基于跳扩散过程的可转换债券的定价

本文标的股票的方程采用跳扩散方程,首先规定一个跳跃的涨跌区间,这样就可以很快的找出跳跃点,我们根据跳跃点将股价聚类,然后把各个类看成是总体中抽取出来的一个样本,我们就可以估计出跳扩散方程中的所有参数.由于我们的标的股票的方程是含跳过程,因此无法找出完全保值的自融资策略,但我们可以根据风险最小化的原理给出可转换债券的价格,最后运用Monte Carlo模拟计算出了南京水运转债在0时刻的价格。     

Radiation Induced Optical Absorption of Cubic Lead Fluoride Crystals and the Effect of Annealing

Transparent and colorless lead fluoride crystals with sizes of 20 × 20 × 20 （ram3） are irradiated with several doses of γ-rays from a ^60Co source. Their transmittance spectra before and after irradiation are measured, and a new parameter ΔT = Tb - Ta is defined to evaluate the irradiation damage. Three optical absorption bands peaking at 27Onto, 37Onto and 50Onto are found in the plots of AT versus wavelength, and their intensities increase with the irradiation dose. These optical absorption bands, except the one at 27Onto, can recover spontaneously with time. Thermal annealing treatment can enhance this recovery of the transmittance, while the optimum annealing temperature for different samples depends on the irradiation dose.     

婴儿奶粉脂肪酸含量的GC-MS分析

多不饱和脂肪酸作为人体必需脂肪酸,对人体具有许多重要的生理作用.它在营养上的重要性主要表现在生命成长初期,特别是胎儿与婴幼儿期,对婴幼儿的智力、视力、生长发育等有很高的生理价值,尤其是二十二碳六烯酸(DHA)、二十碳四烯酸(AA)和二十碳五烯酸(EPA),它们对婴儿的生长发育有着重要的意义[1-2].     

A New Type of Terahertz Waveguides

A new type of THz waveguides, which employs a solid polyethylene rod as the core and polyethylene tubes in a periodic array of square lattice as the cladding, is proposed. Optical properties of this new THz waveguide, especially in dispersion, confinement loss and single mode property, are investigated in detail with the plane wave expansion method and the beam propagation method. Numerical results demonstrate that the new THz waveguide can reach not only low dispersion but also low confinement loss at single mode propagation. Therefore, the square lattice structure is a better candidate as THz waveguides than the triangular ones.     

ν↓型三能级原子系统中Raman跃迁增强的Kerr非线性效应

在理论上研究了ν↓型三能级原子系统Raman跃迁中的线性和非线性极化率．研究表明：Raman跃迁中，如果原子完全被抽运到与控制光作用的基态时，将导致介质对探针光的线性极化率为零，而三阶非线性极化率不为零．通过减小原子两基态间的无辐射衰减速率γ12，可以极大地增强交叉Kerr非线性效应．     

从石英光纤废料中制备硅新工艺的实验研究

对石英光纤废弃物氢热还原过程进行了热力学分析,并利用X射线衍射分析法(XRD)、激光拉曼光谱(Laser Raman Spectroscopy)、X射线光电子能谱(XPS)及化学分析等对该新工艺进行了实验研究.产物中只检测到硅和氧两种元素且金属键硅质量含量在15%以上,说明该方法不仅可以实现该类危险废弃物的无害化处理,而且还可以作为高纯度太阳级硅的一个潜在的供给渠道,从而弥补太阳能电池硅光伏材料供应的不足.