A Unified Model for XVA, including Interest Rates and Rating

We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.

Radiocarbon and stable isotopes in the shell organic matrix: a new approach for the use of mollusk shells in the study of human evolution

Mollusk shells are often found in archeological sites, given their great preservation potential and high value as a multipurpose resource. They are often the only available material to use for radiocarbon dating, due to a lack of well-preserved bones in many archeological sites, especially for the key period of the Middle to Upper Paleolithic transition. However, radiocarbon dating on mollusk shells is often regarded as less reliable compared to bones, wood, or charcoals due to the various factors influencing their radiocarbon content (e.g., Isotope fractionation, marine reservoir effect etc.). For the development of more accurate chronologies using shells, it is fundamental to continue improving the precision of the techniques applied, as has been done for other materials (wood and bones). Thus, improving the chemical pretreatment on mollusk shells might allow researchers to obtain more reliable radiocarbon determinations allowing for the construction of new radiocarbon chronologies in archeological sites where so far it has not been possible. Furthermore, mollusk shells can provide information on the climatic and environmental variables present during their growth. Using shells for paleoclimatic reconstruction adds more evidence helpful for the interpretation of scenarios of human migration, adaptation, and behavior. Standard methods for both radiocarbon and stable isotope studies use the carbonate fraction of the shell. However, being biogenic structures, mollusk shells also consist of a minor organic fraction. The shell organic matrix has an important role in the formation of the calcium carbonate structure and is still not fully understood. This thesis explores the potential of using the shell organic matrix for radiocarbon dating and paleoenvironmental studies. The results of the work performed for this thesis represent a starting point for future research to build on, and further develop the approach and methodology proposed here.

Ultracold Bose-Fermi mixtures with pairing: quantum phase transition, mechanical stability, and trap confinement

Ultracold dilute gases occupy an important role in modern physics and they are employed to verify fundamental quantum theories in most branches of theoretical physics. The scope of this thesis work is the study of Bose-Fermi (BF) mixtures at zero temperature with a tunable pairing between bosons and fermions. The mixtures are treated with diagrammatic quantum many-body methods based on the so-called T-matrix formalism. Starting from the Fermi-polaron limit, I will explore various values of relative concentrations up to mixtures with a majority of bosons, a case barely considered in previous works. An unexpected quantum phase transition is found to occur in a certain range of BF coupling for mixture with a slight majority of bosons. The mechanical stability of mixtures has been analysed, when the boson-fermion interaction is changed from weak to strong values, in the light of experimental results recently obtained for a double-degenerate Bose-Fermi mixture of 23 Na - 40 K. A possible improvement in the description of the boson-boson repulsion based on Popov's theory is proposed. Finally, the effects of a harmonic trapping potential are described, with a comparison with the experimental data for the condensate fraction recently obtained for a trapped 23 Na - 40 K mixture.

Quantitative Proteomic Analysis Reveals Metabolic Alterations, Calcium Dysregulation, And Increased Expression Of Extracellular Matrix Proteins In Laminin α2 Chain-deficient Muscle.

Congenital muscular dystrophy with laminin α2 chain deficiency (MDC1A) is one of the most severe forms of muscular disease and is characterized by severe muscle weakness and delayed motor milestones. The genetic basis of MDC1A is well known, yet the secondary mechanisms ultimately leading to muscle degeneration and subsequent connective tissue infiltration are not fully understood. In order to obtain new insights into the molecular mechanisms underlying MDC1A, we performed a comparative proteomic analysis of affected muscles (diaphragm and gastrocnemius) from laminin α2 chain-deficient dy(3K)/dy(3K) mice, using multidimensional protein identification technology combined with tandem mass tags. Out of the approximately 700 identified proteins, 113 and 101 proteins, respectively, were differentially expressed in the diseased gastrocnemius and diaphragm muscles compared with normal muscles. A large portion of these proteins are involved in different metabolic processes, bind calcium, or are expressed in the extracellular matrix. Our findings suggest that metabolic alterations and calcium dysregulation could be novel mechanisms that underlie MDC1A and might be targets that should be explored for therapy. Also, detailed knowledge of the composition of fibrotic tissue, rich in extracellular matrix proteins, in laminin α2 chain-deficient muscle might help in the design of future anti-fibrotic treatments. All MS data have been deposited in the ProteomeXchange with identifier PXD000978 (http://proteomecentral.proteomexchange.org/dataset/PXD000978).

Matrix Metalloproteinases And Left Ventricular Function And Structure In Spinal Cord Injured Subjects.

