Results 91 to 100 of about 545,548 (381)

DDX3X induces mesenchymal transition of endothelial cells by disrupting BMPR2 signaling

FEBS Open Bio, EarlyView.
Elevated DDX3X expression led to downregulation of BMPR2, a key regulator of endothelial homeostasis and function. Our co‐immunoprecipitation assays further demonstrated a molecular interaction between DDX3X and BMPR2. Notably, DDX3X promoted lysosomal degradation of BMPR2, thereby impairing its downstream signaling and facilitating endothelial‐to ...
Yu Zhang, Jing Wang, De‐Hui Qian, Yang‐Fan Lv, Tian‐Le Cheng, Da‐Peng Wang, Jing Zhang, Ye Fan   +7 more
wiley   +1 more source

On the Calibration of the Kennedy Model

Mathematics
The Kennedy model offers a robust framework for modeling forward rates, leveraging Gaussian random fields to accommodate emerging phenomena such as negative rates.
Dalma Tóth-Lakits, Miklós Arató
doaj   +1 more source

Fixed-income instrument pricing. [PDF]

In this article we discuss the fundamentals of pricing of the popular financial instruments. The basic point of our approach is to extend the present value benchmark concept.
ilya, gikhman
core   +1 more source

Antibiofilm activity of a chionodracine‐derived peptide by NMR‐based metabolomics of cell‐free supernatant of Acinetobacter baumannii clinical strains

FEBS Open Bio, EarlyView.
KHS‐Cnd peptide is able to impair biofilm formation and disaggregate mature biofilms in Acinetobacter baumannii clinical isolates. Differences in extracellular metabolites reflect changes in biofilm metabolism due to KHS‐Cnd treatment. Among the differentially represented extracellular metabolites upon KHS‐Cnd treatment, the significantly altered ...
Fernando Porcelli, Enrico Landi, Francesco Maiurano, Irene Paris, Rosanna Papa, Marco Artini, Laura Selan, Stefano Borocci, Francesco Buonocore, Esther Imperlini   +9 more
wiley   +1 more source

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads [PDF]

This paper studies the market price of credit risk incorporated into one of the most important credit spreads in the financial markets: interest rate swap spreads.
Francis A. Longstaff, Jun Liu, Ravit E. Mandell   +2 more
core  

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

FEBS Open Bio, EarlyView.
CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point, Wafaa Achache, Janïs Laudouze, Eliana Sepulveda Ramos, Mickaël Maziero, Céline Crauste, Stéphane Canaan, Pierre Santucci   +7 more
wiley   +1 more source

An efficient lattice algorithm for the libor market model [PDF]

The LIBOR Market Model (LMM or BGM) has become one of the most popular models for pricing interest rate products. It is commonly believed that Monte-Carlo simulation is the only viable method available for the LIBOR Market Model. In this article, however,
Tim, Xiao
core   +1 more source

FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL [PDF]

, 2000
This paper presents a number of new ideas concerned with the implementation of the LIBOR market model and its extensions. It develops and tests an analytic approximation for calculating the volatilities used by the market to price European swap options ...
Hull, John, Ontario, Toronto, Rotman, Joseph L.   +2 more
core  

Polarization‐resolved femtosecond Vis/IR spectroscopy tailored for resolving weak signals in biological samples using minimal sample volume

FEBS Open Bio, EarlyView.
Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley   +1 more source

Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing

International Journal of Financial Studies, 2018
We propose a simple but practical methodology for the quantification of correlation risk in the context of credit derivatives pricing and credit valuation adjustment (CVA), where the correlation between rates and credit is often uncertain or unmodelled ...
Colin Turfus
doaj   +1 more source