欧式期权定价模型探析

期权定价正受到广泛关注,其中最有影响力的是1973年Fisher Black和Myron Scholes提出的Black-Scholes期权定价模型.该模型通过一系列的假设条件,得出了资产价格S在时间t的函数的偏微分方程,再通过对未知变量的转换,求出了该偏微分方程的解,即Black-Scholes期权定价公式,此公式在...     

信用衍生工具估值模型研究

为了解决信用衍生工具定价问题,在扩散过程的基础上,引入的跳跃过程描述突发性违约事件,建立了基于跳跃—扩散过程的信用衍生工具的估值模型,从而克服了传统结构化估值模型中,不会发生不可预测违约的缺陷。     

2-苯基吲哚-5-磺酸的合成及表征

采用对磺酸苯乙酮苯腙闭环合成2-苯基吲哚-5-磺酸,首先研究合成目标产物的中间体——对磺酸苯乙酮苯腙制备过程中的酸度及反应时间对制备反应的影响,同时还选择了适当的溶剂.接着又考察了反应物配比、温度及反应时间对目标产物合成反应的影响,并对产物结构进行了表征.实验表明,产品不仅纯度好,且收率高,结果令人满意.     

聚乙二醇负载苯磺酸催化Biginelli反应合成3,4-二氢嘧啶-2-酮衍生物的研究

在聚乙二醇负载的苯磺酸催化作用下,由醛、乙酰乙酸乙酯(或乙酰丙酮)、脲(或硫脲)3组份经Biginelli反应"一锅法"合成了系列3,4-二氢嘧啶-2-酮衍生物.该方法反应条件温和、反应时间短、产率高,并且催化剂具有可重复使用的优点.     

2-芳基-3-N-丙酰基-5-(4-吡啶基)-1,3,4-(口恶)唑啉类衍生物的合成及抗菌活性

4-吡啶苯甲酰肼(1)与芳香醛缩合得到酰腙(2a~2h),而后2a~2h与丙酸酐环合,以良好的收率合成出2-芳基-3-N-丙酰基-5-(4-吡啶基)-1,3,4-口恶唑啉类衍生物(3a~3h),并通过元素分析,IR,1H NMR和MS对3a~3h的结构进行了表征.初步的抗菌试验表明,部分目标化合物表现出较好的抑菌活性.     

递阶多目标非光滑优化问题的最优性条件

建立了递阶多目标非光滑优化问题的一个通用性结构化模型,利用参数规划、集值分析及非光滑非线性分析的理论和方法,研究了模型锥有效解存在的最优必要条件和充分条件．     

Inhibitory Kinetics of p-Substituted Benzaldehydes on Polyphenol Oxidase from the Fifth Instar of Pieris Rapae L.

Polyphenol oxidase (PPO) is the enzyme responsible for enzymatic browning during the growth of insects. It is also involved in defense reactions and is related with immunities in insects. PPO, a metalloenzyme oxidase, catalyzes the oxidation of ο-diphenol to ο-quinone. The present paper de- scribes the effects of benzaldehyde and its p-substituted derivatives on the activity of PPO from the fifth instar of Pieris rapae L. PPO from the fifth instar of Pieris rapae L. was purified using ammonium sulfate fractionation and chromatography on Sephadex G-100. The enzyme kinetics was characterized using L-3,4-dihydroxyphenylalanine (L-DOPA) as substrate. The results show that benzaldehyde, p- hydroxybenzaldehyde, p-chlorobenzaldehyde, and p-cyanobenzaldehyde can inhibit the PPO activity for the oxidation of L-DOPA. The inhibitor concentration leading to 50% activity lost, IC50, was esti- mated to be 5.90, 5.62, 2.83, and 2.91 mmol/L for the four tested inhibitors, respectively. Kinetic analy- ses show that the inhibitory effects of these compounds are reversible. Benzaldehyde, p- hydroxybenzaldehyde, and p-chlorobenzaldehyde are noncompetitive inhibitors while p-cyano- benzaldehyde is a mixed-type inhibitor. The inhibition constants were determined for all four inhibitors. p-chlorobenzaldehyde and p-cyanobenzaldehyde were more potent inhibitors than the other com- pounds. These results provide a basis for developing PPO inhibition-based pesticides.     

两种二茂铁Schiff碱衍生物的合成及其表征

在温和条件下合成了2种新的二茂铁基Schiff碱衍生物, 甲酰基二茂铁缩2,4-二硝基苯腙(Ⅰ)及乙酰基二茂铁缩2,4-二硝基苯腙(Ⅱ), 采用现代谱学手段如元素分析、红外光谱、紫外光谱、核磁共振氢谱等对其进行表征.     

Araplysillins-I and-II: Biologically active dibromotyrosine derivatives from the spongePsammaplysilla arabica

Summary Araplysillins-I and-II, two novel dibromotyrosine derivatives, were isolated fromPsammaplysilla arabica and their structure was elucidated by spectroscopic methods. They proved to be inhibitors of Na⁺/K⁺ ATPase and to have antimicrobial activity.     

重积分的Young-不等式

将著名的Young-不等式∫^a0f(x)dx ∫^b0(x)dx≥ab推广到重积分中，在重积分中建立了Young-不等式的两个新命题，并给出了证明。