Comparing gold nano-particle enhanced radiotherapy with protons, megavoltage photons and kilovoltage photons: a Monte Carlo simulation

Gold nanoparticles (GNPs) have shown potential to be used as a radiosensitizer for radiation therapy. Despite extensive research activity to study GNP radiosensitization using photon beams, only a few studies have been carried out using proton beams. In this work Monte Carlo simulations were used to assess the dose enhancement of GNPs for proton therapy. The enhancement effect was compared between a clinical proton spectrum, a clinical 6 MV photon spectrum, and a kilovoltage photon source similar to those used in many radiobiology lab settings. We showed that the mechanism by which GNPs can lead to dose enhancements in radiation therapy differs when comparing photon and proton radiation. The GNP dose enhancement using protons can be up to 14 and is independent of proton energy, while the dose enhancement is highly dependent on the photon energy used. For the same amount of energy absorbed in the GNP, interactions with protons, kVp photons and MV photons produce similar doses within several nanometers of the GNP surface, and differences are below 15% for the first 10 nm. However, secondary electrons produced by kilovoltage photons have the longest range in water as compared to protons and MV photons, e.g. they cause a dose enhancement 20 times higher than the one caused by protons 10 μm away from the GNP surface. We conclude that GNPs have the potential to enhance radiation therapy depending on the type of radiation source. Proton therapy can be enhanced significantly only if the GNPs are in close proximity to the biological target.

An Environment for Rapid Derivatives Design and Experimentation

In the highly competitive world of modern finance, new derivatives are continually required to take advantage of changes in financial markets, and to hedge businesses against new risks. The research described in this paper aims to accelerate the development and pricing of new derivatives in two different ways. Firstly, new derivatives can be specified mathematically within a general framework, enabling new mathematical formulae to be specified rather than just new parameter settings. This Generic Pricing Engine (GPE) is expressively powerful enough to specify a wide range of stand¬ard pricing engines. Secondly, the associated price simulation using the Monte Carlo method is accelerated using GPU or multicore hardware. The parallel implementation (in OpenCL) is automatically derived from the mathematical description of the derivative. As a test, for a Basket Option Pricing Engine (BOPE) generated using the GPE, on the largest problem size, an NVidia GPU runs the generated pricing engine at 45 times the speed of a sequential, specific hand-coded implementation of the same BOPE. Thus a user can more rapidly devise, simulate and experiment with new derivatives without actual programming.