CDO term structure modelling with Levy processes and the relation to market models

This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipovi\'c, Overbeck and Schmidt (2009) to the case where the forward rates are driven by a finite dimensional L\'evy process. The contribution of this work is twofold: we provide conditions for absence of arbitrage in this generalized framework. Furthermore, we study the relation to market models by embedding them in the forward rate framework in spirit of Brace, Gatarek and Musiela (1997).Comment: 16 page

Cu-Au type orderings in the staggered quadrupolar region of the fcc Blume Emery Griffiths model

The spin-1 Ising (BEG) model has been simulated using a cellular automaton (CA) algorithm improved from the Creutz cellular automaton (CCA) for a face-centered cubic (fcc) lattice. The ground state diagram ($k$, $d$) of the fcc BEG model has ferromagnetic ($F$), quadrupolar ($Q$) and staggered quadrupolar ($SQ$) ordering regions. The simulations have been made in the staggered quadrupolar region for the parameter values in the intervals $-24\leq d=D/J<0$ and $-3\leq k=K/J\leq 0$ . The phase diagrams on the ($kT_{C}/J$, $d$) and the ($kT_{C}/J$, $k$) planes have been obtained through $k=-3$ and $d=-4$ lines, respectively. The staggered quadrupolar ordering region separates into five ordering regions ($A_{3}B(a)$, $A_{3}B(f)$, $AB$ (type-I), $AB$(type-II) and $AB_{3}(f)$) which have the different stoichiometric Cu-Au type structures.Comment: 24 pages, 11 figure

ANSYS Creep-Fatigue Assessment tool for EUROFER97 components

The damage caused by creep-fatigue is an important factor for materials at high temperatures. For in- vessel components of fusion reactors the material EUROFER97 is a candidate for structural application where it is subjected to irradiation and cyclic thermo-mechanical loads. To be able to evaluate fusion reactor components reliably, creep-fatigue damage has to be taken into account. In the frame of Engi- neering Data and Design Integration (EDDI) in EUROfusion Technology Work Programme rapid and easy design evaluation is very important to predict the critical regions under typical fusion reactor loading conditions. The presented Creep-Fatigue Assessment (CFA) tool is based on the creep-fatigue rules in ASME Boiler Pressure Vessel Code (BPVC) Section 3 Division 1 Subsection NH which was adapted to the material EUROFER97 and developed for ANSYS. The CFA tool uses the local stress, maximum elastic strain range and temperature from the elastic analysis of the component performed with ANSYS. For the as- sessment design fatigue and stress to rupture curves of EUROFER97 as well as isochronous stress vs. strain curves determined by a constitutive model considering irradiation influence are used to deal with creep-fatigue damage. As a result allowable number of cycles based on creep-fatigue damage interaction under given hold times and irradiation rates is obtained. This tool can be coupled with ANSYS MAPDL and ANSYS Workbench utilizing MAPDL script files

Changes in functional status and physical and psychological symptoms in women receiving chemotherapy for breast cancer

Aims: This study was planned to determine whether there were changes in breast cancer women's functional status and presence of physical and psychological symptoms before and after chemotherapy. Methods: The research sample comprised 101 women with breast cancer receiving oncology services at university hospitals (Pamukkale and Ege Universities) in two cities in western Turkey (Izmir and Denizli) who volunteered to participate in the study. The Patient and Medical Information Questionnaire, Symptoms List, and the Inventory of Functional Status-Cancer (IFS-CA) were used for data collection to determine the functional status. Results: According to the IFS-CA in the examination of the women's functional status the after chemotherapy scores were lower and significantly different for household and family activities (p<0.0001), social and community activities (p<0.0001), personal care activities (p<0.0001) and occupational activities (p<0.003). Similarly there was also a statistically significant increase in presence of physical and psychological symptoms after chemotherapy, particularly affected the personal care activities subscale of the functional status inventory. Conclusions: It was determined that the worsening of the functional status of breast cancer women was associated with chemotherapy and more physical and psychological discomforts were experienced

Importance of social support for functional status in breast cancer patients

The role of social support in functional status to a diagnosis of cancer was examined in 84 patients with breast cancer. Multivariate techniques were used to assess the relationships among the dimensions of social support, as measured by the Multidimensional Scale of Perceived Social Support (MSPSS), and functional status, assessed with the Inventory of the Functional Status Cancer (IFSA-CA). The results indicated significant independent associations between support and functional status outcomes, underscoring the importance of examining social support to evaluate functional status of patients. Nurses cognizant of breast cancer survivors challenges and concerns in areas of social support and are in a unique position to enhance functional status

Psychosocial stressors, social support and socio-demographic variables as determinants of quality of life of Turkish breast cancer patients

Purpose: The aim of the present study was to investigate the effects of psychosocial stressors, social support and socio-demographic variables on quality of life of breast cancer patients. Tools and methods: The study was conducted between December 2004 and May 2005 and included 101 patients, treated in the Oncology Departments of Ege and Pamukkale University Hospitals and Denizli State Hospital. Patients' demographic data were collected by questionnaire. The methods used in the interviews were the Rotterdam Symptom Checklist (RSCL), and the Multidimensional Scale of Perceived Social Support (MSPSS), the Karnofsky Performance Status (KPS). Psychosocial stressors were classified according to life events using the DSM-IV multi-axial diagnostic system. Results: It was found that increase of cancer stage triggers a decrease in psychological quality of life (p<0,05); overall global life quality (p<0,001), perceived social support and performance status (p<0,05), all of these being negatively affected by family stressors. The patients with increased social support, better psychological and overall quality of life (p<0,01) and younger age had more physical wellness besides overall quality of life (p<0,05); lower incomes negatively affected overall global life quality (p<0,01) and working at a job decreased the psychological stressors (p<0,05). Conclusion: From these results, it can be postulated that psychosocial stressors, social support and some socio-demographic variables mostly affected quality of life of the breast cancer patients

Proton induced reaction cross section measurements on Se isotopes for the astrophysical p process

As a continuation of a systematic study of reactions relevant to the astrophysical p process, the cross sections of the 74,76Se(p,gamma)75,77Br and 82Se(p,n)82Br reactions have been measured at energies from 1.3 to 3.6 MeV using an activation technique. The results are compared to the predictions of Hauser-Feshbach statistical model calculations using the NON-SMOKER and MOST codes. The sensitivity of the calculations to variations in the optical proton potential and the nuclear level density was studied. Good agreement between theoretical and experimental reaction rates was found for the reactions 74Se(p,gamma)75Br and 82Se(p,n)82Br.Comment: 9 pages, 6 figures (in 12 eps files), accepted for publication in Phys. Rev C, RevTeX styl