第十四章习题答案final
大学物理第十四章波动光学课后习题答案及复习内容
第十四章波动光学一、基本要求1. 掌握光程的概念以及光程差和相位差的关系。
2. 理解获得相干光的方法，能分析确定杨氏双缝干涉条纹及薄膜等厚干涉条纹的位置，了解迈克尔逊干涉仪的工作原理。
3. 了解惠更斯-菲涅耳原理; 掌握用半波带法分析单缝夫琅和费衍射条纹的产生及其明暗纹位置的计算，会分析缝宽及波长对衍射条纹分布的影响。
4. 掌握光栅衍射公式。
会确定光栅衍射谱线的位置。
会分析光栅常数及波长对光栅衍射谱线分布的影响。
5. 了解自然光和线偏振光。
理解布儒斯特定律和马吕斯定律。
理解线偏振光的获得方法和检验方法。
6. 了解双折射现象。
二、基本内容1. 相干光及其获得方法只有两列光波的振动频率相同、振动方向相同、振动相位差恒定时才会发生干涉加强或减弱的现象，满足上述三个条件的两束光称为相干光。
相应的光源称为相干光源。
获得相干光的基本方法有两种：（1）分波振面法（如杨氏双缝干涉、洛埃镜、菲涅耳双面镜和菲涅耳双棱镜等）；（2）分振幅法（如薄膜干涉、劈尖干涉、牛顿环干涉和迈克耳逊干涉仪等）。
2. 光程和光程差（1）光程把光在折射率为n的媒质中通过的几何路程r折合成光在真空x中传播的几何路程x，称x为光程。
nr（2）光程差在处处采用了光程概念以后就可以把由相位差决定的干涉加强，减弱等情况用光程差来表示，为计算带来方便。
即当两光源的振动相位相同时，两列光波在相遇点引起的振动的位相差πλδϕ2⨯=∆ （其中λ为真空中波长，δ为两列光波光程差） 3. 半波损失光由光疏媒质（即折射率相对小的媒质）射到光密媒质发生反射时，反射光的相位较之入射光的相位发生了π的突变，这一变化导致了反射光的光程在反射过程中附加了半个波长，通常称为“半波损失”。
4. 杨氏双缝干涉经杨氏双缝的两束相干光在某点产生干涉时有两种极端情况：（1）位相差为0或2π的整数倍，合成振动最强；（2）位相差π的奇数倍，合成振动最弱或为0。
其对应的光程差()⎪⎩⎪⎨⎧-±±=212λλδk k ()()最弱最强 ,2,1,2,1,0==k k 杨氏的双缝干涉明、暗条纹中心位置：dD k x λ±= ),2,1,0( =k 亮条纹 d D k x 2)12(λ-±= ),2,1( =k 暗条纹 相邻明纹或相邻暗纹间距:λd D x =∆ （D 是双缝到屏的距离，d 为双缝间距） 5. 薄膜干涉以21n n <为例，此时反射光要计“半波损失”， 透射光不计“半波损失”。
第十四章糖习题答案教材
A: HO
OH
CH2OH
CHO
B:
OH OH
CH2OH
CHO
HO
稀HNO3
OH
CH2OH
COOH
HO OH
COOH
CHO OH 稀HNO3 OH
CH2OH
COOH
OH OH COOH
9．完成下列反应方程式：
（1） HO HO
CHO OH
OH CH2OH
Br2/H2O
（3） 纤维二糖 苦杏仁酶 ? 稀HNO3
OH
3. 写出D-葡萄糖与下列试剂反应的主要产物：
（1）H2NOH （2）Br2／H2O （3）CH3OH／HCl （4）LiAlH4 （5）苯肼
CH NOH
OH 【解】 (1) HO
OH OH
CH2OH CH2OH
OH (4) HO
OH OH
CH2OH
COOH
OH (2) HO
OH OH
CH2OH
1. 写出下列化合物的哈沃斯式：
（1）乙基-β-D-甘露糖苷 （2）-D-半乳糖醛酸甲酯 （3）-D-葡萄糖-1-磷酸 （4）β-D-呋喃核糖
【解】 (1)
CH2OH O OC2H5
OH OH
HO
COOCH3
HO
O
(2) OH
OH OH
CH2OH
O
(3) OH
HO
O
OH
O P OH OH
HOH2C O OH (4)
【解】 甘露糖属于醛糖，难与间苯二酚-盐酸溶 液反应，但在碱性条件下可异构化成酮糖，因而 能与间苯二酚-盐酸溶液发生反应。
6．有一个糖类化合物溶液，用Fehling试剂检验没有还原性。如果加入麦芽糖酶放置 片刻再检验则有还原性。经分析用麦芽糖酶处理后的溶液知道其中含有D-葡萄糖和 异丙醇，写出原化合物的结构式。
大学物理课件 第14章光的干涉习题答案
C.有一凸起的埂，深入 / D4 . 有一凸起的埂，深入
天道酬勤
4
6.一束白光以30度的入射角照射平静的湖水（水的折射 率为4/3）表面的一层透明液体（折射率为 10）2 的薄膜， 若反射光中波长为600nm的光显得特别明亮，则该透 明液体薄膜的最小厚度为（ ）
r1' r1 x sin
r2 r2' x sin
x
sin sin
天道酬勤
10
2.在1题基础上，考虑使用激光测速仪测量微粒运动速度 问题。在激光测速仪里两列交叉的相干激光束照射运 动微粒，…求微粒运动速度大小。
解：利用1题结论，粒子走过的路程
为λ/(sinθ+sinφ)，其中θ、φ分
别为30度。
距D＝1.0m，若第二级明条纹离屏中心的距离为
6.0mm，此单色6光00的n波长 相邻两明条纹间的3距m离
为．
m
m
10.在不同的均匀媒质中，若单色光通过的光程相等时，
其几何路程
同不，其所需时间
相同。
11.两光相干除了满足干涉的三个必要条件，即频率相同、 振动方向相同、相位相等或相位差恒定之外，还必须满足 两个附加条件 两相干光的振幅不可相差太大 ， 两 相干光的光程差不能太大 。
6
二、填空题
1.真空中的波长为 的单色光在折射率为n的媒质中由
A点传到B点时，周相改变量为3，则光程的改变量
为 3λ/，2 光从A传到B所走过的几何路程为 3。λ/2n
2.如图所示，在杨氏双缝实验中，若用红光做实验，则 相邻干涉条纹间距比用紫光做实验时相邻干涉条纹间
距 ，大若在光源S2右侧光路上放置一薄玻璃片，则中
九年级物理第十四章课后习题答案(详析详解)
九年级物理第十四章课后习题答案（详析详解）【写在前面】“动手动脑学物理”栏目中每一道习题的设计都有很强的目标指向性。
每做一道题我们都要清楚：课本中为什么要设计这样一道题目？某一道题不会做，肯定是因为与这道题相关的某个知识点你没有掌握好，该达到的目标要求你还没有达到。
这就提醒我们需要重新翻书，进一步理解相关的知识内容。
从这一点上说，做好课本上的题目是基础、是达标的关键，大家一定要给予足够的重视。
课本上的习题还没有做好，就盲目地做大量的课外习题，只能是越做越发蒙，降低学习效率。
本资料由辽宁省物理优秀课教师安绍文根据多年的教学实践经验及学生学情实际状况编制而成。
供需要者在教学或学习中参考。
（14-1热机）说明：题目是在有意引导同学们注意观察身边的物理。
通过大脑的搜索和对平时观察的回忆你会发现：原来觉得很神秘的热机，实际上，在生活、生产中的应用随处可见。
分析：关键是要清楚，利用内能做功的机械都是热机。
怎样知道它是否利用内能了？那就要看它是否燃烧燃料了。
热机工作时利用的内能，就是燃料燃烧后所形成的高温高压气体的内能。
提示：按照上面的分析思路，在生活和生产中寻找“能动的”并“燃烧燃料的”机器。
答案：例如生活中：常用的交通工具除了飞机、汽车、摩托车之外，还有火车、轮船也是利用热机提供动力的。
这都属于内燃机。
（注：电动自行车上利用的是电动机，不是热机。
）例如生产中：工地上常看到吊车、推土机、挖掘机、拖拉机里面用的都是热机。
（也都是内燃机。
）再如坦克、火箭里面的发动机都是热机。
（火箭发动机不是内燃机，但属于热机。
）提示：四冲程内燃机的一个工作循环中，曲轴转动两周，活塞往复运动两次。
分析：（1）已知图甲为吸气冲程（此时活塞在曲轴的带动下向下运动），吸气冲程进气门应该打开、排气门应该关闭，由此可断定各图中左侧为进气门，右侧为排气门。
（2）压缩冲程应该是曲轴带动活塞向上运动，只有两个气门就都应该关闭才能使缸内气体被（见下图乙）。
Solution_国际财务管理_切奥尔尤恩_课后习题答案_第十四章
CHAPTER 14 INTEREST RATE AND CURRENCY SWAPSSUGGESTED ANSWERS AND SOLUTIONS TO END-OF-CHAPTERQUESTIONS AND PROBLEMSQUESTIONS1. Describe the difference between a swap broker and a swap dealer.Answer: A swap broker arranges a swap between two counterparties for a fee without taking a risk position in the swap. A swap dealer is a market maker of swaps and assumes a risk position in matching opposite sides of a swap and in assuring that each counterparty fulfills its contractual obligation to the other.2. What is the necessary condition for a fixed-for-floating interest rate swap to be possible?Answer: For a fixed-for-floating interest rate swap to be possible it is necessary for a quality spread differential to exist. In general, the default-risk premium of the fixed-rate debt will be larger than the default-risk premium of the floating-rate debt.3. Discuss the basic motivations for a counterparty to enter into a currency swap.Answer: One basic reason for a counterparty to enter into a currency swap is to exploit the comparative advantage of the other in obtaining debt financing at a lower interest rate than could be obtained on its own. A second basic reason is to lock in long-term exchange rates in the repayment of debt service obligations denominated in a foreign currency.4. How does the theory of comparative advantage relate to the currency swap market?Answer: Name recognition is extremely important in the international bond market. Without it, even a creditworthy corporation will find itself paying a