machine Scheduling with Periodic Maintenance and both Preemptive and. Non-preemptive jobs in Remanufacturing System 1
Absrac number: 05-0407 Single-machine Scheduling wih Periodic Mainenance and boh Preempive and Non-preempive jobs in Remanufacuring Sysem Liu Biyu hen Weida (School of Economics and Managemen Souheas Universiy
IMPLICIT OPTIONS IN LIFE INSURANCE CONTRACTS FROM OPTION PRICING TO THE PRICE OF THE OPTION. Tobias Dillmann * and Jochen Ruß **
IMPLICIT OPTIONS IN LIFE INSURANCE CONTRACTS FROM OPTION PRICING TO THE PRICE OF THE OPTION Tobias Dillmann * and Jochen Ruß ** ABSTRACT Insurance conracs ofen include so-called implici or embedded opions.
E0 370 Statistical Learning Theory Lecture 20 (Nov 17, 2011)
E0 370 Saisical Learning Theory Lecure 0 (ov 7, 0 Online Learning from Expers: Weighed Majoriy and Hedge Lecurer: Shivani Agarwal Scribe: Saradha R Inroducion In his lecure, we will look a he problem of
Price Controls and Banking in Emissions Trading: An Experimental Evaluation
This version: March 2014 Price Conrols and Banking in Emissions Trading: An Experimenal Evaluaion John K. Sranlund Deparmen of Resource Economics Universiy of Massachuses-Amhers James J. Murphy Deparmen
Constant Data Length Retrieval for Video Servers with Variable Bit Rate Streams
IEEE Inernaional Conference on Mulimedia Compuing & Sysems, June 17-3, 1996, in Hiroshima, Japan, p. 151-155 Consan Lengh Rerieval for Video Servers wih Variable Bi Rae Sreams Erns Biersack, Frédéric Thiesse,
Prostate Cancer. Options for Localised Cancer
Prosae Cancer Opions for Localised Cancer You or someone you know is considering reamen opions for localised prosae cancer. his leafle is designed o give you a shor overview of he opions available. For
Multiprocessor Systems-on-Chips
Par of: Muliprocessor Sysems-on-Chips Edied by: Ahmed Amine Jerraya and Wayne Wolf Morgan Kaufmann Publishers, 2005 2 Modeling Shared Resources Conex swiching implies overhead. On a processing elemen,
DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS
DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS Hong Mao, Shanghai Second Polyechnic Universiy Krzyszof M. Osaszewski, Illinois Sae Universiy Youyu Zhang, Fudan Universiy ABSTRACT Liigaion, exper
The Greek financial crisis: growing imbalances and sovereign spreads. Heather D. Gibson, Stephan G. Hall and George S. Tavlas
The Greek financial crisis: growing imbalances and sovereign spreads Heaher D. Gibson, Sephan G. Hall and George S. Tavlas The enry The enry of Greece ino he Eurozone in 2001 produced a dividend in he
ARCH 2013.1 Proceedings
Aricle from: ARCH 213.1 Proceedings Augus 1-4, 212 Ghislain Leveille, Emmanuel Hamel A renewal model for medical malpracice Ghislain Léveillé École d acuaria Universié Laval, Québec, Canada 47h ARC Conference
Smooth Priorities for Multi-Product Inventory Control
Smooh rioriies for Muli-roduc Invenory Conrol Francisco José.A.V. Mendonça*. Carlos F. Bispo** *Insiuo Superior Técnico - Universidade Técnica de Lisboa (email:favm@mega.is.ul.p) ** Insiuo de Sisemas e
Module 3 Design for Strength. Version 2 ME, IIT Kharagpur
Module 3 Design for Srengh Lesson 2 Sress Concenraion Insrucional Objecives A he end of his lesson, he sudens should be able o undersand Sress concenraion and he facors responsible. Deerminaion of sress
Double Entry System of Accounting
CHAPTER 2 Double Enry Sysem of Accouning Sysem of Accouning \ The following are he main sysem of accouning for recording he business ransacions: (a) Cash Sysem of Accouning. (b) Mercanile or Accrual Sysem
OPERATION MANUAL. Indoor unit for air to water heat pump system and options EKHBRD011ABV1 EKHBRD014ABV1 EKHBRD016ABV1
OPERAION MANUAL Indoor uni for air o waer hea pump sysem and opions EKHBRD011ABV1 EKHBRD014ABV1 EKHBRD016ABV1 EKHBRD011ABY1 EKHBRD014ABY1 EKHBRD016ABY1 EKHBRD011ACV1 EKHBRD014ACV1 EKHBRD016ACV1 EKHBRD011ACY1
Tribology International
Tribology Inernaional 53 (2012) 61 67 Conens liss available a SciVerse ScienceDirec Tribology Inernaional journal homeage: www.elsevier.com/locae/riboin lasic yield inceion of an indened coaed fla and
SOLUTIONS RADIOLOGICAL FUNDAMENTALS PRACTICE PROBLEMS FOR TECHNICAL MAJORS
SOLUTIONS RADIOLOGICAL FUNDAMENTALS PRACTICE PROBLEMS FOR TECHNICAL MAJORS Noe: Two DOE Handbooks are used in conjuncion wih he pracice quesions and problems below o provide preparaory maerial for he NPS
Stochastic Optimal Control Problem for Life Insurance
Sochasic Opimal Conrol Problem for Life Insurance s. Basukh 1, D. Nyamsuren 2 1 Deparmen of Economics and Economerics, Insiue of Finance and Economics, Ulaanbaaar, Mongolia 2 School of Mahemaics, Mongolian
BALANCE OF PAYMENTS AND FINANCIAL MA REPORT 2015. All officiell statistik finns på: www.scb.se Statistikservice: tfn 08-506 948 01
RKET BALANCE OF PAYMENTS AND FINANCIAL MA REPORT 2015 All officiell saisik finns på: www.scb.se Saisikservice: fn 08-506 948 01 All official saisics can be found a: www.scb.se Saisics service, phone +46
ABSTRACT KEYWORDS. Term structure, duration, uncertain cash flow, variable rates of return JEL codes: C33, E43 1. INTRODUCTION
THE VALUATION AND HEDGING OF VARIABLE RATE SAVINGS ACCOUNTS BY FRANK DE JONG 1 AND JACCO WIELHOUWER ABSTRACT Variable rae savings accouns have wo main feaures. The ineres rae paid on he accoun is variable
Foreign Exchange and Quantos
IEOR E4707: Financial Engineering: Coninuous-Time Models Fall 2010 c 2010 by Marin Haugh Foreign Exchange and Quanos These noes consider foreign exchange markes and he pricing of derivaive securiies in
Life insurance cash flows with policyholder behaviour
Life insurance cash flows wih policyholder behaviour Krisian Buchard,,1 & Thomas Møller, Deparmen of Mahemaical Sciences, Universiy of Copenhagen Universiesparken 5, DK-2100 Copenhagen Ø, Denmark PFA Pension,