Convexity Bias in the Pricing of Eurodollar Swaps

The traditional use of LIBOR futures prices to obtain surrogates for the Eurodollar forward rates is proved to yield a systematic bias in the pricing of Eurodollar swaps when one assumes that the yield curve is well described by the Heath-Jarrow-Morton model. The resulting theoretical inequality is consistent with the empirical observations of Burghardt and Hoskins (1995), and it provide a theoretical basis for price anomalies that are suggested by more recent empirical data.     

韧性金属裂纹尖端损伤区内应变场测量——数字散斑相关法应用

本文用数字散斑相关方法测量了五种不同幂硬化指数韧性金属材料(铝和铜),双边裂纹尖端细观区域内应变场.对所得结果用韧性损伤模型进行了分析.在此法中以金属自然表面结构为散斑场,不同加载状态的散斑场进行比较,得到相对变形与应变.图象之间相关性 C 是变形参数或是位移及其导数的泛函.使其相关性 C 取最大值的试凑变形即为其真实变形场.这一方法在细观测量中应用得到满意的结果.     

Overview: The Potential of silanes for chromate replacement in metal finishing industries

Trialkoxysilanes (or silanes) have emerged as a very promising alternative for chromates in metal finishing industries. Compared to the conventional chromating processes, the major merits of silane-based surface treatments include: eco-compliance, easy-control processing, comparable corrosion protection of metals as well as paint adhesion to a variety of topcoats. In this overview paper, we report the recent status of silane studies including results of corrosion performance tests, the mechanism of corrosion protection of metals by silanes and the themal stabilities of silane films. We also address the new fields that we are beginning to explore such as nano-structured silane films, “self-healing” silane films, and “super-primers”.     

Potentiometric studies on the complexation equilibria between some trivalent lanthanide metal ions and biologically active 2-hydroxy-1-naphthaldehyde thiosemicarbazone (HNATS)

Summary The chelation behaviour of some trivalent lanthanide and yttrium metal ion with biologically active 2-hydroxy-1-naphthaldehyde thiosemicarbazone (HNATS) has been investigated by potentiomotric measurements at 20±0.5°C in 75% (v/v) dioxane-water medium at various ionic strengths of sodium perchlorate. The method of Bjerrum and Calvin, as modified by Irving and Rossotti has been used to find out the values of (average number of ligand bound per metal ion) andpL (free ligand exponent). The formation constants of metal chelates have been computed on a PC-XT computer, using a program patterned after that of Sullivan et al. to give _n values using weighted least squares method. TheS _min values (S _min =²) have been calculated. The order of formation constants of chelates was found to be: La³⁺3+3+3+3+3+3+3+3+3+. The formation constants of the chelates formed have been correlated to size and ionization potentials of the metal ions.

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Potentiometrische Untersuchungen der Komplexierungsgleichgewichte zwischen einigen trivalenten Metallionen und biologisch aktivem 2-Hydroxy-1-naphthaldehyd-thiosemicarbazon (HNATS)

Zusammenfassung Es wurde das Chelierungsverhalten einiger trivalenter Lanthanidenionen mit biologisch aktivem 2-Hydroxy-1-naphthaldehyd-thiosemicarbazon (HNATS) mittels potentiometrischer Messungen bei 20±0.5°C in 75% (v/v) Dioxan-Wasser bei verschiedener Ionenstärke an Natriumperchlorat untersucht. Die Methode nach Bjerrum und Calvin in der Modifikation nach Irving und Rossotti wurde zur Ermittlung der Werte (mittlere Anzahl an Liganden pro Metallion) undpL (Exponent an freiem Liganden) verwendet. Die Komplexbildungskonstanten wurden in Anlehnung an Sullivan et al. an einem PC-XT Computer errechnet. DieS _min-Werte (S _min=²) wurden ebenfalls bestimmt. Die Reihung der Chelatbildungskonstanten war: La³⁺3+3+3+3+3+3+3+3+3+. Die Bildungskonstanten sind mit der Größe und dem Ionisierungspotential der Metallionen zu korrelieren.

     

金属表面在反射方向产生光学二次谐波的研究(Ⅰ)

用Rudnick和Stern引入的唯象参数“a”和“b”来描述表面电流,本文推导了金属表面在反射方向产生的光学二次谐波的表达式.由此证明了:从谐波信号随入射光偏振态的变化可以直接得到关于参数“a”的信息.和过去的实验相比,这种方法能更加精确、可靠地测定“a”的数值.     

纳米二氧化钛粒子分散性能的研究

以四氯化钛为原料，采用溶胶-凝胶法技术合成路线，获得了平均粒径为63nm的二氧化钛粉末。采用分散技术，不仅可以改善粒子的分散性能，而且对粒子的生长也起到一定的抑制作用。研究表明：(1)采用SDS作为分散剂时，其极性基团和非极性基团分别与水和纳米TiO2粒子相结合，从而阻隔了TiO2粒子的团聚，起到分散作用。(2)以稀土元素La作为分散剂，其独特的轨道结构，不仅扩大了能量吸收的范围，更重要的是它与TiO2形成的络合物，使其成为相对独立的小团体，而它本身很小的固溶度使其难于形成合金化组元，结果被释放出来，从而形成更小的纳米TiO2粒子，起到分散纳米TiO2粒子的作用，并同时抑制纳米TiO2粒子的生长。     

在Ni系ABO3和A2BO4型复合氧化物催化剂上NO吸附性能的研究

合成了具有钙钛石和类钙钛石结构的复合氧化物ＬａＮｉＯ３，Ｌａ０．１Ｓｒ０．９ＮｉＯ３，Ｌａ２ＮｉＯ４和ＬａＳｒＮｉＯ４。考察了它们对ＮＯ的吸附和ＮＯ直接分解反应的催化性能，结合比表面测定，化学分析，ＸＲＤ和ＮＯ－ＴＰＤ对催化剂的表征结果，探讨了该系列复合氧化物对ＮＯ的吸附规律。     

芳烃金属配合物在有机合成中的应用

本文讨论了芳烃金属配合物中的芳香部份在与金属配合后性质上的变化,以及这些变化后的性质在有机合成中的应用。     

过渡金属钼钒砷杂多化合物的合成与TPR,TPD研究

Seven transition metal molybdovanadoarsenic heteropoly compounds have been synthesized and characterized using IR, UV, TG-DTA, pH potential titration techniques. The molecular formulae of these compounds are pro-posed to be H_xM_yAsMO₁₀V₂O₄₀·zH₂O(x=1～3, y=1,2, M=Cr, Mn, Fe, Co, Ni, Cu, Zn).They are all keggin structure. Surface nature of these compounds have been investigated by temperature programmed desorption and temperature programmed reduction techniques. NH₃-TPD results show that in TPD profiles of the compounds there are two desorption peaks corresponding to weak acid sites of desorption, respectively. Desorbing activativon energy and preexponential factor of weak acid site of desorption for compounds have been calculated. H₂-TPR re-sults show that introducting transtion metal to molybdovanarsenic acid, the reduction peak temperatures of H₂-TPR shift regularly with increasing d electron numbers of transition metals. In addition, Zn and Cu heteropoly com-pounds have yet apparent effect of hydrogen spill over.