higher interest rate for foreign denominated funds than a local borrower of equivalent creditworthiness. Consequently, two firms of equivalent creditworthiness can each exploit their, respective, name recognition by borrowing in their local capital market at a favorable rate and then re-lending at the same rate to the other.5. Discuss the risks confronting an interest rate and currency swap dealer.Answer: An interest rate and currency swap dealer confronts many different types of risk. Interest rate risk refers to the risk of interest rates changing unfavorably before the swap dealer can lay off on an opposing counterparty the unplaced side of a swap with another counterparty. Basis risk refers to the floating rates of two counterparties being pegged to two different indices. In this situation, since the indexes are not perfectly positively correlated, the swap bank may not always receive enough floating rate funds from one counterparty to pass through to satisfy the other side, while still covering its desired spread, or avoiding a loss. Exchange-rate risk refers to the risk the swap bank faces from fluctuating exchange rates during the time it takes the bank to lay off a swap it undertakes on an opposing counterparty before exchange rates change. Additionally, the dealer confronts credit risk from one counterparty defaulting and its having to fulfill the defaulting party’s obligation to the other counterparty. Mismatch risk refers to the difficulty of the dealer finding an exact opposite match for a swap it has agreed to take. Sovereign risk refers to a country imposing exchange restrictions on a currency involved in a swap making it costly, or impossible, for a counterparty to honor its swap obligations to the dealer. In this event, provisions exist for the early termination of a swap, which means a loss of revenue to the swap bank.6. Briefly discuss some variants of the basic interest rate and currency swaps diagramed in the chapter.Answer: Instead of the basic fixed-for-floating interest rate swap, there are also zero-coupon-for-floating rate swaps where the fixed rate payer makes only one zero-coupon payment at maturity on the notional value. There are also floating-for-floating rate swaps where each side is tied to a different floating rate index or a different frequency of the same index. Currency swaps need not be fixed-for-fixed; fixed-for-floating and floating-for-floating rate currency swaps are frequently arranged. Moreover, both currency and interest rate swaps can be amortizing as well as non-amortizing.7. If the cost advantage of interest rate swaps would likely be arbitraged away in competitive markets, what other explanations exist to explain the rapid development of the interest rate swap market?Answer: All types of debt instruments are not always available to all borrowers. Interest rate swaps can assist in market completeness. That is, a borrower may use a swap to get out of one type of financing and to obtain a more desirable type of credit that is more suitable for its asset maturity structure.8. Suppose Morgan Guaranty, Ltd. is quoting swap rates as follows: 7.75 - 8.10 percent annually against six-month dollar LIBOR for dollars and 11.25 - 11.65 percent annually against six-month dollar LIBOR for British pound sterling. At what rates will Morgan Guaranty enter into a $/£ currency swap?Answer: Morgan Guaranty will pay annual fixed-rate dollar payments of 7.75 percent against receiving six-month dollar LIBOR flat, or it will receive fixed-rate annual dollar payments at 8.10 percent against paying six-month dollar LIBOR flat. Morgan Guaranty will make annual fixed-rate £ payments at 11.25 percent against receiving six-month dollar LIBOR flat, or it will receive annual fixed-rate £ payments at 11.65 percent against paying six-month dollar LIBOR flat. Thus, Morgan Guaranty will enter into a currency swap in which it would pay annual fixed-rate dollar payments of 7.75 percent in return for receiving semi-annual fixed-rate £ payments at 11.65 percent, or it will receive annual fixed-rate dollar payments at 8.10 percent against paying annual fixed-rate £ payments at 11.25 percent.9. A U.S. company needs to raise €50,000,000. It plans to raise this money by issuing dollar-denominated bonds and using a currency swap to convert the dollars to euros. The company expects interest rates in both the United States and the euro zone to fall.a. Should the swap be structured with interest paid at a fixed or a floating rate?b. Should the swap be structured with interest received at a fixed or a floating rate?CFA Guideline Answer:a. The U.S. company would pay the interest rate in euros. Because it expects that the interest rate in the euro zone will fall in the future, it should choose a swap with a floating rate on the interest paid in euros to let the interest rate on its debt float down.b. The U.S. company would receive the interest rate in dollars. Because it expects that the interest rate in the United States will fall in the future, it should choose a swap with a fixed rate on the interest received in dollars to prevent the interest rate it receives from going down.