債券信用風險的規避,一直以來是學者有興趣研究的課題,本篇研究以HJM模型去衡量信用風險, 透過市場資料的輸入,去衡量違約程度,並對信用風險相關之衍生性金融商品作出適當的評價,以求規避信用風險. / Abstract In this study, we combine credit valuation approaches developed by Jarrow＆Turnbull (1995)、Duffie＆Singleton (1999)、Schonbucher (2000) to execute a default pricing methodology under H.J.M default intensity structure. We can use market data such as defaultable yield rate and its volatility to measure credit risk, however, because of the close form in our model, the comparative static analysis for parameters can be done. At last, after introducing the survivor probability measure, we can extend to price default related derivatives.

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A series of nitrogen derivatives of 1,4-naphthoquinone, which are structurally similar to the compounds of Hall, has been prepared by this worker. In general, the amido groups are those of the long-chain, fatty acids, and it is believed they will have increased physiological activity. These compounds are to be tested for medicinal activity by Parke-Davis and Company.

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by Ka-Wo Poon. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 113-120). / Abstracts in English and Chinese. / ABSTRACT --- p.i / ACKNOWLEDGMENT --- p.iii / CONTENTS --- p.iv / LIST OF FIGURES --- p.vi / LIST OF TABLES --- p.x / ABBREVIATIONS --- p.xi / Chapter 1. --- INTRODUCTION --- p.1 / Chapter 1.1 --- General Background of Tetrapyrrole Derivatives --- p.1 / Chapter 1.2 --- Electronic Interactions in Systems with Multiple Redox Sites --- p.8 / Chapter 1.2.1 --- Electronic Interactions in One-dimensional Systems --- p.9 / Chapter 1.2.2 --- Electronic Interactions in Three-dimensional Systems --- p.12 / Chapter 1.3 --- Ferrocene-containing Tetrapyrrole Derivatives --- p.22 / Chapter 1.3.1 --- Ferrocene-containing Porphyrins --- p.22 / Chapter 1.3.2 --- Ferrocene-containing Porphyrazines --- p.29 / Chapter 1.3.3 --- Ferrocene-containing Phthalocyanines --- p.30 / Chapter 2. --- RESULTS AND DISCUSSION --- p.38 / Chapter 2.1 --- Ferrocenylphthalocyanines with Oxyethylene Linkers --- p.38 / Chapter 2.1.1 --- Synthesis and Characterization --- p.38 / Chapter 2.1.1.1 --- Preparation of Tetrakis(2-ferrocenylethoxy)- phthalocyaninatozinc(II) (55) --- p.38 / Chapter 2.1.1.2 --- Preparation of Octakis(2-ferrocenylethoxy)- phthalocyaninatozinc(II) (62) --- p.43 / Chapter 2.1.1.3 --- Preparation of Metal Free Hexadecakis(2- ferrocenylethoxy)phthalocyanine (65) --- p.49 / Chapter 2.1.2 --- Electronic Absorption Spectra --- p.52 / Chapter 2.1.3 --- Electrochemical Studies --- p.60 / Chapter 2.2 --- Ferrocenyl Tetrapyrroles with Ethynyl Linkers --- p.68 / Chapter 2.2.1 --- Synthesis and Characterization --- p.68 / Chapter 2.2.1.1 --- Preparation of Octakis(ferrocenylethynyl)- phthalocyaninatozinc(II) (83) --- p.71 / Chapter 2.2.1.2 --- Preparation of Octakis(ferrocenylethynyl)- Naphthalocyaninatozinc(II) (87) --- p.76 / Chapter 2.2.1.3 --- "Preparation of 5,15-bis(ferrocenylethynyl)- 10,20-diphenylporphyrinatonickel(II) (90)" --- p.81 / Chapter 2.2.2 --- Electrochemical Studies --- p.84 / Chapter 2.3 --- Conclusion --- p.92 / Chapter 3. --- EXPERIMENTAL SECTION --- p.93 / Chapter 3.1 --- General Methods --- p.93 / Chapter 3.2 --- Physical Measurements --- p.93 / Chapter 3.3 --- Synthesis of Ferrocenylphthalocyanines with Oxyethylene Linkers --- p.95 / Chapter 3.4 --- Synthesis of Ferrocenyl Tetrapyrrole Derivatives with Ethynyl Linkers --- p.105 / Chapter 4. --- REFERENCES --- p.111 / Chapter APPENDIX A --- 1H NMR spectra of dinitriles --- p.121 / Chapter APPENDIX B --- 13C̐ưث1H }NMR spectra of dinitriles --- p.126