Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates

This paper proposes a pricing method of currency options with a market model of interest rates. Using a simple approximation and a Fourier transform method, we derive a formula of the option pricing under jump-diffusion stochastic volatility processes of spot exchange rates. As an application, we apply the formula to the calibration of volatility smiles in the JPY/USD currency option market. Moreover, using the approximate prices as a control variate, we achieve substantial variance reduction in Monte Carlo simulation.

"Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates"

This paper proposes a pricing method of currency options with a market model of interest rates. Using a simple approximation and a Fourier transform method, we derive a formula of the option pricing under jump-diffusion stochastic volatility processes of spot exchange rates. As an application, we apply the formula to the calibration of volatility smiles in the JPY/USD currency option market. Moreover, using the approximate prices as a control variate, we achieve substantial variance reduction in Monte Carlo simulation.

Behavior of a Model Bipolar Cell with Cylindrical Electrodes

A type of bipolar cell, which consisted of graphite rods as bipolar electrodes, was constructed as a model of the packed bipolar cell. Behavior of this cell was investigated in the electro-deposition of copper from dilute solutions of copper ( II ) sulfate. The effective cathode area on each electrode was dependent on the applied voltage. The maximum energy efficiency was attained at a certain voltage. These results are discussed on the basis of the concept of threshold voltage and linear potential gradient in solution

Studies on the acid-base properties of the ZnBr2NaBr molten salt system

The acid-base properties of the ZnBr2-NaBr melts at 623 K were investigated on the basis of the electromotive force measurements of a zinc-zinc concentration cell. The following two chemical equilibria were postulated to describe the acid-base character of the melts.</p

原発性肺癌におけるTS遺伝子多型とMTHFR遺伝子多型の予後的意義

取得学位 : 博士（医学）, 学位授与番号 : 医博甲第1729号 , 学位授与年月日 : 平成17年12月31日, 学位授与大学 : 金沢大

Successful preemptive surgical division of type 2 - congenital extrahepatic portosystemic shunt in children

Purpose : A congenital extrahepatic portosystemic shunt (CEPS) is a rare abnormality. The shunts are classified into 2 types. Of these, a type 2-shunt is a side-to-side one, which may be treated by a simple shunt division. The aim of this retrospective study was to clarify the effects of a surgical shunt division on 4 children with type 2-CEPS. Patients : Between June 2002 and June 2008, 4 children with type 2-CEPS underwent a surgical shunt division. Various clinical factors of each patient, including shunt types, shut ratios evaluated by portal scintigraphy using 123I-iodoamphetamine, serum levels of ammonia and total bile acids before and after surgery were evaluated. Findings : Two children had a conventional open surgery and the other two had a laparoscopic surgery. The serum levels of ammonia as well as total bile acids of these children decreased significantly to the normal levels within a month after the surgical shunt divisions. All the children had a better clinical course. Conclusions : A shunt division, especially by laparoscopic surgery, is an effective therapy for type 2-CEPS. To the best of our knowledge by reviewing literatures, our cases are the youngest ones treated by laparoscopic shunt division

フククウキョウカ ユチャク ハクリジュツゴ サイド イレウス オ ハッショウシ チョウカン セツジョジュツ ガ ヒツヨウ トナッタ ユチャクセイ イレウス ノ イチレイ

A 12-year old boy with a history of surgery for a gastroschisis in the neonatal period had experienced recurrent adhesional ileus. Each condition had been successfully treated by conservative treatments. In June 2008, he was admitted to our hospital again, complaining of abdominal pain. An abdominal X-ray revealed remarkable dilatation of the small intestine. Because of the repeated adhesional ileus, the boy underwent laparoscopic adhesiolysis. Even after the operation, the boy complained of abdominal pain, which indicated that the laparoscopic operation was unsuccessful. We performed a partial resection of the strictured small intestine under open laparotomy. Until this operation, we had never recognized the causative stricture of the small intestine. After the reoperation, the boy had a good clinical course. The number of laparoscopic surgeries has dramatically increased in pediatric cases lately. Adhesional ileus is considered a good indication for this procedure. However, we experienced a failure of laparoscopic adhesiolysis, which made us realize that there are some limitations in this approach

Lipomatous Pseudohypertrophy of the Pancreas Taking the Form of Huge Massive Lesion of the Pancreatic Head

A 70-year-old woman presented with hypogastric pain. Computed tomography and magnetic resonance imaging revealed a retroperitoneal tumor 18.0 cm in diameter with fatty tissue density, ventrally compressing the pancreatic head. We suspected a well-differentiated liposarcoma compressing the pancreas. At laparotomy, the tumor mass was the size of an infant's head; its center was located in the area corresponding to the pancreatic uncus. It was continuous with the pancreatic parenchyma through a poorly demarcated border, and we resected as much of the tumor mass as possible while conserving the pancreatic capsule. Histopathological examination indicated lipomatous pseudohypertrophy of the pancreas with proliferation of mature fatty tissue as the main constituent. At the periphery, islands of acinar tissue were retained among the fatty infiltration, which also contained branches of the pancreatic duct and islets of Langerhans. Previous reports have stated that this disorder only causes fatty replacements throughout the pancreas or in the pancreatic body and tail; however, in this patient, imaging and macroscopic examination revealed no fatty replacements in the pancreatic body and tail. We report this case, which we consider extremely rare, along with a brief review of the literature

