Results 81 to 90 of about 8,480,943 (296)
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis [PDF]
In this paper we empirically analyze and compare the Libor and Swap Market Models, developed by Brace, Gatarek, and Musiela (1997) and Jamshidian (1997), using paneldata on prices of US caplets and swaptions.A Libor Market Model can directly be ...
Driessen, J.J.A.G. +2 more
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Cancer‐associated mutations in endometriosis reframe a benign disease through molecular oncology
Molecular Oncology, EarlyView.This review aims to comprehensively analyse cancer‐associated somatic mutations (CAMs) present in endometriotic lesions, emphasizing their biological roles, spatial distribution and implications for translational applications in medicine. By contextualizing a benign state within a genomic framework, this analysis seeks to establish its value as a ...
Clarissa Mujacic +15 more
wiley +1 more source
On the Calibration of the Kennedy Model
MathematicsThe 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
Interest rate swaps and economic exposure [PDF]
The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the outstanding notional principal of interest rate swaps has reached a level of $12.81 trillion in 1995.
Gautam Goswami, Milind Shrikhande
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PANoptosis in the pathogenesis of myelodysplastic syndromes
Molecular Oncology, EarlyView.PANoptosis, a combination of three types of programmed cell death, is mediated by a large protein complex called a PANoptosome. In healthy bone marrow hematopoietic cells, PANoptosis is restricted by inhibitory signaling. In MDS, bone marrow cells become sensitive to the PANoptotic stimuli due to the aberrant inactivation of inhibitory signaling or ...
Rohit Thalla +4 more
wiley +1 more source
What Drives Swap Spreads, Credit or Liquidity? [PDF]
This paper investigates the determinants of swap spreads. Compared with previous work done in this area, such as the seminal paper by Duffie and Singleton (1997), the paper includes daily credit spreads data in the time series framework.
Ying Huang, Salih Neftci, Ira Jersey
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Molecular Oncology, EarlyView.This study identifies somatostatin receptor 4 (Sstr4) as a critical tumor suppressor against skin and head/neck cancers (HNSCC, cSCC, and BCC). The loss of Sstr4 removes a check on cell growth, causing hyperactivation of the MAPK‐ERK signaling pathway (↑).
Ali Taqvi +6 more
wiley +1 more source
Mechanisms and therapeutic opportunities of the ribotoxic stress response in cancer
Molecular Oncology, EarlyView.Cancer cells' high translational demand creates opportunities to therapeutically target ribosome function. Ribosome stalling and collisions activate ZAKα and the ribotoxic stress response (RSR), which can trigger rapid, p53‐independent apoptosis in cancer.
Anastassiya Kim +7 more
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
Molecular Oncology, EarlyView.In head and neck squamous cell carcinoma (HNSCC) p53 and p63 exert opposite roles on the transcription regulation of the lncRNA NEAT1. Under basal conditions, p53 levels are low and p63 represses NEAT1 expression. Upon genotoxic stress, p53 is rapidly induced, displacing p63 from the NEAT1 promoter leading to NEAT1 transcriptional activation and ...
Sara De Domenico +5 more
wiley +1 more source