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Neste trabalho determinamos a estrutura dos níveis dos estados quase-ligados e virtuais em sistemas de poços quânticos acoplados de AlGaAs-GaAs na presença de um campo elétrico externo (Voltagem) perpendicular às camadas semicondutoras. As heteroestruturas de AlGaAs-GaAs são modeladas por um conjunto de poços quânticos de potencial unidimensionais. Utilizamos a aproximação de função envelope que reduz o problema à solução usual da Equação de Schroedinger de massa efetiva. Os níveis eletrônicos são então determinados utilizando a solução exata da Eq. de Schroedinger em termos das funções de Airy nos poços e barreiras e um formalismo de Matriz de Iteração com Análise de \"Phase-shift\". Nossos resultados estão em boa concordância com resultados experimentais de transições ópticas. Motivados pelas propriedades singulares dos sistemas de dupla barreira, investigamos o tunelamento ressonante de elétrons através de multi-barreiras e a formação de regiões de resistência negativa na curva característica de corrente X voltagem. Para os processos de tunelamento em multi-barreiras determinamos o Coeficiente de Transmissão, como função da energia do elétron incidente, usando o formalismo de Matriz de Iteração. Este método pode ser bastante útil na interpretação de resultados experimentais nestes dispositivos. Calculamos também a densidade de corrente de tunelamento versus a voltagem aplicada no caso de dupla barreira de modo a interpretar recentes resultados experimentais. / In this work the quasi-bound and virtual levels of both electrons and holes are determined in the case of coupled AlxGa1-xAs-GaAs quantum wells in the presence of an external electric (Voltage) perpendicular to the layers. The heterostructures field of AlxGa1-xAs-GaAs are mimicked by a set of unidimensional quantum well potentials. We employ the envelope function approximation and solve the usual effective mass Schrödinger Equation. The electronic levels are then determined by using the exact solution of Schrödinger Eq. in terms of Airy functions into the wells and barriers and an Iteraction Matrix formalism with the Phase-shift method. Our results are in a good agreement with the experimental results of optical measurements. Motivated by the unusual properties of double-barriers devices we investigated the resonant tunneling of electrons through multi-barriers. The transmission Coefficient as a function of energy of the incident electron is determined by using an Interaction Matrix formalism. This method can be very useful in the interpretation of experimental results in semiconductor devices. We also calculate the tunneling current density as a function of applied voltage in the case of a double-barrier in order to interpret recent experimental results.

Neste trabalho determinamos a estrutura dos níveis dos estados quase-ligados e virtuais em sistemas de poços quânticos acoplados de AlGaAs-GaAs na presença de um campo elétrico externo (Voltagem) perpendicular às camadas semicondutoras. As heteroestruturas de AlGaAs-GaAs são modeladas por um conjunto de poços quânticos de potencial unidimensionais. Utilizamos a aproximação de função envelope que reduz o problema à solução usual da Equação de Schroedinger de massa efetiva. Os níveis eletrônicos são então determinados utilizando a solução exata da Eq. de Schroedinger em termos das funções de Airy nos poços e barreiras e um formalismo de Matriz de Iteração com Análise de \"Phase-shift\". Nossos resultados estão em boa concordância com resultados experimentais de transições ópticas. Motivados pelas propriedades singulares dos sistemas de dupla barreira, investigamos o tunelamento ressonante de elétrons através de multi-barreiras e a formação de regiões de resistência negativa na curva característica de corrente X voltagem. Para os processos de tunelamento em multi-barreiras determinamos o Coeficiente de Transmissão, como função da energia do elétron incidente, usando o formalismo de Matriz de Iteração. Este método pode ser bastante útil na interpretação de resultados experimentais nestes dispositivos. Calculamos também a densidade de corrente de tunelamento versus a voltagem aplicada no caso de dupla barreira de modo a interpretar recentes resultados experimentais. / In this work the quasi-bound and virtual levels of both electrons and holes are determined in the case of coupled AlxGa1-xAs-GaAs quantum wells in the presence of an external electric (Voltage) perpendicular to the layers. The heterostructures field of AlxGa1-xAs-GaAs are mimicked by a set of unidimensional quantum well potentials. We employ the envelope function approximation and solve the usual effective mass Schrödinger Equation. The electronic levels are then determined by using the exact solution of Schrödinger Eq. in terms of Airy functions into the wells and barriers and an Iteraction Matrix formalism with the Phase-shift method. Our results are in a good agreement with the experimental results of optical measurements. Motivated by the unusual properties of double-barriers devices we investigated the resonant tunneling of electrons through multi-barriers. The transmission Coefficient as a function of energy of the incident electron is determined by using an Interaction Matrix formalism. This method can be very useful in the interpretation of experimental results in semiconductor devices. We also calculate the tunneling current density as a function of applied voltage in the case of a double-barrier in order to interpret recent experimental results.

