Derivative pricing for a multi-curve extension of the Gaussian, exponentially quadratic short rate model

The recent financial crisis has led to so-called multi-curve models for the term structure. Here we study a multi-curve extension of short rate models where, in addition to the short rate itself, we introduce short rate spreads. In particular, we consider a Gaussian factor model where the short rate and the spreads are second order polynomials of Gaussian factor processes. This leads to an exponentially quadratic model class that is less well known than the exponentially affine class. In the latter class the factors enter linearly and for positivity one considers square root factor processes. While the square root factors in the affine class have more involved distributions, in the quadratic class the factors remain Gaussian and this leads to various advantages, in particular for derivative pricing. After some preliminaries on martingale modeling in the multi-curve setup, we concentrate on pricing of linear and optional derivatives. For linear derivatives, we exhibit an adjustment factor that allows one to pass from pre-crisis single curve values to the corresponding post-crisis multi-curve values

20 cm VLA Radio-Continuum Study of M31 - Images and Point Source Catalogues

We present a series of new high-sensitivity and high-resolution radio-continuum images of M31 at \lambda=20 cm (\nu=1.4 GHz). These new images were produced by merging archived 20 cm radio-continuum observations from the Very Large Array (VLA) telescope. Images presented here are sensitive to rms=60 \mu Jy and feature high angular resolution (<10"). A complete sample of discrete radio sources have been catalogued and analysed across 17 individual VLA projects. We identified a total of 864 unique discrete radio sources across the field of M31. One of the most prominent regions in M31 is the ring feature for which we estimated total integrated flux of 706 mJy at \lambda=20 cm. We compare here, detected sources to those listed in Gelfand et al. (2004) at \lambda=92 cm and find 118 sources in common to both surveys. The majority (61%) of these sources exhibit a spectral index of \alpha <-0.6 indicating that their emission is predominantly non-thermal in nature. That is more typical for background objects.Comment: 28 pages, 25 figures, accepted for publication in the Serbian Astronomical Journa

AGN behind the SMC selected from radio and X-ray surveys

The XMM-Newton survey of the Small Magellanic Cloud (SMC) revealed 3053 X-ray sources with the majority expected to be active galactic nuclei (AGN) behind the SMC. However, the high stellar density in this field often does not allow assigning unique optical counterparts and hinders source classification. On the other hand, the association of X-ray point sources with radio emission can be used to select background AGN with high confidence, and to constrain other object classes like pulsar wind nebula. To classify X-ray and radio sources, we use clear correlations of X-ray sources found in the XMM-Newton survey with radio-continuum sources detected with ATCA and MOST. Deep radio-continuum images were searched for correlations with X-ray sources of the XMM-Newton SMC-survey point-source catalogue as well as galaxy clusters seen with extended X-ray emission. Eighty eight discrete radio sources were found in common with the X-ray point-source catalogue in addition to six correlations with extended X-ray sources. One source is identified as a Galactic star and eight as galaxies. Eight radio sources likely originate in AGN that are associated with clusters of galaxies seen in X-rays. One source is a PWN candidate. We obtain 43 new candidates for background sources located behind the SMC. A total of 24 X-ray sources show jet-like radio structures.Comment: 9 pages, 6 figures, accepted for publication in A&

Lomljivost telomera u bolničkih radnika profesionalno izloženih niskim dozama ionizirajućega zračenja

AbstractBiološki učinci ionizirajućega zračenja (IZ) pripisuju se oštećenjima DNA i indirektnim učincima kroz povećanu proizvodnju reaktivnih vrsta kisika. Iako se telomere rabe kao pokazatelji radioosjetljivosti, o njihovu ponašanju kao odgovoru na ionizirajuće zračenje u uvjetima profesionalne izloženosti i dalje se raspravlja. U ovom radu željeli smo istražiti duljinu i strukturu telomera u bolničkih radnika koji su profesionalno izloženi ionizirajućem zračenju te povezati te nalaze s oksidacijskim biomolekulama i kromosomskim aberacijama. Uzorci krvi izloženih ispitanika i zdravih kontrola uzeti su za analizu tijekom rutinskoga godišnjeg zdravstvenog pregleda. Osim kromosomskih aberacija, u uzorcima plazme izmjereni su i parametri oksidacijskoga stresa [prooksidacijska/antioksidacijska ravnoteža (PAB), lipidna peroksidacija i 8-okso-dG], a procjena duljine i strukture telomera provedena je metodom Q-FISH na metafaznim kromosomima. Analiza kromosomskih aberacija pokazala je da od 34 ispitanika njih 14 ima kromosomske aberacije (skupina 1), a 20 nije imalo aberacije (skupina 2). Nije bilo značajne razlike u spolu ili dobi ni u duljini telomera između skupina. Međutim, incidencija lomljivih telomera bila je značajno veća u objema skupinama ispitanika izloženih IZ-u u usporedbi s kontrolnim ispitanicima. Produkti peroksidacije lipida i 8-okso-dG također su bili značajno viši u objema skupinama. Učestalost lomljivih telomera u pozitivnoj je korelaciji (statistički značajna) s razinama 8-okso-dG