*10. Assume a currency swap in which two counterparties of comparable credit risk each borrow at the best rate available, yet the nominal rate of one counterparty is higher than the other. After the initial principal exchange, is the counterparty that is required to make interest payments at the higher nominal rate at a financial disadvantage to the other in the swap agreement? Explain your thinking.Answer: Superficially, it may appear that the counterparty paying the higher nominal rate is at a disadvantage since it has borrowed at a lower rate. However, if the forward rate is an unbiased predictor of the expected spot rate and if IRP holds, then the currency with the higher nominal rate is expected to depreciate versus the other. In this case, the counterparty making the interest payments at the higher nominal rate is in effect making interest payments at the lower interest rate because the payment currency is depreciating in value versus the borrowing currency.PROBLEMS1. Alpha and Beta Companies can borrow for a five-year term at the following rates:Alpha BetaMoody’s credit rating Aa BaaFixed-rate borrowing cost 10.5% 12.0%Floating-rate borrowing cost LIBOR LIBOR + 1%a. Calculate the quality spread differential (QSD).b. Develop an interest rate swap in which both Alpha and Beta have an equal cost savings in their borrowing costs. Assume Alpha desires floating-rate debt and Beta desires fixed-rate debt. No swap bank is involved in this transaction.Solution:a. The QSD = (12.0% - 10.5%) minus (LIBOR + 1% - LIBOR) = .5%.b. Alpha needs to issue fixed-rate debt at 10.5% and Beta needs to issue floating rate-debt at LIBOR + 1%. Alpha needs to pay LIBOR to Beta. Beta needs to pay 10.75% to Alpha. If this is done, Alpha’s floating-rate all-in-cost is: 10.5% + LIBOR - 10.75% = LIBOR - .25%, a .25% savings over issuing floating-rate debt on its own. Beta’s fixed-rate all-in-cost is: LIBOR+ 1% + 10.75% - LIBOR = 11.75%, a .25% savings over issuing fixed-rate debt.2. Do problem 1 over again, this time assuming more realistically that a swap bank is involved as an intermediary. Assume the swap bank is quoting five-year dollar interest rate swaps at 10.7% - 10.8% against LIBOR flat.Solution: Alpha will issue fixed-rate debt at 10.5% and Beta will issue floating rate-debt at LIBOR + 1%. Alpha will receive 10.7% from the swap bank and pay it LIBOR. Beta will pay 10.8% to the swap bank and receive from it LIBOR. If this is done, Alpha’s floating-rate all-in-cost is: 10.5% + LIBOR - 10.7% = LIBOR - .20%, a .20% savings over issuing floating-rate debt on its own. Beta’s fixed-rate all-in-cost is: LIBOR+ 1% + 10.8% - LIBOR = 11.8%, a .20% savings over issuing fixed-rate debt.3. Company A is a AAA-rated firm desiring to issue five-year FRNs. It finds that it can issue FRNs at six-month LIBOR + .125 percent or at three-month LIBOR + .125 percent. Given its asset structure, three-month LIBOR is the preferred index. Company B is an A-rated firm that also desires to issue five-year FRNs. It finds it can issue at six-month LIBOR + 1.0 percent or at three-month LIBOR + .625 percent. Given its asset structure, six-month LIBOR is the preferred index. Assume a notional principal of $15,000,000. Determine the QSD and set up a floating-for-floating rate swap where the swap bank receives .125 percent and the two counterparties share the remaining savings equally.Solution: The quality spread differential is [(Six-month LIBOR + 1.0 percent) minus (Six-month LIBOR + .125 percent) =] .875 percent minus [(Three-month LIBOR + .625 percent) minus (Three-month LIBOR + .125 percent) =] .50 percent, which equals .375 percent. If the swap bank receives .125 percent, each counterparty is to save .125 percent. To affect the swap, Company A would issue FRNs indexed to six-month LIBOR and Company B would issue FRNs indexed three-month LIBOR. Company B might make semi-annual payments of six-month LIBOR + .125 percent to the swap bank, which would pass all of it through to Company A. Company A, in turn, might make quarterly payments of three-month LIBOR to the swap bank, which would pass through three-month LIBOR - .125 percent to Company B. On an annualized basis, Company B will remit to the swap bank six-month LIBOR + .125 percent and pay three-month LIBOR + .625 percent on its FRNs. It will receive three-month LIBOR - .125 percent from the swap bank. This arrangement results in an all-in cost of six-month LIBOR + .825 percent, which is a rate .125 percent below the FRNs indexed to six-month LIBOR + 1.0 percent Company B could issue on its own. Company A will remit three-month LIBOR to the swap bank and pay six-month LIBOR + .125 percent on its FRNs. It will receive six-month LIBOR + .125 percent from the swap bank. This arrangement results in an all-in cost of three-month LIBOR for Company A, which is .125 percent less than the FRNs indexed to three-month LIBOR + .125 percent it could issue on its own. The arrangements with the two counterparties net the swap bank .125 percent per annum, received quarterly.