δγ法在期权风险估值(VaR)中的应用

当金融衍生产品具有期权性质时,即其价格的变动与基础资产变动之间存在非线性关系时,利用一般的VaR模型很难衡量其风险值。为了解决这个问题,加入期权的γ值来修正δ值,采用δγ法来近似计算期权的VaR值,不仅反映了基础资产价格变动对期权价格的影响,同时也反映了δ的变动率γ对期权价格的影响。     

A sulfonating ionic liquid for one-pot pseudo four-component synthesis of novel 3-chlorosulfonyl-δ-sultones: A novel class of fluorescent compounds

An active imidazolium-based ionic liquid mixture was developed for efficient synthesis of some novel 4,6-diaryl-3-(chlorosulfonyl)-1,2-oxathiine-2,2-dioxides (chlorosulfonyl-δ-sultones) from simple acetophenones at room temperature. The ionic liquid mixture acts as a catalyst to condense two molecules of an acetophenone derivative and as a mild sulfonating agent to convert the resulting condensate into 4,6-diaryl-1,2-oxathiine-2,2-dioxides, and finally as a chlorosulfonating reagent to deliver the desired fully unsaturated chlorosulfonyl-δ-sultones in onepot. The products were separated easily from the reaction mixture and showed valuable fluorescence properties. The structures of these products are in good agreement with their ¹H NMR, ¹³C NMR, and mass spectral data. All rights reserved.     

Enantioselective organocatalytic approach to δ-lactones bearing a fused cyclohexanone scaffold

A new method based on the cascade reaction between β,γ-unsaturated-α-ketophosphonates and cyclic 1,3-dicarbonyls is reported for the synthesis of highly enantiomerically enriched δ-lactones bearing a fused cyclohexenone scaffold. The target products bearing a δ-lactone moiety and one stereogenic center were obtained in good to excellent yields (83–96%) and enantioselectivities (63:32–95:5 er). The best results were obtained in the presence of a chiral Brønsted base catalyst derived from the cinchona alkaloid quinine and modified by a squaramide moiety.     

Effects of Praseodymium Doping on Conductivity and Oxygen Permeability of Cobalt-Free Perovskite-Type Oxide BaFeO3-δ

Among the perovskite-type oxides with symmetrical structure applied in oxygen permeable membranes, cubic phase structure is the most favorable for oxygen permeation.In order to stabilize the cubic perovskite structure of BaFeO_3-δ material at room temperature, iron was partially substituted by praseodymium.BaFe_1-yPr_yO_3-δ powders were synthesized by a solid state reaction method, and sintered samples were prepared from the synthesized BaFe_1-yPr_yO_3-δ powders.X-ray diffraction results reveal that the BaFe_1-yPr_yO_3-δ samples remain cubic structure at praseodymium substitution amount of y=0.05, 0.075, 0.1.Scanning electron microscope observation indicates that the sintered samples contain only a small amount of enclosed pores and the grain size of BaFe_1-yPr_yO_3-δ increase monotonically with the increase of the praseodymium doping amount, praseodymium doping promotes the grain size growth.Tests of electrical conductivity and oxygen permeation flux show that praseodymium doping improves the conduction properties of BaFe_1-yPr_yO_3-δ and BaFe_0.9Pr_0.1O_3-δ composition has an electrical conductivity of 6.5 S/cm and an oxygen permeation of 1.112 mL/(cm²·min) at 900 ℃, respectively.High temperature XRD investigation shows that the crystal structure of BaFe_0.975Pr_0.025O_3-δ membrane completely transform to cubic phase at 700 ℃.The present test results have shown that partially substitution of Fe by praseodymium in BaFeO₃ can stabilize the cubic structure and improve the properties.     

冷压与热压处理对YBa2Cu3O7-δ的结构相变和超导电性的影响

 本文研究了冷压（2.2~5.2 GPa）与热压（2.2 GPa,2.50~950 ℃）对YBa₂Cu₃O_7-δ的正交→四方相转变区和超导电性的影响。冷压保持其正交结构,但破坏了超导性,在98 K（失超点）到室温呈半导体特性,再在空气中烧结,可恢复液氮温区的零电阻状态。以Cu锅密封样品,热压处理至950 ℃,不发生Cu的析出。热压处理后,98 K（失超点）到室温呈半导体特性,再经通氧烧结,于86 K出现零电阻。热压处理过程,从450~950 ℃为正交→四方转变区。950 ℃为转变结束温度,大大高于氧气、空气、氮气、真空状态的温度。400 ℃附近为起始转变温度,低于氮气、氧气气氛的温度。因此相变区加宽。T_0-t结束温度升高,与Cu锅的抑制还原作用有密切关系。如降低高压淬火速率（<<10² ℃/s）,或随后辅以氧气氛中的后处理,将有利于获得既有高密度又有高T_c的YBa₂Cu₃O_7-δ超导体。     

