~1H NMR确证6-氟-5(或7)-氯-3-苯基-4-(1H)-喹啉酮衍生物的结构

作者合成了６氟３（取代）苯基４（１Ｈ）喹啉酮的５氯衍生物与７氯衍生物，二者极性差异小，难于分离，以混合物形式存在．所合成的化合物均未见文献报道，本文通过１ＨＮＭＲ上的化学位移、积分面积以及偶合常数确证了混合物中两组份的结构．     

Separation and identification of aliphatic amine derivatives with a new fluorescent reagent using high-performance liquid chromatography and thin-layer chromatography

Summary The use of 1,2-naphthoylenebenzimidazole-6-sulphochloride has been proposed as the reagent for derivatization of aliphatic amines prior to their separation, identification and quantitation both in HPLC and in TLC. The reaction of amines with this compound is quantitative and highly fluorescent derivatives are formed that provide favourable detection limits and sensitivity as compared to Dansyl derivatives of aliphatic amines. Actual detection limits achieved correspond to ca. 10^–10 mol of the amine in a spot after elution from the thin-layer plate and to ca. 5·10^–14 mol of the amine in a sample volume of 10 l injected into the liquid chromatograph. The use of this derivatization reagent offers good potential for the analysis of trace amounts of amines in environmental samples and in biological material.Presented at the 14th International Symposium on Chromatography London, September, 1982     

水动力导数的系统辨识

本文以伪随机二进制信号(PRBS)操舵,用同时测量轨迹与航向角的方法,计算得到漂角β,从而辨识了白箱模型(2.1),获得了操纵运动的水动力导数。并与PMM试验结果进行了比较,证实了本文方法的有效性。     

Near- and mid-infrared spectroscopy of sol–gel derived ormosils: vinyl and phenyl silicates

The suitability of ormosils as photonic materials was investigated. Vinyl and phenyl silicates were synthesised below 100°C. A detailed assignment of mid-infrared vibrational absorption bands is given. This allowed assignment of overtone and combination bands in the near-infrared region and an assessment of residual water contamination, which is low and can be expelled by evacuation. These ormosils have low intrinsic and extrinsic optical absorption in the visible spectral region and at useful wavelengths in the near-infrared.     

Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems

The purpose of this paper is to derive, in a unified way, second order necessary and sufficient optimality criteria, for four types of nonsmooth minimization problems: thediscrete minimax problem, thediscrete l ₁-approximation, the minimization of theexact penalty function and the minimization of theclassical exterior penalty function. Our results correct and supplement conditions obtained by various authors in recent papers.     

RP-HPLC测定不同β-环糊精衍生物超分子包合物中褪黑激素的含量

建立了反相高效液相色谱法测定褪黑激素(MLT)与羟丙基-β-环糊精(HP-β-CD)、甲基-β-环糊精(M-β-CD)以及取代度为1、4、7的3种磺丁基醚-β-环糊精(SBE1-β-CD、SBE4-β-CD、SBE7-β-CD)共5种不同β-环糊精衍生物所形成的超分子包合物中褪黑激素含量的分析方法。采用Agilent Extend C18色谱柱(4.6mm×150mm,5μm),流动相为甲醇-水(40∶60),流速0.8mL/min,柱温:室温,检测波长278nm。结果表明:褪黑激素在5.05—202μg/mL浓度范围内线性关系良好(r=1.000);平均加标回收率分别为99.8%、99.0%、100.4%、99.9%、100.6%;RSD分别为0.53%、1.0%、0.71%、0.94%、0.86%。本方法可用于各类褪黑激素超分子包合物的含量分析。     

荧光光谱法研究β-环糊精衍生物对氟比洛芬的包结作用

采用荧光光谱法研究了β-CD衍生物对氟比洛芬的包结作用。实验考察了β-CD衍生物种类及其浓度、乙醇含量、离子强度及pH等因素对包结作用的影响。实验结果表明:随β-CD衍生物浓度的增大,荧光强度逐渐增强,其中HP-β-CD的增强效果最明显,即表明HP-β-CD对氟比洛芬的包结作用最强。1/(F-F0)对1/[CD]所作的双倒数曲线为直线,说明氟比洛芬与环糊精形成1∶1的包合物。随离子强度增大,包合作用增强;溶液中乙醇比例和pH越大,HP-β-CD与氟比洛芬包结物的包合作用越弱。     

American options under uncertain volatility

The uncertain volatility approach to financial derivatives is extended to American options (which allow early exercise before expiry). The requirement to model at the portfolio level made necessary by the non-linearity of the approach is found to lead to a recursive structure to the exercise possibilities across options. Other novel features include: the optimality sometimes of partial exercise; an interesting resolution to the issues surrounding short options whose exercise is controlled by a buyer counterparty; and the occurrence of a simple game structure for portfolios containing both long and short options. It is demonstrated that the exercise strategies resulting can significantly alter measured uncertain volatility risk. Contrary to the set of attributes for sensible risk measures put forward by Artzner, Delbaen, Eber and Heath, this risk need not be homogenous in portfolio size- forming a convincing argument for weakening this particular requirement.     

Pricing Equity Swaps in an Economy with Jumps

Abstract

Empirical evidence confirms that asset price processes exhibit jumps and that asset returns are not Gaussian. We provide a pricing model for equity swaps including quanto equity swaps for a non-Gaussian market. The market is driven by a general marked point process as well as by a standard multidimensional Wiener process. In order to obtain closed-form solutions of the swap values, we assume that all parameters in the asset price processes are deterministic, but possibly functions of time. We derive swap prices using martingale methods rather than replicating portfolios, and we show how to calculate the convexity correction term analytically. Our results are an extension of the results of Liao and Wang (2003 Liao, M. and Wang, M. 2003. Pricing models of equity swaps. The Journal of Futures Markets, 23(8): 751–772. [Crossref], [Web of Science ®] , [Google Scholar]; Pricing models of equity swaps, The Journal of Futures Markets, 23(8), pp. 751–772). The martingale method is the key that enables the extension.