실물옵션의 위험보정 할인 모델 개발

김규태,황학진,정수희 조선대학교 생산기술연구소 2004 生産技術硏究 Vol.26 No.1

Most of options pricing theory including Black and Scholes continuous model and Cox, Ross, and Rubinstein(CRR)'s binomial lattice model were developed based on the notion that continually revised risk-free hedges involving options and stock should earn the risk-free interest rate. This notion is valid with the assumption that the investor's attitude toward risk is neutral. In reality, this assumption may be frequently violated. Therefore, Hodder, Mello, and Sick proposed the way to value real options using the risk-adjusted interest rate. However, they did not show how to derive the mathematical expression for it. In this paper, we will clearly present how to obtain the mathematical expression for the risk-adjusted interest rate for real options and demonstrate two numerical examples to show its applicability.

Enhancement of the solubility of recombinant proteins by fusion with a short-disordered peptide

Ren Jun,Hwang Suhee,Shen Junhao,Kim Hyeongwoo,Kim Hyunjoo,Kim Jieun,Ahn Soyoung,Kim Min-gyun,Lee Seung Ho,Na Dokyun 한국미생물학회 2022 The journal of microbiology Vol.60 No.9

In protein biotechnology, large soluble fusion partners are widely utilized for increased yield and solubility of recombinant proteins. However, the production of additional large fusion partners poses an additional burden to the host, leading to a decreased protein yield. In this study, we identified two highly disordered short peptides that were able to increase the solubility of an artificially engineered aggregationprone protein, GFP-GFIL4, from 0.6% to 61% (D3-DP00592) and 46% (D4-DP01038) selected from DisProt database. For further confirmation, the peptides were applied to two insoluble E. coli proteins (YagA and YdiU). The peptides also enhanced solubility from 52% to 90% (YagA) and from 27% to 93% (YdiU). Their ability to solubilize recombinant proteins was comparable with strong solubilizing tags, maltosebinding protein (40 kDa) and TrxA (12 kDa), but much smaller (< 7 kDa) in size. For practical application, the two peptides were fused with a restriction enzyme, I-SceI, and they increased I-SceI solubility from 24% up to 75%. The highly disordered peptides did not affect the activity of I-SceI while I-SceI fused with MBP or TrxA displayed no restriction activity. Despite the small size, the highly disordered peptides were able to solubilize recombinant proteins as efficiently as conventional fusion tags and did not interfere with the function of recombinant proteins. Consequently, the identified two highly disordered peptides would have practical utility in protein biotechnology and industry.

Reversible adsorption change of 2‐amino‐4,5‐imidazoledicarbonitrile on Ag electrode surfaces by potential‐dependent surface‐enhanced Raman scattering

Jang, Yun Hee,Hwang, Sungu,Cho, Keunchang,Lim, Manho,Joo, Taiha,Choi, Suhee,Kim, Jongwon,Joo, Sang‐,Woo John Wiley Sons, Ltd. 2011 Surface and interface analysis Vol.43 No.3

<P><B>Abstract</B></P><P>The potential‐induced adsorption change of 2‐amino‐4,5‐imidazoledicarbonitrile (AIDCN) on Ag electrode surfaces has been examined by surface‐enhanced Raman scattering (SERS) in an applied potential range between −1.0 and 0.2 V. Upon adsorption, AIDCN has a substantial interaction with the Ag metal surfaces via its two nitrile groups. The CN stretching peaks at ∼2200 cm<SUP>−1</SUP> appeared to be more intensified and redshifted at a negative potential. The deconvolution peak analysis of the CN bands at various voltages suggests that there should be a change in binding modes of AIDCN on Ag surfaces. This potential‐dependent orientation change appeared to be reversible. The density functional theory (DFT) calculation of AIDCN on Ag cluster atoms is used to explain its potential‐dependent adsorption. Copyright © 2010 John Wiley & Sons, Ltd.</P>

달천 홍수 회복 탄력성 지표의 산정

김다예 ( Daye Kim ),박수희 ( Suhee Park ),황주하 ( Juha Hwang ),맹승진 ( Seungjin Maeng ) 한국농공학회 2019 한국농공학회 학술대회초록집 Vol.2019 No.-

