基于转换点生存概率的或有可转债定价研究

或有可转债是重要的自救债务工具。实证结果表明,在上交所交易的银行股票收益率序列普遍存在较弱的长程自相关性。假设标的银行的股票价格动态方程由分数布朗运动驱动,其中分数布朗运动的Hurst指数H满足1/2 < H < 1,用于刻画股价的长记忆性、分形性。再应用基于偏好的均衡定价方法与分数布朗运动的条件分布对或有可转债定价。基于障碍期权与远期合约的定价公式,推导得或有可转债的显式定价公式。结果表明,虽然标的股票收益率序列的长程自相关性较弱,但由于或有可转债期限较长,其对或有可转债股权关联部分的价值有着显著的影响。标的股票收益率序列的长程自相关性对障碍期权的影响不可忽略。

     

Is prenatal sex selection associated with lower female child mortality?

I examine whether prenatal sex selection has substituted postnatal excess female mortality by analysing the dynamics of child sex ratios between 1980 and 2015 using country-level life table data. I decompose changes in child sex ratios into a ‘fertility’ component attributable to prenatal sex selection and a ‘mortality’ component attributable to sex differentials in postnatal survival. Although reductions in numbers of excess female deaths have accompanied increases in missing female births in all countries experiencing the emergence of prenatal sex selection, relative excess female mortality has persisted in some countries but not others. In South Korea, Armenia, and Azerbaijan, mortality reductions favouring girls accompanied increases in prenatal sex selection. In India, excess female mortality was much higher and largely stable as prenatal sex selection emerged, but slight reductions were seen in the 2000s. In China, although absolute measures showed reductions, relative excess female mortality persisted as prenatal sex selection increased.     

Context,Cultural Bias,and Health Risk Perception: The “Everyday” Nature of Pesticide Policy Preferences in London,Calgary, and Halifax

Risk perception and the cultural theory of risk have often been contrasted in relation to risk‐related policy making; however, the local context in which risks are experienced, an important component of everyday decision making, remains understudied. What is unclear is the extent to which localized community beliefs and behaviors depend on larger belief systems about risk (i.e., worldviews). This article reports on a study designed to understand the relative importance of health risk perceptions (threat of harm); risk‐related worldviews (cultural biases); and the experiences of local context (situated risk) for predicting risk‐related policy preferences regarding cosmetic pesticides. Responses to a random telephone questionnaire are used to compare residents’ risk perceptions, cultural biases, and pesticide bylaw preferences in Calgary (Alberta), Halifax (Nova Scotia), and London (Ontario), Canada. Logistic regression shows that the most important determinants of pesticide bylaw preference are risk perception, lack of benefit, and pesticide “abstinence.” Though perception of health risk is the best single predictor of differences in bylaw preferences, social factors such as gender and situated risk factors like conflict over chemical pesticides, are also important. Though cultural biases are not important predictors of pesticide bylaw preference, as in other studies, they are significant predictors of health risk perception. Pesticide bylaw preference is therefore more than just a health risk perception or worldview issue; it is also about how health risk becomes situated—contextually—in the experiences of residents’ everyday lives.     

“理想”的职位不一定适合自己——“北京高校毕业生就业意向”的调查及厘正

在对北京市高校04届及05届毕业生及用人单位的供需意向进行广泛、深入调查的基础上,依据所获取的第一手资料,概况了毕业生职业价值观的变化和进步;分析了存在的主要问题:即将职业目标锁定在大城市、名牌单位、公务员及涉外机构上;探索了引发这些现象的心理原因,并对某些积淀已久的认识上的误区进行了厘正。     

上海公墓土地需求的系统动力学研究

采用系统动力学仿真上海公墓土地需求,并对该系统进行一些相关的政策实验分析和研究.结果表明,减小单位墓穴占地面积和缩短公墓用地使用年限,修改相关政策法规,可以大大降低公墓土地的需求量、节约土地资源.     

偏振光的邦加球数学分析方法及其在光测弹性力学中的应用

光的邦加球数学方法是一种先进的分析偏振光的手段,本文对此方法的原理及其在光测弹性力学中的应用作一简单介绍。     

论中国传统思维方式的缺陷及其后果

思维方式本身没有先进和落后的问题,从能否孕育近代科学的角度来评判,中国传统思维方式确实存在严重缺陷。这些主要表现在忽视了人的知性在思维方式中的中心地位;缺乏分析方法、实验方法、数学方法、逻辑方法和综合方法等相结合的思维方式。这些缺陷影响、制约、阻滞了近代科学在中国的产生,致使中国近代科学落后于西方。我们只有从一种新的思维方式入手,进行一场思维方式革命,发展理论思维,才能创造中国科学发展的辉煌。     

关于模拟静电场的描绘的两种方法的比较

本文将模拟静电场的有关理论同实验方法，实验数据进行比较，指出在模拟静电场的描述的实验中，采用电压表进行测量时所存在的问题，提出了用电位差计代用，以补偿电压表的不足之处，从而改进该实验的具体方法。     

化学教学中应重视学生非智力因素的作用

化学教学中应重视学生非智力因素的作用董金盈（河南省方城县教师进修学校）“非智力因素”的概念是美国心理学家亚历山大在１９３５年发表的《具体智力和抽象智力》中首先提出的。现在人们一般把非智力因素定义为：不直接参与认知过程的心理因素。从广义上看是指除智力之...