Anomalies in magnetic susceptibility of nonstoichiometric Nd2NiO4+δ (δ=0.049, 0.065, 0.077, 0.234)

We have investigated the influence of oxygen excess on structural and physical properties of the Nd₂NiO_4+δ compounds. Using the citrate method and subsequent annealing in air and in a reducing atmosphere a various oxygen-doped compounds were prepared. X-ray diffraction at room temperature shows that structure is strongly oxygen excess dependent. Thus, by increasing δ by up to 0.077, the compounds adopt a tetragonal structure gradually with a biphasic domain between orthorhombic and tetragonal structures. And at higher δ values, the structure becomes orthorhombic. Moreover, Rietveld analysis shows that for δ<0.077 the presence of two crystalline phases with different oxygen excess: it should be the signature of interstitial oxygen, which is distributed in heterogeneous way. The biphasic products are composed of a stoichiometric Nd₂NiO₄ phase (orthorhombic structure) and a tetragonal Nd₂NiO_4.077 phase. Magnetic susceptibility shows a deviation from Curie-Weiss law for lower oxygen excess (δ?0.077). Moreover, some anomalies in dc magnetic susceptibility curves was observed at 45, 95 and 130 K for δ<0.077. These transitions are connected to the tetragonal phase, and were attributed, respectively, to an antiferromagnetic transition, possible charge ordering and structural transition.     

Fluorescent microscopic determination of cadmium in water samples with the self-ordered ring of α,β,γ,δ-tetra(5-sulfophenyl)porphine formed on the solid support of glass slides

A self-ordered ring (SOR) technique is first proposed for the determination of trace metal ions based on the capillary effect of solvent on a solid support. At pH 9.1, α,β,γ,δ-tetra(5-sulfophenyl)porphine could form an SOR on the surfaces of hydrophobic glass slides with the aid of poly(vinyl alcohol), and the fluorescence intensity of the SOR was found to be quantitatively quenched by Cd(II). An SOR method for the determination of Cd(II) was established in the range 1.0×10⁻¹⁴ to 2.0×10⁻¹³ mol, and the limit of detection was 5 fmol (3σ). Water samples were analyzed with an R.S.D. of 3.2-3.8%. The quantification basis of the SOR method, the relationships between the radius of the SOR and volume of the droplet are theoretically discussed.     

A short enantioselective synthesis of homocitric acid-γ-lactone and 4-hydroxy-homocitric acid-γ-lactones

A simple method for the synthesis of enantiopure homocitric acid γ-lactone and its 4-hydroxy analogues starting from spiro-γ-dilactone, in up to 74% isolated yield is described.     

Copper mediated scalemic organolithium reagents in alkaloid syntheses

Scalemic 2-pyrrolidinylcuprates generated via asymmetric deprotonation of N-Boc-pyrrolidine followed by treatment with THF soluble CuCN·2LiCl react with ω-functionalized vinyl halides to afford 2-alkenyl-N-Boc-pyrrolidines. N-Boc deprotection and cyclization via intramolecular N-alkylation generates the pyrrolizidine or indolizidine skeletons. Subsequent functional group manipulation affords enantioenriched (+)-heliotridane, (+)-isoretronecanol, a formal synthesis of (+)-laburnine, (+)-(R)-2,3,5,7a-tetrahydro-1H-pyrrolizine, (R)-1,2,3,5,6,8a-hexahydroindolizine, (+)-ent-δ-coniceine, (+)-tashiromine and (+)-5-epitashiromine.     

FLAPW方法研究δ-钚单层表面几何和电子结构

采用全势线性缀加平面波（FLAPW）方法, 在广义梯度近似（GGA）下研究了单层δ-钚（100）和（111）面的几何和电子结构. 结果表明,自旋-轨道耦合对平衡几何结构的影响强于自旋极化,与体相相比,表面晶格常数显著收缩,实验上可选择晶格常数相对较小的物质作为δ-钚薄膜的沉积基体. 表面原子由于近邻原子数目的减少,5f电子波函数重叠几率的降低,更多地表现出局域化特征,（100）面5f电子的局域化程度强于（111）面.