股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.     

估计死亡率分布的一个最大熵模型

本文提出了一种估计死亡率分布的新模型一最大熵模型。该模型直接从样本信息出发，不需要对待估分布的概率密度函数或先验分布作任何假定，从而克服了极大似然估计和贝叶斯估计的不足。而且通过两个例子的计算结果，表明该方法与样本数据的拟合效果要好于其它两种方法。     

投资组合保险CPPI策略研究

随着期权理论应用的发展,投资组合保险在国外已成为一种盛行的资产配置策略, 常数比例投资组合保险策略(CPPI)以其模型简单、参数的设置又能充分反映投资人不同的风险偏好、而且易于实施,成为大型安全型基金的基金经理首选的投资策略.本文研究并推广了CPPI策略,找出CPPI与期权的关系,讨论了借贷限制对(CPPI策略的影响,最后对CPPI策略在中国市场的可投资性进行了评测.     

农业供应链金融能有效缓解企业的融资约束？——涉农企业参与精准扶贫的实证研究

农业供应链金融为涉农企业融资难问题提供了新思路。本文以上市涉农上市企业2016~2018年的财务数据为样本,探讨了农业供应链金融对缓解企业融资约束的影响,以及涉农企业参与精准扶贫对缓解融资约束的调节作用。研究发现:涉农企业普遍面临融资约束问题,而农业供应链金融显著缓解了涉农企业的融资约束,且对参与精准扶贫企业的融资约束缓解更为显著。本文揭示了:农业供应链金融能有效缓解涉农企业的融资约束问题,再次证明了农业供应链金融缓解涉农企业融资约束的重要性和必要性,拓展了供应链金融研究的领域,同时对企业参与精准扶贫,响应新时期涉农企业社会责任的具体要求,形成政府、企业等共同承担社会责任的多元化减贫治理机制,助力乡村振兴提供相应借鉴。     

Sulfonimidamides in Medicinal and Agricultural Chemistry

The synthesis and evaluation of structural analogues and isosteres are of central importance in medicinal and agricultural chemistry. The sulfonamide functional group represents one of the most important amide isosteres in contemporary drug design, and about 500 such compounds have overcome both the pharmacological and regulatory hurdles that precede studies in humans. The mono aza analogues of sulfonamides, that is, sulfonimidamides, are rapidly gaining popularity as a novel functional group among synthetic chemists involved in the design of biologically active compounds for both pharmaceutical and agrochemical applications. Herein, we review these recent developments to showcase the promise of this functional group.     

基本养老保险缴费心理活动维度的实证研究:个人心理账户视角

本文从心理账户理论视角,通过问卷调查,运用非集计模型,对个人基本养老保险缴费心理活动维度进行了实证研究。研究结果表明,受教育程度、非常规的额外收入、经营性收入、安全型保障账户和风险型存储账户是影响缴费的关键性因素,进而提出引导设立特定缴费心理账户、增强缴费制度弹性,改变缴费者的选择框架, 提升缴费遵从度。     

考虑溯源系统应用的优质农产品双渠道供应链决策研究

优质农产品溯源系统的引入,既能提升有效供给、缩短流通时间,又能降低流通中的数量损耗和价值损失,由此带来了双渠道供应链系统在投资、销售、定价等方面的系列决策问题。考虑制造商开辟电子渠道、从溯源系统降低流通损耗和提高质量出发,分别构建制造商主导型的双渠道供应链决策模型。通过对比分析应用前后各成员在投资、定价及销售方面的最优策略,得到相关的核心边界值。数值仿真结果表明:核心边界值主要与双重损耗的改善程度及其他参数相关,各成员及系统接受溯源系统的应用成本不同,应用成本对各渠道销量的影响程度亦不相同,但各成员调整定价的应用成本边界值是一致的。     

Adsorption of Cd(II) Ions onto Activated Carbon Prepared from Hazelnut Husks

In this study, a batch adsorption of Cd(II) ions onto activated carbon (AC) produced from hazelnut husks were investigated. The factors controlling the adsorption process such as initial pH, agitation time, dosage and initial concentration have been examined. The AC was showed a high affinity to Cd(II) ions at pH values between 5.0 and 7.0. The equilibrium time was found to be 300 minutes. Cd(II) adsorption equilibrium was analyzed with both Langmuir and Freundlich isotherm equations and it was found that Langmuir equations fitted well with the experimental data. Maximum Cd(II) adsorption capacity of AC was calculated to be 20.9 mg g^?1. Cd(II) adsorption kinetics described well with the pseudo second order model. The activated carbon prepared from hazelnut husks is efficient sorbent material for the removal of Cd(II) ions from aqueous solutions.     

Magnetic solid-phase extraction of Zineb by C18-functionalised paramagnetic nanoparticles and determination by first-derivative spectrophotometry

Fe₃O₄-SiO₂-C₁₈ paramagnetic nanoparticles have been synthesised and used as magnetic solid-phase extraction (MSPE) sorbent for the extraction of Zineb from agricultural aqueous samples under ultrasonic condition and quantified through a first-derivative spectrophotometric method. The produced magnetic nanoparticles were characterised by using scanning electron microscopy, X-ray diffraction spectroscopy, Fourier transform infrared spectroscopy and zeta potential reader. The Fe₃O₄-SiO₂-C₁₈ paramagnetic nanoparticles had spherical structures with diameters in the range of 198–201 nm. Further, MSPE was performed by dispersion of Fe₃O₄-SiO₂-C₁₈ paramagnetic nanoparticles in a buffered aqueous solution accompanied by sonication. Next, the sorbents were accumulated by applying an external magnetic field and were washed with 4-(2-pyridylazo) resorcinol-dimethyl sulfoxide solution, for the purpose of desorbing the analyte. The extraction conditions (sample pH, washing and elution solutions, amount of sorbents, time of extraction, sample volume and effect of diverse ions), as well as Zineb-PAR first-order derivative spectra, were also evaluated. The calibration curve of the method was linear in the concentration range of 0.055–24.3 mg L^?1 with a correlation coefficient of 0.991. The limit of detection and limit of quantification values were 0.022 and 0.055 mg L^?1, respectively. The precision of the method for 0.27 mg L^?1 solution of the analyte was found to be less than 3.2%. The recoveries of three different concentrations (0.27, 1.37 and 13.7 mg L^?1) obtained 98.3%, 98.5% and 96.0%, respectively. The proposed Fe₃O₄-SiO₂-C₁₈ paramagnetic nanoparticles were found to have the capability of reusing for 7.0 times.     

微信平台辅助的农科有机化学实验课混合式教学实践

利用微信公众平台和移动网络辅助教学的优点,改革农科院校中非化学专业公共基础有机化学实验课传统教学模式,构建了“课前翻转教学,课中解惑内化,课后巩固提高”的三段混合式新型教学模式,并对此类教学模式的构建原则,特色微信公众平台建设、应用情况及注意事项进行实践研究。