美、日、法地方债制度的变迁及其启示

美、日、法三国的地方债制度经历了长期探索、不断演进的发展过程,通过对其比较分析,从中可以获得许多有益的启示,对进一步完善我国地方债制度有一定的借鉴作用。     

[Ag(dnbc)(dapn)]·2H_2O的制备、晶体结构和红外光谱分析

X -射线分析标题化合物的空间群是C2 /c .每个重复的结构单元由一个银原子、一个 3,5 -二硝基苯甲酸(dnbc)和一个 1,2 -丙二胺 (dapn)组成和两个未配位的结晶水 ,其中的Ag原子连接不同 1,2 -丙二胺中的两个氮原子和一个 3,5 -二硝基苯甲酸中羧酸上的氧原子 .由于氢键的存在使标题化合物呈现三维空间的超分子结构 .通过红外光谱吸收图解析更进一步证明所制备的配合物结构是确定的 .     

a-Si:H中无序对悬挂键电子状态的影响

实验测得的α-Si:H 中悬挂键能级相对于迁移边 E_C 的位置很不一致,分散于0.9—1.3eV 之间,本文用量子化学 EHT 方法对这一重要实验问题进行了计算。首先对 EHT 方法所用参数进行了优化选择处理,并对各种不同组态环境下的悬挂键能级进行了计算。结果表明,α-Si:H 中的悬挂键能级位置随环境原子排列的无序度不同而明显变化,由此推论:α-Si:H 中的悬挂键因能级位置相对于费米能级不同可以有三种荷电状态 T_3~+、T_3~-和 T_3~°,它们在空间上是相互分离的。据此,许多与悬挂键有关而长期存在的问题可以得到解释。     

可转换债券定价模型探讨

针对可转换债券的性质及相关内容进行了深入分析 ,并给出影响其发行效果的组合模型 .在详细考察基础变量——利率和股票价格行为特征的基础上 ,运用无套利原理推导出可转换债券的双因素定价模型 ,其特例便是著名的 Black-Scholes模型.     

Activation for Photoluminescence Emission on NanoSilicon Prepared in Oxygen or Nitrogen Environment

The photoluminescence(PL)dynamics of nano-silicon prepared in various environments is investigated,which involves the emission in nanostructures related to a wider band from 550 nm to 900 nm and the localized states emission at 694 nm,605 nm,604 nm and 560 nm.It is observed that the sharp PL peak on the samples prepared in nitrogen has the shape of single tip near 605 nm,but the shape of twin tips always occurs in the two sharp peaks on the samples prepared in oxygen.The threshold behavior and the optical gain are discovered in the PL emission at 694 nm,605 nm and 604 nm.The experiments demonstrate that the optimum pressure to prepare samples in oxygen for the enhancement of emission near 700 nm is about 10~100 Pa,and the optimum one in oxygen for the enhancement of emission near 600 nm is about 1/10~1 Pa,while in high vacuum(10μPa) the PL emission becomes weaker.     

我国可回售债券的定价——基于同期限国债收益率曲线的模拟

在经典的BK模型基础上,建立了适合中国市场的各种期限国债收益率模型,确立了基于同期限国债收益率曲线的我国可回售债券的定价方法,克服了构造完整收益率曲线的困难;拟定了可回售债券价格蒙特卡罗模拟的计算程序,建立了可回售债券价格的95%置信区间,计算出中国债券市场上15种可回售债券的理论价格、95%的置信区间、回售权价值及其相应的普通债券与可回售债券之间的价差;并为市场参与者提出了一些相关的建议.     

氢键和π-π堆积构筑的二维超分子配合物[Cd(phen)_3](H_2 abtc)·0.5(H_4 abtc)·CH_3OH的结构与荧光光谱

利用3,3',4,4'-偶氮苯四甲酸、邻菲啰啉与醋酸镉反应得到了一种新型超分子配合物[Cd(phen)3(]H2abtc).0.5(H4abtc).CH3OH(1)(phen=邻菲啰啉,H4abtc=3,3',4,4'-偶氮苯四甲酸),并通过X-射线单晶衍射分析、元素分析和荧光光谱对它进行了表征。结果表明,配合物1的镉原子与三个邻菲啰啉的六个N配位构成一个扭曲的八面体结构,配体3,3',4,4'-偶氮苯四甲酸未参与配位。分子间通过氢键构成了1D的Z字链结构,而1D链之间通过O-H…O和C-H…O形成2D的网络结构。     

基于担保方信用风险的可转债定价问题研究

从投资者的角度,在担保方存在信用风险的背景下,研究了可转债的定价问题.假设债券发行方和担保方的违约过程服从泊松过程,并考虑债券发行方违约后公司股价发生跳跃,通过对冲,建立了偏微分方程模型,并求出了显式解,最后通过计算,分析各参数对模型结果的影响.     

Pricing convertible bonds and change of probability measure

The changes of numeraire can be used as a very powerful tool in pricing contingent claims in the context of a complete market. By using the method of numeraire changes to evaluate convertible bonds when the value of firm, and those of zero-coupon bonds follow general adapted stochastic pro- cesses in this paper, using Ito theorem and Gisanov theorem. A closed-form solution is derived under the stochastic volatility by using fast Fourier transforms.     

Molecular dynamics simulations exploring drug resistance in HIV-1 proteases

Although HIV-1 subtype B still dominates the epidemic AIDS in developed countries, an increasing number of people in developing countries are suffering from an epidemic of non-subtype B viruses. What is worse, the efficacy of the combinational use of an-tiretroviral drugs is gradually compromised by the rapid development of drug resistance. To gain an insight into drug resistance, 10-ns MD simulations were simultaneously conducted on the complexes of the TL-3 inhibitor with 4 different proteases (B_wt, B_mut, F_wt and F_mut), among which the complex of the B_wt protease with the TL-3 inhibitor was treated as the control group. Detailed analyses of MD data indicated that the drug resistance of B_mut against TL-3 mainly derived from loss of an important hydrogen bond and that of F_wt was caused by the decrease of hydrophobic interactions in S1/S1’ pocket, while both of the two reasons mentioned above were the cause of the F_mut protease’s resistance. These results are in good agreement with the previous experiments, revealing a possible mechanism of drug resistance for the aforementioned protease subtypes against the TL-3 inhibitor. Additionally, another indication was obtained that the mutations of M36I, V82A and L90M may induce structural transforms so as to alter the inhibitor’s binding mode.