ヨシダ ニクシュ イショク ラット ノ ケッショウ オヨビ ソシキ ノ アミノグラム ノ ケントウ : シュヨウ リュウシュツ ジョウミャク ケッショウ アミノグラム

悪性腫瘍に対するアミノ酸インバランス療法の臨床応用を目的として、インバランスと するアミノ般を決定するために実験を行なった。 環境によく馴化した、生後約5週、体重150g前後の雄性ドンリュウラットを2群に 分け、4時間の絶食の後、エーテル麻酔下に以下の操作を行った。 コントロール群(以下C群)右腎部皮下に生食水O.1mlを注入した。15例。 腫瘍移植群(以下T群)右腎部皮下に1×17 7個の吉田肉腫を生食水にてO.1mｌと したものを移植した。18例。 以上の操作以後は経口自由摂取とし、操作後7日目にエーテル麻酔下に開腹し、腹部大 動脈・左総腸骨静脈(以後、健側静脈)およびT群からはさらに腫瘍からの流出静脈(流 出静脈は右総腸骨静脈に流入する)より採血した後、腫瘍を摘出した。大動脈血の一部は 血液生化学的検査に供し、残りの大動脈血と静脈血の血漿を除タンパク後、血漿遊離アミ ノ酸を分析した。腫瘍は摘出後重量を測定し、直ちに-2O℃以下にて凍結保存した。凍 結保存された腫瘍を、1g計測し、トリクロロ酢酸法に準じて処理して得られた5mlの上 清の一部にて腫瘍の組織遊離アミノ酸を、また、この際の沈殿物を6規定の塩酸で105℃ 、24時間の加水分解を行ない、腫瘍の組織蛋白構成アミノ酸を分析した。 開始時体重および屠殺時体重とも両群間に有意差を認めなかった。肝重量も両群間に有 意差を認めなかった。腫瘍重量は8.0±0.7gであった。血液生化学的検査では、T群の TP・Albが有意に低値をとり、CRE・Kも有意に低値をとり、肉腫による末期状態 と考えられた。血漿中の総アミノ酸濃度ではT群腫瘍側静脈はT群動脈・T群健側静脈と 比べ、有意に高値を示した。C群とT群で比較すると、必須アミノ酸でT群腫瘍側静脈の みがC群静脈より有意に高値をとった。個々のアミノ酸でみると必須アミノ酸では、ほと んどのアミノ酸が腫瘍側静脈・健側静脈・動脈の順に測定値が高かったが、Val・Il eu・Leuは動脈・腫瘍側静脈・健側静脈の順、Pheは腫瘍側静脈・動脈・健側静脈 の順に測定値が高かった。非必須アミノ酸でもほとんどのアミノ酸が腫瘍側静脈・健側静脈 動脈の順に測定値が高かったが、Asn・Glu・Ornは腫瘍側静脈・動脈・健側静脈 静脈の順、CySは動脈・健側静脈・腫瘍側静脈の順に測定値が高かった。個々のアミノ 酸の流れ(動脈→組織→静脈)をモル比で比較してみると必須アミノ酸では組織遊離アミ ノ酸・組織蛋白構成アミノ酸ともに動静脈血より高値をとるアミノ酸は認めなかった。非 必須アミノ酸ではAsp・Glu・Gly・Proの4種のアミノ酸は組織遊離アミノ酸 ・組織蛋白構成アミノ酸ともに動静脈血より高値をとった。個々のアミノ酸をそれぞれ、 動脈・組織遊離アミノ酸・組織歪白構成アミノ酸・健側静脈血中での測定値の高い順に並 べてみると、Glu・Aspの2つのアミノ酸が血中で低く、組織中で非常に高い順位に なる。以上の結果より、吉田肉腫に対してはGluとAspの2つのアミノ酸がインバラ ンス療法のターゲットになりうることが示唆された。An experiment was conducted to find amino acids which can be utilized as targets in amino acid imbalanced treatment for cancer. 1. A 150g male Donryu rat received a subcutaneous Yoshida sarcoma implantation. Then， amino acids contained in the inflowing artery，outflowing vein，contralateral vein，and tumor tissue were analyzed. 2. Plasma and tissue were measured for glutamic acid (Glu) and aspartic acid (Asp) concentrations，which were kept in low concentrations in plasma and high concentrations in tissue. 3. Glu and Asp were suggested as targets for imbalanced amino acid treatment for use in Yoshida sarcoma treatment