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1.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
2.
An intermolecular aldol reaction of 20S-camptothecin-7-aldehyde in the presence of strong bases affords an unusual dimeric compound, the structure and stereochemistry of which was assigned on the basis of NMR analysis and MM2 calculations. 相似文献
3.
In this paper we generalize to coisotropic actions of compact Lie groups a theorem of Guillemin on deformations of Hamiltonian
structures on compact symplectic manifolds. We show how one can reconstruct from the moment polytope the symplectic form on
the manifold.
Received: 21 March 2006 相似文献
4.
A rapid, selective and reproducible high-performance liquid chromatographic (HPLC) method with ultraviolet detection was developed for the determination of the anti-cancer agent Taxotere in biological fluids. The method involves a solid-phase extraction step (C2 ethyl microcolumns) using a Varian Advanced Automated Sample Processor (AASP) followed by reversed-phase HPLC. The validated quantitation range of the method is 10-2500 ng/ml in plasma with coefficients of variation < or = 11%. The method is also suitable for the determination of Taxotere in urine samples under the same conditions. The method was applied in a phase I tolerance study of Taxotere in cancer patients, allowing the pharmacokinetic profile of Taxotere to be established. 相似文献
5.
Alberto Sturaro Giorgio Parvoli Lucio Doretti Cristina Bancomina Carlo Neonato 《Journal of mass spectrometry : JMS》1994,29(10):575-577
The determination of vinyl acetate at parts per 109 by volume (ppbv) levels in air by gas chromatography/mass spectrometry (GC/MS) was achieved by optimizing the GC conditions and choosing specific extraction solvents that are sufficiently pure. The ideal solvent should not give rise to fragment ions at m/z 43, in order to rule out any possible interference during the monitoring of the same vinyl acetate ion. Traces of acetone and butan-2-one in solvents suitable for this GC/MS determination may also mislead the detection of vinyl acetate. A 440 μl volume of a mixture of tetrachloroethylene containing 9% acetonitrile allowed the recovery of more than 90% of the ester with a detection limit of 1.5 ppbv in air together with a good linearity of response. 相似文献
6.
DellaGreca M Iesce MR Previtera L Temussi F Zarrelli A Mattia CA Puliti R 《The Journal of organic chemistry》2002,67(25):9011-9015
Androst-4-ene-3,17-dione (1) and 17alpha-methyltestosterone (2) are dimerized in the solid-state by UV radiation. These substances were selected by a search in the CSD among the steroid enones presenting in the crystalline state an intermolecular short contact between a hydrogen alpha to a carbonyl group and the oxygen of an enone system. Dimerization occurs by transfer of the hydrogen to the oxygen and connection between the two involved carbons. Androst-4-ene-3,17-dione (1) affords dimer 3 and trimer 4, both formed by connection of the C-16 of a molecule with the C-3 of a near one. Irradiation of 17alpha-methyltestosterone (2) gives the isomeric trienones 5 and 6. These compounds are reasonably formed by dehydration of unisolated intermediate products 7 and/or 8 obtained by coupling of two molecules through a linkage between the C-2 and the C-3' carbons. The formation mechanisms of the photoproducts are satisfactory explained on the basis of the molecular arrangement of the monomers in the crystal state. Modeling of the dimeric molecules was done using molecular mechanics calculations. A single-crystal X-ray of the dimer of androst-4-ene-3,17-dione confirms the structural interpretation of spectral data. The conformer found in the solid-state agrees well with the results of molecular mechanics calculations. 相似文献
7.
Cesare Oliva Anatoli V. Vishniakov Ivan E. Mukovozov Giorgio Termignone Lucio Forni 《Radiation Physics and Chemistry》1995,45(6):945-948
Evidence of quantum spin fluid and of quantum spin glass behaviour has been detected by extended EPR analysis in some La-cuprate catalysts of general formula La2−xEuxCuO4 + δ. Some features of the EPR spectrum, appearing in a few cases, are also discussed and attributed to a pseudo Jahn-Teller effect due to a particular coordination of up to five oxygen ions around surface copper ions at low temperature. 相似文献
8.
We compare the electric and pure magnetic contributions to the differential cross sectiond(npnp)/ds' of neutron-proton bremsstrahlung. We conclude that the pure magnetic contribution cannot explain the discrepancy between the theoretical and experimental results as found by Dupont et al.This work was supported in part by CONACyT under contracts F246-E9207 and 1628-E9209 相似文献
9.
M.Antonietta Loreto Lucio Pellacani Paolo A Tardella Elena Toniato 《Tetrahedron letters》1984,25(38):4271-4274
Ethoxycarbonylnitrene (EtOCON) generated by α-elimination adds cleanly to allylic ethers giving substituted aziridines. Similar addition via nitrenium ion (EtOCONH+) gives derivatives of β-amino alcohols. 相似文献
10.
The guest-induced synthesis of a molecular box from methylaquacobaloxime and 1,4-phenylenebisboronic acid, with pyrazine (pz) as guest, is described. The resulting supramolecular species was characterized by X-ray structural analysis, 1H and 13C NMR spectroscopy, and low-resolution electrospray ionization (ES) mass spectrometry. The assembly was monitored by a time dependent 1H NMR experiment, which showed that the guest thermodynamically drives the assembly of the host. The effectiveness of pyrazine in this role arises from its having both the correct geometry and a sufficiently low pKa value. Several other ditopic ligands were tested, but none led to formation of an analogous product. However, a second supramolecular species was formed in the case of ethylenediamine (en). X-ray structural analysis and 1H and 13C spectroscopy revealed that this is closely related to the first, with a phenyl side removed and the pz bridge substituted by the en bridge. 相似文献