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Essays on VIX Futures and Options

This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. Chapter 1 provides a short introduction to the VIX and a brief explanation of how the old and new VIX are cons

PYK2 selectively mediates signals for growth versus differentiation in response to stretch of spontaneously active vascular smooth muscle.

Stretch of vascular smooth muscle stimulates growth and proliferation as well as contraction and expression of contractile/cytoskeletal proteins, all of which are also regulated by calcium-dependent signals. We studied the role of the calcium- and integrin-activated proline-rich tyrosine kinase 2 (PYK2) in stretch-induced responses of the rat portal vein loaded by a hanging weight ex vivo. PYK2 ph

Structural dynamics of supercooled water from quasielastic neutron scattering and molecular simulations.

One of the outstanding challenges presented by liquid water is to understand how molecules can move on a picosecond time scale despite being incorporated in a three-dimensional network of relatively strong H-bonds. This challenge is exacerbated in the supercooled state, where the dramatic slowing down of structural dynamics is reminiscent of the, equally poorly understood, generic behavior of liqu

Pooled cohort study on height and risk of cancer and cancer death

To assess the association between height and risk of cancer and cancer death. The metabolic syndrome and cancer project is a prospective pooled cohort study of 585,928 participants from seven cohorts in Austria, Norway, and Sweden. Hazard ratios (HRs) and 95 % confidence intervals (CIs) for cancer incidence and death were estimated in height categories and per 5-cm increment for each cancer site u

The prognostic value of global haemostatic tests in the intensive care unit setting.

BACKGROUND: Global haemostatic tests are often abnormal in critically ill patients, secondary to activation or consumption of coagulation factors or inhibitors. Methods for analysing plasma levels of these factors are, however, not widely available, and the predictive value of global tests is not known. We examined the clinical applicability to predict the outcome of the global haemostatic tests u

Capacity of capsazepinoids to relax human small airways and inhibit TLR3-induced TSLP and IFNβ production in diseased bronchial epithelial cells.

Thymic stromal lymphopoietin (TSLP), an immunomodulating potentially disease-inducing cytokine, is overproduced in TLR3-stimulated bronchial epithelial cells from asthmatic donors whereas production of antiviral IFNβ is deficient. It is of therapeutic interest that capsazepine inhibits epithelial TSLP and relaxes human small airways with similar potencies. However, it is not known if other capsaze

Validation of a rapid test (VWF-LIA) for the quantitative determination of von Willebrand factor antigen in type 1 von Willebrand disease diagnosis within the European multicenter study MCMDM-1VWD

Background: Accurate measurement of von Willebrand factor (VWF) is a critical requirement for the diagnosis of von Willebrand disease (VWD). Aim of the study: To evaluate the diagnostic efficiency of a rapid quantitative test for the measurement of VWF antigen (VWF:Ag) in type 1 VWD. Patients and methods: VWF: Ag was measured with an ELISA in a robotic instrument, as a reference method, and with a

Post-depositional remanent magnetization lock-in depth in precisely dated varved sediments assessed by archaeomagnetic field models

Accurate and precise chronologies are needed to evaluate the existence and effect of a post-depositional remanent magnetization lock-in process on sedimentary palaeomagnetic records. Here we present lock-in modelling results of two palaeomagnetic records from varved lake sediments (lakes Kalksjon and Gyltigesjon) in Sweden by using model predictions based on archaeomagnetic data. We used the C-14

Cereal Byproducts Have Prebiotic Potential in Mice Fed a High-Fat Diet

Barley husks, rye bran, and a fiber residue from oat milk production were processed by heat pretreatment, various separation steps, and treatment with an endoxylanase in order to improve the prebiotic potential of these cereal byproducts. Metabolic functions were intended to improve along with improved microbial activity. The products obtained were included in a high-fat mouse diet so that all die

Comparison of atrial signal extraction algorithms in 12-lead ECGs with atrial fibrillation

Analysis of atrial rhythm is important in the treatment and management of patients with atrial fibrillation. Several algorithms exist for extracting the atrial signal from the electrocardiogram (ECG) in atrial fibrillation, but there are few reports on how well these techniques are able to recover the atrial signal. We assessed and compared three algorithms for extracting the atria] signal from th

Degree of in vivo inhibition of human gastric and pancreatic lipases by Orlistat (Tetrahydrolipstatin, THL) in the stomach and small intestine.

