布莱克─肖尔斯期权定价模型在公司价值评估中的应用

公司股票、债券在本质上可看成是基于公司资产的期权,因而可用期权定价方法对其价值进行评估。本文介绍了最典型的期权定价模型─布莱克一肖尔斯期权定价模型,分析了该模型在公司证券价值评估中的应用。     

魏晋南北朝文学表现家族观念的情感模式

魏晋南北朝时作家多出于世家大族 ,这些作家在他们的作品中表现了强烈的家族观念。家族观念是魏晋南北朝诗文作品表现的一种常见主题 ,但这一主题所呈现出来的情感色彩却有着明显的区别。纵观魏晋南北朝文学创作 ,我们可以将家族观念所表现的情感概括为几种模式 ,一是寄托式 ,二是追忆式 ,三是幻灭式     

浅谈社会发展的双重结构模式

探索适合于研究发展中国家的社会结构模式 ,从而突破单一结构模式的现代化理论的局限性是本文的主旨。运用分析和比较的方法 ,指出社会结构具有多重性、多层次性 ,发展中国家的社会结构具有独特性。发展中国家只有形成社会表层结构与社会深层结构良性互动的模式 ,才能保持结构张力 ,焕发社会活力 ,促进社会发展。     

试论高等教育“学、研、产”的关系

简论了教学、科研、生产三者的关系,认为三者相互依存、相互需求、相互促进、相互补充,同时指出高等教育是产学研结合组织基础中的中心主体。     

两类广义预测控制算法的统一推广

基于ＣＡＲＩＭＡ模型和ＡＲＭＡＸ模型的广义预测控制算法是两类基本的ＧＰＣ算法，给出了它们的统一格式，对ＧＰＣ算法的理论分析和实际应用有意义。     

BOOST－PFC电路反馈环节的优化设计

介绍了平均电流控制ＢＯＯＳＴ─ＰＦＣ电路的原理，建立了电流环和电压环的小信号简化模型，讨论了双环反馈环节的设计原则和方法，提出最优设计的思想和数学模型，并以一种ＢＯＯＳＴ─ＰＦＣ电路为例进行优化设计，计算模拟结果显示优化后有关指标好于优化前。     

Quadratic estimation in mixed linear models with two variance components

Explicit expressions for Bayes invariant quadratic estimates, biased and unbiased, are presented and proved to cover the entire class of admissible estimates in the considered classes. An unbalanced genetic model is studied for demonstration.     

一类模式系统的观控性

具有共轭复数重特征值的系统（Ａ，Ｂ，Ｃ）经状态变换为模式系统（Ｍ，Ｂ～，Ｃ～）且公式地写出ｅＭｔ。在此基础上，导出了系统的观控性判据，从而有效地避免了不必要地把系统化为对角型或Ｊｏｒｄａｎ标准型来决定观控性。且暗示出一种把系统（Ａ，Ｂ，Ｃ），特别是无论特征值相同或相重与否，也无论同一个特征值组成多个Ｊｏｒｄａｎ块与否的对角型或Ｊｏｒｄａｎ标准型状态变换为模式系统（Ｍ，Ｂ～，Ｃ～的方法     

Asymptotic properties of a generalized regression-type predictor of a finite population variance in probability sampling

A system of predictors for estimating a finite population variance is defined and shown to be asymptotically design-unbiased (ADU) and asymptotically design-consistent (ADC) under probability sampling. An asymptotic mean squared error (MSE) of a generalized regression-type predictor, generated from the system, is obtained. The suggested predictor attains the minimum expected variance of any design-unbiased estimator when the superpopulation model is correct. The generalized regression-type predictor and the predictor suggested by Mukhopadhyay (1990) are compared.     

Modeling the demand reduction input-output (I-O) inoperability due to terrorism of interconnected infrastructures.

Interdependency analysis in the context of this article is a process of assessing and managing risks inherent in a system of interconnected entities (e.g., infrastructures or industry sectors). Invoking the principles of input-output (I-O) and decomposition analysis, the article offers a framework for describing how terrorism-induced perturbations can propagate due to interconnectedness. Data published by the Bureau of Economic Analysis Division of the U.S. Department of Commerce is utilized to present applications to serve as test beds for the proposed framework. Specifically, a case study estimating the economic impact of airline demand perturbations to national-level U.S. sectors is made possible using I-O matrices. A ranking of the affected sectors according to their vulnerability to perturbations originating from a primary sector (e.g., air transportation) can serve as important input to risk management. For example, limited resources can be prioritized for the "top-n" sectors that are perceived to suffer the greatest economic losses due to terrorism. In addition, regional decomposition via location quotients enables the analysis of local-level terrorism events. The Regional I-O Multiplier System II (RIMS II) Division of the U.S. Department of Commerce is the agency responsible for releasing the regional multipliers for various geographical resolutions (economic areas, states, and counties). A regional-level case study demonstrates a process of estimating the economic impact of transportation-related scenarios on industry sectors within Economic Area 010 (the New York metropolitan region and vicinities).