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1.
Dashan Huang Yoshitaka Kai Frank J. Fabozzi Masao Fukushima 《European Journal of Operational Research》2007
This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model. 相似文献
2.
For thep-th cyclotomic fieldk, Iwasawa proved thatp does not divide the class number of its maximal real subfield if and only if the odd part of the group of local units coincides
with its subgroup generated by Jacobi sums related tok. We refine and give a quantitative version of this result for more general imaginary abelian fields. Our result is an analogy
of the famous result on “semi-local units modulo cyclotomic units”.
Partially supported by Grant-in-Aid for Scientific Research (C), Grant 09640054. 相似文献
3.
Atsuko Kawata Tadashi Oishi Yoshitaka Fukada Yoshinori Shichida Tôru Yoshizawa 《Photochemistry and photobiology》1992,56(6):1157-1166
Types of photoreceptor cells in the retinas of 36 species of vertebrates (5 classes, 14 orders) were investigated immunocytochemically with monoclonal antibodies against chicken iodopsin (Io-mAb) and antiserum against bovine rhodopsin (Rh-As). In mammals, Rh-As labeled the outer segments of some photoreceptor cells in striped squirrels (a diurnal mammal) and those of most photoreceptor cells in mice (a nocturnal mammal), while Io-mAb labeled any photoreceptor cells in either of them. In all species of birds studied, Io-mAb labeled the principal and accessory members of double cones and single cones with a red oil droplet. Rh-As labeled single cones with a yellow or clear oil droplet in addition to rods. In turtles, both Rh-As and Io-mAb labeled single cones with a red or clear oil droplet and the principal (with a yellow oil droplet) and accessory members of double cones. This suggests that the visual pigments in these cones of turtles have common epitopes with bovine rhodopsin and chicken iodopsin. In Japanese grass lizards, single cones with a yellow oil droplet and double cones were immunoreactive to both Rh-As and Io-mAb. In snakes, rods and cones could not be distinguished but both positively and negatively stained cells were observed by the use of each antibody. In geckos, however, all photoreceptor cells were immunonegative to Io-mAb. In all species studied in amphibians, Rh-As labeled rods but not cones. Neither rods nor cones reacted with Io-mAb. In fishes, almost all species studied had well developed cones, and some of these cones were labeled by Rh-As. However, Io-mAb labeled the outer segments of some cones only in loaches. Rh-As labeled photoreceptor cells in all species of fishes studied. Thus, Rh-As recognized the outer segments of rods in all species studied from fishes to mammals, whereas the epitope recognized by Io-mAb is conserved in some species of fishes, most species of reptiles and all species of birds studied. 相似文献
4.
Tryptophan (Trp) derivatives were selectively separated from 24 kinds of amino acid mixture solutions. Capillary electrophoresis (CE) with UV detection using the described pretreatment system was able to separate and determine 4 kinds of Trp derivatives: 5-hydroxy L-tryptophan, 5-methyl L-tryptophan, 1-methyl L-tryptophan and L-tryptophan. The pretreatment system used a combination of a homogeneous liquid-liquid extraction and a sweeping method, the two are different kinds of powerful preconcentration/separation methods. Trp derivatives were thus separated by two different separation systems. First, these derivatives were selectively extracted at 57-100% by a homogeneous liquid-liquid extraction; secondly, they were respectively separated by micellar electrokinetic chromatography (MEKC) with a sweeping effect. The detection limits following complete separation of the Trp derivatives were 10(-8) mol l(-1) levels, respectively. The proposed method provided a more than 10-fold the improvement in sensitivity compared with fluorescence labeling/fluorophotometric analysis; the proposed method was also applied to the component analysis of nutritious medicine. 相似文献
5.
[reaction: see text] Catalytic, enantioselective Mannich-type reactions of alpha-imino esters bearing readily removable substituents on nitrogen are described. Several N-carbamate-protected alpha-imino esters, which are readily prepared from 2-bromoglycine esters using a polymer-supported amine, reacted with silicon enolates to afford the desired adducts in high yields with high enantioselectivity using a copper(II)-diamine complex. Easy deprotection of the product amine and transformation to free alpha-amino acid derivatives have also been demonstrated. 相似文献
6.
