The relationship between body mass index and breast cancer recurrence/progression and breast cancer-specific death

The aim of this study was to describe the nonlinear association between body mass index (BMI) and breast cancer outcomes and to determine whether BMI improves prediction of outcomes. A cohort of906 breast cancer patients diagnosed at Henry Ford Health System, Detroit (1985-1990) were studied. The median follow-up was 10 years. Multivariate logistic regression was used to model breast cancer recurrence/progression and breast cancer-specific death. Restricted cubic splines were used to model nonlinear effects. Receiver operator characteristic areas under the curves (ROC AUC) were used to evaluate prediction. BMI was nonlinearly associated with recurrence/progression and death (p= 0.0230 and 0.0101). Probability of outcomes increased with increase or decrease ofBMI away from 25. BMI splines were suggestive of improved prediction of death. The ROC AUCs for nested models with and without BMI were 0.8424 and 0.8331 (p= 0.08). I f causally associated, modifying patients BMI towards 25 may improve outcomes.

A stochastic dynamic programming approach for pricing options on stock-index futures

The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic programming, which can accommodate European as well as American options. The model accommodates dividends from the underlying asset. It also captures the optimal exercise strategy and the fair value of the option. This approach is an alternative to available numerical pricing methods such as binomial trees, finite differences, and ad-hoc numerical approximation techniques. Our numerical and empirical investigations demonstrate convergence, robustness, and efficiency. We use this methodology to value exchange-listed options. The European option premiums thus obtained are compared to Black's closed-form formula. They are accurate to four digits. The American option premiums also have a similar level of accuracy compared to premiums obtained using finite differences and binomial trees with a large number of time steps. The proposed model accounts for deterministic, seasonally varying dividend yield. In pricing futures options, we discover that what matters is the sum of the dividend yields over the life of the futures contract and not their distribution.

The effect of 17-B estradiol therapy on bone mineral density and structure of alveolar bone in the ovariectomized rat model of postmenopausal osteoporosis

The ovariectomized (OVX) rat, a preclinical model for studying postmenopausal bone loss, may also be used to study differences in alveolar bone (AB). The objectives of this study were to quantify the differences in AB following estrogen replacement therapy (ERT), and to investigate the relationship between AB structure and density, and trabecular bone at the femoral neck (FN) and third lumbar vertebral body (LB3). Estrogen treated rats had a higher bone volume fraction (BV/TV) at the AB region (9.8% P < 0.0001), FN (12% P < 0.0001), and LB3 (11.5% P < 0.0001) compared to the OVX group. BV/TV of the AB was positively correlated with the BV/TV at the FN (r = 0.69 P < 0.0001) and the LB3 (r = 0.75 P < 0.0001). The trabecular number (Tb.N), trabecular separation (Tb.Sp), and structure model index (SMI) were also positively correlated (P < 0.05) between the AB and FN (r = 0.42, 0.49, and 0.73, respectfully) and between the AB and LB3 (r = 0.44, 0.63, and 0.69, respectfully). Given the capacity of AB to respond to ERT, future preclinical drug/nutritional intervention studies aimed at improving skeletal health should include the AB as a region of interest (ROI).