Orientador: Maria Jose Santos Pompeu Brasil / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Fisica Gleb Wataghin / Made available in DSpace on 2018-08-07T10:58:09Z (GMT). No. of bitstreams: 1 Carvalho_HugoBonettede_D.pdf: 6207231 bytes, checksum: fb1d0ba37fa200cd50478aef5caced45 (MD5) Previous issue date: 2006 / Resumo: O objetivo deste trabalho consiste no estudo das propriedades de transporte através de estruturas semicondutoras não-magnéticas: diodos de dupla barreira de potencial ¿ DBD (Double Barrier Diode). Nossa atenção é focada na polarização de spin da corrente de portadores através do dispositivo. Discutimos primeiramente a fenomenologia associada ao transporte e como os DBD podem atuar como filtros de spin. Na sequência apresentamos os procedimentos experimentais utilizados. Combinamos técnicas ópticas e de transporte para caracterizar completamente o transporte através do DBD. Apresentamos os resultados experimentais obtidos na investigação de DBD com poço de GaAs e barreiras simétricas de AlAs com dopagens p-i-p e p-i-n sob ação de campos magnéticos. Para ambos os diodos, demonstramos que os processos de tunelamento através do DBD associados ao efeito Zeeman resultam na seleção da natureza de spin dos portadores. Ainda para o diodo p-i-p, reportamos uma modulação da energia de separação para diferentes spins pela voltagem externa aplicada ao DBD. Esta modulação é uma evidência experimental do acoplamento entre o campo elétrico efetivo e o grau de liberdade de spin dos portadores. Por fim, concluímos que DBD não-magnéticos podem ser utilizados como filtros de spin controlados por voltagem no desenvolvimento de dispositivos spintrônicos / Abstract: The aim of this work was to study the transport properties of nonmagnetic semiconductor heterostructures: double barrier diodes ¿ DBD. Our attention was focused on the carrier spin polarization through the structure. First we present the phenomenology behind the carrier transport and how the DBD can act as a spin filter. In the sequence, we present the experimental procedures. We combine optical and transport measurements to completely characterize the transport through the DBD. We present the results of the investigation of a p-i-p and a p-i-n symmetric GaAs/AlAs DBD under a magnetic field. For both diodes, we show that the tunneling processes through the DBD associated to Zeeman effect can result in the selection of the carriers spin. For the p-i-p sample, we also report a modulation of the spin-splitting energy by an external bias which is an experimental evidence of coupling between the electric field and the spin degree of freedom of carriers. These results demonstrate that a nonmagnetic DBD can be used as a voltage-controlled spin filter for the development of spintronic devices / Doutorado / Física da Matéria Condensada / Doutor em Ciências

Un des dilemmes au quel doit faire face la technologie MRAM est la réduction de la consommation énergétique et l’amélioration des vitesses d’accès aux données sans compromettre la rétention des données. Une des solutions possibles passe par les jonctions tunnel magnétiques à double barrière(JTMDB) dont l’amplitude du couple de transfert de spin de la couche de stockage peut être réglée par le choix de la configuration magnétique des électrodes. Cela permet ainsi des modes d’opération lecture/écriture plus fiables pour les MRAM. Malgré la réduction de moitié du courant de commutation, une étude précédente sur les JTMDB avec aimantation dans le plan signale des commutations indésirables en mode lecture liées au couple de transfert de spin perpendiculaire. Dans cette thèse, nous étudions plus en détail l’interaction complexe entre les couples de transfert de spin planaire et perpendiculaire dans ces structures à double barrière. Les mesures effectuées en utilisant courant DC ou des impulsions en tension de courte durée dans des JTMDB avec des barrières symétriques et asymétriques ont montré la présence du couple de transfert de spin perpendiculaire en mode lecture et en mode écriture. De plus, dans les JTMDB avec barrières symétriques en mode lecture, nous démontrons la commutation pure déclenchée par le couple de transfert de spin perpendiculaire qui est proportionnel à la tension quadratique et ajusté par le préfacteur. En outre, ce couple de transfert