违约风险对期权定价的影响

在违约条件下，证券的特有者将得到无违约风险证券价值的一定比例的补偿，就对方所发行的同等级要求权的衍生证券和债券而言，预期无违约价值的比例是相同的，文章据此来推算违约风险对期权的影响。     

糖基-羧基酞菁锌偶联衍生物的合成及相关性质

以碳酸钾为催化剂分别将1（4）,8（11）,15（18）,22（25）－四（4－羧基苯氧基）酞菁锌（1）和卜（4-羧基苯氧基）酞菁锌（2）与溴代乙酰糖基（乳糖、麦芽糖和葡萄糖）偶联,得到5种糖基酞菁偶联衍生物,IR,MS和UV—Vis光谱证实羧基酞菁与糖基成功偶联．糖基过量时,由1主要获得糖基二取代产物．溶解性和稳定性研究表明：5种偶联衍生物易溶或可溶于DMF、丙酮、THF、氯仿和甲醇中,不溶于水,它们在DMF中避光均能稳定存在．在DMF、丙酮、THF、甲醇和氯仿中它们显示相似的酞菁单体的电子吸收光谱,在体积分数O．1％DMF的水中出现聚集,这些体系中的Q带特征吸收峰位于670～690nm;在DMF和含O．1％DMF的水中的荧光量子产率分别为0．358－0．721与0．121～O．198,为原酞菁（1和2）的2～3倍和3～5倍．     

2-苯基-咪唑[4,5-f]1,10-邻啡罗啉同系物的合成

以1,10-邻啡罗啉二酮,对位取代苯甲醛为原料来合成2-苯基-咪唑[4,5-f]1,10-邻啡罗啉,对羟基-2-苯基-咪唑[4,5-f]1,10-邻啡罗啉,对二甲胺基-2-苯基-咪唑[4,5-f]1,10-邻啡罗啉,根据所得产物的H^1NMR谱和MS谱图分析,证明得到的即为目标产物。     

一种2,5–取代的吡啶类药物中间体的合成

吡啶衍生物因其独特的化学结构,已被作为一类合成子广泛地应用于药物中间体的构建。以2,5–吡啶二甲酸二甲酯为原料,通过水解、酰化和还原等反应合成了一种新的2,5–取代的吡啶类药物中间体。     

Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility

This paper considers how information from the implied volatility (IV) term structure can be harnessed to improve stock return volatility forecasting within the state-of-the-art HAR model. Factors are extracted from the IV term structure and included as exogenous variables in the HAR framework. We found that including slope and curvature factors leads to significant forecast improvements over the HAR benchmark at a range of forecast horizons, compared with the standard HAR model and HAR model with VIX as IV information set.     

Intervening on time derivatives

Interventionism analyses causal influence in terms of correlations of changes under a distribution of interventions. But the correspondence between correlated changes and causal influence is not obvious. I probe its plausibility with a problem-case involving variables related as time derivative (velocity) to integral (position), such that the latter variable must change given an intervention on the former unless dependencies are introduced among the testing and controlling interventions. Under the orthodox criteria such interventions will fail to be appropriate for causal analysis. I consider various alternatives, including permitting control interventions to be chancy, restricting the available models and mitigating variation of off-path variables. None of these work. I then present a fourth suggestion which modifies the interventionist criteria in order to permit interventions which can influence other variables than just their own targets. The correspondence between correlated changes and causal influence can thereby saved when dependencies are introduced among such interventions. This modification and the required dependencies, I argue, are perfectly in line with practice and may also assist in a wider class of cases.     

呋喃取代的多芳基咪唑的合成与表征

以呋喃甲醛为原料,在维生素B1的促进下合成出呋喃偶姻,再以呋喃偶姻为原料,通过吡啶氧化,在硫酸铜溶液中合成出呋喃偶酰。以呋喃偶酰、芳香醛、醋酸铵和杂环胺为原料,分别采用一锅3组分和一锅4组分合成法制备了含1个呋喃基团、2个呋喃基团和3个呋喃基团的多芳基1H-咪唑化合物。其中,采用苯偶酰、醋酸铵和糠醛合成了2-(呋喃基-2)-4,5-二苯基-1H-咪唑衍生物;以呋喃偶酰、醋酸铵和苯甲醛合成了4,5-二呋喃基-2-苯基-1H-咪唑衍生物;以呋喃偶酰、2-甲基呋喃、醋酸铵和糠醛合成了4,5-二(呋喃基2)-1-(2-呋喃甲基)-2-苯基-1H-咪唑衍生物。并采用IR,1H NMR对所合成的呋喃基取代的多芳基1H-咪唑衍生物的结构进行了表征和确认。     

KH_2PO_4催化Hantzsch反应合成4H-色烯衍生物(英文)

4H-色烯衍生物作为一种便宜易得的酸性无机盐,可有效催化Hantzsch反应合成4H-色烯衍生物.在优化条件下,4H-色烯衍生物可通过简单的过滤操作直接分离得到,含有催化剂的滤液则可以继续催化该反应,循环催化3次而不失活.这为4H-色烯衍生物的合成提供了一种实用且绿色化程度较高的方法,有潜在的工业化应用前景.     

不对称树枝状咔唑类衍生物的合成

以1,4-二溴苯和1,8-二碘联苯为原料分别与咔唑发生乌尔曼偶联反应制得两种相应的成对偶联分子,用NBS作为溴化试剂与这两种分子反应制得新型的多溴代产物:3,3′,6-三溴-1,4-双咔唑基苯、3,3′,6,6′-四溴-1,4-双咔唑基苯和3,3′,6-三溴-1,8-双咔唑基联苯.该溴化物与咔唑在铜催化下发生乌尔曼偶联反应制得3种新颖的树枝状咔唑类衍生物:3,3′,6-三(N-咔唑基)-1,4-双咔唑基苯、3,3′,6,6’-四(N-咔唑基)-1,4-双咔唑基苯、3,3′,6-三(N-咔唑基)-1,8-双咔唑基联苯.通过核磁、质谱分别对所合成的化合物进行了表征.     

新型气相毛细管柱的制备及其色谱分离

将羟丙基--环糊精(HP--CD)静态涂覆在毛细管内壁得到一种新的气相毛细管柱,以正十二烷为溶质测得该色谱柱的理论塔板数为2337/m,与涂覆七-(2,6-O-二戊基-3- O-三氟乙酰基)--环糊精(DP-TFA--CD)的毛细管柱柱效相近;在这两种毛细管柱上对对5种二取代苯系化合物(如硝基甲苯、硝基氯苯、二氯苯、二甲苯和苯二酸二甲酯)的位置异构体进行分离研究。结果表明,它们对邻位/对位、间位/对位取代苯系化合物表现较好的分离能力,在HP--CD柱上,二氯苯异构体的分离因子分别为1.28和1.13,比DP-TFA--CD柱的分离效果好。