Monte Carlo estimation method of American option pricing based on kernel regression

美式期权是一种期权持有人可以在到期日或者到期日之前的任何时刻决定是否执行的期权。在完备的无套利市场假设下，美式期权的定价问题可以看作一个最优停时问题。由于停时的选择取决于立即执行期权和继续持有期权价值的相对大小。而立即执行期权价值由直接计算便可很容易地得到，所以美式期权定价的关键就在于估计继续持有期权价值。已有的对美式期权的定价问题研究文献中的方法在处理基于多个标的资产和具有路径依赖特性的期权定价问题时具有一定的局限性，且其算法的估计效果在很大程度上都依赖于基函数的选择。 本文通过构造继续持有期权价值的估计量，基于蒙特卡罗模拟，运用非参数核函数估计方法对继续持有期权价值进行了估计。在得到继续...The American option is an option that the option holder can decide whether to execute the option at maturity or at any time before the due date. Under the assumption of no-arbitrage and complete market, the pricing of American options can be considered as an optimal stopping problem. Whether to exercise the option depends on its immediate exercise value and continuation value. Immediate exercise v...学位：经济学硕士院系专业：王亚南经济研究院_数量经济学学号：2772009115243

The Research of Differentiated Strategy in Television Media Industry

“自古不谋万世者，不足谋一时；不谋全局者，不足谋一隅。”时至今日，电视传媒产业化在我国已经走过10余年的时间，然而,大多数的电视传媒竞争主体却缺乏整体的经营战略管理意识，因此，对我国的电视传媒业进行研究，深入开展电视传媒产业经营管理理论与实践领域的相关课题研究就显得尤为重要。 本文以战略管理理论为基础，首先运用波特竞争五力模型，对我国电视传媒业的产业结构进行分析。根据波特理论，决定电视传媒业的行业竞争状态和赢利能力的有五种基本竞争力量，即现有竞争对手的竞争、潜在竞争者的威胁、替代产品的威胁、供应商的议价能力和购买者的价格谈判能力，本文通过对这五种力量的分析，充分认识了目前我国电视传媒行业的竞...There is an old Chinese saying that "the people do not consider about the whole history,will not succeed in the moment; the people do not concern about all situations, will not dominate a situation". To date,the TV media industry has existed in China for over ten years, however, most of the subjects of TV media are lack of the whole consciousness of business strategy management. Therefore, it is c...学位：会计硕士院系专业：管理学院会计系_会计学学号：X201015705

Comparative Study on the Omnidirectional Transmission Characteristics of Two Types One-dimensional Liquid-solid Phononic Crystals

研究了声纵波全向入射到两类一维流固声子晶体(第I类满足固体横波传播速度CST大于流体纵波传播速度Cl以及第II类CST<Cl)的透射特性。推导了其传递矩阵,并应用有限元方法进行验证,二者显示结果一致性.研究表明两类声子晶体呈现的不同声透射特征:第I类声子晶体中,高频声波在斜入射角大于第二全反射临界角条件下发生全反射现象,而低频声波却呈现全反射贯穿效应;第II类声子晶体中,在整个频段范围内均会出现周期性的透射导带。两类声子晶体均出现了低频声裂隙现象,第II类声子晶体低频声裂隙角范围明显大于第I类。The transmission characteristics of acoustic longitudinal wave propagating in two types onedimensional( 1D) liquid-solid periodic phononic crystals( type I satisfies: the shear velocity cstof solid material bigger than the longitudinal velocity clof liquid,while type II satisfies cst< cl) incited by omnidirectional incidence were investigated.A theoretical model of wave propagation in 1D solid-fluid periodic structure with omnidirectional incidence was established using the transfer matrix method,and the finite element method is used to test the correctness of our derivation,both methods show good consistence.For type I phononic crystal,total reflection phenomenon happens at high frequency,however,at low frequency total reflection tunneling effect appears.For type II,periodic band structures will take place in all frequency ranges.Acoustic band fracture appears in both types phononic crystal,however,the angle range of the fracture of type II is significant greater than type I's.国家自然科学基金(41276040;11174240); 福建省自然科学基金(2012J06010