de spin favorise l’alignement antiparallèle entre les aimantations de la couche de stockage et les deux couches de référence. Les résultats obtenus expérimentalement sont en accord avec des simulations macrospin effectuée avec un choix adéquat des préfacteurs des couples de transfert de spin planaire et perpendiculaire. Afin de supprimer l’influence du couple de transfert de spin perpendiculaire, réduire encore plus le courant d’écriture et permettre la miniaturisation des JTM, nous avons développé et fabriqué des JTMDB avec anisotropie perpendiculaire (p-JTMDB). Des nouvelles multicouches sans couche de croissance avec une anisotropie magnétique perpendiculaire amélioré ont été conçues et introduites dans p-JTMDB fonctionnelles comme référence du haut. Les p-JTMDB optimisées ont été fabriquées en nanopiliers de diamètre inférieur à 300 nm et le couple de transfert de spin étudié expérimentalement en mode lecture et écriture. L’utilisation du W au lieu de Ta comme couche intercalaire dans la couche de stockage FeCoB/couche intercalaire/FeCoB a montré une amélioration de l’efficacité du couple de transfert de spin d’un facteur 3. En mode écriture, les p-JTMDB ont aussi démontré un considérable renforcement de l’efficacité du couple de transfert de spin par comparaison aux p-JTM à simple barrière. En mode lecture, la commutation est empêchée au centre de la région bistable mais la stabilité thermique de l’état magnétique se dégrade aux tensions élevées. Parmi plusieurs explications proposées pour ce phénomène, la réduction de la aimantation à saturation et de l’anisotropie effective avec l’augmentation de la température par effet Joule semble la plus probable selon des simulations macrospin. / One of the dilemmas faced by the present STT-MRAM technology is the reduction of the power consumption and increase of data access speed without jeopardizing the data retention. A possible solution lies on the double barrier magnetic tunnel junction (DBMTJ) where the amplitude of the spin transfer torque (STT) on the storage layer can be tuned through a proper magnetic configuration of the outer electrodes. Thus providing more reliable read/write operation modes for MRAM. Despite the reduction in half of the switching current, previous studies on DBMTJs with in-plane magnetization report undesired switchings in read mode associated with field-like torque. In this thesis, we further investigate the complex interplay between damping-like and field-like torques in these double barrierstructures. Measurements using DC current and short voltage pulses in DBMTJ with symmetric and asymmetric barriers have revealed a strong presence of the field-like torque both in write and read modes. Moreover, in DBMTJs with symmetric barriers set in read mode, we demonstrate pure field-like torque switching which is proportional to a quadratic voltage and adjusted by a b2 prefactor. Furthermore, this torque favors a antiparallel alignment between the storage layer magnetization and the two references’ magnetizations. The results obtained experimentally were in agreement with macrospin simulation performed with a proper tuning of the damping-like and field-like torque prefactors. In order to suppress the field-like torque and aiming for a further reduction of the writing currents and enhancedscalability of MTJs, we developed and realized DBMTJs with perpendicular anisotropy (p-DBMTJs). Novel seedless multilayers with improved perpendicular magnetic anisotropy to be used as top reference were designed and implemented in functional p-DBMTJs. The optimized p-DBMTJs were patterned into sub-300nm nanopillars and the spin transfer torque studied experimentally in write and read modes.The use of W instead of Ta as a spacer in the FeCoB/spacer/FeCoB composite storage layer showed a 3x improvement of STT efficiency. In write mode, p-DBMTJs have also demonstrated a considerable enhancement of STT efficiency when compared to single barrier p-MTJs. In read mode, switching has been prevented at the center of the bistable region but its thermal stability degraded with high voltage. Among several proposed explanations of this phenomenon, the reduction of the saturation magnetization and effective anisotropy with increasing temperature has been supported by macrospin simulations as the most probable one.