우리나라의 연평균 강수량은 세계 평균에 비해 비교적 많은 편이며, 계절의 특수성으로 인해 연평균 강수량의 절반 이상이 여름에 집중되는 특성을 보인다. 또한 기후변화로 인해 국지성 호우의 발생빈도가 증가하고 있다. 이로 인해 우리나라의 홍수 발생률이 증가하고 있으며, 하천 주변의 저지대와 가옥, 농경지 등이 침수되어 재산과 인명에 큰 피해를 발생시켰다. 홍수 피해는 도시와 농촌을 가리지 않고 발생하는 실정이며, 특히 대다수의 홍수 피해는 농촌에서 발생하고 있다. 2017년 괴산군에서 발생한 수해 사례를 보면 1시간 동안 약 59mm의 강우가 집중되어 달천의 상·하류 주변으로 침수 피해가 발생하였고 현재까지 피해 복구가 제대로 되고 있지 않는 상황이다. 우리나라에서는 현재 홍수 피해 대책으로 시설 복구에 치중하고 있어 홍수 피해를 빠르게 회복할 수 없는 실정이기 때문에 홍수 취약성을 줄이고 홍수 발생 전 상태로 돌아갈 수 있는 복원력이 필요하다. FRI는 이러한 홍수 회복탄력성(Flood Resilience)의 평가를 수행하기 위해 사용되어 왔으며, 농촌지역이 아닌 도시지역을 중심으로 적용 되어왔다. 상대적으로 농촌에 대한 홍수 회복탄력성 적용이 전무한 실정이므로, 도시뿐만 아니라 농촌에서도 체계적이고 효율적인 홍수 피해 복구와 관리를 위하여 FRI의 도입과 홍수 회복 탄력성(Flood Resilience) 평가의 적용이 필요로 한다. 따라서 본 연구에서는 홍수 회복탄력성 평가와 산정을 위해 2017년 괴산댐 상류의 달천 홍수피해를 대상으로 홍수량은 HEC-HMS에 의해 산정하고, 수리학적 해석은 HEC-RAS와 MIKE 21에 의해 분석하였다. 적용된 3개의 모형과 Arc-GIS를 통해 홍수범람지도를 표현 후 달천의 Flood Resilience Index(FRI)를 산정하였다. 산정한 FRI의 값은 도시뿐만 아니라 농촌지역의 홍수피해 회복력에도 적용되고 활용 가능한 방법을 제시하였다.

Exposure and Risk Assessment of Operators to Insecticide Acetamiprid during Treatment on Apple Orchard

Eunhye Kim,Joon-Kwan Moon,Hyeri Lee,Suhee Kim,Yon-Jin Hwang,Byung-Joon Kim,Jinbeum Lee,Dong-Hyuk Lee,Jeong-Han Kim 한국원예학회 2013 원예과학기술지 Vol.31 No.2

Occupational exposure and risk assessment were conducted to evaluate the safety of operators when insecticide acetamiprid was applied to apple orchard using a speed sprayer. Dermal patches, cotton gloves, socks, and masks were used to monitor the dermal exposure, and personal air pump with solid sorbent was used to measure the potential inhalation exposure. In validation to analytical methods, the limit of detection and limit of quantitation were 0.25 ng and 1 ng, respectively. Good reproducibility (coefficient variation < 4%), linearity (coefficient determination > 0.999), and recovery (85.3-118.2%) were obtained. Trapping efficiency of solid sorbent was 96.4% while breakthrough did not occur. Only hand exposure was measured on the gloves during mixing/loading to give 33-1,132 ㎍. Exposure amount of operator 3 among 4 workers was noticeably high. The total volumes of spray liquid for operators were 535-1,235 mLㆍh⁻¹, corresponding to 0.03-0.08% of the applied spray solution. Highest contaminated parts of body were thighs, chest, and lower legs. The inhalation exposure ratio to the total application amount was significantly low. However, wind seemed to affect the inhalation exposure of operator. For risk assessment, margin of safety was calculated by the application of cloth and dermal penetration rate to obtain values of much larger than 1 in all cases. Therefore, health risk of operators during treatment of acetamiprid in apple orchard could be of least possibility.

Indoxacarb의 수화제 및 입상수화제 살포액 조제 시 농작업자의 노출량 측정 및 위해성 평가

김은혜(Eunhye Kim),황연진(Yon-Jin Hwang),김수희(Suhee Kim),이혜리(Hyeri Lee),홍순성(Soonsung Hong),박경훈(Kyung-Hun Park),김정한(Jeong-Han Kim) 한국농약과학회 2012 농약과학회지 Vol.16 No.4

Exposure and Risk Assessment of Operators to Insecticide Acetamiprid during Treatment on Apple Orchard

Kim, Eunhye,Moon, Joon-Kwan,Lee, Hyeri,Kim, Suhee,Hwang, Yon-Jin,Kim, Byung-Joon,Lee, Jinbeum,Lee, Dong-Hyuk,Kim, Jeong-Han Korean Society of Horticultural Science 2013 원예과학기술지 Vol.31 No.2

Occupational exposure and risk assessment were conducted to evaluate the safety of operators when insecticide acetamiprid was applied to apple orchard using a speed sprayer. Dermal patches, cotton gloves, socks, and masks were used to monitor the dermal exposure, and personal air pump with solid sorbent was used to measure the potential inhalation exposure. In validation to analytical methods, the limit of detection and limit of quantitation were 0.25 ng and 1 ng, respectively. Good reproducibility (coefficient variation < 4%), linearity (coefficient determination > 0.999), and recovery (85.3-118.2%) were obtained. Trapping efficiency of solid sorbent was 96.4% while breakthrough did not occur. Only hand exposure was measured on the gloves during mixing/loading to give $33-1,132{\mu}g$. Exposure amount of operator 3 among 4 workers was noticeably high. The total volumes of spray liquid for operators were $535-1,235mL{\cdot}h^{-1}$, corresponding to 0.03-0.08% of the applied spray solution. Highest contaminated parts of body were thighs, chest, and lower legs. The inhalation exposure ratio to the total application amount was significantly low. However, wind seemed to affect the inhalation exposure of operator. For risk assessment, margin of safety was calculated by the application of cloth and dermal penetration rate to obtain values of much larger than 1 in all cases. Therefore, health risk of operators during treatment of acetamiprid in apple orchard could be of least possibility.