*4. A corporation enters into a five-year interest rate swap with a swap bank in which it agrees to pay the swap bank a fixed rate of 9.75 percent annually on a notional amount of €15,000,000 and receive LIBOR. As of the second reset date, determine the price of the swap from the corporation’s viewpoint assuming that the fixed-rate side of the swap has increased to 10.25 percent.Solution: On the reset date, the present value of the future floating-rate payments the corporation will receive from the swap bank based on the notional value will be €15,000,000. The present value of a hypothetical bond issue of €15,000,000 with three remaining 9.75 percent coupon payments at the newfixed-rate of 10.25 percent is €14,814,304. This sum represents the present value of the remaining payments the swap bank will receive from the corporation. Thus, the swap bank should be willing to buy and the corporation should be willing to sell the swap for €15,000,000 - €14,814,304 = €185,696.5. Karla Ferris, a fixed income manager at Mangus Capital Management, expects the current positively sloped U.S. Treasury yield curve to shift parallel upward.Ferris owns two $1,000,000 corporate bonds maturing on June 15, 1999, one with a variable rate based on 6-month U.S. dollar LIBOR and one with a fixed rate. Both yield 50 basis points over comparable U.S. Treasury market rates, have very similar credit quality, and pay interest semi-annually.Ferris wished to execute a swap to take advantage of her expectation of a yield curve shift and believes that any difference in credit spread between LIBOR and U.S. Treasury market rates will remain constant.a. Describe a six-month U.S. dollar LIBOR-based swap that would allow Ferris to take advantage of her expectation. Discuss, assuming Ferris’ expectation is correct, the change in the swap’s value and how that change would affect the value of her portfolio. [No calculations required to answer part a.] Instead of the swap described in part a, Ferris would use the following alternative derivative strategy to achieve the same result.b. Explain, assuming Ferris’ expectation is correct, how the following strategy achieves the same result in response to the yield curve shift. [No calculations required to answer part b.]Date Nominal Eurodollar Futures Contract ValueSettlement12-15-97 $1,000,00003-15-98 1,000,00006-15-98 1,000,00009-15-98 1,000,00012-15-98 1,000,00003-15-99 1,000,000c. Discuss one reason why these two derivative strategies provide the same result.CFA Guideline Answera.The Swap Value and its Effect on Ferris’ PortfolioBecause Karla Ferris believes interest rates will rise, she will want to swap her $1,000,000 fixed-rate corporate bond interest to receive six-month U.S. dollar LIBOR. She will continue to hold her variable-rate six-month U.S. dollar LIBOR rate bond because its payments will increase as interest rates rise. Because the credit risk between the U.S. dollar LIBOR and the U.S. Treasury market is expected to remain constant, Ferris can use the U.S. dollar LIBOR market to take advantage of her interest rate expectation without affecting her credit risk exposure.To execute this swap, she would enter into a two-year term, semi-annual settle, $1,000,000 nominal principal, pay fixed-receive floating U.S. dollar LIBOR swap. If rates rise, the swap’s mark-to-market value will increase because the U.S. dollar LIBOR Ferris receives will be higher than the LIBOR rates from which the swap was priced. If Ferris were to enter into the same swap after interest rates rise, she would pay a higher fixed rate to receive LIBOR rates. This higher fixed rate would be calculated as the present value of now higher forward LIBOR rates. Because Ferris would be paying a stated fixed rate that is lower than this new higher-present-value fixed rate, she could sell her swap at a premium. This premium is called the “replacement cost” value of the swap.b. Eurodollar Futures StrategyThe appropriate futures hedge is to short a combination of Eurodollar futures contracts with different settlement dates to match the coupon payments and principal. This futures hedge accomplishes the same objective as the pay fixed-receive floating swap described in Part a. By discussing how the yield-curve shift affects the value of the futures hedge, the candidate can show an understanding of how Eurodollar