Standard Approach to Estimating Volatility (Equation 15.1 Define on as the volatility per day between day n-1 and day n, as estimated at end of day n-1 · Define, as the value of market variable at end of day i Define ui= In(S /Si-1)

European Options on Stock 12.2 Paying Continuous Dividends We get the same probability distribution for the stock price at time T in each of the following cases 1. The stock starts at price So and provides a continuous dividend yield q 2. The stock starts at price Soe-q' and provides no dividend yield

A Simple Binomial Model of Stock Price Movements In a binomial model, the stock price at the BEGINNING of period can lead to only 2 stock prices at the END of that period

1. Single equation estimation procedures Indirect least squares(ILS)(恰好识别) Two- -stage least squares(2SLS)(过度识别) 2. System estimation procedures Three-stage- least squares(sLS)(跨方程相 关) In1962 Theil and Zellner first proposed this method. 2SLS+GLS= 3SLS (gls=generalized least squares)

第四章例题 一填空题 1.二元混合物的恰的表达式为H=x1H1+x2H2+ax2,则 H1=H1+ax2;H2=H2+ax2(由偏摩尔性质的定义求得) 2.填表 偏摩尔性质(M) 溶液性质(M) 关系式(M=xM) In( /;) Inf Inf=x,(. /x;) Ino Inop Ing=x, Inp InYi GE/RT GE/RT=x, Inri 3.有人提出了一定温度下二元液体混合物的偏摩尔体积的模型是 =(1+ax2),2=V2(1+bx1),其中V1,V2为纯组分的摩尔体积,a,b为常数,问 所提出的模型是否有问题? Gibbs-Duhem-方程得a=x2b,ab不可能是常数,故提出的模型有问题;若模型改为1=11+ax2)2=V2(1+bx2),情况又如 何?ibbs- Duhem方程得,a=b,故提出的模型有一定的合理性

DEFINITIONS EQUIPMENT RATING: Given the input streams, operating parameters, and size parameters, determine the equipment performance and output streams EQUIPMENT SIZING: Given the input streams and the performance specifications, estimate the economically important size parameters using approximate methods EQUIPMENT DESIGN: Produce a design in enough detail to guide the fabrication of the item of equipment

HEAT EXCHANGER DESIGN GOALS: Role of heat exchangers in chemical processing Basic concepts and terminology Types of heat exchangers Design methodology Sizing Design Rating

Molecular dynamics for continuous potentials Short history: The first MD simulation for a system interacting with a continuous potential (Lennard-Jones potential) was carried out by A. Rahman in1964. A. Rahman, Phys. Rev. 136, A405, (1964). Main differences between MD with continuous poentials and

.Unsteady, aperiodic motion in which all three velocity components fluctuate→ mixing matter, momentum, and energy. Decompose velocity into mean and fluctuating parts:

生物和环境 1神经的凋亡 Apoptosisi of Neuron 2.肌动蛋白 myosin的构象及作用机制 ture The Structure and Function of Myosin 3.钇激光器的发射特性 Yb Llaser Radiation Character 4.胰酶分泌素的分泌机制 The Secreting Mechanism of Cholecystokinin 5.钙离子在信号传导中的作用 The Function of Calcium in Signal Transduction 6.1,5-二磷酸核酮糖羧化酶的进化过程 The Evolution of Rubisco