证券投资组合的风险与收益

本文利用概率统计原理对证券的投资组合能减轻所遇的风险作了讨论 ,并介绍了如何选择投资组合可使所遇风险达到最小     

Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

Magnetic behavior of the bond random mixed compound FE(BR x I1−x )2(x = 0.9) with Mössbauer spectroscopy

The bond random mixed compound Fe(Br_0.9I_0.1)₂ has been studied by magnetization and Mössbauer measurements. Although the zero-field cooled and field-cooled magnetization variations are not like a typical spin glass one, the Mössbauer spectrum below Néel temperature shows a hyperfine field distribution. It implies that the 10% FeI₂ mixed in FeBr₂ can be induced by the bond random effect which causes the sample to exhibit a spin glass-like behavior.     

Unsaturated bond existing in tetrafluoroethylene-propylene-vinylidene fluoride terpolymer

Infrared and nuclear magnetic resonance (NMR) spectroscopies have been applied for quantitative comparison on unsaturated bonds in tetrafluoroethylene (TFE)-propylene (P)-vinylidene fluoride (VdF) terpolymers. These spectroscopies have led to consistent results while they are based on completely different principles. It is shown that the absolute concentration can be evaluated from NMR measurements. The behavior of unsaturation has been discussed in terms of after-treatment such as wet and dry treatments. The result obtained here can give the important information to improve the performance of fluoroelastomer based on TFE-P-VdF terpolymers.     

Evaluation of closed-vessel microwave digestion method for the determination of trace impurities in polymer-based photoresist by inductively coupled plasma mass spectrometry

A closed microwave digestion method followed by inductively coupled plasma spectrometric (ICP-MS) analysis was evaluated for the determination of trace impurities in photoresist. To optimize the digestion procedure, several digestion parameters such as acid, heating temperature and heating time were evaluated. Besides, the digestion efficiency of used photoresist material and the recovery of analyte elements obtained by the use of gravimetric method and ICP-MS measurement, individually, were also compared to clarify the completeness of digestion. According to our experiments, the gravimetric method was found to be not so relevant to the completeness of digestion, because the remaining sample matrix could cause suppression effect in the subsequent ICP-MS measurement. In view of minimizing blank value and working time, a simple single-step heating program was proposed to mineralize 0.25 ml of photoresist material with 5 ml of nitric acid at 180 °C for 10 min. Based on the comparative study of the analytical results obtained by instrumental neutron activation analysis (INAA) and proposed method, the reliability of proposed method for the determination of trace metallic impurities in photoresist material has been confirmed.     

Study of local lattice relaxation of substitutional impurities in silicon and germanium

Local lattice relaxation of substitutional donors in silicon investigated using self‐consistent multiple scattering Xα (MSXα) method within the framework of the standard muffin‐tin potential approximation is extended to substitutional donors in germanium and substitutional acceptors in both silicon and germanium. Incorporating the effect of lattice relaxation surrounding the impurity makes the model suitable for both shallow and deep levels. Chemical trends of some aspects of impurity states, such as local lattice relaxation and charge transfer, of the impurities both in silicon and germanium are inferred. © 2004 Wiley Periodicals, Inc. Int J Quantum Chem, 2004     

Pt(IV)-catalyzed cyclization of arene-alkyne substrates via C-H bond functionalization

We herein report that PtCl₄ has proven to be a hydroarylation catalyst with an efficiency and substrate scope superior to previously known methods. This catalyst demonstrated consistent performance with arene-yne substrates of diverse structural features, including propargyl ethers, propargylamines, and alkynoate esters, providing good to excellent yields of the 6-endo products (chromenes, dihydroquinolines, and coumarins). In contrast, Pt(II), Pd(II), and Ga(III) salts were shown to be sensitive to the substitution on the alkyne moiety. PtCl₄ is compatible with both terminal and disubstituted alkynes, as well as with various functionalities on the arene ring, including methyl, methoxyl, hydroxyl, protected amine, and halide.     

Multicenter ligand transformations of thioureas on ruthenium clusters

The reaction of trirutheniumdodecacarbonyl with various thioureas was found to give, depending upon the substituents and the reaction conditions, a large variety of tri-, tetra-, penta-, and hexanuclear ruthenium clusters. The ligand systems observed in the products are derived from the thioureas employed; the fragmentation of the thiourea molecules involve N-H, C-S, C-H, and C-N activation processes.     

Kinetic features of ethylene polymerization over supported catalysts [2,6‐bis(imino)pyridyl iron dichloride/magnesium dichloride] with AlR3 as an activator

The effects of polymerization temperature, polymerization time, ethylene and hydrogen concentration, and effect of comonomers (hexene‐1, propylene) on the activity of supported catalyst of composition LFeCl₂/MgCl₂‐Al(i‐Bu)₃ (L = 2,6‐bis[1‐(2,6‐dimethylphenylimino)ethyl] pyridyl) and polymer characteristics (molecular weight (MW), molecular‐weight distribution (MWD), molecular structure) have been studied. Effective activation energy of ethylene polymerization over LFeCl₂/MgCl₂‐Al(i‐Bu)₃ has a value typical of supported Ziegler–Natta catalysts (11.9 kcal/mol). The polymerization reaction is of the first order with respect to monomer at the ethylene concentration >0.2 mol/L. Addition of small amounts of hydrogen (9–17%) significantly increases the activity; however, further increase in hydrogen concentration decreases the activity. The IRS and DSC analysis of PE indicates that catalyst LFeCl₂/MgCl₂‐Al(i‐Bu)₃ has a very low copolymerizing ability toward propylene and hexene‐1. MW and MWD of PE produced over these catalysts depend on the polymerization time, ethylene and hexene‐1 concentration. The activation effect of hydrogen and other kinetic features of ethylene polymerization over supported catalysts based on the Fe (II) complexes are discussed. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 5057–5066, 2007