美式期权的效用最大化问题

本文考虑有限离散和连续的金融市场模型 ,且市场是有效的 ,研究不同效用函数 U(x)所产生的报酬序列 { U(Sn)(1 +r) n} ,报酬函数 U(St)ert 的最优停止问题即何时达到美式效用最大化问题 .其中 U(x)是由股票价格产生的效用 .     

An intercomparison exercise for trace metal monitoring in oxygen-rich and anoxic Baltic waters

Seawater samples for a laboratory intercomparison of trace metal concentrations (Mn, Fe, Ni, Cu, Cd, Pb) in the dissolved (<0.4 μm filtered) and particle-bound phases as well as total and reactive Hg were collected in the Gotland Basin, a region in the Baltic Sea with trace metal gradients in the halocline and the redox boundary. Two laboratories took part in this exercise, each laboratory analysing samples from two vertical profiles collected using ”clean” sampling techniques. The hydrographic and hydrochemical situation was determined to characterise the water column and help interpret the results. An estimation of the conformity of the two laboratories was performed by comparing the results with international intercalibration exercises and certified reference materials. For all metals the characteristic vertical distribution and the concentration range of the data were comparable to other results published for the region. The concentration differences in the amount contents of Mn, Fe, Ni, Cu, Cd, Pb and Hg determined between both laboratories were better than the confidence intervals given by an ICES (International Council for the Exploration of the Sea) international comparison exercise for Baltic waters. Differences for Ni in the anoxic water body are attributed to the sulphidic matrix and their influence on the different methods used by the laboratories. For Pb and Hg the concentrations were near the detection limit of our methods, low level contamination was possibly responsible for the concentration differences. Small differences for dissolved Mn were attributed to different sampling techniques. We conclude that sampling and sample handling are still weak links in the trace metal analysis of anoxic seawater and that the analytical methods we used for this exercise are satisfactory for the accurate determination of Cd, Cu, Pb, Mn, Fe, and also for studying biogeochemical cycling of these trace metals in oxygen-rich and anoxic water bodies. Received: 8 February 2001 Accepted: 8 August 2001     

Effects of back extensor strengthening exercises on postural alignment,physical function and performance,self-efficacy,and quality of life in Japanese community-dwelling older adults: A controlled clinical trial

Objective: To examine the changes in postural alignment and kyphosis-correlated factors after 6 months of back extensor strengthening exercise in a group of community-dwelling older adults aged ≥65 years. Methods: We quasi-randomized 29 subjects into an intervention group treated with a back extensor strengthening program and a control group treated with a full-body exercise program. These groups completed 20-30 minutes of exercise directed by a physical therapist one or more times per week and were instructed to exercise at home as well. The participants were assessed prior to and after the intervention using the following criteria: postural alignment of “usual” and “best” posture, physical function, physical performance, self-efficacy, and quality of life. The differences between two factors (group and period) were compared for each of the measurement variables. Results: Subjects who adequately completed the exercises were analyzed. A reduced knee flexion angle was noted in the “best” posture of both groups, as were improved physical function and performance with the exception of one-leg standing time. Verifying the effect size in the post-hoc analysis, the body parts that showed changes to postural alignment after the intervention differed between groups. Conclusions: Back extensor strengthening exercises improved physical function and performance, but did not improve spinal alignment. The changes due to these interventions were not significantly different from changes observed in the full-body exercise group. However, post-hoc analysis revealed that the effect size of posture change was different, possible indicating that the two groups experienced different changes in the postural alignment.     

