投资决策分析方法的缺陷及改进

本文指出了传统投资决策方法的缺陷 ,提出了将期权理论应用于投资决策的总体思路 ,突破了传统决策分析的局限性 ,使决策更加科学和合理     

A rigid subspace of the real line whose square is a homogeneous subspace of the plane

Working in ZFC, we give an example as indicated in the title.

     

技术创新与增长期权定价

本采用了净现值(NPV)和实物期权定价方法对一个实际的MMDS的发射放大器项目进行了定价，并对两种方法定价的结果进行了分析和对比。由于实物期权方法定价的结果包含项目中的增长期权和放弃期权的价值，因而实物期权方法定价的结果比NPV方法定价的结果更合理和更高。     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

关于实Hilbert环

通过引进“强实Hilbert环”这一概念,本文证明了,一个环A是强实Hilbert环,当且仅当多项式环A[X]是实Hilbert环,当且仅当A[X]的每个实极大理想在A上的局限是实极大的,从而文献[1]中两个主要结果被否定.此外,本文还研究了所谓的“严格的实Hilbert环”,这类环对于半代数零点定理等方面的探讨更具应用意义.     

激光除锈过程的实时监测技术研究

对激光除锈过程中的实时监测技术进行了实验研究,结果表明:除锈过程中产生的声波强度会随着表面清洁度的变化而发生明显的变化,声波信号包含了除锈过程中的大量信息,可作为激光除锈实时监测的基本信号.     

提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

红外单站被动定位技术速度更新算法研究

针对红外单站被动定位技术中空中机动目标的运动速度不断变化这一实际情况,提出了一种基于红外相机运动特性的对目标的运动速度进行实时更新的校正算法.该算法克服了大多基于匀速直线运动这一空间模型的红外单站被动定位方案目标速度不变的缺点,客观地反映了空中机动目标的实际运动状况,不仅能对目标的运动速度进行实时准确的更新校正,而且可推演出一种新的红外单站被动定位算法,对推动红外单站被动定位技术的工程实用化进程具有重要的意义.     

An implicit characteristic-flux-averaging method for the euler equations for real gases

A formulation of an implicit characteristic-flux-averaging method for the unsteady Euler equations with real gas effects is presented. Incorporation of a real gas into a general equation of state is achieved by considering the pressure as a function of density and specific internal energy. The Ricmann solver as well as the flux-split algorithm are modified by introducing the pressure derivatives with respect to density and internal energy. Expressions for calculating the values of the flow variables for a real gas at the cell faces are derived. The Jacobian matrices and the eigenvectors are defined for a general equation of state. The solution of the system of equations is obtained by using a mesh-sequencing method for acceleration of the convergence. Finally, a test case for a simple form of equation of state displays the differences from the corresponding solution for an ideal gas.     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.