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．     

债券的利率敏感性测量

基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量 :久期和凸性 .     

The Content Driven Mobile Internet

The development of future mobile networks will be driven, in large part, by content and web based services. In this paper, we examine several performance, scalability and architectural challenges faced by future mobile web applications and how advanced mobile content delivery techniques can address these challenges. We review existing content delivery using a taxonomy that consists of three categories: network scaling, end system acceleration, and content and protocol optimization. While wireline content delivery focuses on network and server scalability, mobile content delivery will likely benefit most from optimizing radio link usage. We also present our ongoing work in this area, which extends the functionality of edge caching to the terminal, uses user interest correlation information to maintain low terminal power consumption and adds a new dimension to radio resource management. This revised version was published online in August 2006 with corrections to the Cover Date.     

一种基于Web文本聚类的用户兴趣发现模型的研究

研究了一种基于Web文本聚类的用户兴趣发现方法．他通过Web文档信息获取，文本的形式表示，以及Web文本聚类方法最终提取用户兴趣知识，并给出了一个设计模型。     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Convexity Bias in the Pricing of Eurodollar Swaps

The traditional use of LIBOR futures prices to obtain surrogates for the Eurodollar forward rates is proved to yield a systematic bias in the pricing of Eurodollar swaps when one assumes that the yield curve is well described by the Heath-Jarrow-Morton model. The resulting theoretical inequality is consistent with the empirical observations of Burghardt and Hoskins (1995), and it provide a theoretical basis for price anomalies that are suggested by more recent empirical data.     

实验室废液的回收及效果评价——以“铬废液回收及评价”为例

This paper introduces an experiment about waste liquid recovery and effect evaluation in laboratory. Through this experiment, the basic operations of crystal preparation, chemical analysis and instrumental analysis are further consolidated. At the same time, it allows students to experience a series of possible problems of condition selection and control in the process of waste liquid treatment. We hope to improve the students' ability to analyze and solve problems, enhance their interest in learning, and strengthen their humanistic education.     

PPP项目中非完全利益群体的合作形成机制研究

协调政府与社会资本合作的利益分歧,进而实现个体理性向集体理性的趋同,这是纾解PPP项目合作困境的切入点之一。基于合作博弈理论,本文构建PPP项目非完全利益群体的合作形成机制,分析政府与社会资本间“合作共赢”的必要因素。研究表明,由政府与社会资本组成的PPP项目非完全利益群体,可在“理性-效用转移-有效协商”机制的协同作用下主动采取最优合作策略。其中,理性机制验证了政府与社会资本达成合作意向的前提,效用转移机制可实现二者之间的风险-收益对等,有效协商机制将达成政府与社会资本合作的帕累托均衡。     

电动汽车新技术双语课程教学方法研究

电动汽车新技术是电气工程专业一门新开课程,该门课程与当前市场发展联系紧密,知识更新快,科技水平高,行业术语多,包含多门电气工程专业课知识,对于培养学生综合运用电气工程专业的主干课程技能具有重要作用。本文从电气工程专业的实际培养需求出发,研究了该门课程的教学方法,从兴趣引导、课程思政、双语教学、自主学习四个角度进行了阐述,并总结了相关经验和方法。     

基于V-视差法的道路区域检测算法研究

针对当前基于双目视觉的道路环境分析实时性差、检测不准确等问题,提出了一种改进V视差法的道路区域检测算法。该算法首先对原始图片进行车道线检测确定道路消失点,从而确定图像的感兴趣区域。然后,使用极大最小值约束获取V视差图中的斜线,从而提取道路区域。实验结果表明,由于该方法在确定感兴趣区域后计算原始视差图,因此,速度提高了29.71%,且相对于传统V视差法,算法更好地实现了路面分割;同时,障碍物检测的精确率和召回率两个指标分别提高了2.165%和4.837%。基于该算法具有良好的准确性和实时性,能有效识别道路中的障碍物,因此,可以为车辆提供可行驶区域以及为驾驶员提供辅助作用。