管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Pensions modelling

Valuable insights into the problem of how to fund defined benefitpension schemes can be obtained by analysis using the standardBlack–Scholes/Merton option pricing model, consideringthe pension fund finances jointly with those of the sponsoringcompany. The nature of the fund assets and liabilities is completelydifferent, and this lies behind current controversies aboutthe appropriate discount rate, valuation, financial accountingand preferential status for pension fund claimants in insolvency.     

Prevalence of voice disorders in African American and European American preschoolers

Several studies have reported prevalence rates for voice disorders in school-aged children. Less is known, however, about such prevalence in preschoolers, and whether racial, ethnic, or cultural diversity may influence it. The presence of voice disorders in a total of 2445 African-American and European-American preschool children, 1246 males and 1199 females, from 2 to 6 years of age is reported here. Presence of a voice disorder characterized by hoarseness was identified by a three-prong approach including teacher identification, investigator screening, and parent identification. Speech-language pathologists listened individually to each child's speech as they engaged each child in play-conversation activities. A voice disorder was identified on the basis of the judgment of two speech-language pathologists. Voice disorders characterized by hoarseness were identified in 95 children or 3.9% of the total sample by the investigators. Statistical analysis revealed no significant differences for age, gender, or race.     

The circular chemistry conceptual framework: A way forward to sustainability in industry 4.0

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用力敏传感器测量液体表面张力系数

利用力敏传感器测量液体表面张力系数，既改进了传统的实验方法和仪器，提高了实验的准确度和稳定性，同时因实现了非电量电测，也有助于测量过程中学生对物理过程的观察和规律的理解。     

矿物元素指纹图谱的建立及在西洋参产地鉴别中的应用研究

采用电感稱合等离子体质谱法测定了山东、吉林、美国和加拿大4个产地西洋参中50种矿物元素的含量,研究了不同产地西洋参矿物元素的差别和转换系数,构建了西洋参的矿物元素指纹图谱.以各产地矿物元素含量的平均值构建了山东、吉林、美国和加拿大产西洋参的矿物元素标准指纹图谱.采用SPSS 20.0计算了各西洋参矿物元素指纹图谱与其矿...     

基于期望损失厌恶的供应链期权契约协调研究

以一个损失厌恶销售商与一个损失中性供应商组成的两级供应链为背景,利用期望损失厌恶理论对销售商在期权契约下的最优采购策略进行了研究,并证明了期望损失厌恶理论能有效克服传统基于前景理论的研究中因参考点外生且固定假设带来的弊端。在此基础上,进一步给出了供销双方在期权契约下实现协调共赢的条件,分析了销售商损失厌恶程度,期权契约价格等参数对供应链协调共赢机制的影响。结果显示：销售商的损失厌恶偏好并不会改变权利金分配整体供应链利润的作用,但会增强销售商分享收益的能力,改变供销双方利润或效用水平对权利金,产品销售价格和生产成本的敏感程度,且较高的损失厌恶偏好还会阻碍供销双方协调共赢目标的达成。     

PBL教学模式在中美高校化学实验课教学中应用的对比研究

因课程设置、学情等不同, PBL教学模式在中美高校化学实验课的实施过程中各具特色。本文从教材、课程考核、师资培训、研究机构和基金等4个角度客观分析PBL教学模式在中美2国高校化学实验课应用中的差异,并在此基础之上提出,应该客观公正地看待这种差异,树立文化自信。