本文主要評價與分析兩種結構型債券：一為目標贖回雪球型利率連動債、一為雙匯率連動債。 第一個商品利率連動債券為十年期、每季付息債券，其指標利率為三個月期LIBOR利率。本文以BGM市場模型進行評價，同時考慮40個遠期三個月期LIBOR利率的動態過程，而每個動態過程之間的相關係數為一40維度的方陣，為了加速計算速度採用Weigel(2004)運用線性代數降秩的方法，使原本相關係數矩陣由「秩40」降為「秩11」後，不僅可以加快運算速度又不會使原本相關係數矩陣失真。以蒙地卡羅模擬利率路徑評價後並進行敏感性分析。 第二個商品雙匯率連動債券連結到兩個匯率指標：歐元兌日圓及美元兌新台幣。其中連結歐元兌日圓匯率的報酬型態為雙界限出局二元選擇權，而連結美元兌新台幣匯率的報酬型態為下出界選擇權。本文利用Ritchken(1995)三元樹分別建構兩個匯率界限選擇權的評價，並發現歐元兌日圓匯率界限選擇權的價值佔債券面額的比例極小，故之後只針對美元兌新台幣匯率界限選擇權進行敏感性分析。

Du fait de leurs propriétés avantageuses en termes de rétention des données, densité de stockage et faible courant critique pour l'écriture par courant polarisé en spin (STT), les jonctions tunnel magnétiques à anisotropie perpendiculaire sont devenues prédominantes dans les études sur les applications aux mémoires magnétiques MRAM. Les travaux de cette thèse s'inscrivent dans ce contexte avec pour but l'amélioration des propriétés de transport et d'anisotropie de telles structures ainsi que la réalisation d'empilements encore plus complexes tels que des doubles jonctions perpendiculaires. Grâce à l'étude des propriétés magnétiques et des mesures de MagnétoRésistance Tunnel (TMR), il apparaît que pour optimiser les performances des jonctions tunnel, l'ensemble des épaisseurs des couches composant l'empilement doit être adapté. Des compromis sont souvent nécessaires pour obtenir à la fois une forte anisotropie perpendiculaire et des signaux de TMR élevés. Des études en fonction des épaisseurs magnétiques ont permis de déterminer les aimantations à saturation, épaisseurs critiques et couches mortes dans les couches de référence et de stockage de jonctions standard avec électrode libre supérieure et couverture Ta. Ce type de jonction a pu être nano-fabriqué sous forme de piliers circulaires afin de tester l'écriture par STT. Sachant que l'anisotropie perpendiculaire provient essentiellement de l'interface métal/oxyde, la couverture Ta a été ensuite remplacée par une deuxième couche de MgO, permettant d'améliorer significativement l'anisotropie de la couche libre. En introduisant une seconde référence au-dessus de cette jonction, des doubles jonctions perpendiculaires fonctionnelles ont pu être fabriquées. Des couches de stockage antiferromagnétiques synthétiques de la forme CoFeB/insert/CoFeB ont pu être développées et apparaissent suffisamment stables pour pouvoir remplacer les traditionnelles références à base de multicouches Co/Pt. / Due to their advantageous properties in terms of data retention, storage density and critical current density for Spin Transfer Torque (STT) switching, the magnetic tunnel junctions with perpendicular anisotropy have become predominant in the developments for MRAM applications. The aim of this thesis is to improve the anisotropy and transport properties of such structures and to realize even more complex stacks such as perpendicular double junctions. Studies on the magnetic properties and Tunnel MagnetoResistance (TMR) measurements showed that to optimize the performances of the junctions, all the thicknesses of the different layers constituting the stack have to be adapted. To guaranty both a large TMR as well a strong perpendicular anisotropy, compromises are most of the time needed. Studies as a function of magnetic thickness enabled to extract the saturation magnetization, the critical thickness and the magnetic dead layer thickness both in the bottom reference and the top storage layer in structures capped with Ta. This type of junction could be tested electrically after patterning the sample into nanopillars. Knowing that perpendicular anisotropy mostly arises at the metal/oxide interface, the Ta capping layer was replaced by a MgO one, leading to a huge increase in the anisotropy of the free layer. A second top reference was then added on such a stack to create functional perpendicular double junctions. CoFeB/insertion/CoFeB synthetic antiferromagnetic storage layers could be developed and were proved to be stable enough to replace the standard Co/Pt-based reference layers.

