A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap

A hyperbolic function is introduced to reflect the attenuation effect of one firm's default to its partner.If two firms are competitors(copartners),the default inten- sity of one firm will decrease(increase)abruptly when the other firm defaults.As time goes on,the impact will decrease gradually until extinct.In this model,the joint distri- bution and marginal distributions of default times are derived by employing the change of measure,and the fair swap premium of a credit default swap(CDS)can be valued.     

实轴上具一阶奇性解的特征奇异积分方程

把实轴上具一阶奇性解的特征奇异积分方程及其相联方程的求解化为实轴上具一阶奇性解的Riemann边值问题讨论，对后者在提法、奇点的对待和典则函数的理解方面作了与传统有所不同的处理，对前者通过对解和可解条件的简化及等价性的讨论，得到解和可解条件的简化形式及推广的Noether定理。     

茄黄斑螟性信息素化学的结构签定(英文)

本文采用TLC、GC、微量臭氧化和GC-MS等分析方法,从茄黄斑螟雌蛾性腺体提取物中,分离和鉴定出性信息素反-11-十六碳烯醇乙酸酯(1a)。触角电位和田间试验证明,天然提取物和合成样品均有强烈的生物活性。     

Linewidth of electromagnetically induced transparency under motional averaging in a coated vapor cell

The linewidth of electromagnetically induced transparency(EIT) in a coated Rb vapor cell was studied under a magnetic field gradient.The nonlinear broadening of the EIT linewidth with the magnetic field gradient was observed.It was found that the motional averaging of the field gradient was more pronounced at higher laser intensities and larger beam sizes.In the same regime,there was a small linewidth decrease with the increasing magnetic field gradient.We have established a Monte-Carlo model,which gave results in good qualitative agreement with our experiment.Physics pictures for the above phenomena were also suggested.These results provide an understanding of the EIT linewidth behavior under motional averaging,and should be useful for applications in quantum optics and metrology based on coated vapor cells.     

微波消解火焰原子吸收法测定火龙果中铁的不确定度评定

对微波消解火焰原子吸收法测定火龙果中铁含量的不确定度进行评估.建立相应的不确定度数学模型，根据测试过程分析不确定度来源有7个方面，计算各不确定度分量，得到火龙果中铁含量测定结果是X=（1.308±0.281）mg/100 g（k=2）.测量过程不确定度的主要来源是样品溶液测量、样品空白及样品溶液定容等3个方面，其中，标准曲线制作和工作曲线拟合引起的不确定度最大.不确定度评定结果可为水果等营养元素检测方面提供参考，避免或减少一些不必要检测误差，使测试结果更加准确.     

光固化含氟聚合物的合成进展

综述了自由基光固化和阳离子光固化含氟聚合物的合成进展,并对其进行了讨论.     

Existing conditions of full bandgaps and absolute negative refraction in metallic-dielectric photonic crystal

This paper has theoretically studied the characteristic frequencies of band structures in two-dimensional metallic-dielectric photonic crystals. It is demonstrated that a large filling fraction benefits the existence of absolute photonic band gap, while a smaller filling fraction benefits an absolute negative refraction band. In addition, it also finds that the relation between the cut-off frequency of E-polarized wave and the filling fraction exceeding 10{\%} is content with a linear increasing function, whose coefficients are exponential to the normalized lattice constant. These investigations have significant implications for tuning the operational frequencies to desired applications and manufacturing photonic crystals.     

关于双曲衰减的违约相关模型及CDS定价

引进一个双曲类型的衰减函数来表示一方违约对另一方违约强度的影响．若交易双方为竞争对手(合作公司),当一方的违约时,另一方的违约强度将减小(增大)．随着时间的推移,这种影响将逐渐减小,直至为零．在这个模型下,通过测度变换,可以得到两公司违约时间的联合分布及各自的边际分布,从而可以对违约互换进行定价．     

用类比法推导分子平均自由程公式的关键问题

为了指出部分学生在用类比法推导分子平均自由程公式时出现的错误并给出正确的推导,采用弹性刚球模型讨论分子之间的相互碰撞过程。用类比法推导分子的平均自由程公式,要解决的关键问题是推导分子的平均相对速率服从麦克斯韦速率分布律。平均相对速率是平均相对速度的大小,因此先由麦克斯韦速度分布律导出处在平衡态的混合理想气体分子相对速度的分布函数,并得出相对速度瓫r也服从麦克斯韦速度分布律,再取特殊情况即得出同种分子碰撞的相对速度分布函数。然后根据麦克斯韦速度分布函数和速率分布函数的关系,导出平均相对速率服从麦克斯韦速率分布律。     

Linewidth of electromagnetically induced transparency under motional averaging in coated vapor cell

The linewidth of electromagnetically induced transparency (EIT) in a coated Rb vapor cell was studied under a magnetic field gradient. The nonlinear broadening of the EIT linewidth with the magnetic field gradient was observed. It was found that the motional averaging of the field gradient was more pronounced at higher laser intensities and larger beam sizes. In the same regime, there was a small linewidth decrease with the increasing magnetic field gradient. We have established a Monte-Carlo model, which gave results in good qualitative agreement with our experiment. Physics pictures for the above phenomena were also suggested. These results provide an understanding of the EIT linewidth behavior under the motional averaging, and should be useful for applications in quantum optics and metrology based on coated vapor cells.