The Pricing, Liquidity, and Arbitrage Opportunities of SHSE 50 ETF Options

以上证50交易型开放式指数证券投资基金作为标的资产的期权于2015年2月9日在上海证券交易所上市，开辟了国内全新的金融衍生品市场。本文关注该新兴期权市场的有效性以及整体表现。 讨论期权市场有效性的前提是期权定价。上证50ETF期权的合约设计采用ETF标的、欧式行权规则以及ETF交割，其认购期权交割机制受到证券T+1卖出限制的影响，无法在行权日进行无风险的现金交割，违反了经典期权定价模型的假设。本文讨论了上证50ETF期权在交割后标的资产延迟变现的条件下，利用调整后的二叉树方法，在行权日买入远月认沽期权构建Delta对冲组合为认购期权定价，结果肯定了经典原理仍然具有一定的适用性。 市...The option chain with SHSE 50 ETF being the underlying asset is listed on February 9th, 2015, opening a new era of the development of derivative market in China. This paper pays attention to the overall performance in efficiency of the market. The premise of option market efficiency is option pricing. SHSE 50 ETF options are European, ETF-settled. Although the call options are T+0 traded, their...学位：经济学硕士院系专业：王亚南经济研究院_金融学(含保险学)学号：2772012115262

我国身心障碍者就业权之保障研究

本文旨在研究市场经济条件下身心障碍者就业权的法律保障现状,寻找我国有关身心障碍者就业权保护法立法及实施效果之不足,进而提出一些解决措施,期待对促进我国的身心障碍者群体就业权工作之发展有所裨益

Study on Films of Organofunctional Silanes on Transition Metal Surfaces——The Structure of γ-Aminopropyltrimethoxysilane Films on Nickel Electrodes

在镍电极表面制备了γ 氨丙基三甲氧基硅烷膜 (γ APS)并对其形成和结构进行了研究 .镍电极表面有机官能团硅烷膜的X射线光电子能谱 (XPS)结果表明氮、硅等元素在电极表面的存在 ,并且氨基在膜中有若干种存在方式 ,包括自由氨基和质子化的氨基 .通过对表面增强拉曼散射光谱 (SERS)谱图的分析 ,发现与电极表面作用的吸附基团硅醇羟基和氨基发生了竞争吸附 ,它们及其邻近基团的拉曼谱峰随着电位的负移除了相对强度发生变化以外 ,还发生了一定的位移 ,这缘于吸附基团吸附的量和吸附取向随电极电位发生了变化并形成了更为复杂的界面结构 ;氨基不同存在方式之间也会随之发生转变 ,这一结果与X射线光电子能谱分析的结果相符合 .原子力显微镜 (AFM)结果表明镍电极表面的有机官能团硅烷膜呈现为一种较规则的多孔结构In the present paper, we prepared the γ-aminopro py ltrimethoxysilane (γ-APS) films on nickel electrode surfaces and studied their formation and structure. XPS results of the films of the organofunctional silan es modified nickel electrodes show the presence of nitrogen and silicon bindin g energy peaks indicating the presence of γ-APS on the metal surface. The result s also in dicate that the amine is presented in several different states, including the free amine and the protonated one. The potential-dependent Raman spectra gave plen ty of information of γ-APS/metal interface, the silanol and amino groups adsor bed competitively on the nickel surfaces. While the applied potential was change d negatively from open circuit potential, the peak intensity of the SERS spectra of these adsorptive groups and the adjacent groups changed and the frequencies of the bands red-shifted. It is assumed that the quantity and adsorptive orien tation of the adsorptive groups changed with the change in the potential and for med more complicated structure of interface. It was also found that the differen t states of amine transformed with the change in the potential, this can be conf irmed by the results of XPS. Atom force microscopy (AFM) was applied to characte rize the silane films. It could be concluded that the films of the organofunctio nal silanes are porous on the microscopic scale.厦门大学固体表面物理化学国家重点实验室开放课题资

关于防范科技论文中“隐性”学术不端行为的建议

举例阐述编辑工作中发现的几种\"隐性\"学术不端行为,以引起编辑同人对类似问题的注意。分析出现这类学术不端行为的原因:作者诚信意识淡薄、期刊重视度不够以及相关惩处机制不完善。针对这些问题提出相应的防范建议,以期从责任编辑、审稿专家及监管部门3个方面共同维护学术诚信。“福建省品牌刊社培育计划”种子期刊资助;;厦门大学校级项目:科技期刊“诚信宣传与技能培养

错误公式的3种识别技巧

针对编辑工作中公式识别难度大的问题,提出了运算规则识别法、物理含义识别法以及运算规则与物理含义相结合的识别法,用以快速地对错误公式进行识别

Study on films of organofunctional silanes on transition metal surfaces - The structure of gamma-aminopropyltrimethoxysilane films on nickel electrodes

In die present paper, we prepared the gamma-aminopropyltrimethoxysilane (gamma-APS) films on nickel electrode surfaces and studied their formation and structure. XPS results of the films of the organofunctional silanes modified nickel electrodes show the presence of nitrogen and silicon binding energy peaks indicating the presence of gamma-APS on the metal surface. The results also indicate that the amine is presented in several different states, including the free amine and the protonated one. The potential-dependent Raman spectra gave plenty of information of gamma-APS/metal interface, the silanol and amino groups adsorbed competitively on the nickel surfaces. While the applied potential was changed negatively from open circuit potential, the peak intensity of the SERS spectra of these adsorptive groups and the adjacent groups changed and the frequencies of the bands red-shifted. It is assumed that the quantity and adsorptive orientation of the adsorptive groups changed with the change in the potential and formed more complicated structure of interface. It was also found that the different states of amine transformed with the change in the potential, this can be confirmed by the results of XPS. Atom force microscopy (AFM) was applied to characterize the silane films. It could be concluded that the films, of the organofunctional silanes are porous on the microscopic scale

TD-SCDMA系统中P-CCPCH同步方法

在研究了主公共控制物理信道（P-CCPCH）同步原理、介绍了现有的同步法的基础上,提出了一种新的P-CCPCH同步法。该方法基于SYNC-DL调制相位和载波频偏,可以非常好地克服由于载波频偏而引起的捕获概率降低的现象。仿真结果表明,该方法具有很好的抗载波频偏的性能,且检测概率高,运算量小,操作性强,易于实现