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.     

Evidence for the Existence of Cross-Linked Intermediates during Unfolding and Refolding of CK in UGGE

IntroductionCreatine kinase ( CK) plays an important role incell energy metabolism[1] .It catalyses thereversible transfer of a phosphoryl group fromATP to creatine generating phosphocreatine andADP.Owing to its importance in bioenergetics,CK has been extensively studied.There are fourisoforms of the enzyme:muscle type( MM) ,braintype ( BB) ,hybrid type ( MB) ,and mitochondriatype( Mi Mi) .Muscle- CK is a dimer composed of twoidentical subunits,both with relative molecularmass of4.3×…     

我国企业债券市场流动性现状与对策

阐述了债券市场流动性理论,分析了我国企业债券市场流动性现状,并针对我国企业债券市场存在流动性过低、阻碍了中国金融市场融资结构的改革步伐等问题,提出了提高企业债券市场流动性的对策设想。     

Vasicek状态空间模型与上交所国债利率期限结构实证

在分析现有多因子V asicek利率模型基础上,通过改进模型状态因子非相关性假定,推导出新的单、双因子V asicek状态空间利率模型及相应参数估计方法。最后利用上交所国债隐含的收益率数据估计了单因子及双因子V asicek状态空间利率模型。实证表明改进的双因子V asicek利率模型,比较准确地描述了利率期限结构的动态变化特征。     

质子化N，N＇-双（吡啶基-2-亚甲基）-1，4-二氮环庚烷高氯酸盐的合成、表征和晶体结构研究

合成并表征了一个吡啶功能化1,4-二氮环庚烷(DACH)化合物[N,N'-双(吡啶基-2-亚甲基)-1,4-二氮环庚烷]的质子化高氯酸盐. 用X-射线衍射技术测定了标题化合物H4BPDACH·(ClO4)4·1.5H2O (1)的晶体结构三斜晶系,P-1空间群,晶胞参数a=0.791 1(5) nm, b=1.269 5(9) nm, c=1.517 8(11) nm, α=104.448(13)°, β=102.383(13) °, γ= 92.159(12) °, V=1.435 2(17) nm3, Z=2. 化合物1的不对称单元中包含两个晶体学独立的[H4BPDACH]4+阳离子,其中DACH环均采取类似的船式构象,但两个侧臂吡啶环分别采取顺势和反式排列. 质子化NH基团和溶剂及阴离子之间存在多重氢键相互作用,这进一步稳定了此结构.     

浅议我国企业债券市场发展途径

通过对我国企业债券发展历程及存在问题的研究，探讨了企业债券的发展途径，提出了相应的政策建议。     

鸡溶菌酶和重组大肠杆菌融合蛋白(NADP-GDH)体外分子交联的初步研究

用PCR方法克隆的大肠杆菌NADP特异性谷氨酸脱氢酶 (NADP specificglutamatedehydrogenase ,NADP GDH)基因和其突变基因 ,插入表达载体pTrcHisC构建重组蛋白质表达体系 .经过IPTG诱导表达 ,用Talon固定化金属亲和层析树脂纯化出重组的天然和突变NADP GDH ,将它们和溶菌酶 (Lysozyme)通过热诱导去折叠方法进行体外蛋白质分子交联实验 ,在去折叠反应液中加入还原剂二硫苏糖醇 (DTT)后 ,不但没有分子间二硫键交联形成 ,同时也没有其他分子间共价键 (异肽键 )交联的形成 .另外 ,半胱氨酸残基定点突变后的NADP GDH重组蛋白质 ,无法参与形成分子间二硫键 ,实验证实经过热诱导去折叠后也没有分子间共价键 (异肽键 )交联 .这些结果进一步证明蛋白质分子间二硫键的形成能够促进蛋白质其他分子间共价键 (异肽键 )的形成 .     

[Ag(C_3H_(10)N_2)]·(C_7H_4NO_4)·2H_2O的合成和结构

以氧化银、4 -硝基苯甲酸和 1,2二氨基丙烷为原料 ,合成出标题配合物 [Ag(C3 H10 N2 ) ]·(C7H4NO4)·2H2 O .该配合物经X射线单晶结构分析结果表明 ,属三斜晶系 ,空间群为P-1,a =7.139(2 ) ,b =7.5 0 9(2 ) ,c =14 4 .0 0 7(4 ) ,α=78.5 0 5 (5 ) ,β =78.789(4 ) ,γ =82 .0 2 3(2 )° ,V =717.8(4 ) 3 ,Z =2 ,F(0 0 0 ) =388,Dc =1.5 4 4g/cm3 ,最终偏差因子R[I>2 ((I) ]a:R1=0 .0 36 1,wR2 =0 .0 916 .     

YBCO超导体中化学键与电子结构

本文用半经验CNDO/2量子化学计算方法,对YBCO的结构单元及晶胞作了计算,结果指出:1.采用簇模型不能较好地反映YBCO晶体性质。2.YBCO中Cu(2)的氧化态为( 2),Cu(1)的氧化态为( 1.5),Cu(1)也可能是在( 2)与( 1)两个氧化态之间共振。3.铜的电子组态分别为Cu(2)(d_(xy)~2d_(x2)~2d_(yz)~2d_(x~2-y~2)~1d_z~(2_2)),Cu(1)(d_(xy)~2d_(xz)~2]d_(yz)~2d_(x~2-y~2)~2d_(z~2)~1)。这种组态是YBCO形成层状氧缺位结构的主要原因。4.超交换作用在YBCO中普遍存在,但铜-氧面间这种作用最大,超导电流在其间进行最为有利。5.Y,Ba在YBCO中的主要作用是促成Cu(d_(xy))与O(P)形成最高占领杂化带。