Yoshikatsu Ito Meng Ji-Ben Shin Suzuki Yoshitaka Kusunaga Teruo Matsuura Keiichi Fukuyama 《Tetrahedron letters》1985,26(17):2093-2096
In contrast to simple imidazoles, 1-methy1–2,4,5-triphenylimidazole () produced stable oxetane photoadducts - with good efficiency upon irradiation in the presence of benzophenone derivatives - in acetonitrile solution. Irradiation in the solid-phase was also studied. The oxetanes - readily underwent cycloreversion by acid catalysis or by heating. 相似文献
7.
8.
[reaction: see text] The Sc(OTf)3/FERRODIOL (2) complex was prepared at -78 degrees C in CH2Cl2 in the presence of 2,6-lutidine and MS 4A. The chiral scandium Lewis acid-catalyzed asymmetric Diels-Alder reaction of cyclopentadiene (3) with 3-acyloxazolidin-2-ones (4) effectively produced the adduct (5) in a high yield with good selectivity, i.e., endo/exo = 90:10 up to 91% ee (endo). 相似文献
9.
Kazuhiro Watanabe Noboru Akino Tetsuo Aoyagi Noboru Ebisawa Yukio Fujiwara Atsusi Honda Takashi Inoue Takao Itoh Mikito Kawai Minoru Kazawa Junichi Koizumi Masaaki Kuriyama Kenji Miyamoto Naoki Miyamoto Kazuhiko Mogaki Yoshihiro Ohara Tokumichi Ohga Yoshikazu Okumura Hiroshi Oohara Katsumi Ohshima Fujio Satoh Kazuhiko Shimizu Syunji Takahashi Hirotsugu Usami Katsutomi Usui Masahiro Yamamoto Takeshi Yamazaki 《Radiation Physics and Chemistry》1997,49(6):631-639
A negative-ion-based neutral beam injector (N-NBI) has been constructed for JT-60U. The N-NBI is designed to inject 500 keV, 10 MW neutral beams using two ion sources, each producing a 500 keV, 22 A D− ion beam. In the preliminary experiment using one ion source, a D− ion beam of 13.5 A has been successfully accelerated with an energy of 400 keV (5.4 MW) for 0.12 s at an operating pressure of 0.22 Pa. This is the highest D− beam current and power in the world. Co-extracted electron current was effectively suppressed to the ratio of Ie/ID− < 1. The highest energy beam of 460 keV, 2.4 A, 0.44 s has also been obtained. To realize 1 MeV class NBI system for ITER (International Thermonuclear Experimental Reactor), demonstration of ampere class negative ion beam acceleration up to 1 MeV is an important mile stone. To achieve the mile stone, a prototype accelerator and a 1 MV, 1 A test facility called MeV Test Facility (MTF) were constructed. Up to now, an H− ion beam was accelerated up to the energy of 805 keV with an acceleration drain current of 150 mA for 1 s in a five stage electrostatic multi-aperture accelerator. 相似文献
10.
Yoshitaka Watanabe Hiroshi Kashiwagi 《International journal of quantum chemistry》1983,23(5):1739-1752
Ab initio SCF MO calculations have been carried out on benzene + TCNE (tetracyanoethylene) and naphthalene + TCNE complexes with the STO -3G, STO -3G π-split (STO -3G for π orbitals and a split basis for π orbitals), and 4–31G basis sets. The interaction energy, gross charges, dipole moment, and the electron density in the middle plane of the complexes have also been evaluated. The STO -3G π-split basis set is appropriate for the calculation of large π–π stacking complexes from two points of view, production of reliable results and ease of computations. The approximation scheme based on the semiorthogonalized orgitals is revealed to be very efficient to save CPU time and storage in such calculations. The stable conformation and the charge-transfer interaction of the two complexes are discussed on the basis of the calculated quantities. 相似文献