一个数学建模问题的简单解法

银行利率给出了一个简单计算方法 ,这种方法更符合中学生思维的习惯 .     

动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

逆序数的应用

本文通过“1 4-1 5”智力玩具和最优戴断切割问题两个实例 ,讨论了逆序数在解决实际问题中的应用     

Research on Hawking Radiation as Tunneling from Schwarzshild-anti-de Sitter Black Hole

After taking into account energy conservation and the particle’s self-gravitation interaction, Hawking radiation of the massive particle as tunneling from Schwarzshild-anti-de Sitter black hole is studied by using Parikh-Wilczek’s semi-classical quantum tunneling approach. Meanwhile, Hawking radiation as tunneling from the black hole is reexamined by developing Angheben–Nadalini–Vanzo–Zerbini (ANVZ) covariant method to cover energy conservation and the particle’s self-gravitation interaction. Both the results perfectly generalize those obtained by Parikh and Wilczek, and show that the tunneling rate is related to the change of Bekenstein-Hawking entropy, and the factual emission spectrum is not exactly thermal, but satisfies the underlying unitary theory. PACS: 04.70-s, 9760. Lf.     

On the blow-up rate of large solutions for a porous media logistic equation on radial domain

In this paper we establish the exact blow-up rate of the large solutions of a porous media logistic equation. We consider the carrying capacity function with a general decay rate at the boundary instead of the usual cases when it can be approximated by a distant function. Obtaining the accurate blow-up rate allows us to establish the uniqueness result. Our result covers all previous results on the ball domain and can be further adapted in a more general domain.     

中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

Lp[0,1]空间Müntz有理逼近的Jackson型估计

设Λ={λn}n∞=1为正的实数数列,且当n→∞时,有λn↘0.本文给出了当λn≤Mn-1/2,n=1,2,…,(其中M＞0为一正常数)时Müntz系统{xλn}的有理函数在Lp[0,1]空间的逼近速度,主要结论为Rn(f,Λ) Lp≤CMω(f,n-1/2)Lp,1≤p≤∞.     

SiCp/Y112铝基复合材料制备工艺及性能

3种不同铸造工艺条件下铝基复合材料的微观组织,并对其硬度进行了测定.研究表明:与全液态铸造法和半固态铸造法相比,搅熔铸造制备的SiCp/Y112铝基复合材料,其增强相SiC颗粒分布均匀,气孔率较少.是一种较理想的金属基复合材料制备工艺.未增强的Y112基体铝合金的维氏硬度高于其半固态坯料的维氏硬度;而SiCp/Y112铝基复合材料的维氏硬度明显高于基体的维氏硬度,并随着SiC颗粒的体积分数的增加其复合材料的维氏硬度不断提高.     

外汇储备规模与多元变量弹性系数的实证研究

中国外汇储备近几年的迅速增长引发了关于中国外汇储备规模是否适度的广泛讨论。本文从需求的角度,运用计量经济学的多元线性回归的方法,建立中国外汇储备与平均进口倾向、进口和国际收支三变量的双对数模型,通过计算并通过相关检验得到外汇储备与相关变量的弹性系数。为预测和制定相关政策提供依据。