futures contracts can be used instead of a pay fixed-receive floating swap.If rates rise, the mark-to-market values of the Eurodollar contracts decrease; their yields must increase to equal the new higher forward and spot LIBOR rates. Because Ferris must short or sell the Eurodollar contracts to duplicate the pay fixed-receive variable swap in Part a, she gains as the Eurodollar futures contracts decline in value and the futures hedge increases in value. As the contracts expire, or if Ferris sells the remaining contracts prior to maturity, she will recognize a gain that increases her return. With higher interest rates, the value of the fixed-rate bond will decrease. If the hedge ratios are appropriate, the value of the portfolio, however, will remain unchanged because of the increased value of the hedge, which offsets the fixed-rate bond’s decrease.c. Why the Derivative Strategies Achieve the Same ResultArbitrage market forces make these two strategies provide the same result to Ferris. The two strategies are different mechanisms for different market participants to hedge against increasing rates. Some money managers prefer swaps; others, Eurodollar futures contracts. Each institutional marketparticipant has different preferences and choices in hedging interest rate risk. The key is that market makers moving into and out of these two markets ensure that the markets are similarly priced and provide similar returns. As an example of such an arbitrage, consider what would happen if forward market LIBOR rates were lower than swap market LIBOR rates. An arbitrageur would, under such circumstances, sell the futures/forwards contracts and enter into a received fixed-pay variable swap. This arbitrageur could now receive the higher fixed rate of the swap market and pay the lower fixed rate of the futures market. He or she would pocket the differences between the two rates (without risk and without having to make any [net] investment.) This arbitrage could not last.As more and more market makers sold Eurodollar futures contracts, the selling pressure would cause their prices to fall and yields to rise, which would cause the present value cost of selling the Eurodollar contracts also to increase. Similarly, as more and more market makers offer to receive fixed rates in the swap market, market makers would have to lower their fixed rates to attract customers so they could lock in the lower hedge cost in the Eurodollar futures market. Thus, Eurodollar forward contract yields would rise and/or swap market receive-fixed rates would fall until the two rates converge. At this point, the arbitrage opportunity would no longer exist and the swap and forwards/futures markets would be in equilibrium.6. Rone Company asks Paula Scott, a treasury analyst, to recommend a flexible way to manage the company’s financial risks.Two years ago, Rone issued a $25 million (U.S.$), five-year floating rate note (FRN). The FRN pays an annual coupon equal to one-year LIBOR plus 75 basis points. The FRN is non-callable and will be repaid at par at maturity.Scott expects interest rates to increase and she recognizes that Rone could protect itself against the increase by using a pay-fixed swap. However, Rone’s Board of Directors prohibits both short sales of securities and swap transactions. Scott decides to replicate a pay-fixed swap using a combination of capital market instruments.a. Identify the instruments needed by Scott to replicate a pay-fixed swap and describe the required transactions.b. Explain how the transactions in Part a are equivalent to using a pay-fixed swap.CFA Guideline Answera. The instruments needed by Scott are a fixed-coupon bond and a floating rate note (FRN).The transactions required are to:· issue a fixed-coupon bond with a maturity of three years and a notional amount of $25 million, and· buy a $25 million FRN of the same maturity that pays one-year LIBOR plus 75 bps.b. At the outset, Rone will issue the bond and buy the FRN, resulting in a zero net cash flow at initiation. At the end of the third year, Rone will repay the fixed-coupon bond and will be repaid the FRN, resulting in a zero net cash flow at maturity. The net cash flow associated with each of the three annual coupon payments will be the difference between the inflow (to Rone) on the FRN and the outflow (to Rone) on the bond. Movements in interest rates during the three-year period will determine whether the net cash flow associated with the coupons is positive or negative to Rone. Thus, the bond transactions are financially equivalent to a plain vanilla pay-fixed interest rate swap.7. A company based in the United Kingdom has an Italian subsidiary. The subsidiary generates €25,000,000 a year, received in equivalent semiannual installments of €12,500,000. The British company wishes to convert the euro cash flows to pounds