AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL

We develop and test a fast and accurate semi‐analytical formula for single‐name default swaptions in the context of a shifted square root jump diffusion (SSRJD) default intensity model. The model can be calibrated to the CDS term structure and a few default swaptions, to price and hedge other credit derivatives consistently. We show with numerical experiments that the model implies plausible volatility smiles.     

超微粉碎山楂粉营养面包制作工艺研究

探讨以山楂超微粉为原料生产面包的制作工艺,通过正交试验确定了山楂超微粉面包的最佳配方:300目山楂粉添加量为3%、食盐为0.6%、白砂糖为18%、面包改良剂为0.5%,研制的面包不仅风味口感俱佳,且营养价值较高。     

土木工程材料混凝土工程性质机理研究

文章阐述了混凝土存在的几种缺陷,从粉煤灰、矿物外加剂对混凝土的机理作用进行了研究,并简要分析了混凝土的碳化破坏机理及其防治措施。     

Is high‐tech care in a middle‐income country worth it?

How much does a dramatic increase in technology improve healthcare quality in an upper middle‐income country? Using rich vital statistics on infant health outcomes, this study evaluates the effect of introducing technologically advanced perinatal hospitals in 24 regions of Russia on infant mortality during the period 2009–2013. A 7‐year aggregate panel dataset reveals that opening a perinatal centre corresponds to infant mortality reduction by 3.8 percent from the baseline rate, neonatal (0–28 day) mortality by 7 percent and early neonatal (0–6 day) mortality by 7.3 percent. We find that the perinatal centres help to save 263 additional infant lives annually, ranging from 3 to 25 lives in regions with different birth rates. However, we further find that an average cost per life saved is 52 million rb (or 2.6 million 2014 PPP USD), which is much higher than the cost of similar interventions in the United States.     

弦振动方程Cauchy问题广义解的结构

建立了弦振动方程Cauchy问题在L^2空间中的广义解，并证明了广义解在L^2空间中与古典解具有相向的结构．     

芳烃联合装置投资中软件引进费用估算

介绍了投资中芳烃联合装置软件引进费用的估算方法，其中包括专利费，技术资料费、技术服务费等三项内容。     

适宜集成的KHN滤波器设计

为了获得高精度的电压模KHN滤波器,以Deboo积分器为原型,先给出一种高精度、易集成的变形Deboo积分器,再借助Meson公式,用变形Deboo积分器设计出极点频率为31.8 kHz、品质因素为1、通带增益为2的通用电压模KHN滤波器.该电路不仅可同时实现高通、带通和低通输出,且极点频率与品质因素能实现正交、精确调节,电路的参数取决于电阻比,两积分电容接地,因而适合单片集成技术.计算机仿真结果与理论分析一致.     

On the complete monotonicity of the compound geometric convolution with applications in risk theory

We prove that the complete monotonicity is preserved under mixed geometric compounding, and hence show that the ruin probability, the Laplace transform of the ruin time, and the density of the tail of the joint distribution of ruin and the deficit at ruin in the Sparre Andersen model are completely monotone if the claim size distribution has a completely monotone density.     

求采样(离散)系统脉冲传递函数的拓展公式

本文是将求连续系统传递函数的梅逊公式拓展到采样(离散)系统。应用拓展公式能快速、简单地求出采样(离散)系统的脉冲传递函数,而无需要繁杂的数学推导,从而解决了求系统脉冲传递函数尚无有效的方法这个问题。     

浅谈橡胶粉末改性及其产品应用

简要介绍5～80目废旧橡胶粉末的表面的、化学的改性技术,使之跳开传统橡胶再生的增粘降弹思路,为废旧橡胶回收利用开启一个全新的无二次污染方式;并前瞻性地介绍了各种改性产品的应用领域及具体用途。