Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives

Revised implied volatility curves and surfaces for the Chinese Yuan (CNY) exchange rate are obtained from market quotations for CNY non-deliverable options by solving an inverse problem of foreign exchange option pricing, which is calculated using a regularization approach in an optimal control framework. To take account of the market expectation for the CNY exchange rate, a stochastic adjusted factor is applied that follows a Vasicek model with parameters fitted from market quotations for CNY non-deliverable forwards. A well-posed numerical scheme is implemented.     

投资者有限理性行为的认知、心理基础

行为金融目前已经成为金融研究和实践的前沿领域。本文通过对国内外投资者有限理性行为的相关研究进行梳理,对投资者认知偏差和心理偏差进行分析,得到一个结论：只有准确把握有限理性投资者的各种认知、心理偏差,才能更深入理解市场异象和行为金融模型、优化投资决策。     

杨19油藏东部初期注水开发效果分析

绥靖油田杨19区块延9油藏东部具有埋藏浅,砂层厚,岩性单一,边底水有限的特征,是以构造为主的岩性—构造油藏。前期利用自然能量开发,地层能量下降迅速,为了实现油田稳产、高产,提高油田最终采收率,自2009年9月起对油藏进行注水开发,开发过程不断探索、不断精细注采调整,目前已取得良好效果,并在调整过程总结了一些经验,对西部油藏开发提供了理论上的依据。     

谈国家助学贷款的贷后管理问题

国家实行助学贷款政策帮助贫困学生圆了大学之梦,得到了广大人民群众的拥护。但在实践中出现了新的问题,那就是还款率低。为了更好地解决这一实际问题,必须切实加强对学生思想政治特别是诚实守信教育、建立信用信息查询制度,依靠制度、机制促使还贷,调整政策加大还贷力度,切实做好国家助学贷款的贷后管理工作。     

农产品营销中农户-龙头企业心理契约结构维度分析——基于江西省农户的调研

在对龙头企业与农户营销合作行为的研究中,仅仅关注龙头企业与农户所签订的书面合同是远远不够的,还必须深入了解那些龙头企业代表人与农户内心中认为是“不言而喻”或“心照不宣”的心理契约内容.由此,通过将农户-龙头企业心理契约概念引入到农户与龙头企业营销合作关系研究中,并运用江西省农户样本调研数据进行探索性与验证性因素分析证实,农户-龙头企业心理契约由农户感知的“交易型心理契约”与“关系型心理契约”二维结构构成.     

桂林旅游产品结构调整的研究

“十一五”期间桂林旅游产品面临如何调整产品结构，增强旅游服务功能与经济效益。结合桂林特色优势旅游资源开发项目规划研究．探讨以优势资源为主线、以文化旅游为重点提升观光型旅游产品竞争力；以市场需求为目标，开发不同类型的休闲度假产品，完善旅游服务功能；以整合优势资源，差异性发展特色旅游片区．增强桂林旅游整体实力，从而促进桂林旅游的可持续发展。     

符合当代人生活方式的茶具价值指标深析

中国茶叶品类繁盛,且在品饮中,特别讲究色、香、味、形,因此需要一系列能充分发挥各类茶叶特质的器具,这就使得中国的茶具异彩纷呈。无论是造型的优美,质地的精良,都有它的独到之处。中国茶具构成了中国茶文化不可分割的重要组成部分。     

Emotional intelligence,job insecurity,and psychological strain among real estate agents: a test of mediation and moderation models

We develop two models of the relationships between emotional intelligence (EI), job insecurity, and psychological strain. The moderation model suggests that EI reduces psychological strain by helping individuals cope with job insecurity when it arises. The mediation model suggests that EI reduces psychological strain by enabling individuals to conserve resources, thereby reducing their experience of job insecurity. Our results, based on a sample of 232 real estate agents, show that job insecurity mediates the relationship between EI and psychological strain. Contrary to what the moderation model suggested, the positive relationship between job insecurity and psychological strain was found to be stronger when EI was higher. Overall, the results provide more nuanced insights into the role of EI in psychological strain.     

Seasonal decomposition and forecasting of telecommunication data: A comparative case study

In this paper, forecasting models for the monthly outgoing telephone calls in a University Campus are presented. The data have been separated in the categories of international and national calls as well as calls to mobile phones. The total number of calls has also been analyzed. Three different methods, namely the Seasonal Decomposition, Exponential Smoothing Method and SARIMA Method, have been used. Forecasts with 95% confidence intervals were calculated for each method and compared with the actual data. The outcome of this work can be used to predict future demands for the telecommunications network of the University.     

知识型员工心理契约结构和激励机制

本文从知识型员工的特征出发,对我国传统文化背景下的知识型员工与组织之间心理契约的结构进行探索．认为组织责任和员工责任的心理契约结构维度存在差异,突出人际支持和协作发展更符合我国企业知识型员工心理契约的特征。在此基础上探讨有针对性的激励机制,通过心理契约的信守、巩固、修正和发展整合各种激励机制,以期提高对知识型员工的管理效率。