广东高新区与美国硅谷的比较研究

美国硅谷在产生发展背景、智力资源与创新效率、投融资体制、管理模式、服务体系、创新文化环境等方面都存在着许多竞争优势与经验.硅谷的成功主要在于密集的大学与高技术人才、健全的风险投资与服务体系、强大的中小企业衍生能力、良好的创新文化环境等.广东高新区的差距在于,创新资源短缺、风险投资机制不健全、管理模式不完善、孵化功能与社会科技服务体系不发达、创新文化氛围不浓等,广东高新区应采取对策,发挥优势,突出特色.     

开发区在城市转型升级中的作用研究

开发区是一个城市进行新型工业化和新型城市化建设的发展平台,能够聚集大量的人才、科技和资金,对城市转型升级具有不可忽视的作用。同时,在城市转型升级的过程中,能够有效地推动开发区的产业建设。本文主要对开发区在城市转型升级中的作用进行研究。     

对高新区升级后战略转变的几点建议

最近一两年中国高新区发展迅速,尤其是数量上更是有了很大的突破。最新的数据显示目前国家级高新区的数量达到了88家。其中有很大一批是由原来各个省的高新区升级为国家级高新区的。高新区升级是建设创新型国家的需要。在新形势下,国家高新区肩负发展战略性新兴产业、引领国民经济健康运行、逆势增长的重要责任。     

仲恺高新区招商争议 武汉新华、仲恺高新区争执未了局

广东高新区正在上演另一场狂欢。在肇庆大旺、东莞松山湖相继晋级国家级高新区之后,江门高新区升级为国家高新区的授牌仪式也在2011年年底举行,广东这个＂国字号＂高新区大省依然占据该领域近九分之一的席位。     

人力资源对合肥高新区经济发展的影响分析

以合肥高新区为研究对象,选取2007年-2015年的时序数据,进行描述性分析和简单回归分析,结合当地人力资本和人力资源发展现状,对合肥高新区的经济发展进行实证分析,从而针对区域经济发展提出合理可行的政策建议。     

60亿元高端服务业落户高新区

2010年2月22日,青岛高新区与雨润集团就科技金融中心、五星级酒店和北方区域总部等项目举行了盛大的签约仪式。项目总投资60亿元,将倾力打造科技金融、高端服务业和总部经济集群。青岛市委常委、副市长、高新区工委书记张惠表示,这些项目建成后,可以直接带动数千人就业,并拉动青岛高新区周     

从科技与经济关系的演变看现代科技经济化——现代科技工作经济属性之我见

科技劳动与生产劳动关系的演进具有一定的规律性。认识这一规律性 ,尤其掌握现代条件下科技经济化的规律 ,有助于我们解决科技与经济脱节的问题 ,有利于提高我国科技经济化水平 ,有利于我国经济增长方式的转变和建设小康社会目标的实现。     

新经济时代的高科技产业

当今世界经济发展已经进入了一个新的历史阶段 ,即知识经济时代。在知识经济时代 ,高科技产业成为经济增长的第一支柱产业。当代国际社会的竞争 ,是综合国力的竞争 ,是科学技术的竞争。而高科技产业已经成为当今国际竞争的焦点和大国竞相争夺的战略制高点。     

ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES

Our main goal is to re‐examine and extend certain results from the papers by Galluccio et al. and Pietersz and van Regenmortel. We establish several results providing alternate necessary and sufficient conditions for admissibility of a family of forward swaps, that is, the property that it is supported by a (positive) family of bonds associated with the underlying tenor structure. We also derive the generic expression for the joint dynamics of a family of forward swap rates under a single probability measure and we show that these dynamics are uniquely determined by a selection of volatility processes with respect to the set of driving martingales.     

BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES

Based on a certain notion of "prolific process," we find an explicit expression for the bivariate (topological) support of the solution to a particular class of 2 × 2 stochastic differential equations that includes those of the three-period "lognormal" Libor and swap market models. This yields that in the lognormal swap market model (SMM), the support of the 1 × 1 forward Libor   L * _t   equals  [ l * _t , ∞)  for some semi-explicit  −1 ≤ l * _t ≤ 0  , sharpening a result of Davis and Mataix-Pastor (2007) that forward Libor rates (eventually) become negative with positive probability in the lognormal SMM. We classify the instances   l * _t < 0  , and explicitly calculate the threshold time at or before which   L * _t   remains positive a.s.     

A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL

A senera1 proof of the Dybvig-Ingersoll-Ross Theorem o n thc monotonicity of long foraard rates is presented. Some inconsistencies in the original proof o f this theorein are discussed.     

仲恺高新区招商争议

广东高新区正在上演另一场狂欢。在肇庆大旺、东莞松山湖相继晋级国家级高新区之后,江门高新区升级为国家高新区的授牌仪式也在2011年年底举行,广东这个国字号高新区大省依然占据该领域近九分之一的席位。毋庸置疑,国家高新区前进的速度正在加快,至少在数     

TRIVARIATE SUPPORT OF FLAT‐VOLATILITY FORWARD LIBOR RATES

This paper investigates the multivariate support of forward Libor rates in the one‐factor, constant volatilities Libor market model. The comparatively simple bivariate case was solved in Jamshidian (2008) in connection to the recent finding by Davis and Mataix‐Pastor (2007) of positive probability of negative Libor rates in the swap market model. The approach here builds on Jamshidian (2008) but becomes really effective only in the trivariate case, and there particularly for a special “flat‐volatility” case, leading to an analytic solution. The main idea is a certain recursion in the Libor market model by means of which the calculation of the support is reduced to a calculus of variation problem (with bounds on the slope).     

VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1

For general volatility structures for forward rates, the evolution of interest rates may not be Markovian and the entire path may be necessary to capture the dynamics of the term structure. This article identifies conditions on the volatility structure of forward rates that permit the dynamics of the term structure to be represented by a two-dimensional state variable Markov process. the permissible set of volatility structures that accomplishes this goal is shown to be quite large and includes many stochastic structures. In general, analytical characterization of the terminal distributions of the two state variables is unlikely, and numerical procedures are required to value claims. Efficient simulation algorithms using control variates are developed to price claims against the term structure.