两指标鞅的一致收敛速度及对于平稳随机场的应用

根据平面格点序:(s_1,s_2)≤(t_1,t_2)当且仅当s_1相似文献   

两因素HJM模型下债券、期货、期权的定价

在HJM模型下考虑远期利率由2个独立布朗运动驱动的零息票债券的期限结构,给出零息票债券和债券期货的定价公式,以及债券期货期权的定价公式。     

从阿根廷金融危机分析"钉住汇率制"的利弊

1 32 0亿美元的巨额外债是阿根廷金融危机的导火索 ,而阿根廷在汇率制度上的僵化是产生金融危机的重要原因。本文以阿根廷金融危机为背景 ,分析钉住汇率制的优点主要是有利于国际贸易与资本流动 ;缺点主要是丧失独立的货币政策且不能利用汇率调整应对复杂多变的世界经济形势。对我国的启迪是人民币汇率的稳定不等于没有波动 ,汇率形成机制要市场化。     

The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

Calcium release from frog sarcoplasmic reticulum by an imidazolyl reagent

Summary Calcium is released from the isolated heavy sarcoplasmic reticulum (SR) of frog skeletal muscle upon application of 0.1–1 mM diethylpyrocarbonate (DEP, an imidazolyl reagent). The Ca-ATPase activity of SR was suppressed by 20% in the presence of 1 mM DEP. More than 1 mM of free magnesium ion or 5 M ruthenium red eliminated the effect of DEP on calcium release but not on Ca-ATPase activity. A plausible site of DEP action is on the calcium channel.     

The effect of ethanol on the biosynthesis and regulation of opioid peptides

Summary Alcoholism and alcohol abuse are serious health problems. Alcohol is known to influence the activity of a number of biological systems, for example the hormonal and neuronal systems. One of the biological systems whose activity is greatly influenced by alcohol is the endogenous opiate system. Alcohol modifies the function of both opiate receptors and opioid peptides. In fact it has been proposed that many of the effects of ethanol are mediated by its effects on the endogenous opiate system. This review will present results from various laboratories on the effects of acute and chronic ethanol treatments on various species, and on the release, biosynthesis and post-translational processing of the endorphins, enkephalins and dynorphins, the three known families of endogenous opioid peptides. Furthermore, the effect of acute and chronic ethanol consumption on the -endorphin system in man, and the possible implications of the functional activity of the endogenous opiate system for the genetic predisposition to alcoholism will be discussed.     

Determination of diel periodicity of sex pheromone release in three species of Lepidoptera by ‘closed-loop-stripping’

Summary By means of closed-loop-stripping and subsequent GC analyses the diel periodicity of release of (Z)-11-hexadecenyl acetate, (E)-8-dodecenyl acetate, and (Z)-9-tetradecenyl acetate, the main constituents of the respective sex pheromone blends ofMamestra brassicae, Cryptophlebia leucotreta andSpodoptera sunia females, was determined.Pheromones, 64. For the 63rd contribution we have taken from: Szöcs, G., Toth, M., Bestmann, H. J., Vostrowsky, O., Heath, R. R., and Tumlinson, J. H., Z. Naturforsch.42c (1987) 165; Pheromones, 62: Bestmann et al.¹³.     

Determination of certain physical and chemical characteristics of the activating serum factor from preparturient women and women with habitual abortions

Summary Follow-up investigation of the blood sera from preparturient women and women with habitual, abortions showed the presence of a factor which has an activating effect on smooth muscle preparations because it causes the release of prostaglandins. Gel-chromatographic counter flow separation and microelectrophoresis of the blood sera have shown that the isolated serum factor is a water soluble glycopeptide with a molecular weight of about 2000.     

Juvenile hormone titre and regulation in the cockroachDiploptera punctata

Summary Titres of juvenile hormone (JH) have been determined in both hemolymph and whole body extracts of femaleDiploptera punctata during the first gonotrophic cycle using a method employing gas chromatography/mass spectrometry for qualitative and quantitative analysis. JH III is the sole JH found in both adult and last instarD. punctata. Maximum values of 1500 ng/ml (6M) were observed at the middle of the gonotrophic cycle, when basal oocyte growth rate was greatest. Changes in rates of JH release in vitro by corpora allata paralleled closely the changes in JH titre, suggesting that biosynthesis is a major regulator of titre. JH levels per animal were calculated from observed JH titres, and at certain time points in the gonotrophic cycle JH levels obtained from analysis of whole bodies were significantly greater than those predicted from hemolymph titres. These results suggest the existence of a nonhemolymph JH pool inD. punctata. Decay in JH titre after allatectomy of 5 day females has also been studied. Following a rapid initial decline, the rate of decay slowed appreciably 4 h post-operation. Thus, use of a first-order rate constant to estimate half-life of JH significantly underestimated the longevity of the hormone. The apparent persistence of JH following allatectomy may be due to the existence of a nonhemolymph JH pool.     

Effects of a new cholecystokinin antagonist (GE 410) on the smooth muscle of the guinea pig ileum

Summary Suc-Tyr-(SE)-Met-Gly-Trp-Met-Asp--phenethylamide (GE 410) competitively antagonized the contractions of smooth muscle strips from guinea pig ileum (pA₂=7.6, n=0.95) induced by cholecystokinin-octapeptide (CCK8). GE 410 inhibited the electrically-induced cholinergically mediated contractile responses and the [³H]ACh release in the ileum, as well as the CCK-stimulated electrical contractile responses and the [³H]ACh release in the cholinergic nerve terminals. The results suggest the existence of CCK-receptors not only in the smooth muscles but also on the neurons.