The population of X-ray supernova remnants in the Large Magellanic Cloud

We present a comprehensive X-ray study of the population of supernova remnants (SNRs) in the LMC. Using primarily XMM-Newton, we conduct a systematic spectral analysis of LMC SNRs to gain new insights on their evolution and the interplay with their host galaxy. We combined all the archival XMM observations of the LMC with those of our Very Large Programme survey. We produced X-ray images and spectra of 51 SNRs, out of a list of 59. Using a careful modelling of the background, we consistently analysed all the X-ray spectra and measure temperatures, luminosities, and chemical compositions. We investigated the spatial distribution of SNRs in the LMC and the connection with their environment, characterised by various SFHs. We tentatively typed all LMC SNRs to constrain the ratio of core-collapse to type Ia SN rates in the LMC. We compared the X-ray-derived column densities to HI maps to probe the three-dimensional structure of the LMC. This work provides the first homogeneous catalogue of X-ray spectral properties of LMC SNRs. It offers a complete census of LMC SNRs exhibiting Fe K lines (13% of the sample), or revealing contribution from hot SN ejecta (39%). Abundances in the LMC ISM are found to be 0.2-0.5 solar, with a lower [$\alpha$/Fe] than in the Milky Way. The ratio of CC/type Ia SN in the LMC is $N_{\mathrm{CC}}/N_{\mathrm{Ia}} = 1.35(_{-0.24}^{+0.11})$, lower than in local SN surveys and galaxy clusters. Comparison of X-ray luminosity functions of SNRs in Local Group galaxies reveals an intriguing excess of bright objects in the LMC. We confirm that 30 Doradus and the LMC Bar are offset from the main disc of the LMC, to the far and near sides, respectively. (abridged)Comment: Accepted for publication in Astronomy and Astrophysics. 54 pages, 18 figures, 12 tables. The resolution of the figures has been reduced compared to the journal version; v2: New title, minor text edits; v3: Correct version

Multi-frequency observations of a superbubble in the LMC: The case of LHA 120-N 70

We present a detailed study of new Australia Telescope Compact Array (ATCA) and XMM-Newton observations of LHA 120-N 70 (hereafter N 70), a spherically shaped object in the Large Magellanic Cloud (LMC) classified as a superbubble (SB). Both archival and new observations were used to produce high quality radio-continuum, X-ray and optical images. The radio spectral index of N 70 is estimated to be $\alpha=-0.12\pm 0.06$ indicating that while a supernova or supernovae have occurred in the region at some time in the distant past, N70 is not the remnant of a single specific supernova. N70 exhibits limited polarisation with a maximum fractional polarisation of 9% in a small area of the north west limb. We estimate the size of N 70 to have a diameter of 104 pc ($\pm 1$ pc). The morphology of N 70 in X-rays closely follows that in radio and optical, with most X-ray emission confined within the bright shell seen at longer wavelengths. Purely thermal models adequately fit the soft X-ray spectrum which lacks harder emission (above 1 keV). We also examine the pressure output of N 70 where the values for the hot (PX) and warm (PHii) phase are consistent with other studied Hii regions. However, the dust-processed radiation pressure (PIR) is significantly smaller than in any other object studied in Lopez et al. (2013). N70 is a very complex region that is likely to have had multiple factors contributing to both the origin and evolution of the entire region.Comment: 21 pages 8 figures accepted for publication in A

