253 research outputs found
L^2-theoretical study of the relation between the LIBOR market model and the HJM model
No full textMI: Global COE Program Education-and-Research Hub for Mathematics-for-IndustryグローバルCOEプログラム「マス･フォア･インダストリ教育研究拠点」In previous works, the author introduced metric spaces of term structure models to study the relation between the LIBOR market model and the HJM model. However that framework is not comprehensive, nor does it admit an extendable structure. This paper introduces a new metric space to better develop the perspective argument. A metric space is naturally constructed on the set of bond price processes such that the space allows many types of term structure models. This metric presents a general view on the relation between the LIBOR market model and the HJM model. Consequently, the LIBOR market model is placed at the boundary of the HJM model set
L^2-theoretical study of the relation between the LIBOR market model and the HJM model
No full textIn previous works, the author introduced metric spaces of term structure models to study the relation between the LIBOR market model and the HJM model. However that framework is not comprehensive, nor does it admit an extendable structure. This paper introduces a new metric space to better develop the perspective argument. A metric space is naturally constructed on the set of bond price processes such that the space allows many types of term structure models. This metric presents a general view on the relation between the LIBOR market model and the HJM model. Consequently, the LIBOR market model is placed at the boundary of the HJM model set.MI: Global COE Program Education-and-Research Hub for Mathematics-for-IndustryグローバルCOEプログラム「マス･フォア･インダストリ教育研究拠点
Monte Carlo Euler approximations of HJM term structure financial models
Get PDFWe present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.This work has been partially supported by: The Swedish National Network in Applied Mathematics (NTM) 'Numerical approximation of stochastic differential equations' (NADA, KTH), The EU-TMR project HCL # ERBFMRXCT960033, UdelaR and UdeM in Uruguay, The Swedish Research Council for Engineering Science (TFR) Grant#222-148, The VR project 'Effektiva numeriska metoder for stokastiska differentialekvationer med tillampningar' (NADA, KTH), the European Union's Seventh Framework Programme (FP7-REGPOT-2009-1) under grant agreement no. 245749 'Archimedes Center for Modeling, Analysis and Computation' (University of Crete, Greece), The University of Crete (Sabbatical Leave of the fourth author), and The King Abdullah University of Science and Technology (KAUST). The third author is a member of the KAUST SRI Center for Uncertainty Quantification in Computational Science and Engineering
Current concepts in the mediastinal lymph node staging of nonsmall cell lung cancer
No full textObjective: To review the current concepts in the mediastinal staging of nonsmall cell lung cancer (NSCLC), evaluating traditional and modem staging modalities. Summary Background Data: Staging of NSCLC includes the assessment of mediastinal lymph nodes. Traditionally, computed tomography (CT) and mediastinoscopy are used. Modem staging modalities include magnetic resonance imaging (MRI), positron emission tomography (PET), and endoscopic ultrasound with fine-needle aspiration (EUS-FNA) Methods: Literature was searched with PubMed and SUMSearch for original, peer-reviewed, full-length articles. Studies were evaluated on inclusion criteria, sample size, and operating characteristics. Endpoints were accuracy, safety, and applicability of the staging methods. Results: CT had moderate sensitivities and specificities. With few exceptions magnetic resonance imaging (MRI) offered no advantages when compared with CT, against higher costs. PET was significantly more accurate than CT. Mediastinoscopy and its variants were widely used as gold standard, although meta-analyses were absent. Percutaneous transthoracic needle biopsy (PTNB) and transbronchial needle biopsy (TBNA) were moderately sensitive and specific. EUS-FNA had high sensitivity and specificity, is a safe and fast procedure, and is cost-effective. EUS-FNA evaluates largely a nonoverlapping mediastinal area compared with mediastinoscopy. Conclusions: PET has the highest accuracy in the mediastinal staging of NSCLC, but is not generally used yet. EUS-FNA has the potential to perform mediastinal tissue sampling more accurate than TBNA, PTNB, and mediastinoscopy, with fewer complications and costs. Although promising, EUS-FNA is still experimental. Mediastinoscopy is still considered as gold standard for mediastinal staging of NSCLC
TGF-beta, radiation-induced pulmonary Injury and lung cancer
