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61.
Dashan Huang Yoshitaka Kai Frank J. Fabozzi Masao Fukushima 《European Journal of Operational Research》2007
This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model. 相似文献
62.
湿度对绝缘体表面电导和气体电导有一定的影响,但通常在湿度传感器的研究中忽略了气体电导的贡献。本文通过特殊设计装置来区分表面电导和气体电导,并分别从实验和理论上进行了定性的研究。 相似文献
63.
In this article, a kind of auxiliary design BSA* for constructing BSAs is introduced and studied. Two powerful recursive constructions on BSAs from 3‐IGDDs and BSA*s are exploited. Finally, the necessary and sufficient conditions for the existence of a BSA(v, 3, λ; α) with α = 2, 3 are established. © 2006 Wiley Periodicals, Inc. J Combin Designs 15: 61–76, 2007 相似文献
64.
Controllability of Functional Integro-Differential Inclusions with an Unbounded Delay 总被引:1,自引:0,他引:1
In this paper, a sufficient condition is established for the controllability of neutral functional integro-differential inclusions
with an unbounded delay in Banach spaces. The approach used is a fixed-point theorem for condensing maps due to Martelli and
the theory of analytic semigroup of linear operators.
Communicated by F. Zirilli
Research supported by NNSF of China, by the Teaching and Research Award Program for Outstanding Young Teachers in Higher Education
Institutions of the Ministry of Education of China, and by the Qing Lan Talent Engineering Fund QL-05-164 of Lanzhou Jiaotong
University. The authors are grateful to Professor F. Zirilli and two anonymous referees for valuable suggestions improving
this paper. 相似文献
65.
M.-C. Chang 《Geometric And Functional Analysis》1997,7(5):861-872
((Without abstract))
Submitted: October 1996, final version: April 1997 相似文献
66.
单糖的高效毛细管电泳间接紫外检测法研究 总被引:5,自引:1,他引:4
本文研究了单糖的毛细管电泳间接紫外检测法。实验发现选用β-哚吲乙酸-磷酸钠体系作为背景电解质比较理论想,用于9种未经衍生的单糖进行毛细管电泳分离和间接紫外检测可取得满意结果,对半乳糖,甘露糖和葡萄糖酸的检出极限为2-10pmol水平。本文还讨论了背景电解质浓度与样品响应值的关系以及各种操作条件的影响。 相似文献
67.
68.
Quantitative dependence of MR signal intensity on tissue concentration of Gd(HP-DO3A) in the nephrectomized rat. 总被引:3,自引:0,他引:3
P Wedeking C H Sotak J Telser K Kumar C A Chang M F Tweedle 《Magnetic resonance imaging》1992,10(1):97-108
Cardiac-gated SE 20/224 +/- 20 MR images were obtained from nephrectomized rats before and after intravenously administering 153Gd-Gd(HP-DO3A). The concentration of Gd, [Gd], was linear in dose in myocardium, skeletal muscle, and blood. Under steady-state conditions, where d[Gd]/dt = 0, image intensities (IIN) in regions of interest were compared with the measured [Gd]. IIN was linear in myocardium at less than or equal to 0.61 mumol/g-myocardium (less than or equal to 0.5 mmol/kg dose) and in skeletal muscle at less than or equal to 0.63 mumol/g-muscle (less than or equal to 0.75 mmol/kg). Above 0.6 mumol Gd/g-tissue, IIN did not increase further. The in vivo data were consistent with measured ex vivo and in vivo relaxivities. A 29% greater slope for IIN versus [Gd] in myocardium [14,439 +/- 4350 IIN (mumol/g)] than in muscle [10,258 +/- 5,296 IIN/(mumol/g)] was attributed to a significant difference in blood content: 25% versus 2% weight blood in myocardium and skeletal muscle, respectively. Two components were apparent from plots of ex vivo 1/T1 versus [Gd] in myocardium and muscle, and only one for blood. 相似文献
69.
70.
Al2O3 incorporated HfO2 films grown by atomic layer deposition (ALD) were investigated by high-resolution X-ray photoelectron spectroscopy (HRXPS). The core level energy state of a 15 Å thick film showed a shift to higher binding energy, as the result of a silicate formation and Al2O3 incorporation. The incorporation of Al2O3 into the HfO2 film had no effect on silicate formation at the interface between the film and Si, while the ionic bonding characteristics and hybridization effects were enhanced compared to a pure HfO2 film. The dissociation of the film in an ultrahigh vacuum (UHV) is effectively suppressed compared to a pure HfO2 film, indicating an enhanced thermal stability of Hf-Al-O. Any dissociated Al2O3 on the film surface was completely removed into the vacuum by vacuum annealing treatment over 850 °C, while HfO2 contributed to Hf silicide formation on the film surface. 相似文献