miRNA-free rare pathogenic CNVs could drive toward variable CAKUT phenotypes

Introduction: Genetic studies of congenital anomalies of the kidney and urinary tract (CAKUT) have demonstrated variable penetrability and expressivity of the associated genetic defects. Previously, it was shown that deletions of 17q12 and 22q11.2 regions were specific for kidney anomalies (KA) while 16p11.2 and 1q21.1 loci showed extensive pleiotropy in CAKUT phenotypes. CNVs affecting miRNA gene dosage have been described to have functional influence on gene expression. We aimed to conduct comprehensive in silico analysis using publicly available databases to analyze miRNA content of CAKUT-associated CNVs in quoted chromosomal loci with regard to pleiotropy. Methods: Extensive literature review was conducted to collect data about pathogenic rCNVs associated with CAKUT. UCSC genome browser tool was employed for mapping miRNAs onto collected rCNV regions. Results: Analysis of CNVs in CAKUT included four studies counting more than 2500 patients. In further analysis we included 191 patients harboring pathogenic CNVs. Surprisingly, CAKUT pleiotropic regions (16p11.2, 1q21.2) did not contain any miRNA. 22q11.2 showed the densest miRNAs content (n = 21). Conclusions: Absence of miRNAs may potentially pronounce the pleiotropy of the CAKUT genetic defects, thus leading to the variety of phenotypes. Contrary, abundancy of miRNAs in 22q11.2 might be associated with reproducible phenotype, such as KA, producing the functional effect when deleted. This assumption agrees with recent results of miRNA expression variability in 22q11.2 deletion syndrome.54th European Society of Human Genetics (ESHG) Conference; August 28-31, 2021; Virtual ConferenceAbstracts from the 54th European Society of Human Genetics (ESHG) Conference: e-Poster

Biocompatible Materials labelled with Microenvironment Responsive MRI Probes for the follow-up of Cell Transplants

Introduction: Cell encapsulation by hydrogels is intended to shield transplanted cells from the host hostile environment by preventing the infiltration of host immune cells. Cell scaffolding by solid biocompatible microparticles is intended to provide a structural support to implanted cells and to mimic the extracellular matrix, allowing cells to proliferate and/or differentiate in the desired way. We present strategies to label scaffolding biomaterials with microenvironment responsive MRI probes, for applications in the follow-up of cell transplants. Methods: Microparticles (MPs) based on PLGA/chitosan were incorporated with gadolinium fluoride nanoparticles (GdNPs), as the MRI T1-contrast agent. The system is designed such to release Gd-NPs in the extracellular matrix (ECM), thus activating MRI contrast, unless MPs are attacked by the immune system (Foreign Body Response, FBR). To proof the concept, PLGA-based MPs were seeded with hMSCs and implanted into either immunocompetent or immunocompromised mice, and the transplants were followed-up by MRI for three weeks. Ex-vivo histologic assessment was carried out at the end of the follow-up. Results/Discussion: Immunocompetent mice showed poor activation, if any, of MRI contrast within the cell graft. Immunocompromised mice, on the other hand, showed a progressive activation of MRI contrast. Ex-vivo histology showed extensive FBR directed against microparticles in immunocompetent mice, with some surviving hMSCs in the ECM but not on the scaffold surface. No significant FBR was detected in immunocompromised mice, and hMSCs were still adhering to the scaffolds. Conclusions: The proposed system is able to assess whether or not cell grafts are subjected to innate immune response, an event that is likely correlated to the loss of transplanted cells

Optical Spectra of SNR Candidates in NGC 300

We present moderate-resolution (<5A) long-slit optical spectra of 51 nebular objects in the nearby Sculptor Group galaxy NGC 300 obtained with the 2.3 meter Advanced Technology Telescope at Siding Spring Observatory, Australia. Adopting the criterion of [SII]/Ha>=0.4 to confirm supernova remnants (SNRs) from optical spectra, we find that of 28 objects previously proposed as SNRs from optical observations, 22 meet this criterion with six showing [SII]/Ha of less than 0.4. Of 27 objects suggested as SNRs from radio data, four are associated with the 28 previously proposed SNRs. Of these four, three (included in the 22 above) meet the criterion. In all, 22 of the 51 nebular objects meet the [SII]/Ha criterion as SNRs while the nature of the remaining 29 objects remains undetermined by these observations.Comment: Accepted for publication in Astrophysics & Space Scienc