No full textPurpose: To determine whether changes in TGF-beta plasma levels during radiation therapy may be useful in predicting radiation-induced pulmonary injury and tumour response in non-small-cell lung cancer (NSCLC) patients. Materials and methods: Plasma TGF-beta was investigated in 27 patients with stage III NSCLC, who were treated with 60 Gy (2 Gy/day) radiotherapy with or without carboplatin. TGF-beta was measured prior to beginning radiotherapy and weekly during treatment; evaluated as a ratio between TGF-beta levels obtained during treatment and the pretreatment TGF-beta level. The endpoints of the study were development of symptomatic radiation pneumonitis and tumour response. Results: Nine of the 27 patients developed pneumonitis. The patients who developed pneumonitis had high persistent TGF-beta levels throughout the course of treatment (TGF-beta ratio > 1), whereas the TGF-beta levels in patients who did not develop pneumonitis were unchanged or declined towards normal (TGF-beta ratio <1). Patients who responded to treatment had low or normal TGF-beta levels during treatment compared with patients who failed to respond. Other parameters such as pretreatment TGF-beta values, carboplatin treatment or field size did not appear to have a significant effect, which is probably due to the small number of patients entered in the study. Conclusion: This pilot study, with a limited number of patients, suggests the hypothesis that elevated TGF-beta levels during radiotherapy may not only indicate patients with a higher risk of developing pulmonary toxicity but also patients with a higher risk of treatment failure. This remains to be tested in a larger clinical study
TGF-beta, radiation-induced pulmonary Injury and lung cancer
No full textPurpose: To determine whether changes in TGF-beta plasma levels during radiation therapy may be useful in predicting radiation-induced pulmonary injury and tumour response in non-small-cell lung cancer (NSCLC) patients.Materials and methods: Plasma TGF-beta was investigated in 27 patients with stage III NSCLC, who were treated with 60 Gy (2 Gy/day) radiotherapy with or without carboplatin. TGF-beta was measured prior to beginning radiotherapy and weekly during treatment; evaluated as a ratio between TGF-beta levels obtained during treatment and the pretreatment TGF-beta level. The endpoints of the study were development of symptomatic radiation pneumonitis and tumour response.Results: Nine of the 27 patients developed pneumonitis. The patients who developed pneumonitis had high persistent TGF-beta levels throughout the course of treatment (TGF-beta ratio > 1), whereas the TGF-beta levels in patients who did not develop pneumonitis were unchanged or declined towards normal (TGF-beta ratio <1). Patients who responded to treatment had low or normal TGF-beta levels during treatment compared with patients who failed to respond. Other parameters such as pretreatment TGF-beta values, carboplatin treatment or field size did not appear to have a significant effect, which is probably due to the small number of patients entered in the study.Conclusion: This pilot study, with a limited number of patients, suggests the hypothesis that elevated TGF-beta levels during radiotherapy may not only indicate patients with a higher risk of developing pulmonary toxicity but also patients with a higher risk of treatment failure. This remains to be tested in a larger clinical study.</p
PCN17 COST REDUCTION IN THE DIAGNOSTIC EVALUATION OF PATIENTS WITH NON-SMALL CELL LUNG CANCER USING ENDOSCOPIC ULTRASONOGRAPHY WITH FINE-NEEDLE ASPIRATION
No full text[[alternative]]This study worked on two STS modules, ”sugar” and ”paper”.
No full text[[abstract]]This study worked on two STS modules, ”sugar” and ”paper”. An action research was carried out to increase students’ knowledge, learning interesting, open-ended thinking, and problem solving ability. The activities involved in these modules were (1)study on the experiment; (2)card brain-stoming; (3)class discussion; (4)practical inquiry; (5)information survey; (6)cognitive map; (7)problem-solving; (8)group cooperative learning. The assessments used in this study were: (1)degree of participation assessment; (2)creativity assessment; (3)open-ended thinking levels assessment; (4)learning dimensions assessment; (5)peer assessment on activities. After the activities, students expressed that they liked such teaching activities. The values of the degree of participation assessment in ”sugar” module and in ”paper” module were 87.19 and 85.12 respectively. These results showed that students put their mind to the activities. The scores of the creativity assessment showed that students studied hard in activities. The average value of the open-ended thinking levels in “sugar” module was from 2.14 to 3.9. The average value of the learning dimensions in “sugar” module was from 2.19 to 3.9; The average value of the open-ended thinking levels in “paper” module was from 1.76 to 3.24. The average value of the learning dimensions in “paper” module was from 1.83 to 3.19. The values of the open-ended thinking levels and the learning dimensions were from low to high. Students could do thinking activities in a different way. The result of the peer assessment in “paper” module showed these students thought that their scores of all activities were good.
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