BACKGROUND AND AIMS: Orlistat, a lipase inhibitor, strongly inhibits the activities of all gastric/pancreatic lipases except pancreatic phospholipase A(2)in vitro. In clinical use, for obesity treatment, it induces a variable degree of weight loss and steatorrhoéa. The aim of this study was to examine the degree of in vivo inhibition of individual gastric/pancreatic lipases by Orlistat in man, whe

Single-step affinity purification, partial structure and properties of human platelet cGMP inhibited cAMP phosphodiesterase

The human platelet cilostamide- and cGMP-inhibited cAMP phosphodiesterase (cGI-PDE) was rapidly purified approximately 19,000-fold to apparent homogeneity using single step affinity chromatography on the isothiocyanate derivative of cilostamide coupled to aminoethyl agarose. Within 24 h, 30 micrograms of enzyme protein was obtained from 20 ml of packed platelets. Vmax for cAMP and cGMP was 6.1 and

Phenotype prediction by DNA-based typing of clinically significant blood group systems in Jordanian blood donors.

BACKGROUND AND OBJECTIVES: During the past 10 years several DNA-typing methods have been developed to complement routine serological typing for determination of polymorphisms in the ABO, RH, KEL, JK and FY blood group genes. However, the molecular basis of blood groups can differ widely between ethnic groups. The purpose of this study was to evaluate selected DNA-based methods for phenotype predic

Mechanisms behind the lipid-lowering effects of ACTH - Studies in different experimental models

Popular Abstract in Swedish Populärvetenskaplig sammanfattning Introduktion Adrenokortikotropiskt hormon (ACTH) stimulerar frisättningen av steroid¬hormoner, främst kortisol, från binjurarna. Kortisol är livsnödvändigt och finns alltid i blodet och förhöjs kraftigt vid stress. I början av 90-talet fann vår forskningsgrupp en koppling mellan ACTH och fettomsättningen som inte involverade steroidh

Extracorporeal whole-blood immunoadsorption enhances radioimmunotargeting of iodine-125-labeled BR96-biotin monoclonal antibody

This study investigates the efficacy of tumor radioimmunotargeting with 125I-labeled BR96-biotin monoclonal antibody using a new method, whole-blood immunoadsorption (WBIA), based on direct adsorption of unbound monoclonal antibody (MAb) from blood without preceding separation of plasma. METHODS: Highly tumor-reactive, internalizing, chimeric BR96 MAb of isotype IgG1 binds to a tumor-associated Le

Measurement of prostate-specific antigen and human glandular kallikrein 2 in different body fluids

It has been demonstrated that prostate-specific antigen (PSA), in spite of its name, can be detected in body fluids and tumors from a variety of organs. Investigations have shown that human glandular kallikrein 2 (hK2), a related prostate-secreted protease, can activate the zymogen form of PSA, suggesting that the two enzymes might work as a functional unit, with hK2 as the activator molecule and

Prospective open-label study of pharmacokinetics, efficacy and safety of a new 10% liquid intravenous immunoglobulin in patients with hypo- or agammaglobulinemia

Background and Objectives The aim of this study was to evaluate the pharmacokinetics, efficacy and safety of a newly developed 10% liquid immunoglobulin preparation in patients with primary immunodeficiency diseases. This new preparation for intravenous use includes three dedicated virus clearance steps in its manufacturing process to ensure a high margin of viral safety. Materials and Methods Thi

Changes in demographic factors and mortality after out-of-hospital cardiac arrest in Sweden

Objective To describe changes between 1992 and 2003 in age, sex, factors at resuscitation and survival among patients suffering from out-of-hospital cardiac arrest in Sweden. Methods This was a prospective observational study including various ambulance organizations in Sweden. Patients suffering from out-of-hospital cardiac arrest between 1992 and 2003 included in the Swedish Cardiac Arrest Regis

Incidence of diabetes in middle-aged men is related to sleep disturbances.

OBJECTIVE—Sleep deprivation in healthy men has been experimentally found to result in disturbances in glucose metabolism and in sympathovagal imbalance. The aim of the present study was to investigate whether sleep disturbances and elevated resting heart rate are associated with increased risk of developing diabetes. RESEARCH DESIGN AND METHODS—A group of 6,599 initially healthy, nondiabetic men

Cardiovascular responses to intravenous calcitonin gene-related peptide (CGRP) in the albino rabbit

The regional sensitivity of different vascular beds to i.v. CGRP was investigated in the albino rabbit by using the microsphere method. Experiments were performed without pre-treatment on both conscious and pentobarbital-anaesthetized animals. In addition, in one series on conscious animals, rabbits were pre-treated with indomethacin in order to reduce the formation of prostaglandins. In another s