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中国OTC金融衍生品交易监管的法律研究
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作者 吕亮亮 《经济法论丛》 2007年第1期354-407,共54页
目次前言第一章OTC金融衍生品交易概述第一节金融衍生品概述第二节OTC金融衍生品交易概述第二章OTC金融衍生品交易监管理论研究第一节OTC金融衍生品交易监管的法律本质第二节OTC金融衍生品交易监管的目标第三节 OTC金融衍生品交易监管... 目次前言第一章OTC金融衍生品交易概述第一节金融衍生品概述第二节OTC金融衍生品交易概述第二章OTC金融衍生品交易监管理论研究第一节OTC金融衍生品交易监管的法律本质第二节OTC金融衍生品交易监管的目标第三节 OTC金融衍生品交易监管的原则第三章OTC金融衍生品交易监管的国际实践及其发展趋势第一节主要发达国家OTC金融衍生品交易监管体制第二节 OTC金融衍行品监管体制的发展趋势第四章OTC金融衍生品交易监管国际合作第一节巴塞尔委员会。 展开更多
关键词 衍生品交易 OTC 金融体制 外汇买卖 风险管理 期权交易 金融衍生交易 基础资产 内部风险 自律组
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Effect of Correlations on the Exponents for the Power-Law Distributions in Self-Organized Criticality
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作者 邓永菊 郑华 杨纯斌 《Communications in Theoretical Physics》 SCIE CAS CSCD 2012年第8期313-316,共4页
The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is mapped to a first-retu... The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is mapped to a first-return random-walk process in a one-dimensional lattice. In order to understand the reason of variant exponents for the power-law distributions in different self-organized critical systems, we introduce the correlations among evolution steps. Power-law distributions of the lifetime and spatial size are found when the random walk is unbiased with equal probability to move in opposite directions. It is found that the longer the correlation length, the smaller values of the exponents for the power-law distributions. 展开更多
关键词 power-law distribution CORRELATION self-organized criticality RANDOM-WALK
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