欧式期权市场中带消费行为的投资策略研究

以随机微分方程理论为依托,在经典Black-Scholes模型的基础上进行补充,对欧式期权市场中的投资策略进行了研究,给出了满足预算条件的消费行为的参数限定.     

欧洲足球五大联赛市场治理的经验及对中国的借鉴

本文应用文献资料法、数据分析法，以欧洲足球五大联赛2017/18赛季经营状况为载体，从职业足球俱乐部内部经营和市场环境两方面讨论和研究治理做法和经验，从而指出五大联赛市场平稳有序和职业足球俱乐部可持续发展的经验。从我国足球国情出发，结合五大联赛市场治理经验，探索中超联赛市场治理创新，研究认为：创新治理主体结构，形成“三位一体”的治理格局，明确中超治理主体责任；创新职业足球市场治理体制，提高中超市场自治能力和水平；创新职业俱乐部内部治理体系，创造职业足球俱乐部健康可持续发展生态；创新治理价值体系，打造足球产业经营全产业链，创造中超市场盈利模式。     

Tutorial review on validation of liquid chromatography–mass spectrometry methods: Part II

This is the part II of a tutorial review intending to give an overview of the state of the art of method validation in liquid chromatography mass spectrometry (LC–MS) and discuss specific issues that arise with MS (and MS–MS) detection in LC (as opposed to the “conventional” detectors). The Part II starts with briefly introducing the main quantitation methods and then addresses the performance related to quantification: linearity of signal, sensitivity, precision, trueness, accuracy, stability and measurement uncertainty. The last section is devoted to practical considerations in validation. With every performance characteristic its essence and terminology are addressed, the current status of treating it is reviewed and recommendations are given, how to handle it, specifically in the case of LC–MS methods.     

我国商业银行系统性风险预警思考——基于欧债危机视角

2009年底爆发了影响全球经济的欧洲主权债务危机,随着危机的不断发展与深化,欧洲银行系统性风险问题逐渐突显出来,并且其负外部性特征也逐渐开始对全球商业银行产生了负面影响.针对商业银行的系统性风险的复杂性、不确定性与外溢性问题,从欧债危机的角度出发,试图通过威廉·夏普提出的单指数模型测量我国上市商业银行的β系数,以此来观测自欧债危机爆发并不断发展深化后,我国上市商业银行系统性风险的变化情况,并给出相应的建议.     

A comparison of an optimised sequential extraction procedure and dilute acid leaching of elements in anoxic sediments, including the effects of oxidation on sediment metal partitioning

The effect of oxidation of anoxic sediment upon the extraction of 13 elements (Cd, Sn, Sb, Pb, Al, Cr, Mn, Fe, Co, Ni, Cu, Zn, As) using the optimised Community Bureau of Reference of the European Commission (BCR) sequential extraction procedure and a dilute acid partial extraction procedure (4 h, 1 mol L⁻¹ HCl) was investigated. Elements commonly associated with the sulfidic phase, Cd, Cu, Pb, Zn and Fe exhibited the most significant changes under the BCR sequential extraction procedure. Cd, Cu, Zn, and to a lesser extent Pb, were redistributed into the weak acid extractable fraction upon oxidation of the anoxic sediment and Fe was redistributed into the reducible fraction as expected, but an increase was also observed in the residual Fe. For the HCl partial extraction, sediments with moderate acid volatile sulfide (AVS) levels (1-100 μmol g⁻¹) showed no significant difference in element partitioning following oxidation, whilst sediments containing high AVS levels (>100 μmol g⁻¹) were significantly different with elevated concentrations of Cu and Sn noted in the partial extract following oxidation of the sediment. Comparison of the labile metals released using the BCR sequential extraction procedure (ΣSteps 1-3) to labile metals extracted using the dilute HCl partial extraction showed that no method was consistently more aggressive than the other, with the HCl partial extraction extracting more Sn and Sb from the anoxic sediment than the BCR procedure, whilst the BCR procedure extracted more Cr, Co, Cu and As than the HCl extraction.     

中欧物联网发展政策比较研究——基于《欧洲物联网行动计划》与中国《物联网发展专项行动计划》

从计划提出背景、计划重点、内容详略程度3个方面出发,对《欧洲物联网行动计划》和中国《物联网发展专项行动计划》进行对比分析。结果显示,《欧洲物联网行动计划》既有可取之处也存在不足,但仍对我国物联网发展规划具有借鉴意义。     

General financial market model defined by a liquidation value process

Financial market models defined by a liquidation value process generalize the conic models of Schachermayer and Kabanov where the transaction costs are proportional to the exchanged volumes of traded assets. The solvency set of all portfolio positions that can be liquidated without any debt is not necessary convex, e.g. in presence of proportional transaction costs and fixed costs. Therefore, the classical duality principle based on the Hahn–Banach separation theorem is not appropriate to characterize the prices super hedging a contingent claim. Using an alternative method based on the concepts of essential supremum and maximum, we provide a characterization of European and American contingent claim prices under the absence of arbitrage opportunity of the second kind.     

Phytochemical profile and therapeutic potential of Viscum album L.

Viscum album L., the European mistletoe, is a common species from the Viscaceae family. This evergreen hemiparasitic shrub grows on various trees and contains diverse, biologically active substances. Its chemical composition may vary depending on the time of harvest, species of the host tree and the manufacturing process. Among well-described and most active phytochemicals identified in V. album are lectins and viscotoxins, which play substantial role in cancer treatment because of their apoptotic and cytotoxic effects. Another group of compounds found in mistletoe are phenolic acids, phenylpropanoids and flavonoids with antioxidant and anti-inflammatory activities, which decrease blood pressure. Other mistletoe components include, among others, triterpenes with cytotoxic and apoptotic properties, and phytosterols, oligo- and polysaccharides. Extracts from the plant, especially aqueous, are applied in traditional and official medicine, among others in treating hypertension or arthritis. Potentially, it can also be used as a hepatoprotective or a sedative drug.     

Lipschitz mappings,contingents, and differentiability

The main purpose of the paper is to show that, for each real normed space Y of infinite dimension, each number L > 0, and each at most countable set Q ? ?, there exists a Lipschitz mapping ?: ? → Y, with constant L, whose graph has a tangent everywhere, whereas ? is not differentiable at any point of Q.     

三因素作用下的工期索赔

索赔是一种经济补偿行为,是承包商和业主之间承担风险比例的合理再分配,按索赔目的不同可以将索赔分为工期索赔和费用索赔。文章着重研究工期索赔的计算方法,将引起工期索赔的原因分为业主原因、承包商原因和不可抗力原因。通过算例研究三因素共同作用下的工期索赔问题,提出了计算方法,建立了数学模型。该方法可以使业主与承包商更加合理地分配不可抗力风险。