130 research outputs found
Bendamustine HCL for the treatment of relapsed indolent non-Hodgkin’s lymphoma
No full textRudolf WeidePraxisklinik für Hämatologie und Onkologie, Koblenz, GermanyAbstract: Bendamustine is an alkylating agent which also shows properties of a purine analog. Because of its unique mechanism of action it shows activity in relapsed indolent lymphomas which are resistant to alkylating agents, purine analogs, and rituximab. Bendamustine has a favorable toxicity profile causing no alopecia and only a moderate hematotoxicity and gastrointestinal toxicity. Combinations of bendamustine with mitoxantrone and rituximab and with rituximab alone have been shown to be highly active in relapsed/refractory indolent lymphomas and mantle cell lymphomas achieving long lasting complete remissions. Because of only moderate toxicity these combinations can be applied safely in elderly patients who can be treated in an outpatient setting.Keywords: bendamustine, relapsed-indolent, non-Hodgkin’s lymphom
Pricing Methods in a LIBOR Market Model with Stochastic Volatility
No full textDIAMElectrical Engineering, Mathematics and Computer Scienc
Het Ho-Lee rentemodel
No full textHet verslag legt het rentemodel van Ho en Lee uit en bekijkt verschillende eigenschappen van dit model, waaronder het arbitragevrij zijn en de kalibratie van het model.Technische WiskundeMathematicsElectrical Engineering, Mathematics and Computer Scienc
Pricing Barrier Options in Discrete Time
No full textThis bachelor thesis deals with pricing options and specifically barrier options in discrete time. A special form of barrier options called ‘Parisian options’ will be treated in detail. A binomial tree is used to model possible developments of the price of the underlying. By using so-called risk-neutral probabilities it is possible to view the option price as an expectation. The binomial coefficient is used to calculate the amount of different paths ending in the same node. In the case of barrier options this becomes more complicated but a relatively easy formula that replaces the binomial coefficient can be found. For Parisian options it is not possible to find a direct formula and instead we must use a recursive algorithm.Financial MathematicsProbability TheoryElectrical Engineering, Mathematics and Computer Scienc
Dynamic Portfolio Choice: A Simulation Approach with an Application to Multiple Assets
No full textKansrekening & StatistiekApplied mathematicsElectrical Engineering, Mathematics and Computer Scienc
Validating a short term financial risk model
No full textThis thesis project considers validation methods for an existing solvency model for pension funds. The solvency model produces forecasts about the development of financial markets, fund investments, liabilities and, most important, the solvency of the fund. Since the model is a stochastic model, statistical inference is used to compare model outcomes with realized quantities. Several known methods are studied and described in this thesis to execute this model validation. These methods are applied on the solvency model. A testing procedure of risk driver forecasts is implemented and evaluated. Since a lot of data is needed to get a reliable outcome of the validation process, more data from inside th e model must be used and combined to get a better risk model.ProbabilityApplied mathematicsElectrical Engineering, Mathematics and Computer Scienc
Discounters: Risicovol of Risicoloos?
No full textDe Royal Bank of Scotland, RBS, heeft in 2010 een nieuw product op de markt gebracht, de Discounter. De Discounter is een aandeel dat je aankoopt met korting. Door de korting is er een plafond vastgelegd op de waarde van je product. Eigenlijk is het een samenstelling van opties. In mijn verslag lees je hoe de Discounter werkt, hoe je zijn waarde vaststelt en hoe je een Discounter zelf kunt nabootsen.Applied mathematicsElectrical Engineering, Mathematics and Computer Scienc
AEX-Sparen: A combination of saving and investing
No full textA report about AEX-Sparen, a savingsaccount with variable interest for custumers.Applied MathematicsProbability theoryElectrical Engineering, Mathematics and Computer Scienc
Optimale strategieën voor gunstige binomiale spellen
No full textWelke strategie dient er toegepast te worden om gegeven een startkapitaal f en nog t spellen te gaan de kans dat je portfolio uiteindelijk meer dan c waard is te maximaliseren, waarbij c>f een van tevoren vastgestelde positieve constante is.technische wiskundeDelft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
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