期权定价的局部线性预测法

在为期权定价时,使用B-S公式算得的结果和市场交易值存在一定偏差.本文针对这一问题,给出了一种新的期权定价数值方法,即局部线性预测法.并用股票期权的实际交易数据对这一方法进行了数值验证,表明这一方法是有效的.     

Local Field Induced Mass Transfer: New Insight into Nano-electrocatalysis

Unravelling the complex kinetics of electrocatalysis is essential for the design of electrocatalysts with high performance. Mass transfer and electron transfer are two primary factors that need to be optimized in order to enhance electrocatalytic reactions. The use of nanocatalysts proves to be a promising way of promoting the performance of electrocatalytic reactions, this improvement is usually attributed to their ability to enhance electron transfer. However, when catalysts are taken down to the nanoscale, their size is comparable to the thickness of an electrical double layer, so any curvature can lead to an inhomogeneous local electric field on the electrode, which then changes the mass transfer essentially. In this article, we introduce the new concept of local-field-induced mass transfer in nano-electrocatalytic systems, and provide a brief review of recent progress, revealing its effect on nano-electrocatalysis, which may bring new insight into the future design of nano-electrocatalysts.     

LOCAL BENDING OF THIN FILM ON VISCOUS LAYER

Effects of deposition layer position film are systematically investigated. Because the and number/density on local bending of a thin deposition layer interacts with the thin film at the interface and there is an offset between the thin film neutral surface and the interface, the deposition layer generates not only axial stress but also bending moment. The bending moment induces an instant out-of-plane deflection of the thin film, which may or may not cause the socalled local bending. The deposition layer is modeled as a local stressor, whose location and density are demonstrated to be vital to the occurrence of local bending. The thin film rests on a viscous layer, which is governed by the Navier-Stokes equation and behaves like an elastic foundation to exert transverse forces on the thin film. The unknown feature of the axial constraint force makes the governing equation highly nonlinear even for the small deflection chse. The constraint force and film transverse deflection are solved iteratively through the governing equation and the displacement constraint equation of immovable edges. This research shows that in some special cases, the deposition density increase does not necessarily reduce the local bending. By comparing the thin film deflections of different deposition numbers and positions, we also present the guideline of strengthening or suppressing the local bending.     

SHORT COMMUNICATION SECTION Some Geometric Flows on Kahler Manifolds

We define a kind of KdV （Korteweg-de Vries） geometric flow for maps from a real line or a circle into a Kahler manifold （N,J,h） with complex structure J and metric h as the generalization of the vortex filament dynamics from a real line or a circle. By using the geometric analysis, the existence of the Cauchy problems of the KdV geometric flows will be investigated in this note.     

多元Copula密度估计的小波局部阈值方法

为了量化资产之间相依结构的局部特征,本文将小波阈值规则引入Copula参数估计,提出多元Copula密度的小波局部阈值估计量,发现Copula密度的光滑度指数、维数和采样容量是影响估值精度的重要因素,这一点也得到了以正态Copula为仿真算例的支持。本方法增强了参数Copula建模的局部自适应能力,进而有助于改进资产的市场风险估值与最优化配置。     

Quantification of Noncovalent Interactions in Azide–Pnictogen, –Chalcogen,and –Halogen Contacts

The noncovalent interactions between azides and oxygen-containing moieties are investigated through a computational study based on experimental findings. The targeted synthesis of organic compounds with close intramolecular azide–oxygen contacts yielded six new representatives, for which X-ray structures were determined. Two of those compounds were investigated with respect to their potential conformations in the gas phase and a possible significantly shorter azide–oxygen contact. Furthermore, a set of 44 high-quality, gas-phase computational model systems with intermolecular azide–pnictogen (N, P, As, Sb), –chalcogen (O, S, Se, Te), and –halogen (F, Cl, Br, I) contacts are compiled and investigated through semiempirical quantum mechanical methods, density functional approximations, and wave function theory. A local energy decomposition (LED) analysis is applied to study the nature of the noncovalent interaction. The special role of electrostatic and London dispersion interactions is discussed in detail. London dispersion is identified as a dominant factor of the azide–donor interaction with mean London dispersion energy-interaction energy ratios of 1.3. Electrostatic contributions enhance the azide–donor coordination motif. The association energies range from −1.00 to −5.5 kcal mol⁻¹.     

师范类专业认证下地方高校化学专业人才培养模式研究*

专业认证是保障高等教育质量和持续发展的重要手段。基于师范专业认证标准,化学专业人才培养过程中存在培养目标不清晰、课程设置不合理及教学评价不规范等问题。结合OBE教育理念,通过构建“模块化”的课程体系,建立“三层次、四阶段、多环节”的教学质量保障体系和“三位一体”协同育人机制,探索了适应地方高校化学专业的人才培养模式,以提高人才培养质量。     

Entropy and equilibrium property of QCD-instanton induced final state in deep-inelastic scattering

The scaling and additivity properties of Rényi entropy in rapidity space of the instanton final state (IFS) and current jet identified by the r-sorting method from the QCDINS Monte Carlo event sample are to saturation with decreasing phase space scale. Furthermore, it is found that the additivity of H2 holds well for the IFS in narrow rapidity windows at different positions. These results indicate that the IFS produced in the instanton-induced process of deep inelastic scattering has reached local equilibrium.     

The Campbell- Hausdorff Series of Local Analytic Bruck Loops

The class of local analyitic Bruck loops (or equivalently K-loops) is strongly related to locally symmetric spaces. In particular, both have Lie triple systems as their tangent algebra. In this paper, we consider the existence and some properties of the Campbell-Hausdorff series of local analytic Bruck loops (K-loops). This formula can be used to determine the local symmetries of the associated symmetric space.