181 research outputs found

    Firm-Specific Credit Risk: An Empirical Analysis Based on Barrier Option Framework and Maximum Likelihood Estimation

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    随着巴塞尔新资本协议(theNewBasleCapitalAccord)的推出,对信用风险度量模型的研究就一直是理论和实务研究的重点。不同于传统Merton模型中所采用的普通欧式期权分析范式,本文基于新的路径依赖的障碍期权概念,将公司权益视为关于公司资产价值的一个向下敲出的看涨期权(Down-and-OutCallOption),通过引入包含特定公司信息的早期破产障碍值(Barrier),一方面可以更好地反映现实中很多引发在负债到期日之前提前违约的破产法规、司法程序以及负债条款,另一方面可以解决传统期权观点中所遇到的管理层选择风险难题。另外本文采用极大似然估计法来估计障碍期权模型中的参数,然后...Since the the New Basle Capital Accord sets up in 1998, credit risk model has been a very important issue both in the theoretical and practical area. This paper proposes a path-dependent barrier option framework instead of the common European call option in the classical Merton’s approach. We argue for the inclusion of a firm-specific early bankruptcy barrier so as to reflect the nature of many ba...学位:经济学硕士院系专业:经济学院金融系_金融学(含保险学)学号:1562006115099

    福建环肠科吸虫种类及鸭嗜气管吸虫的生活史研究

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    一、前言 环肠科(Cyclocoelidae Kossack,1911)吸虫是禽类呼吸器官的寄生虫。家鸭常因鸭嗜气管吸虫Tracheophilus cymbius(Dies.,1850)Skrjabin,1913(通常称鸭气管环肠吸虫)寄生而致营养不良、消瘦、甚至因虫体阻塞呼吸道发生窒息死亡,给家禽养殖带来一定的损害。本类吸虫虽然是一个不大的吸虫类群,但由于成虫生殖腺的形态、排列位置的变异幅度比较大,因此在属、种的名称上比较混乱,如鸭嗜气管吸虫虫种问题也长期未能肯定(Yamaguti,1971等)。本类吸虫的生活史虽曾经一些蠕虫学者的研究,但各期形态的

    Research on Multi-information Fusion based Human Action Recognition

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    基于视觉的人体运动分析是计算机视觉研究领域一个非常活跃的研究方向。它在人机交互、基于内容的视频检索、智能视频监控和机器人等领域有着广泛的应用前景。人体运动分析技术包括:人体运动目标检测和分割、目标跟踪、行为识别和场景的语义理解。人体行为识别属于人的运动分析的高级处理部分。人体行为识别可以简单地看成一个时变数据的分类问题,包括行为特征提取和分类算法的设计两部分。基于视觉的人体行为识别的研究融合了图像处理、计算机视觉、模式识别和人工智能等学科的研究成果,是一个交叉的研究领域。 本文通过对人体行为识别的实际应用需求和已有研究方法的分析,总结了人体行为识别方法中存在的几个关键性问题:(1)快速高效的...Visual-based human action recognition is currently one of the most active research topics in computer vision with many important applications, including human-computer interfaces, content-based video indexing, video surveillance, and robotics, among others. The objective of human action analysis is to detect and recognize human actions from videos so that the computer system is able to understan...学位:理学博士院系专业:信息科学与技术学院_人工智能基础学号:3152011015409

    日本血吸虫成虫和童虫的终末宿主体内异位寄生的研究

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    日本血吸虫寄生的位置,通常在门静脉系统的根支血管中。在这里寄生的成虫产生的卵沉积在肠壁和肝组织内。由于血管分布的状况,日本血吸虫寄生的部位有一局限的范围。在此范围以外的病变,医学者称之为异位损害(ectopic lesion)。异位血吸虫病常由临床症状作出诊断,也由尸体解剖,或活组织检查,找到虫卵的沉积或成虫虫体而更加证实。以往国外的报导记录了人体各器官都有卵子的沉积。Faust(1948)曾统计自188

    日本血吸虫童虫在终末宿主体内迁移途径的研究

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    日本血吸虫尾蚴侵入终末宿主体内后,童虫期的迁移途径曾经若干学者的考察,如宫川米次(1912,1913,1916),楢林兵三郎(1914,1916),Miyagawa and Takemoto(1921)Faust and Meleney(924),Sadun,Lin and Williams(1958)等。研究曼氏血吸虫的迁移途径的有 Faust,Jones and Hoffman(1934)。在经肤感染发现后,在本世纪十至二十年

    近代フランスの土地収用立法とコレラ予防

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    A Empirical Study of the Financial Crisis Warning Model Based on the Indicators Optimization

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    近年来,随着经济全球化与自由化的发展,中国企业面临着激烈的竞争与巨大的挑战。在这复杂多变的经济环境中,财务危机很容易发生,它直接影响着企业的生存与发展。基于此,迫切需要帮助企业建立科学而有效的财务危机预警模型,提前预测并解决财务危机。 财务危机预警在国外无论是学术界还是实务界都是经久不衰的课题,从本世纪60年代开始,他们就对财务危机预警模型的构建与应用进行着不断地探索。而我国财务危机预警领域的研究起步较晚,且在模型建立的统计方法和预警指标的选择上存在着一定的局限性:研究大多数采用多变量判别分析方法,通过对基于财务报表计算的财务指标的考察来预测财务状况,忽略了现金流量信息与非财务信息对财务危机...In recent years, with the economic globalization and liberalization, the Chinese enterprises are facing fierce competition and challenges. In this complex and volatile economic environment, companies can easily fall into the financial crisis, which is directly bound up with their survival and development. Based on this, it is necessary to help enterprises to establish a scientific and effective fi...学位:管理学硕士院系专业:管理学院会计系_会计学学号:1752008115132

    Discussion on the Reform and Innovation of Acupuncture and Moxibustion Teaching from the Perspective of Development Situation

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    本文从针灸的发展现状及教学现状就目前针灸教学存在的问题进行探讨,通过查阅知网、万方、维普等网站相关主题的期刊,整理、归纳、分析导向问题,结合针灸教学过程中现存的实际问题,与教学同仁总结、探讨教学心得,注重与学生的沟通交流,总结学生对针灸教学的可行建设性意见,将理论与实际相结合,旨在改革针灸教育教学,更好地传承、发展针灸学。对此,笔者认为问题主要存在于针灸内容、教学模式、学生兴趣、教师水平等方面,并针对这些问题提出了对应的改革建议。In this paper, the development status and the current teaching situation of acupuncture teaching were discussed. THrough consulting CNKI, Wanfang, VIP and other sites related theme journals, finishing, induction and analysis oriented problems were car-ried out, combined with the actual problems existing in the teaching of acupuncture and moxibustion process, the teaching experience and teaching staff were summarized and explored, and pay attention to the communication of the students, the feasible suggestions for acupuncture teaching was summed up, combining theory and practice, in order to reform the education and teaching of acupuncture and moxibustion, better inheritance, development of acupuncture and moxibustion. In this regard, authors thought that the problem mainly existed in the acupuncture content, teaching mode, the students ' interest and teacher level, and the corresponding the reform suggestions to solve these problems were put forward
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