Subjects with spinal cord injury (SCI) exhibit impaired left ventricular (LV) diastolic function, which has been reported to be attenuated by regular physical activity. This study investigated the relationship between circulating matrix metalloproteinases (MMPs) and tissue inhibitors of MMPs (TIMPs) and echocardiographic parameters in SCI subjects and the role of physical activity in this regard. Forty-two men with SCI [19 sedentary (S-SCI) and 23 physically-active (PA-SCI)] were evaluated by clinical, anthropometric, laboratory, and echocardiographic analysis. Plasmatic pro-MMP-2, MMP-2, MMP-8, pro-MMP-9, MMP-9, TIMP-1 and TIMP-2 levels were determined by enzyme-linked immunosorbent assay and zymography. PA-SCI subjects presented lower pro-MMP-2 and pro-MMP-2/TIMP-2 levels and improved markers of LV diastolic function (lower E/Em and higher Em and E/A values) than S-SCI ones. Bivariate analysis showed that pro-MMP-2 correlated inversely with Em and directly with E/Em, while MMP-9 correlated directly with LV mass index and LV end-diastolic diameter in the whole sample. Following multiple regression analysis, pro-MMP-2, but not physical activity, remained associated with Em, while MMP-9 was associated with LV mass index in the whole sample. These findings suggest differing roles for MMPs in LV structure and function regulation and an interaction among pro-MMP-2, diastolic function and physical activity in SCI subjects.

Identification Of Corynebacterium Spp. Isolated From Bovine Intramammary Infections By Matrix-assisted Laser Desorption Ionization-time Of Flight Mass Spectrometry.

Corynebacterium species (spp.) are among the most frequently isolated pathogens associated with subclinical mastitis in dairy cows. However, simple, fast, and reliable methods for the identification of species of the genus Corynebacterium are not currently available. This study aimed to evaluate the usefulness of matrix-assisted laser desorption ionization/mass spectrometry (MALDI-TOF MS) for identifying Corynebacterium spp. isolated from the mammary glands of dairy cows. Corynebacterium spp. were isolated from milk samples via microbiological culture (n=180) and were analyzed by MALDI-TOF MS and 16S rRNA gene sequencing. Using MALDI-TOF MS methodology, 161 Corynebacterium spp. isolates (89.4%) were correctly identified at the species level, whereas 12 isolates (6.7%) were identified at the genus level. Most isolates that were identified at the species level with 16 S rRNA gene sequencing were identified as Corynebacterium bovis (n=156; 86.7%) were also identified as C. bovis with MALDI-TOF MS. Five Corynebacterium spp. isolates (2.8%) were not correctly identified at the species level with MALDI-TOF MS and 2 isolates (1.1%) were considered unidentified because despite having MALDI-TOF MS scores >2, only the genus level was correctly identified. Therefore, MALDI-TOF MS could serve as an alternative method for species-level diagnoses of bovine intramammary infections caused by Corynebacterium spp.

Inactivation Of Ampk Mediates High Phosphate-induced Extracellular Matrix Accumulation Via Nox4/tgfß-1 Signaling In Human Mesangial Cells.

High phosphate (Pi) levels and extracellular matrix (ECM) accumulation are associated with chronic kidney disease progression. However, how high Pi levels contribute to ECM accumulation in mesangial cells is unknown. The present study investigated the role and mechanism of high Pi levels in ECM accumulation in immortalized human mesangial cells (iHMCs). iHMCs were exposed to normal (0.9 mM) or increasing Pi concentrations (2.5 and 5 mM) with or without diferent blockers or activators. NOX4, phosphorylated AMPK (p-AMPK), phosphorylated SMAD3 (p-SMAD3), fibronectin (F/N), collagen IV (C-IV) and alpha-smooth muscle actin (α-SMA) expression was assessed via western blot and immunofluorescence. Lucigenin-enhanced chemiluminescence, and dihydroethidium (DHE) assessed NADPH oxidase activity and superoxide (SO), respectively. In iHMCs, a Pi transporter blocker (PFA) abrogated high Pi-induced AMPK inactivation, increase in NADPH oxidase-induced reactive oxygen species (ROS) levels, NOX4, p-SMAD3, α-SMA and C-IV expression. AMPK activation by AICAR, NOX4 silencing or NADPH oxidase blocker prevented high Pi-induced DHE levels, p-SMAD3, F/N, C-IV and α-SMA expression. AMPK inactivation with NOX4-induced ROS formation and transforming growth factor ß-1 (TGFß-1) signaling activation mediates high Pi-induced ECM accumulation in iHMCs. Maneuvers increasing AMPK or reducing NOX4 activity may contribute to renal protection under hyperphosphatemia.

Human Mitochondrial Hsp70 (mortalin): Shedding Light On Atpase Activity, Interaction With Adenosine Nucleotides, Solution Structure And Domain Organization.

