Remote control: stereoselective coordination of electron-deficient 2,2′-bipyridine ligands to Re(i) and Ir(iii) cores

Highly diastereoselective coordination of unsymmetrical cationic 2,2′-bipyridine ligands bearing a chiral amidinium substituent to [Re(CO)3Cl] and [Ir(PhPy)2]+ cores is reported. Binding strength and stereoselectivity have been correlated with the position of the amidinium group on the bipy. The 4-, 5- and 6-substituted ligands all produce C-[Re(CO)3(LH)Cl]X selectively, while only the 4-derivative gives preferred formation of Δ-[Ir(Phpy)2(4-LH)](BF4)2

Retailing, and prediction of price patterns in urban form using curvilinear regression analysis

This paper examines the complex chain of interrelationships in the retail patterns of urban areas, with particular reference to the examination of low-order goods and the patterns derived therefrom in terms of both space and price. In the search for endogenous factors it is suggested that use of multivariate linear regression models might be of limited value in this particular context and that it is both conceptually appealing, and possibly more rewarding, to utilize curvilinear regression analysis on a single variable. The family chosen here is that of the generalised gamma curves and this is related to empirical evidence from Bedford and Durham to give a predictive model for the price structure/distribution in the urban system.

ANALYTICAL AND COMPUTER-SIMULATION TECHNIQUES FOR A STOCHASTIC-MODEL ARISING IN DISCOUNTING CONTINUOUS UNIFORM CASH FLOWS

Present-value models axe currently available for both single cash flows and continuous uniform cash flows under uncertain timing. Recent work by the authors has concentrated mainly on establishing theoretical results concerning the conditions under which unimodality will be introduced into the present-value distribution, particularly under exponential timing. Apart from the conventional (0) unimodality, there are two other forms of unimodality available which refer more to the nature of the unimodal behaviour rather than its location. When the timing mechanism operating for a continuous uniform cash flow is modelled by a geometrically distributed sum of exponential inter-assessment times, this paper establishes that the present-value distribution adopts a form of unimodality which is conceptually and structurally distinct from that form of unimodality adopted within the single cash flow analogue. Each present-value distribution will therefore become (0) unimodal under different prevailing economic conditions. One financial implication of these results is that it should be possible to develop coherent funding strategies for selecting a single cash flow option or a continuous uniform cash flow option having due regard to the current financial climate

A stochastic model for proactive risk management decisions

The analysis of stochastic discounting models provides one of the more powerful tools available for decision-making under conditions of uncertainty. This paper is mainly devoted to the establishment of properties and applications of a particular stochastic discounting model. More precisely, the paper investigates some of the theoretical problems encountered in a stochastic discounting model when assessing mutually exclusive options, and establishes the advantages of considering risk retention in proactive risk-management programs

Improved statistical procedures for the prediction of the concentration of analytes from peak area responses following HPLC

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(SOR 95-69) / BLDSC - British Library Document Supply CentreGBUnited Kingdo