水下亚波长广角声单向传输结构设计与优化

利用传递矩阵法,基于流固超晶格的单元传递矩阵,计算并分析了无限周期流固超晶格的能带结构以及有限周期级联超晶格的透射谱。在此基础上,耦合一维周期性矩形声栅与级联超晶格,构造了水下亚波长广角声单向传输结构,揭示了其广角声单向传输机制。有限元仿真结果表明,该结构能够实现约20°广角入射声波的单向传输效应,同时还具有宽频带、高整流比等特性。通过优化声栅单元的方位角,有效地提高了结构的正向导通率。本文结果突破了基于声子晶体的声单向传输设计中面临的"波长-尺寸"限制,有助于水下声整流器件朝着小型化和集成化方向发展。国家自然科学基金青年项目(11604128)水声技术重点实验室装备预研基

Study of the Interaction of Disubstituted Cucurbit[6]uril with 2-(Aminomethyl)pyridine

分别用核磁共振、紫外可见吸收和X射线单晶衍射方法研究对称四甲基六元瓜环与2-氨基甲基吡啶的相互作用及其结构特征.1HNMR谱图和紫外可见吸收光谱图清晰表明,2-氨基甲基吡啶与对称四甲基六元瓜环有明显的相互作用,客体2-氨基甲基吡啶的吡啶环部分进入了瓜环空腔,1HNMR谱图相关质子峰的积分强度以及客体吸光度随主体瓜环浓度变化明确表示它们之间形成了1∶1的包结配合物,此包结比并不随瓜环的浓度增加而改变.X射线单晶衍射法对包结配合物晶体的测定进一步证实了核磁共振、紫外可见吸收方法所得结论.Interaction and structure of a host-guest inclusion complex of symmetrical tetramethyl substi- tuted cucurbit[6]uril (TMeQ[6]) with 2-(aminomethyl)pyridine (amp) have been studied by using 1H NMR technique, UV-visible spectrophotometry and single crystal X-ray diffraction determination. The experimen- tal results from 1H NMR and UV-visible spectra revealed that the amp as a guest enters into the cavity of TMeQ[6] to form a host-guest inclusion complex of TMeQ[6] and amp with a constant ratio of 1∶1. The single crystal X-ray diffraction determination further confirmed the conclusions.国家自然科学基金(Nos.200261002,20362003);; 科技部国际科技合作重点计划(No.2003DF000030);; 贵州省省长资金;; 贵州省教育厅自然科学研究资助项目

Pathological characteristics of enterotoxigenic Escherichia coli K88 and screening of its probiotics

在获得绿色荧光蛋白(GFP)标记的菌株K88-GFP并证明其与K88具有遗传同质性的基础上,以K88-GFP为致病菌,腹腔注射侵染小鼠,在不同时间进行眼球采血,测定血液生理生化指标,并采取不同器官或组织,培养后利用紫外光激发K88-GFP的绿色荧光,观察计数这种产肠毒素性大肠杆菌(ETEC)在小鼠体内的分布。同时通过体外抑制和活体饲喂试验,进行了益生菌的筛选。结果证实,ETEC致病菌具有较强的侵袭性,它可以侵袭小鼠肝、肾、心、肺及脑、肌肉等器官和组织,尤其可对肝、肾造成严重的损伤;筛选得到益生菌株PB JK-2,在体内外均对K88具有较好的抑制作用。Healthy Kunming mice were infected with Escherichia coli strain K88-GFP,which was marked with green fluorescence protein(GFP) gene and shared homology with enterotoxigenic E.coli(ETEC) K88,by intraperitoneal injection.Eyeball blood of the infected mice was sampled and the standard blood biochemical indexes were determined at different moment post-injection.Different organs and tissues of the mice-killed at different time points post-injection were sampled and cultured.Then,the distribution of the ETEC in the mice was observed by ultraviolet radiating of the green florescence of K88-GFP clones.Probiotics were screened by using inhibition test in vitro and mice feeding test in vivo.The results showed that the ETEC was invasive,and could infect murine liver,kidney,heart,lung,brain and muscles but damage seriously the liver and kidney.Probiotics strain PB JK-2 was selected and proved to suppress the pathogeny K88 well in vivo and in vitro.福建省青年科技人才创新计划项目(2005J064

