41条牦牛CDS序列的密码子偏好性分析

密码子简并性特征造成了不同物种密码子使用偏好性不同．在对牦牛功能基因组学研究的基础上，利用EMBOSS中的CUSP程序、SMS2中的Codon Usage程序和软件CodonW对牦牛功能基因的41条CDS序列进行了密码子偏好性的分析，并与人、普通牛、猪等物种进行了比较基因组学研究．结果显示：TTC、TTG、CTC、CTG、ATT、GGA、GGG等27个密码子为牦牛的偏好性密码子．研究结果为以后进一步开展牦牛新基因的发现、功能基因表达调控研究，蛋白质结构和功能的预测以、与其他牛种的比较基因组学研究以及牦牛分子标记育种等工作，提供了理论基础．     

A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap

A hyperbolic function is introduced to reflect the attenuation effect of one firm's default to its partner.If two firms are competitors(copartners),the default inten- sity of one firm will decrease(increase)abruptly when the other firm defaults.As time goes on,the impact will decrease gradually until extinct.In this model,the joint distri- bution and marginal distributions of default times are derived by employing the change of measure,and the fair swap premium of a credit default swap(CDS)can be valued.     

TDI CCD成像系统的研究

采用IL E2TDICCD作为传感器 ,与计算机构成了成像系统 ,并在计算机CRT上显示出图像。解决了CCD的时序电路及功率驱动电路设计问题。采用相关双采样技术滤除CCD输出信号复位噪声 ,提高了视频信号的信噪比。CCD的数据传送速度达到 10MHz ,行扫描速度达到 3.5kHz。     

A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes

The contagion credit risk model is used to describe the contagion effect among different financial institutions. Under such a model, the default intensities are driven not only by the common risk factors, but also by the defaults of other considered firms. In this paper, we consider a two-dimensional credit risk model with contagion and regime-switching. We assume that the default intensity of one firm will jump when the other firm defaults and that the intensity is controlled by a Vasicek model with the coefficients allowed to switch in different regimes before the default of other firm. By changing measure, we derive the marginal distributions and the joint distribution for default times. We obtain some closed form results for pricing the fair spreads of the first and the second to default credit default swaps (CDSs). Numerical results are presented to show the impacts of the model parameters on the fair spreads.     

3个公司双曲衰减违约传染模型下信用违约互换定价

在约化模型框架下,研究了具有交易对手违约风险的3个公司双曲衰减违约传染模型的信用违约互换（CDS）定价. 通过引入一几何双曲类型的衰减函数表示一方违约对另外两方违约强度的影响,研究了3种风险资产的传染效应.通过测度变换,对一类特殊的双曲衰减违约传染模型进行研究,给出了3个公司违约时间的联合密度函数,并利用完全市场下的无套利定价公式对CDS的保护费率,即互换率进行定价,得到了解析表达式.     

具有单边对手风险的信用违约互换的定价

信用衍生产品作为一种有效分散、转移以及对冲信用风险的重要工具被各个金融机构广泛使用。2008年金融风暴以后,曾被人们忽视的对手风险再次得到重视。该文将在约化模型下研究一种最重要的信用衍生品信用违约互换(CDS)的定价问题,得到了具有单边对手风险的信用违约互换的互换率的解析表达式,并且作了数值分析。     

初道库仑场对低能电子碰撞H电离反应的影响

基于CDS3C模型，研究了低能电子碰撞H（e，2e）反应过程．计算了能量为54．4eV的人射电子碰撞H（e，2e）反应的TDCS，将其计算结果与3C、DS3C模型所得结果与实验结果进行了比较．表明在碰撞过程中初通道存在一不可忽略的库仑场．     

Derivations and isomorphisms of certain reflexive operator algebras

In this paper, we will prove that every derivation of completely distributive subspace lattice (CDS) algebras on Banach space is automatically continuous. This is new even in the Hilbert space case. As an application of this result, we obtain that every additive derivation of nest algebras on Banach spaces is inne. We will also prove that every isomorphism between nest algebras on Banach space is automatically continuous, and in addition, is spatial. Research supported by NSF of China and YSF of Shandong     

关于双曲衰减的违约相关模型及CDS定价

引进一个双曲类型的衰减函数来表示一方违约对另一方违约强度的影响．若交易双方为竞争对手(合作公司),当一方的违约时,另一方的违约强度将减小(增大)．随着时间的推移,这种影响将逐渐减小,直至为零．在这个模型下,通过测度变换,可以得到两公司违约时间的联合分布及各自的边际分布,从而可以对违约互换进行定价．     

信用违约掉期——次贷危机升级隐患

阐述了美国资产信贷市场上的信用违约掉期（CDS）的原理和销售情况,指出美国贷款抵押市场上长期存在的隐患,通过分析次贷危机产生的前因后果,阐明了信用违约掉期的研发背景,并指出其对于市场的潜在危险。