券商集合理财产品定价问题研究

基于Black-Scholes期权定价模型,用偏微分方程方法,研究其定价和性质.通过对冲技巧及It公式,在双因子模型下,建立了具提前转开条款的券商集合理财产品的定价模型,用差分方法得到了定价的数值解.通过固定封闭期模型与一般转开模型的比较,分析了转开条款带来的流动性价值.最后,利用理论结果,对实际产品——光大阳光集合理财产品进行实证分析,并讨论模型在定价中的作用及局限.     

血清HCG、孕酮联合检测在早期先兆流产治疗中的价值分析

目的通过研究探讨血清β-HCG、孕酮联合检测在早期先兆流产治疗中的临床价值。方法随机选取广东省中山市东升镇东升医院2015年1月—2016年9月期间收治的100例早期先兆流产患者作为研究对象,并按随机数字分组法将所有入选患者分为观察组与对照组(各50例),观察组给予血清β-HCG、孕酮联合检测,对照组仅给予血清孕酮检测,分析比较两组患者检验的有效率。结果观察组经联合检测后血清β-HCG、孕酮水平较仅给予血清孕酮检测对照组的水平低(P0.05);观察组经血清β-HCG、孕酮联合检测后临床检验有效率显著优于仅给予血清孕酮检测的对照组,其临床检验的敏感度、阴性预测值及诊断准确率均显著优于仅给予血清孕酮检测的对照组(P0.05)。结论血清β-HCG、孕酮联合检测具有较高的诊断准确率,在早期先兆流产诊断中更具有指导意义,有利于临床根据血清β-HCG、孕酮检测值采取有效治疗措施。     

Metabolic characterization of the early stage of hepatic fibrosis in rat using GC‐TOF/MS and multivariate data analyses

The aim of this study was to explore the changes in the urine metabolic spectrum in rats with the early stage of liver fibrosis using gas chromatography–time of flight/mass spectrometry (GC‐TOF/MS), try to search for potential biomarkers and elucidate the probably metabonomic pathogenesis. The early stage of liver fibrosis was established with a single subcutaneous injection of carbon tetrachloride twice each week for 4 weeks continuously. At the end of the experiment, GC‐TOF/MS technology with multivariate statistical approaches such as principal component analysis, partial least squares‐discriminant analysis and orthogonal partial least squares‐discriminant analysis was used to analyze the changes in the metabolic spectrum trajectory and identify potential biomarkers. Twelve potential biomarkers in the model group, such as succinic acid, threonine and lactose, were selected, which indicate that the metabonomic pathogenesis of the early stage of liver fibrosis may be related to disorders of energy metabolism, amino acid metabolism and fatty acid metabolism.     

Reaction of early transition metal complexes with macrocycles. II. Synthesis and structure of TiCl3(H2O) · 18-crown-6, a compound with a unique bidentate bonding mode for the 18-crown-6 molecule

18-crown-6 reacts with TiCl₃ in CH₂Cl₂ to form a complex in which the crown ether functions as a tridentate ligand. Addition of moist hexane affords a molecular complex in which the crown ether functions as a bidentate ligand. A water molecule is bonded directly to the titanium atom and is further hydrogen bonded to three of the oxygen atoms of the crown. The deep blue crystals of the CH₂Cl₂ adduct belong to the monoclinic space groupP2₁/n witha=13.481(8),b=8.021(5),c=21.425(9) Å, =97.32(5)°, and _calc = 1.51 g cm^–3 forZ=4. Refinement led to a conventionalR value of 0.040 based on 873 observed reflections. The Ti–O bond distances for the crown oxygen atoms are 2.123(8) and 2.154(9) Å, while the oxygen atom of the water molecule is bonded at 2.072(8) Å. The octahedral coordination sphere of the titanium atom is completed by the three chlorine atoms at distances of 2.340(5), 2.352(4), and 2.373(4) Å. Supplementary Data relating to this article are deposited with the British Library as Supplementary Publication No. SUP 82034 (10 pages).     

RED算法的改进及其性能分析

随机早期检测（RED）算法作为主动队列管理（AQM）中有效的实现算法，其性能研究近来已成为网络研究 的一个热点。介绍了原始RED算法，并在此基础上对该算法进行了改进，仿真结果和实验数据表明，改进算法能 显著地降低丢包率，提高网络的链路利用率。     

家电行业并购的财务风险预警研究

通过对家电行业的特点及其并购过程中财务风险的分析,建立了家电行业并购的财务风险评价指标体系,运用层次分析法确定各指标权重,给出了我国家电行业并购财务风险预警的模糊综合评价模型,并通过四川长虹与美菱电器的并购案例进行了实证分析,对并购活动中财务风险防范与控制方面存在的问题进行了分析,明确了财务风险防范与控制的重点.     

具预警功能的三部件并联可修复系统的可靠性分析

研究了具有预警功能的三部件并联且有两个热备器的可修复系统,系统可转化为一个Banch空间上的抽象Cauchy问题.首先利用半群理论证明了该系统强解的存在唯一性,其次运用了代数方法证明了0是系统算子的简单本征值,最后对系统和不含预警功能的系统的可用度进行了比较分析.     

地下水脆弱性风险预警和评估的区间三角模糊多属性决策模型

应用基于逼近理想解排序法的区间三角模糊多属性决策模型,对三江平原六大分区地下水脆弱性进行了风险预警和评估.评估结果与前人吻合,可为有关决策部门采取相应降低环境风险的措施提供参考.实例验证表明,模型具有更高的计算精度和更好的评价效果,为有关环境风险决策部门对地下水风险预警和评估提供了新的思路和方法.     

A Pricing Model for American Options with Gaussian Interest Rates

In this paper we introduce a new methodology to price American put options under stochastic interest rates. We derive an analytic approximation that can be evaluated very fast and is fairly accurate. The method uses the so-called forward risk adjusted measure to derive analytic prices. We show that for American puts the correlation between the stock price and the interest rate has different influences on European option values and early exercise premiums.     

Indicator space configuration for early warning of violent political conflicts by genetic algorithms

Recognition of preconflict situations has a powerful potential for early warning of violent political conflicts. This paper focuses on the design and application of artificial neural networks as classifiers of preconflict situations. Achieving a desired level of performance of the neural network relies on the appropriate construction of recognition space (selection of indicators) and the choice of network architecture. A fast and effective method for the design of reliable neural recognition systems is described. It is based on genetic algorithm techniques and optimizes both the configuration of input space and the network parameters. The implementation of the methodology provides for increased performance of the classifier in terms of accuracy, generalization capacity, computational and data requirements. This revised version was published online in June 2006 with corrections to the Cover Date.