twice a year. It plans to engage in a currency swap in order to lock in the exchange rate at which it can convert the euros to pounds. The current exchange rate is €1.5/£. The fixed rate on a plain vaninilla currency swap in pounds is 7.5 percent per year, and the fixed rate on a plain vanilla currency swap in euros is 6.5 percent per year.a. Determine the notional principals in euros and pounds for a swap with semiannual payments that will help achieve the objective.b. Determine the semiannual cash flows from this swap.CFA Guideline Answera. The semiannual cash flow must be converted into pounds is €25,000,000/2 = €12,500,000. In order to create a swap to convert €12,500,000, the equivalent notional principals are · Euro notional principal = €12,500,000/(0.065/2) = €384,615,385· Pound notional principal = €384,615,385/€1.5/£ = £256,410,257b. The cash flows from the swap will now be· Company makes swap payment = €384,615,385(0.065/2) = €12,500,000· Company receives swap payment = £256,410,257(0.075/2) = £9,615,385The company has effectively converted euro cash receipts to pounds.8. Ashton Bishop is the debt manager for World Telephone, which needs €3.33 billion Euro financing for its operations. Bishop is considering the choice between issuance of debt denominated in: ∙ Euros (€), or∙ U.S. dollars, accompanied by a combined interest rate and currency swap.a. Explain one risk World would assume by entering into the combined interest rate and currency swap.Bishop believes that issuing the U.S.-dollar debt and entering into the swap can lower World’s cost of debt by 45 basis points. Immediately after selling the debt issue, World would swap the U.S. dollar payments for Euro payments throughout the maturity of the debt. She assumes a constant currency exchange rate throughout the tenor of the swap.Exhibit 1 gives details for the two alternative debt issues. Exhibit 2 provides current information about spot currency exchange rates and the 3-year tenor Euro/U.S. Dollar currency and interest rate swap.Exhibit 1World Telephone Debt DetailsCharacteristic Euro Currency Debt U.S. Dollar Currency DebtPar value €3.33 billion $3 billionTerm to maturity 3 years 3 yearsFixed interest rate 6.25% 7.75%Interest payment Annual AnnualExhibit 2Currency Exchange Rate and Swap InformationSpot currency exchange rate $0.90 per Euro ($0.90/€1.00)3-year tenor Euro/U.S. Dollarfixed interest rates 5.80% Euro/7.30% U.S. Dollarb. Show the notional principal and interest payment cash flows of the combined interest rate and currency swap.Note: Your response should show both the correct currency ($ or €) and amount for each cash flow. Answer problem b in the template provided.Template for problem bc. State whether or not World would reduce its borrowing cost by issuing the debt denominated in U.S. dollars, accompanied by the combined interest rate and currency swap. Justify your response with one reason.CFA Guideline Answera. World would assume both counterparty risk and currency risk. Counterparty risk is the risk that Bishop’s counterparty will default on payment of principal or interest cash flows in the swap.Currency risk is the currency exposure risk associated with all cash flows. If the US$ appreciates (Euro depreciates), there would be a loss on funding of the coupon payments; however, if the US$ depreciates, then the dollars will be worth less at the swap’s maturity.b.0 YearYear32 Year1 YearWorld paysNotional$3 billion €3.33 billion PrincipalInterest payment €193.14 million1€193.14 million €193.14 million World receives$3.33 billion €3 billion NotionalPrincipalInterest payment $219 million2$219 million $219 million1 € 193.14 million = € 3.33 billion x 5.8%2 $219 million = $3 billion x 7.3%c. World would not reduce its borrowing cost, because what Bishop saves in the Euro market, she loses in the dollar market. The interest rate on the Euro pay side of her swap is 5.80 percent, lower than the 6.25 percent she would pay on her Euro debt issue, an interest savings of 45 bps. But Bishop is only receiving 7.30 percent in U.S. dollars to pay on her 7.75 percent U.S. debt interest payment, an interest shortfall of 45 bps. Given a constant currency exchange rate, this 45 bps shortfall exactly offsets the savings from paying 5.80 percent versus the 6.25 percent. Thus there is no interest cost savings by sellingthe U.S. dollar debt issue and entering into the swap arrangement.MINI CASE: THE CENTRALIA CORPORATION’S CURRENCY SWAPThe Centralia Corporation is a U.S. manufacturer of small kitchen electrical appliances. It has decided to construct a wholly owned manufacturing facility in Zaragoza, Spain, to manufacture microwave ovens for sale in the European Union. The plant is expected to cost €5,500,000, and to take about one year to complete. The plant is to be financed over its economic life of eight years. The