FROM “TEACHERS TEACH” TO “STUDENTS LEARN”

在强调素质教育的今天,“以学生为中心”的教育理念已逐渐成为共识。培养学生自主学习的意识、兴趣和方法是这一理念的重要部分。而要实现从传统的被动式的“教师教”到主动式的“学生学”,是高校教师和学生共同面对的挑战。同济大学教学质量管理办公室和教师发展中心多次召开专题讨论会,以探寻实现“学生为中心”教学的可行方法。部分学生习惯了“灌输式”教学固然是“学生主动学”难以实施的原因之一,课堂教学没有吸引力也是教师们应该特别注意改进的。设计以学生学习能力培养为基准的评价体系以提高学生学和教师教的积极性、适当引进“同伴教”以取代全面“灌输式”教学、设计更具挑战性的无标准答案问题等都是有效提高学生学习主动性和积极性的措施。     

关于“光学工程”学科课程建设的几点思考

简要地论述了目前国内光学工程教学现状,分析了在光学工程教学与科研领域中处于一流地位的多所美国大学的教学方式,如亚利桑那大学、罗切斯特大学以及加州大学等,仔细研究了它们关于光学工程学科的课程设置、教学大纲和教学课件。结合作者在教学中的实际体会,对国内的光学工程学科的大学教学提出了几点建议,即师生共享教学大纲,注重实验与工程,丰富网络资源。     

A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS

American Options can be exercised prior to the date of expiration,the valuation of American options then constitutes a free boundary value problem.How to determine the free boundary,i.e. the optimal exercise price,is a key problem.In this paper,a nonlinear equation is given.The free boundary can be obtained by solving the nonlinear equation and the numerical results are better.     

Skin temperature evaluation by infrared thermography: Comparison of two image analysis methods during the nonsteady state induced by physical exercise

The most common method to derive a temperature value from a thermal image in humans is the calculation of the average of the temperature values of all the pixels confined within a demarcated boundary defined region of interest (ROI). Such summary measure of skin temperature is denoted as Troi in this study. Recently, an alternative method for the derivation of skin temperature from the thermal image has been developed. Such novel method (denoted as Tmax) is based on an automated (software-driven) selection of the warmest pixels within the ROI. Troi and Tmax have been compared under basal, steady-state conditions, resulting very well correlated and characterized by a bias of approximately 1 °C (Tmax > Troi).Aim of this study was to investigate the relationship between Tmax and Troi under the nonsteady-state conditions induced by physical exercise. Thermal images of quadriceps of 13 subjects performing a squat exercise were recorded for 120 s before (basal steady state) and for 480 s after the initiation of the exercise (nonsteady state). The thermal images were then analysed to extract Troi and Tmax. Troi and Tmax changed almost in parallel during the nonstead -state. At a closer inspection, it was found that during the nonsteady state the bias between the two methods slightly increased (from 0.7 to 1.1 °C) and the degree of association between them slightly decreased (from Pearson’s r = 0.96 to 0.83). Troi and Tmax had different relationships with the skin temperature histogram. Whereas Tmax was the mean, which could be interpreted as the centre of gravity of the histogram, Tmax was related with the extreme upper tail of the histogram. During the nonsteady state, the histogram increased its spread and became slightly more asymmetric. As a result, Troi deviated a little from the 50th percentile, while Tmax remained constantly higher than the 95th percentile. Despite their differences, Troi and Tmax showed a substantial agreement in assessing the changes in skin temperature following physical exercise. Further studies are needed to clarify the relationship existing among Tmax, Troi and cutaneous blood flow during physical exercise.     

充分发挥习题的作用培养学生独立解决问题的能力

课后习题不仅是对学生灵活应用所学知识的锻炼,也是培养学生独立分析问题、解决问题能力的有效渠道.本文通过对一道普通物理力学课程中常见习题可能得出的几种不同结果及其原因的分析,对如何通过习题帮助学生提高独立解决问题的能力进行了探讨.     

大学数学类课程授课模式思考:“雨课堂”形式

针对大学数学类课程的特点,分析采用“雨课堂”授课方式的优缺点.结合“雨课堂”授课方式对于大学数学类课程的不足,提出了相应改进建议,为大学数学类课程的有效课堂教学提供了针对性的操作方案.本文对“雨课堂”授课方式的优缺点分析,也可为授课教师根据自身学校具体情形决定是否采取该类授课方式提供参考.