Synthesis and Crystal Structure of a Novel Self-assembled1,4-dimethyl Cucurbituril Silver(I) Complex

Crystals of a new 1,4-dimethyl cucurbituril(TMeQ6) with Silver(I) ion were synthesized, and the structure was determined by X-ray diffraction technique. There are two kinds of TMeQ6 A and B which formed molecular encapsulates with two silver ion lids in the self-assembled entities. One dimensional supramolecular tubes are formed from the encapsulates A, and two dimensional molecular sieves are formed from the encapsulates B, the tubes and the sieves stack together alternately in the self-assembled entities. CCDC: 271401.国家自然科学基金资助项目(No.20362003);; 科技部国际科技合作重点项目计划(No.2003DF000030);; 贵州省省长资金项目;; 贵州省国际科技合作重点项目计划(No.2005400101

A Molecular Bowl with Barium Ion As Bottom

A molecular bowl with barium ion covering one portal of decamethylcucurbit[5]uril as a‘metal-ion- bottom’has been synthesized. The structure of the molecular bowl has been confirmed by the single crystal X-ray diffraction determination. It belongs to orthorhombic with space group of Pna21. The crystal unit cell parameters are: a=3.2108(6) nm, b=1.4742(3) nm, c=1.1516(2) nm, and V=5.4509(18) nm3, Dc=1.677 Mg·m-3, Z=4, F(000)= 2832, R=0.0551, wR=0.1568. CCDC: 290552.国家自然科学基金资助项目(No.20362003);; 科技部国际科技合作重点项目计划(No.2003DF000030);; 贵州省省长资金项目;; 贵州省国际科技合作重点项目计划(No.2005400101)

Investigation of Structures of the Self-assembled Pseudorotaxane of Cucurbiturils with Some Alkyldiamines

以1H核磁共振技术和X射线单晶衍射分析方法考察了 3种瓜环与长链二胺 ( 1,7 庚二胺与 1,8 辛二胺 )相互作用的结构特征 .1HNMR分析表明瓜环 (Q[6]和Q[7] )与有机二胺 ( 1,7 庚二胺与 1,8 辛二胺 )有较强的相互作用 ,形成自组装类轮烷结构 ;Q[8]与 1,7 庚二胺与 1,8 辛二胺之间相互作用力相对较弱 ;晶体结构测定结果表明 ,六元瓜环与辛二胺自组装形成的类轮烷实体中 ,辛二胺是以直链状穿过六元瓜环的空腔 ,两配位氨基留在瓜环两端口之外 .The structures of self-assembled pseudorotaxane of cucurbit[n]urils(n=6～8) with some alkyldiamines have been investigated by 1H NMR technique and single crystal X-ray diffraction method. The results reveal that the interaction between cucurbit[6]uril or cucurbit[7]uril and 1,7-diaminoheptane or 1,8-diaminooctane is stronger than that between cucurbit[8]uril and 1,7-diaminoheptane or 1,8-diaminooctane, and the pseudorotaxanes of cucurbit[n]urils with the alkyldiamines were observed. Particularly, in the pseudorotaxane of cucurbit[6]uril with 1,8-diaminooctane, the amino groups of 1,8-diaminooctane are left outside the ports of cucurbit[6]uril.国家自然科学基金(No.200261002);; 贵州省重点基金(No.20023004);; 贵州省国际合作(No.200211003)资助项目

对称四取代六元瓜环的合成及其2,2-联吡啶主客体化合物

利用二甲基取代甘脲的二醚与甘脲二聚体成功合成了新型取代六元瓜环——对称四甲基六元瓜环. 该瓜环的结构已被晶体结构鉴定、核磁共振谱以及质谱方法所证实, 分子中所含两个二甲基取代甘脲处于对位. 1H NMR表明该瓜环容易与吡啶衍生物形成主客体配合物