本文的主要內容為評價JPMorgan Chase & Co.（美國摩根大通銀行）及UBS（瑞士銀行）所發行的兩檔結構型票券，共同的特色是票券為保本型且不付息，報酬條款中附有雙重界限觸及失效選擇權，其價值對於標的資產的波動程度相當敏感。一旦標的資產價格觸及任一界限，具有額外收益的選擇權將失效，投資人僅能拿回原始投資本金，相當於損失了原本可能獲得的無風險利息。 　　針對雙重界限觸及失效選擇權，我們使用顯式、隱式以及Crank-Nicolson三種有限差分法來進行評價，並比較蒙地卡羅模擬和封閉解的結果，藉以了解各種方法的準確性及效率。接著我們求算避險參數Greeks，分析發行商所面臨的風險。同時根據市場未來的情況，分析投資人的預期收益，進而了解這種商品在市場上廣為流通的原因，以及此類新奇結構型商品對於風險的重分配方式，如何締造買方賣方雙贏的局面。

Barrier options are the most popular and traded derivatives in the financial market because of their lower prices. Many studies have been conducted to develop the methods of pricing barrier options. Barrier option prices can be calculated using the classical binomial tree method, but it is time-consuming when we have a large number of time periods. Muroi and Yamada have developed a new fast algorithm to obtain the prices of barrier options by using the spectral expansion approach. We implement and check this algorithm by doing more extensive numerical experimental studies and showing that the same prices calculated using the binomial tree method can also be obtained using the spectral binomial tree approach with a higher computational speed.

In this work, multi-band (multi-color) detector structures considering different semiconductor device concepts and architectures are presented. Results on detectors operating in ultraviolet-to-infrared regions (UV-to-IR) are discussed. Multi-band detectors are based on quantum dot (QD) structures; which include quantum-dots-in-a-well (DWELL), tunneling quantum dot infrared photodetectors (T-QDIPs), and bi-layer quantum dot infrared photodetectors (Bi-QDIPs); and homo-/heterojunction interfacial workfunction internal photoemission (HIWIP/HEIWIP) structures. QD-based detectors show multi-color characteristics in mid- and far-infrared (MIR/FIR) regions, where as HIWIP/HEIWIP detectors show responses in UV or near-infrared (NIR) regions, and MIR-to-FIR regions. In DWELL structures, InAs QDs are placed in an InGaAs/GaAs quantum well (QW) to introduce photon induced electronic transitions from energy states in the QD to that in QW, leading to multi-color response peaks. One of the DWELL detectors shows response peaks at ∼ 6.25, ∼ 10.5 and ∼ 23.3 µm. In T-QDIP structures, photoexcited carriers are selectively collected from InGaAs QDs through resonant tunneling, while the dark current is blocked using AlGaAs/InGaAsAlGaAs/ blocking barriers placed in the structure. A two-color T-QDIP with photoresponse peaks at 6 and 17 µm operating at room temperature and a 6 THz detector operating at 150 K are presented. Bi-QDIPs consist of two layers of InAs QDs with different QD sizes. The detector exhibits three distinct peaks at 5.6, 8.0, and 23.0 µm. A typical HIWIP/HEIWIP detector structure consists of a single (or series of) doped emitter(s) and undoped barrier(s), which are placed between two highly doped contact layers. The dual-band response arises from interband transitions of carriers in the undoped barrier and intraband transitions in the doped emitter. Two HIWIP detectors, p-GaAs/GaAs and p-Si/Si, showing interband responses with wavelength thresholds at 0.82 and 1.05 µm, and intraband responses with zero response thresholds at 70 and 32 µm, respectively, are presented. HEIWIP detectors based on n-GaN/AlGaN show an interband response in the UV region and intraband response in the 2-14 µm region. A GaN/AlGaN detector structure consisting of three electrical contacts for separate UV and IR active regions is proposed for simultaneous measurements of the two components of the photocurrent generated by UV and IR radiation.