Results 111 to 120 of about 2,875,960 (305)

Implied correlations of iTraxx tranches during the financial crisis [PDF]

Implied Base Correlations of Single-tranche CDOs on standardized Credit Indices such as the iTraxx Europe have been used in the credit derivatives market for price communication.
Heidorn, Thomas, Kahlert, Dennis
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Preoperative circulating tumor cells integrated with imaging analysis for prognostic evaluation in head and neck squamous cell carcinoma

Molecular Oncology, EarlyView.
Detecting circulating tumor cells (CTCs) in blood before surgery may help predict outcomes in patients with head and neck squamous cell carcinoma (HNSCC). Here, we show when combined with tumor size and lymph node involvement from routine imaging, CTC status identifies high‐risk patients with poorer survival—offering a simple, minimally invasive tool ...
Susanne Flach, Gizem Abaci, Tom Huberty, Axel Lechner, Lukas Käsmann, Jens Ricke, Sophia Stöcklein, Martin Canis, Philipp Baumeister, Marianna Alunni‐Fabbroni   +9 more
wiley   +1 more source

Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]

A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
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Implied Correlation from VaR [PDF]

Value at risk (VaR) is a risk measure that has been widely implemented by financial institutions. This paper measures the correlation among asset price changes implied from VaR calculation.
Francois Longin, John Cotter
core   +1 more source

CEACAM1 participation in breast cancer progression

Molecular Oncology, EarlyView.
In invasive breast cancer (BC), CEACAM1 shifts from an apical to a uniform membranous/cytoplasmic pattern, or is lost, as tumors dedifferentiate, inversely tracking the Ki‐67 proliferative index. In MCF‐7 cells, only CEACAM1‐4L suppresses proliferation, repressing cell cycle and growth factor genes.
Mykola Lyndin, Irina Kube‐Golovin, Anatolii Romaniuk, Gunther Wennemuth   +3 more
wiley   +1 more source

Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review [PDF]

In this selective literature review, we start by observing that in efficient markets, there is information incorporated in option prices that might help us to design option pricing models.
Jackwerth, Jens Carsten
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Intrapatient tumour heterogeneity and clonal evolution in an autopsy study of metastatic salivary gland cancer

Molecular Oncology, EarlyView.
Tumour heterogeneity and clonal evolution of metastatic salivary gland cancer were evaluated in two patients with adenoid carcinoma and one patient with myoepithelial carcinoma. Radiology‐guided autopsy enabled multi‐region sampling (total samples n = 149), followed by whole‐genome sequencing and phylogenetic reconstruction (17 tumour samples, 4–7 per ...
Gerben Lassche, Niels J. van Ruitenbeek, Charlotte Adang, Luke O'Gorman, Pui Yuen Lee, Willemijn M. Klein, Adriana C. H. van Engen‐van Grunsven, Jack A. Schalken, Sander Bervoets, Gerald W. Verhaegh, Carla M. L. van Herpen   +10 more
wiley   +1 more source

STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]

This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM, Kazuhiko NISHINA, Tatsuro Nabil MAGHREBI   +2 more
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Profiling neoadjuvant therapy response in rectal cancer using meta‐analysis of publicly available transcriptomic RNA‐seq datasets

Molecular Oncology, EarlyView.
This study integrates publicly available transcriptomic datasets to identify molecular signatures associated with response to neoadjuvant chemoradiotherapy in locally advanced rectal cancer. By analyzing a combination of multiple cohorts with bioinformatics approaches, we reveal biological pathways and immune‐related features that may improve ...
Aleksandra Stanojevic, Rafael Stroggilos, Mladen Marinkovic, Ana Djuric, Suzana Stojanovic‐Rundic, Radmila Jankovic, Sergi Castellvi‐Bel, Remond J.A. Fijneman, Antonia Vlahou, Jerome Zoidakis, Milena Cavic   +10 more
wiley   +1 more source

Using implied volatility to measure uncertainty about interest rates [PDF]

Option prices can be used to infer the level of uncertainty about future asset prices. The first two parts of this article explain such measures (implied volatility) and how they can differ from the market's true expectation of uncertainty.
Christopher J. Neely
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