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China's interest rate from the current system, the market interest rates (such as money market, bond market interest rates) is clearly not in the list of interest rates; in direct control of the central bank's interest rate system, the re-lending and rediscount rate has not been very effective, because it few years the flow of adequate financial institutions makes little to rely on central bank loans and discount, and improve the reserve interest rate system with the reform of the general direction of inconsistency; Therefore, interest rates can only increase deposit rates or lending rates, both interest rates are in the current control and semi-control of interest rates.
中国的利率从目前的制度,市场利率(如货币市场,债券市场利率)显然不在列表中,利息直接控制的中央银行的利率制度,再贷款和再贴现率并不十分有效,因为这几年充足的流动金融机构几乎没有什么依靠中央银行贷款和贴现,提高准备金利率制度改革的总体方向不一致,因此,利率可只有增加存款利率或贷款利率,无论利率在目前的管制和半管制的利率。
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With the support of a major research grant of Zhejiang Province (No. 001101027) and the Plan of Promoting Education of Excellence of Zhejiang University in the 21st Century, this dissertation is devoted to address the above problems and fabricate an L-band EDFA with low cost, high performance and technological innovation.First the mechanism of an erbium doped fiber amplifier is introduced. Various theoretical models based on classical rate propagation equations are summarized and compared for their applications. We use a modified numerical model based on the Giles model, which agrees with the experimental results well. This serves as the theoretical base for the whole thesis and will be used to optimize the characteristics of EDFAs. A novel method based on a map of noise figure and gain is proposed to analyze efficiently the dependence of the noise figure and gain for EDFAs on the EDF length and the pump power. The characteristics of various EDFAs are studied and compared.Secondly, some important parameters are introduced to describe the characteristics of EDFAs. The methods and the experimental setups for measuring the gain and noise figure of an EDFA are emphasized. We introduce how to measure the characteristics of each component of an EDFA, especially the gain and absorption coefficient of an erbium doped fiber.Thirdly, four types of simple and novel L-band EDFA structures with low noise, high gain and low gain ripple are proposed to satisfy the requirement of a DWDM system. They can be classified into two categories. In the first category, a single ASE pumping is served asa secondary pump. This category includes the following three types. Type: a new construction using a fiber Bragg grating in an unpumped EDF section at the input side. Type: a new structure of L-Band EDFA with two-stage pumps, which utilizes the forward ASE as a second pump.
本论文本着科技创新、服务于生产实践的精神,以设计价格低廉,性能优越、结构合理简单的L-band EDFA为目标,依托浙江省科技厅重大科学基金资助项目(001101027)和浙江大学振兴教育计划资助的全光网络的搭建—《光通信技术》课程实验建设项目,展开了如下工作:首先,介绍了掺铒光纤放大器的工作原理,归纳总结了基于速率方程基础的EDFA的各种理论模型,分析比较了各个模型的特点和适用场合,最终选择完善的Giles理论模型作为本论文分析设计EDFA的理论基础;针对实际实验条件提出了修正的EDFA模型的数值计算方法;创新地提出了增益—噪声系数全局分析法,直观有效地分析了EDFA的增益和噪声系数与掺铒光纤长度和泵浦功率的依赖关系,并对各种EDFA的性能作了全面的比较;第二,介绍了掺铒光纤放大器特性参数的定义与测量方法,重点介绍了噪声系数和增益系数的测量方法及实验装置;介绍了组成掺铒光纤放大器各组件的特性测量方法,重点介绍了测量掺铒光纤参数的方法和实验装置;第三,针对WDM系统对L-band EDFA谱平坦、低噪声、高增益的要求,我们创新地提出了四种不同的L-band EDFA结构,按设计思路可以分为两大类:一类是基于单抽运二级泵浦法,这一类包括在未泵浦掺铒光纤的输入端插入一根布拉格光纤光栅的两段L-band的EDFA的新结构;基于前向ASE光作为二级泵浦源推动下一级EDF工作的泵浦分配、两段级联L-band的EDFA的新结构;基于单根光纤光栅、泵浦分配、两段级联的EDFA;另一类则是基于同时应用前后向C-band ASE作二级泵浦源的双抽运法,如基于前后向ASE光作为二级泵浦源的三段级联L-band的EDFA的新结构。
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In Chapter 4, the pricing of Asian geometric average option under stochastic interest rates is studied, assuming CIR model for the interest rates. Asian option is strongly dependent with path, usually have a long duration, the movement of interest rates becomes more important in pricing such long-dated options. The CIR interest rate model not only considered the interest rate behavior has mean-reverting but also take into account that the fluctuation rate is direct proportion with the square root of its interest rate. Finally, the method of finite difference for the Asian geometric average option under CIR interest rate model is given.
第四章在利率满足CIR利率模型的假设下,研究了几何亚式期权的定价公式,亚式期权是强路经依赖性期权,通常有效期较长,在进行较长时期的投资时,利率的变化是非常重要的,CIR利率模型不仅考虑了利率行为具有均数回归的现象,而且还考虑其波动性的大小与利率大小的平方根成正比,最后给出了CIR利率模型下的几何亚式期权定价的有限差分法。
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