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We use the approximate distribution comes from probability generating function of CreditRisk+ to value the CDO under the single sector factor and multi-sector factors scenarios. For single sector factor model, we discuss the sensitive analysis of CDO fair spread by different default probability, default correlation and loss given default. For multi-sector factors model, we exam the CDO fair spread based on different sector correlation assumption, such as Gamma distribution in moment match method, multivariate Gamma distribution and compound Gamma distribution.

本文在信用风险加成模型之下,利用机率产生函数的近似分配评价抵押债务债券,并考虑单一部门因子与多个部门因子,单一部门因子中,在不同违约机率、违约相关系数和违约损失率下,探讨抵押债务债券公平价差之敏感度分析;多个部门因子中,在不同相关性部门因子分配假设下,如动差配适法的伽玛分配、多维伽玛分配、复合伽玛分配,探讨抵押债务债券公平价差之方法结果比较。

The effective heat-transfer temperature difference of every effect of multi-effect evaporation subsystem and the preheat temperature rise Δt_(p,j of every level of multi-level preheat subsystem of the design model were distributed by equal heating area, equal heat-transfer temperature difference, and free proration methods.

设计型模型对多效蒸发子系统各效有效传热温差Δt_i的分配和多级预热子系统各级预热温升Δt_的分配分别采用等面积法、等温差法、自由配比法等进行分配并采用矩阵法结合迭代法进行设计模拟计算,其中自由配比法巧妙地将具有复杂约束条件的决策变量Δt_i和Δt_转化为取值0~1的中间决策变量τ_i、τ_,为Δt_i和Δt_的自由搜索进而为优化设计提供了一个简便的方法;在常规设计模拟计算的基础上,建立了复杂多效蒸发系统优化设计模型,该模型以系统年总费用最小为优化目标,以生蒸汽温度T_0、冷凝器中二次蒸汽温度T_K、蒸发温差配比系数τ_i和预热温升配比系数τ_为决策变量,采用遗传算法结合矩阵法求解。

Samples of the composites were taken for histological examination at day 7 and day 14 since OKCs were seeded. Results Multi-layer epithelia without hemidesmosome and basal membrane were observed in composites of PGA showing ill-defined cell layers. OKCs could adhere and proliferate onto collagen membrane forming multi-layer epithelia, with no mature hemidesmosome and basal membrane. That of Alloderm showed normal epithelial structures, with hemidesmosome, basal membrane and cell pseudopod in lamina propria.

结果 以PGA为支架构建的组织工程化口腔黏膜,含类似上皮层和固有层,但细胞层次不清;胶原膜上可见口腔黏膜上皮细胞黏附生长,并形成复层上皮样组织,但无成熟的桥粒及基底膜样结构;以Alloderm作为支架材料的构建物,出现正常上皮形态,含半桥粒及细胞指状突起等超微结构。

With the combination of the optimal control theory and MCTDH method, optimal controlling of multi-dimensional multi-state molecule such as pyrazine is realized. The quantum dynamics of this molecule under the excitation of optimal pulse is simulated.

结合MCTDH方法和优化控制理论,以具有三个电子能级,三个振动自由度的吡嗪分子为例,模拟了优化飞秒激光作用下的量子分子动力学过程。

This dissertation has developed a new kind of multi-target multi-wavelength pyrometer and successfully used in the ground experiments of SPRE plume temperature measurement.

本论文工作研制了测量一定空间分布的多目标多波长高温计并成功地用于地面搭载试验。

In this system, a multi-channel selecting switch is added in front of the A/D to acquire the multi-channel signal from the colorimetric pyrometer .

系统在A/D的前端加上多信道选择开关,实现多色比色测温仪的多路信号采集;由单片机控制数据的采集和缓冲,数据则用上位机进行实时处理。

Firstly, the meanings of multi-objective and layered optimization is explained in detail and the steady-state optimization based on quadratic programming is presented to solve the multi-objective and layered optimization in the context of two-stage model predictive control formulation.

本文围绕预测控制的滚动优化特点,对预测控制中的若干问题进行了深入研究,在总结目前已有研究成果的基础上做出了有效的改进,提出了自己的创新点。

The meaning of multi-objective and layered optimization is explained in detail and the steady-state optimization based on quadratic programming is presented to solve the multi-objective and layered optimization in the context of two-stage model predictive control formulation.

详细阐述了复杂工业过程的多目标分层优化要求的含义,在预测控制两级分层结构的基础上提出了基于二次规划的定态优化有效求解方法。

It is in possession of advanced Japanese-made computer embroidery machine, Korean-made multi-needle quilter, US-made single-needle quilter and non-shuttle multi-needle quilter and Japanese-made special sowing machine etc.

拥有先进的日本电脑绣花机、韩国多针绗缝机、美国单针绗缝机和无梭多针绗缝机,以及日本产青柳特种缝纫机等。

On the basis of comparison of several algorithms of the calculation of unstable resonator"s mode. Fast Fourier transform method is chosen in this paper. The model of multi-layer distribution of gain is established. Sampling granularity in real space used in FFT, quotient of guard band and distance between subsections are made certain respectively. The convergence criterion of root-mean-square of plural y which is the quotient of the optical field"s distributions separated by one pass is established. Under the circs of multi-kind of distribution of gain and different measurement of distortion, the output optical field distribution is calculated.

在比较了各种计算腔模方法的基础上,根据角谱传播理论,选择FFT算法,建立谐振腔内多层增益分布模型,分别确定了FFT算法的空间采样间隔、保护带系数和分段计算的距离,选取光场往返一次之比的均方根值收敛准则,计算多种增益分布、不同镜面变形时的谐振腔输出光场分布,同时计算该光场的远场分布和传输有限距离之后的分布。

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However, as the name(read-only memory)implies, CD disks cannot be written onorchanged in any way.

然而,正如其名字所指出的那样,CD盘不能写,也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口,替代木托盘,免薰蒸,符合欧盟、北美各国对出口货物包装材料的法令要求;喷涂钢托盘适用于重载上货架之用,托盘表面根据需要制作成平板状、波纹状及间隔形式,满足不同的使用要求。

A single payment file can be uploaded from an ERP system to effect all pan-China RMB payments and overseas payments in all currencies.

付款指令文件可从您的 ERP 系统上传到我们的电子银行系统来只是国内及对海外各种币种付款。