borrowing capacity created by this capital expenditure is $2,900,000; the remainder of the plant will be equity financed. Centralia is not well known in the Spanish or international bond market; consequently, it would have to pay 7 percent per annum to borrow euros, whereas the normal borrowing rate in the euro zone for well-known firms of equivalent risk is 6 percent. Alternatively, Centralia can borrow dollars in the U.S. at a rate of 8 percent.Study Questions1. Suppose a Spanish MNC has a mirror-image situation and needs $2,900,000 to finance a capital expenditure of one of its U.S. subsidiaries. It finds that it must pay a 9 percent fixed rate in the United States for dollars, whereas it can borrow euros at 6 percent. The exchange rate has been forecast to be $1.33/€1.00 in one year. Set up a currency swap that will benefit each counterparty.*2. Suppose that one year after the inception of the currency swap between Centralia and the Spanish MNC, the U.S. dollar fixed-rate has fallen from 8 to 6 percent and the euro zone fixed-rate for euros has fallen from 6 to 5.50 percent. In both dollars and euros, determine the market value of the swap if the exchange rate is $1.3343/€1.00.Suggested Solution to The Centralia Corporation’s Currency Swap1. The Spanish MNC should issue €2,180,500 of 6 percent fixed-rate debt and Centralia should issue $2,900,000 of fixed-rate 8 percent debt, since each counterparty has a relative comparative advantage in their home market. They will exchange principal sums in one year. The contractual exchange rate for the initial exchange is $2,900,000/€2,180,500, or $1.33/€1.00. Annually the counterparties will swap debt service: the Spanish MNC will pay Centralia $232,000 (= $2,900,000 x .08) and Centralia will pay the Spanish MNC €130,830 (= €2,180,500 x .06). The contractual exchange rate of the first seven annual debt service exchanges is $232,000/€130,830, or $1.7733/€1.00. At maturity, Centralia and the Spanish MNC will re-exchange the principal sums and the final debt service payments. The contractual exchange rate of the final currency exchange is $3,132,000/€2,311,330 = ($2,900,000 + $232,000)/(€2,180,500 + €130,830), or $1.3551/€1.00.*2. The market value of the dollar debt is the present value of a seven-year annuity of $232,000 and a lump sum of $2,900,000 discounted at 6 percent. This present value is $3,223,778. Similarly, the market value of the euro debt is the present value of a seven-year annuity of €130,830 and a lump sum of €2,180,500 discounted at 5.50 percent. This present value is €2,242,459. The dollar value of the swap is $3,223,778 - €2,242,459 x 1.3343 = $231,665. The euro value of the swap is €2,242,459 - $3,223,778/1.3343 = -€173,623.。
西方经济学第十四章习题答案
第十四章宏观经济政策一、思考题1.论述财政政策的内容与运用，谈谈你的认识。
2.怎样运用货币政策来影响宏观经济活动水平，中央银行在金融以及宏观经济中的作用如何？3.收入政策和人力政策的理论依据与内容，对分析与解决我国改革中出现的“下岗”问题有何参考价值？4.试论经济政策手段的特征与经济政策目标实现的关系；政策手段怎样配合运用，政策目标如何匹配协调？5.谈谈对西方宏观经济政策的认识与评价。
二、计算题假定货币需求为L=0.2Y，货币供给为M=200，消费C=90+0.8Y d，税收T=50 ，投资I=140-5r，政府支出G=50，求：（1）均衡收入、利率和投资；（2）若其他情况不变，政府支出G增加20，那么收入、利率和投资有什么变化？参考答案：一、思考题1.答：西方国家政府的作用都直接与财政联系在一起，财政体系包括政府收入体系和政府支出体系。
政府支出包括各级政府的支出，政府支出的内容主要有：社会福利支出、退伍军人的福利支出、国家防务和安全支出、债务利息支出、教育和职业训练支出、公共卫生和保健支出、科学技术研究费用、交通、公路、机场、港口和住宅的支出、自然资源和环境保护的支出、国际交往与国际事务的支出。
政府支出通过政府购买和政府转移支付两种方式进行。
政府购买商品与劳务以维持政府正常活动，如购买军需品、警察装备用品、机关办公用品及支付政府雇员报酬等项费用。
政府转移支付是政府对社会福利保险、失业补助、农业补贴和救济金等方面的支出。
在政府收入中占据最重要地位的是税收。
现在，发达的资本主义国家里，税收在国民生产总值中经常占20%以上，甚至高达50%以上。
西方经济学关心税收的转嫁和归宿问题。
税收转嫁是指原纳税人把税收负担转给别人承担，税收归宿是指税收最终由谁来真正负担。
直接税不能转嫁，间接税能部分地以至全部转嫁。
直接税的归宿是纳税人，间接税的归宿不是纳税人，而是最不能转嫁的人。
原纳税人转嫁纳税负担可分为：向前转嫁是作为买者的纳税人将税收负担转嫁给卖方；向后转嫁是作为卖者的纳税人将税收负担转嫁给买者。
数学分析课后习题答案--高教第二版(陈纪修)--14章
a
ww
2
2π ( (1 + a 4 ) 3 − 1) 。 3a 2
w. kh d
= 2b ∫ sin t a 2 + (b 2 − a 2 ) cos 2 t dt
0
πHale Waihona Puke aw .解质量 m = ∫ ρds = b ∫0 sin t a 2 sin 2 t + b 2 cos 2 t dt
2π
co m
Σ
∫∫ ( x
Σ
2
+ y + z )dS = ∫∫ a dS = 4πa 4 ，
2 2 2 Σ
所以
⎛ x2 y2 z2 ⎞ 13 13 4 2 ⎜ ∫∫ ⎜ 2 + 3 + 4⎟ ⎟dS = 12 ∫∫ x dS = 9 πa 。 ⎠ Σ ⎝ Σ 1 （6）由对称性，有 ∫∫ x 3 dS = 0 ， ∫∫ y 2 dS = ∫∫ ( x 2 + y 2 )dS ，再由 2 Σ Σ Σ 1 zdS = ∫∫ ( x 2 + y 2 )dS ，得到 ∫∫ 2 Σ Σ
⎧ x = (b + a cos φ ) cos ϕ , ⎪ (6) 环面 ⎨ y = (b + a cos φ ) sin ϕ , 0 ≤ φ ≤ 2π , 0 ≤ ϕ ≤ 2π ， 其中 0 < a < b 。 ⎪ z = a sin φ , ⎩
解（1） A = ∫∫ 1 + a 2 ( x 2 + y 2 )dxdy
4. 求下列第一类曲面积分： (1) ∫∫ ( x + y + z )dS ，其中∑是左半球面 x 2 + y 2 + z 2 = a 2 ， y ≤ 0 ；
管理学-习题-第14章
7.危机发生后，组织能否进行有效管理，使其转危为安，甚至捕捉其中的机会，促进组织发展，成为考验组织的危机管理能力的重要内容。危机反应包括建立危机小组、启动应急预案或制定新的方案、隔离危机和获取更多信息。
8.危机恢复是指当危机事件得到有效控制或平息后，组织需要迅速挽回危机所造成的损失，通过一系列的措施来完善组织管理，尽快恢复到正常的工作状态与工作秩序。
（2）由于组织存在差异，其对风险识别的侧重点也会不同。而不同的识别方法之间，其侧重点等方面并不相同。因此在风险识别过程中，应根据识别对象的因素的不同，选择合适的识别方法，以使识别工作更具精准性。每个风险识别方法的应用领域和侧重点各不相同；选三种简要说明即可，如现场调查法、审核表调查法、组织结构图示法、流程图法、财务报表分析法。
材料2:也许你曾见过对于美国历史上死亡人数最多的校园枪击案一弗吉尼亚理工大学校园枪击案的新闻报道，但大部分的媒体会忽略其在危机应对中的另一个优点。当其他大学在校园惨案发生后还将关注的重点聚焦于悲剧本身的时候，弗吉尼亚理工大学已然成立了一个独立小组，案件发生次日小组立即开始了行动，在校园内的卡塞尔体育馆(Cassel Coliseum)举办纪念罹难者的追悼会。这场追悼会汇聚了众人的哀思，美国总统布什、州长蒂姆•凯恩、各地牧师、学生代表以及唱诗班都参与其中，这一做法所产生的抚慰效果大大出人意料。此独立小组工作较多，他们不仅要准备追悼会的讲稿和关注现场的安全措施，还需要安排心理咨询师帮助受害者及其家属应对事件后难以磨灭的精神创伤；同时，他们也协助家属从世界各地奔赴弗吉尼亚理工大学处理灾后事项，协调电视新闻网进行报道等，以期让受害者得到最大的尊重。
