蓖麻油衍生产品癸二胺的制取理论与工程

蓖麻油的衍生产品癸二胺,是制取尼龙1010的原料,本文介绍了它的化工原理、生产工艺、主要设备、操作程序、各种技术参数和产品质量,供专业技术工作者与生产企业参考。     

蓖麻油醇酸树脂化工原理与用途

摘要：本文以醇酸树脂的化工原理为理论导向,结合蓖麻油的物化特性,论述了蓖麻油醇酸树脂生产过程和产品在油漆工业中的利用。     

蓖麻油预聚物化工原理与油漆中的配用

围绕3种蓖麻油预聚物,分层次地叙述了它们生成的化学机理、工艺和在油漆中的配用比例,展示了蓖麻油在油漆工业中的作用。     

蓖麻油酸甲酯的乙酰化、环氧化与聚氧乙烯蓖麻油产品制取

以蓖麻油为原料,经醇解、乙酰化、环氧化、加成反应可得到化工增塑剂和EL乳化剂。本文就它们的化工原理、制取工艺、产品质量和用途作了较全面的解读。     

蓖麻油的终端衍生产品—尼龙11

以蓖麻油为原料,经历蓖麻油酸甲酯、十一酸甲酯的化工过程,制得了十一烯酸,再以此为原料制取了尼龙11。本文对制取的化工原理、生产方法、产品性质和用途一一作了介绍。     

蓖麻油的终端衍生产品——尼龙1010

尼龙1010是我国研制成功的材料品种,工业用途重要。文章把它视作蓖麻油衍生产品的终端,对其产出的化工原理、各种性能、工业用途、以它为原料的制品加工方法,一一作了论述。     

蓖麻油的终端衍生产品-尼龙9与610

聚酰胺俗称尼龙,是最重要的工程塑料。尼龙与其他聚合物共混物和合金等,可以满足不同特殊要求,广泛用作金属,木材等传统材料代用品,作为各种结构材料。基于此,介绍制取尼龙9与尼龙610的化工原理,产品的各种性质、用途和加工方法。     

蓖麻油的终端衍生产品——泡沫塑料与弹性橡胶

在蓖麻油终端衍生产品中,泡沫塑料和弹性橡胶是与尼龙同等重要的服务国计民生的化工产品。本文就其化工原理、制取方法和社会用途作简单介绍,为蓖麻种植、蓖麻油产品开发提供良好的信息。     

蓖麻油的终端衍生产品——尼龙9与61

聚酰胺俗称尼龙,是最重要的工程塑料。尼龙与其他聚合物共混物和合金等,可以满足不同特殊要求,广泛用作金属,木材等传统材料代用品,作为各种结构材料。基于此,介绍制取尼龙9与尼龙610的化工原理,产品的各种性质、用途和加工方法。     

蓖麻油的终端衍生产品——尼龙10与810

蓖麻油的终端衍生产品中,还有尼龙10及810,文章对它们的化工原理、生成方式、分子结构、主要设备、制取条件、物化性能、制品加工等作了简要介绍,以扩大读者对蓖麻油化工利用的视野。     

A FAMILY OF TERM-STRUCTURE MODELS FOR LONG-TERM RISK MANAGEMENT AND DERIVATIVE PRICING

In this paper we propose a new family of term-structure models based on the Flesaker and Hughston (1996) positive-interest framework. The models are Markov and time homogeneous, with correlated Ornstein-Uhlenbeck processes as state variables. We provide a theoretical analysis of the one-factor model and a thorough emprical analysis of the two-factor model. This allows us to identify the key factors in the model affecting interest-rate dynamics. We conclude that the new family of models should provide a useful tool for use in long-term risk management. Suitably parameterized, they can satisfy a wide range of desirable criteria, including:

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  sustained periods of both high and low interest rates similar to the cycle lengths we have observed over the course of the 20th century in the United Kingdom and the United States

       
  
  

THEORY AND CALIBRATION OF SWAP MARKET MODELS

This paper introduces a general framework for market models, named Market Model Approach, through the concept of admissible sets of forward swap rates spanning a given tenor structure. We relate this concept to results in graph theory by showing that a set is admissible if and only if the associated graph is a tree. This connection enables us to enumerate all admissible models for a given tenor structure. Three main classes are identified within this framework and correspond to the co-terminal, co-initial, and co-sliding model. We prove that the LIBOR market model is the only admissible model of a co-sliding type. By focusing on the co-terminal model in a lognormal setting, we develop and compare several approximating analytical formulae for caplets, while swaptions can be priced by a simple Black-type formula. A novel calibration technique is introduced to allow simultaneous calibration to caplet and swaption prices. Empirical calibration of the co-terminal model is shown to be faster, more robust, and more efficient than the same procedure applied to the LIBOR market model. We then argue that the co-terminal approach is the simplest and most convenient market model for pricing and hedging a large variety of exotic interest-rate derivatives.     

MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS

Uncertainty on the choice of an option pricing model can lead to "model risk" in the valuation of portfolios of options. After discussing some properties which a quantitative measure of model uncertainty should verify in order to be useful and relevant in the context of risk management of derivative instruments, we introduce a quantitative framework for measuring model uncertainty in the context of derivative pricing. Two methods are proposed: the first method is based on a coherent risk measure compatible with market prices of derivatives, while the second method is based on a convex risk measure. Our measures of model risk lead to a premium for model uncertainty which is comparable to other risk measures and compatible with observations of market prices of a set of benchmark derivatives. Finally, we discuss some implications for the management of "model risk."     

氧化蓖麻油及其生产工艺

介绍了氧化蓖麻油的用途、氧化原理、生产过程、质量指标等。     

A REFINED VIEW OF GROUNDED THEORY AND ITS APPLICATION TO LOGISTICS RESEARCH

Logistics research with an objective to construct theory and develop deeper insights into logistics social phenomena and test those theories relies on both qualitative and quantitative methods. Grounded theory is one powerful qualitative research tradition for the theory building objective, yet it is also one that is often misunderstood and misapplied. The result of this misunderstanding can, and has in other disciplines such as marketing and management, resulted in weaker grounded theory studies than ought to be and research claiming to emerge from grounded theory but does not. The article offers a review of the foundations of grounded theory and insights to important aspects of two similar, but different, approaches to grounded theory that most researchers ignore, but are critical for researchers to understand. We argue that (1) logistics needs more qualitative research, (2) grounded theory offers the potential for a unique and specific kind of insight as compared to other traditions, (3) thus specific tenants of grounded theory must be followed, anything does not go, and finally (4) being specific in the application of grounded theory means knowing the differences between the Glaser and Straus views and understanding that a choice must be made as to how to proceed with grounded theory research based on that knowledge.     

UNCERTAINTY AND EXPECTATIONS IN SHACKLE'S THEORY OF CAPITAL AND INTEREST

This paper is focused on the macroeconomic aspects of Shackle's theory of capital and interest. The paper highlights the strengths and weaknesses of this theory. Among the strengths is Shackle's treatment of historical time, expectations and their disappointment, ex ante and ex post magnitudes, macroeconomic equilibrium and disequilibrium. Among the weaknesses is Shackle's failure to grasp the difference between the theory of interest as such and the theory of the money rate of interest as well as the difference between the theory of capital in the context of logical time (the old Austrian approach) and the theory of capital in the context of historical time (Hayek's and Shackle's preferred approach).

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