128 research outputs found
Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches
This research aims to construct a model for pricing counterparty credit
risk (CCR) for synthetic collateralized debt obligation (CDO) tranches by
considering the relationship between the counterparty and the credit port-
folio. A stochastic intensity model is adopted to describe the default event
of the counterparty, and a two-factor Gaussian copula model is applied to
account for the relationship between the counterparty and underlying credit
portfolio. By analyzing the data of CDX NA IG index tranches, we �nd
that the relationship has a signi�cant in
uence on the credit value adjust-
ment (CVA) for index tranches and, hence, that it should not be ignored
when a contract is initiated. In addition, we discover that the in
uence has
opposite e�ects and asymmetrical magnitude with respect to the protection
buyers and protection sellers
Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches
This research aims to construct a model for pricing counterparty credit
risk (CCR) for synthetic collateralized debt obligation (CDO) tranches by
considering the relationship between the counterparty and the credit port-
folio. A stochastic intensity model is adopted to describe the default event
of the counterparty, and a two-factor Gaussian copula model is applied to
account for the relationship between the counterparty and underlying credit
portfolio. By analyzing the data of CDX NA IG index tranches, we �nd
that the relationship has a signi�cant in
uence on the credit value adjust-
ment (CVA) for index tranches and, hence, that it should not be ignored
when a contract is initiated. In addition, we discover that the in
uence has
opposite e�ects and asymmetrical magnitude with respect to the protection
buyers and protection sellers
Reaction-Based Probes for Imaging Mobile Zinc in Live Cells and Tissues
Chelatable, or mobile, forms of zinc play critical signaling roles in numerous biological processes. Elucidating the action of mobile Zn(II) in complex biological environments requires sensitive tools for visualizing, tracking, and manipulating Zn(II) ions. A large toolbox of synthetic photoinduced electron transfer (PET)-based fluorescent Zn(II) sensors are available, but the applicability of many of these probes is limited by poor zinc sensitivity and low dynamic ranges owing to proton interference. We present here a general approach for acetylating PET-based probes containing a variety of fluorophores and zinc-binding units. The new sensors provide substantially improved zinc sensitivity and allow for incubation of live cells and tissue slices with nM probe concentrations, a significant improvement compared to the ÎźM concentrations that are typically required for a measurable fluorescence signal. Acetylation effectively reduces or completely quenches background fluorescence in the metal-free sensor. Binding of Zn(II) selectively and quickly mediates hydrolytic cleavage of the acetyl groups, providing a large fluorescence response. An acetylated blue coumarin-based sensor was used to carry out detailed analyses of metal binding and metal-promoted acetyl hydrolysis. Acetylated benzoresorufin-based red-emitting probes with different zinc-binding sites are effective for sensing Zn(II) ions in live cells when applied at low concentrations (âź50â100 nM). We used green diacetylated Zinpyr1 (DA-ZP1) to image endogenous mobile Zn(II) in the molecular layer of mouse dorsal cochlear nucleus (DCN), confirming that acetylation is a suitable approach for preparing sensors that are highly specific and sensitive to mobile zinc in biological systems.National Institutes of Health (U.S.) (NIH grant GM065519)National Institutes of Health (U.S.) (NIH grant R01-DC007905)National Institutes of Health (U.S.) (NIH Fellowship (F32- EB019243))National Institutes of Health (U.S.) (NIH Fellowship (T32-DC011499))National Institutes of Health (U.S.) (NIH Fellowship (F32-DC013734)
Mechanical Strength of 17 134 Model Proteins and Cysteine Slipknots
A new theoretical survey of proteins' resistance to constant speed stretching
is performed for a set of 17 134 proteins as described by a structure-based
model. The proteins selected have no gaps in their structure determination and
consist of no more than 250 amino acids. Our previous studies have dealt with
7510 proteins of no more than 150 amino acids. The proteins are ranked
according to the strength of the resistance. Most of the predicted top-strength
proteins have not yet been studied experimentally. Architectures and folds
which are likely to yield large forces are identified. New types of potent
force clamps are discovered. They involve disulphide bridges and, in
particular, cysteine slipknots. An effective energy parameter of the model is
estimated by comparing the theoretical data on characteristic forces to the
corresponding experimental values combined with an extrapolation of the
theoretical data to the experimental pulling speeds. These studies provide
guidance for future experiments on single molecule manipulation and should lead
to selection of proteins for applications. A new class of proteins, involving
cystein slipknots, is identified as one that is expected to lead to the
strongest force clamps known. This class is characterized through molecular
dynamics simulations.Comment: 40 pages, 13 PostScript figure
Eigenvalues of higher order Sturm-Liouville boundary value problems with derivatives in nonlinear terms
We shall consider the Sturm-Liouville boundary value problem y(m)(t)+ÎťF(t,y(t),yâ˛(t),âŚ,y(q)(t))=0, tâ(0,1), y(k)(0)=0, 0â¤kâ¤mâ3, Îśy(mâ2)(0)âθy(mâ1)(0)=0, Ďy(mâ2)(1)+δy(mâ1)(1)=0 where mâĽ3, 1â¤qâ¤mâ2, and Îť>0. It is noted that the boundary value problem considered has a derivative-dependent nonlinear term, which makes the investigation much more challenging. In this paper we shall develop a new technique to characterize the eigenvalues Îť so that the boundary value problem has a positive solution. Explicit eigenvalue intervals are also established. Some examples are included to dwell upon the usefulness of the results obtained.Published versio
A LC-MS metabolomics approach to investigate the effect of raw apple intake in the rat plasma metabolome
Fruit and vegetable consumption has been associated with several health benefits; however the mechanisms are largely unknown at the biochemical level. Our research aims to investigate whether plasma metabolome profiling can reflect biological effects after feeding rats with raw apple by using an untargeted UPLC-ESI-TOF-MS based metabolomics approach in both positive and negative mode. Eighty young male rats were randomised into groups receiving daily 0, 5 or 10 g fresh apple slices, respectively, for 13 weeks. During weeks 3-6 some of the animals were receiving 4 mg/ml 1,2-dimethylhydrazine dihydrochloride (DMH) once a week. Plasma samples were taken at the end of the intervention and among all groups, about half the animals were 12 h fasted. An initial ANOVA-simultaneous component analysis with a three-factor or two-factor design was employed in order to isolate potential metabolic variations related to the consumption of fresh apples. Partial least squares-discriminant analysis was then applied in order to select discriminative features between plasma metabolites in control versus apple fed rats and partial least squares modelling to reveal possible dose response. The findings indicate that in laboratory rats apple feeding may alter the microbial amino acid fermentation, lowering toxic metabolites from amino acids metabolism and increasing metabolism into more protective products. It may also delay lipid and amino acid catabolism, gluconeogenesis, affect other features of the transition from the postprandial to the fasting state and affect steroid metabolism by suppressing the plasma level of stress corticosteroids, certain mineralocorticoids and oxidised bile acid metabolites. Several new hypotheses regarding the cause of health effects from apple intake can be generated from this study for further testing in humans. Š 2013 Springer Science+Business Media New York
- âŚ