（五）论述题
1.在人们的生活与社会经济活动中，经常需要应对各种类型的风险。它始终伴随和影响着人类的生活，并引起人们的广泛关注和研究。但对于什么是风险，学术界的观点并不一致。
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1、电子束入射固体样品表面会激发哪些信号？它们有哪些特点和用途？答：具有高能量的入射电子束与固体样品表面的原子核以及核外电子发生作用，产生下图所示的物理信号：①背散射电子背散射电子是指被固体样品中的原子核反弹回来的一部分入射电子，其中包括弹性背散射电子和非弹性背散射电子。
弹性背散射电子是指被样品中原子核反弹回来的散射角大于90°的那些入射电子，其能量基本上没有变化。
非弹性背散射电子是入射电子和核外电子撞击后产生非弹性散射而造成的，不仅能量变化，方向也发生变化。
背散射电子来自样品表层几百纳米的深度范围。
由于背散射电子的产额随原子序数的增加而增加，所以，利用背散射电子作为成像信号不仅能分析形貌特征，也可用来显示原子序数衬度，定性地进行成分分析。
②二次电子二次电子是指被入射电子轰击出来的核外电子。
二次电子来自表面50-500 Å的区域，能量为0-50 eV。
它对试样表面状态非常敏感，能有效地显示试样表面的微观形貌。
由于它发自试样表面层，入射电子还没有较多次散射，因此产生二次电子的面积与入射电子的照射面积没多大区别。
所以二次电子的分辨率较高，一般可达到50-100 Å。
扫描电子显微镜的分辨率通常就是二次电子分辨率。
二次电子产额随原子序数的变化不明显，它主要决定于表面形貌。
③吸收电子入射电子进入样品后，经多次非弹性散射，能量损失殆尽（假定样品有足够厚度，没有透射电子产生），最后被样品吸收，此即为吸收电子。
入射电子束射入一含有多元素的样品时，由于二次电子产额不受原子序数影响，则产生背散射电子较多的部位其吸收电子的数量就较少。
因此，吸收电流像可以反映原子序数衬度，同样也可以用来进行定性的微区成分分析。
④透射电子如果样品厚度小于入射电子的有效穿透深度，那么就会有相当数量的入射电子能够穿过薄样品而成为透射电子。
一般用它对薄样品进行成像和衍射分析。
样品下方检测到的透射电子信号中，除了有能量与入射电子相当的弹性散射电子外，还有各种不同能量损失的非弹性散射电子。
其中有些待征能量损失ΔE的非弹性散射电子和分析区域的成分有关，因此，可以用特征能量损失电子配合电子能量分析器来进行微区成分分析。
⑤特性X射线特征X射线是原子的内层电子受到激发以后，在能级跃迁过程中直接释放的具有特征能量和波长的一种电磁波辐射。
发射的X射线波长具有特征值，波长和原子序数之间服从莫塞莱定律。
因此，原子序数和特征能量之间是有对应关系的，利用这一对应关系可以进行成分分析。
如果用X射线探测器测到了样品微区中存在某一特征波长，就可以判定该微区中存在的相应元素。
⑥俄歇电子如果原子内层电子能级跃迁过程中释放出来的能量不以X 射线的形式释放，而是用该能量将核外另一电子打出，脱离原子变为二次电子，这种二次电子叫做俄歇电子。
因为每一种原子都有自己特定的壳层能量，所以它们的俄歇电子能量也各有特征值，一般在50-1500 eV 范围之内。
俄歇电子是由试样表面极有限的几个原子层中发出的，这说明俄歇电子信号适用于表层化学成分分析。
2、扫描电镜的分辨率受哪些因素影响，用不同的信号成像时，其分辨率有何不同？所谓扫描电镜的分辨率是指用何种信号成像时的分辨率？答：在其他条件相同的情况下（如信噪比、磁场条件及机械振动等）电子束束斑大小，检测信号的类型，检测部位的原子序数是影响扫描电镜分辨率的三大因素。
用不同信号成像，其分辨率相差较大，列表说明：3、扫描电镜的成像原理与透时电镜有何不同？答：两者完全不同。
透射电镜用电磁透镜放大成像，而扫描电镜则是以类似电视机摄影显像的方式，利用细聚焦电子束在样品表面扫描时激发出的各种物理信号来调制而成。
4、二次电子像和背散射电子像在显示表面形貌衬度时有何相同与不同之处?答：相同处：均利用电子信号的强弱来行成形貌衬度不同处：① 分辨率不同。
背散射电子是在一个较大的作用体积内被入射电子激发出来的，成像单元较大，因而分辨率较二次电子像低。
② 能量和运动轨迹不同。
背散射电子能量较高，以直线逸出，因而样品背部的电子无法被检测到，成一片阴影，衬度较大，无法分析细节；利用二次电子作形貌分析时，可以利用在检测器收集光栅上加上正电压来吸收较低能量的二次电子，使样品背部及凹坑等处逸出的电子以弧线状运动轨迹被吸收，因而使图像层次增加，细节清晰。
5、说明背散射电子像和吸收电子像的原子序数衬度形成原理，并举例说明在分析样品中元素元素分布的应用。
答：右图显示原子序数对背散射电子产额的影响。
随着原子序数Z 增大，产额增大。
样品表面平均原子序数大的微区，背散射电子信号强度较高，可以根据背散射电子像的亮暗衬度来判断相应区域原子序数的相对高低，对金属及其合金进行定性成分分析。
吸收电子也是对样品中原子序数敏感的一种物理信号。
由入射电子束于样品的相互作用可知：i I =i B +i A +i T +i S 式中，i I 是入射电子流，i B ，i T 和i S 分别代表背散射电子，透射电子，二次电子的电流，而i A 为吸收电子电流。
对信号 二次电子 背散射电子 吸收电子 特征X 射线 俄歇电子 分辨率（nm ） 5~10 50~200 100~1000 100~1000 5~10于样品厚度足够大时，入射电子不能穿透样品，所以透射电子电流为零，这时的入射电子电流可表示为：i I =i B+i A +i S，由于二次电子信号与原子序数无关（可设i S=C），则吸收电子电流为：i A = (i I -C) - i B在一定条件下，入射电子束电流是一定的，所以吸收电流与背散射电流存在互补关系。
因此，吸收电子像的衬度是与背散射电子和二次电子的衬度互补的。
所以，背散射电子图像上的亮区在相应的吸收电子图像上必定是暗区。
奥氏体铸铁的显微组织(a)背散射电子像(b)吸收电子像在图上可以看出，在背散射电子像上的石墨条呈现暗的衬度，而在吸收电子像上呈现亮的衬度。
6、当电子束入射重元素和轻元素时，其作用体积有何不同？各自产生的信号分辨率有何特点？答：作用体积分辨率吸收或散射出样品表面之前将在这个体积中活动。
俄歇电子和二次电子因其本身能量较低以及平均自由程很短，只能在样品的浅层表面内逸出，在一般情况下能激发出俄歇电子的样品表层厚度约为0.5-2nm，激发二次电子的层深为5-10nm范围。
入射电子束进入浅层表面时，尚未向横向扩展开来，因此，俄歇电子和二次电子只能在一个和入射电子束斑直径相当的圆柱体内被激发出来，因为束斑直径就是一个成像检测单元（像点）的大小，所以这两种电子的分辨率就相当于束斑的直径。
②重元素：电子束入射重元素样品中时，作用体积不呈滴状，而是半球状。
电子束进入表面后立即向横向扩展，因此在分析重元素时，即使电子束的束斑很细小，也不能达到较高的分辨率，此时二次电子的分辨率和背散射电子的分辨率之间的差距明显变小。
7、二次电子像景深很大，样品凹坑底部都能清楚地显示出来，从而使图像的立体感很强，其原因何在?答：用二次电子信号作形貌分析时，在检测器收集栅上加以一定大小的正电压（一般为250-500V），来吸引能量较低的二次电子，使它们以弧线路线进入闪烁体，这样在样品表面某些背向检测器或凹坑等部位上逸出的二次电子也对成像有所贡献，图像景深增加，细节清楚。
一、选择题1、仅仅反映固体样品表面形貌信息的物理信号是（B ）。
A. 背散射电子；B. 二次电子；C. 吸收电子；D.透射电子。
2、在扫描电子显微镜中，下列二次电子像衬度最亮的区域是（B ）。
A.和电子束垂直的表面；B. 和电子束成30º的表面；C. 和电子束成45º的表面；D. 和电子束成60º的表面。
3、可以探测表面1nm层厚的样品成分信息的物理信号是（D ）。
A. 背散射电子；B. 吸收电子；C. 特征X射线；D. 俄歇电子。
二、判断题1、扫描电子显微镜中的物镜与透射电子显微镜的物镜一样。
（×）2、扫描电子显微镜的分辨率主要取决于物理信号而不是衍射效应和球差。
（√）3、扫描电子显微镜的衬度和透射电镜一样取决于质厚衬度和衍射衬度。
（×）4、扫描电子显微镜具有大的景深，所以它可以用来进行断口形貌的分析观察。
（√）三、填空题1、电子束与固体样品相互作用可以产生背散射电子、二次电子、透射电子、特征X射线、俄歇电子、吸收电子等物理信号。
2、扫描电子显微镜的放大倍数是阴极射线电子束在荧光屏上的扫描宽度与电子枪电子束在样品表面的扫描宽度的比值。
在衬度像上颗粒、凸起的棱角是亮衬度，而裂纹、凹坑则是暗衬度。
3、分辨率最高的物理信号是俄歇电子或二次电子为5 nm，分辨率最低的物理信号是特征X射线为100 nm以上。
4、扫描电镜的分辨率是指二次电子信号成像时的分辨率5、扫描电子显微镜可以替代金相显微镜进行材料金相观察，也可以对断口进行分析观察。
6、扫描电子显微镜常用的信号是二次电子和背散射电子。
7、扫描电子显微镜是电子光学系统，信号收集处理、图像显示和记录系统，真空系统三个基本部分组成。
8、电子光学系统包括电子枪、电磁透镜、扫描线圈和样品室。
四、名词解释1、背散射电子：入射电子被样品原子散射回来的部分；它包括弹性散射和非弹性散射部分；背散射电子的作用深度大，产额大小取决于样品原子种类和样品形状。
2、吸收电子：入射电子进入样品后，经多次非弹性散射，能量损失殆尽（假定样品有足够厚度，没有透射电子产生），最后被样品吸收。
吸收电流像可以反映原子序数衬度，同样也可以用来进行定性的微区成分分析。
3、特征X射线：原子的内层电子受到激发以后，在能级跃迁过程中直接释放的具有特征能量和波长的一种电磁波辐射。
利用特征X射线可以进行成分分析。
4、二次电子：二次电子是指被入射电子轰击出来的核外电子。
二次电子来自表面50-100 Å的区域，能量为0-50 eV。
它对试样表面状态非常敏感，能有效地显示试样表面的微观形貌。
5、俄歇电子：如果原子内层电子能级跃迁过程中释放出来的能量不以X射线的形式释放，而是用该能量将核外另一电子打出，脱离原子变为二次电子，这种二次电子叫做俄歇电子。
俄歇电子信号适用于表层化学成分分析。
五、问答题1、扫描电子显微镜有哪些特点？答：和光学显微镜相比，扫描电子显微镜具有能连续改变放大倍率，高放大倍数，高分辨率的优点；扫描电镜的景深很大，特别适合断口分析观察；背散射电子成像还可以显示原子序数衬度。
和透射电子显微镜相比，扫描电镜观察的是表面形貌，样品制备方便简单。
2、扫描电子显微镜的放大倍数是如何调节的？试和透射电子显微镜作一比较。
答：扫描电子显微镜的放大倍数是通过扫描放大控制器调节的，光栅扫描的情况下，若电子束在样品表面上扫描振幅A S，电子束在荧光屏上的扫描振幅A c，则扫描电子显微镜的放大倍数M=A c/A s，通常照相用的阴极射线管荧光屏尺寸为100×100mm，即A c=100mm，而电子束在样品表面上扫描振幅A S可根据需要通过扫描放大控制器来调节。