The human mitochondrial Hsp70, also called mortalin, is of considerable importance for mitochondria biogenesis and the correct functioning of the cell machinery. In the mitochondrial matrix, mortalin acts in the importing and folding process of nucleus-encoded proteins. The in vivo deregulation of mortalin expression and/or function has been correlated with age-related diseases and certain cancers due to its interaction with the p53 protein. In spite of its critical biological roles, structural and functional studies on mortalin are limited by its insoluble recombinant production. This study provides the first report of the production of folded and soluble recombinant mortalin when co-expressed with the human Hsp70-escort protein 1, but it is still likely prone to self-association. The monomeric fraction of mortalin presented a slightly elongated shape and basal ATPase activity that is higher than that of its cytoplasmic counterpart Hsp70-1A, suggesting that it was obtained in the functional state. Through small angle X-ray scattering, we assessed the low-resolution structural model of monomeric mortalin that is characterized by an elongated shape. This model adequately accommodated high resolution structures of Hsp70 domains indicating its quality. We also observed that mortalin interacts with adenosine nucleotides with high affinity. Thermally induced unfolding experiments indicated that mortalin is formed by at least two domains and that the transition is sensitive to the presence of adenosine nucleotides and that this process is dependent on the presence of Mg2+ ions. Interestingly, the thermal-induced unfolding assays of mortalin suggested the presence of an aggregation/association event, which was not observed for human Hsp70-1A, and this finding may explain its natural tendency for in vivo aggregation. Our study may contribute to the structural understanding of mortalin as well as to contribute for its recombinant production for antitumor compound screenings.

A Metabolomic Protocol For Plant Systematics By Matrix-assisted Laser-desorption/ionization Time-of Flight Mass Spectrometry.

Matrix-assisted laser desorption/ionization time-of flight mass spectrometry (MALDI-TOF MS) has been widely used for the identification and classification of microorganisms based on their proteomic fingerprints. However, the use of MALDI-TOF MS in plant research has been very limited. In the present study, a first protocol is proposed for metabolic fingerprinting by MALDI-TOF MS using three different MALDI matrices with subsequent multivariate data analysis by in-house algorithms implemented in the R environment for the taxonomic classification of plants from different genera, families and orders. By merging the data acquired with different matrices, different ionization modes and using careful algorithms and parameter selection, we demonstrate that a close taxonomic classification can be achieved based on plant metabolic fingerprints, with 92% similarity to the taxonomic classifications found in literature. The present work therefore highlights the great potential of applying MALDI-TOF MS for the taxonomic classification of plants and, furthermore, provides a preliminary foundation for future research.

Matrix Support And Institutional Support: Analyzing Their Construction.

This is an analysis of the theoretical and practical construction of the methodology of Matrix Support by means of studies on Paideia Support (Institutional and Matrix Support), which is an inter-professional work of joint care in recent literature and official documents of the Unified Health System (SUS). An attempt was made to describe methodological concepts and strategies. A comparative analysis of Institutional Support and Matrix Support was also conducted using the epistemological framework of Field and Core Knowledge and Practices.

Transition From Glass To Digital Slide Microscopy In The Teaching Of Oral Pathology In A Brazilian Dental School.

Several medical and dental schools have described their experience in the transition from conventional to digital microscopy in the teaching of general pathology and histology disciplines; however, this transitional process has scarcely been reported in the teaching of oral pathology. Therefore, the objective of the current study is to report the transition from conventional glass slide to virtual microscopy in oral pathology teaching, a unique experience in Latin America. An Aperio ScanScope® scanner was used to digitalize histological slides used in practical lectures of oral pathology. The challenges and benefits observed by the group of Professors from the Piracicaba Dental School (Brazil) are described and a questionnaire to evaluate the students' compliance to this new methodology was applied. An improvement in the classes was described by the Professors who mainly dealt with questions related to pathological changes instead of technical problems; also, a higher interaction with the students was described. The simplicity of the software used and the high quality of the virtual slides, requiring a smaller time to identify microscopic structures, were considered important for a better teaching process. Virtual microscopy used to teach oral pathology represents a useful educational methodology, with an excellent compliance of the dental students.

Evaluation of in vitro human gingival fibroblast seeding on acellular dermal matrix

The acellular dermal matrix (ADM) was introduced in periodontology as a substitute for the autogenous grafts, which became restricted because of the limited source of donor's tissue. The aim of this study was to investigate, in vitro, the distribution, proliferation and viability of human gingival fibroblasts seeded onto ADM. ADM was seeded with human gingival fibroblasts for up to 21 days. The following parameters were evaluated: cell distribution, proliferation and viability. Results revealed that, at day 7, fibroblasts were adherent and spread on ADM surface, and were unevenly distributed, forming a discontinuous single cell layer; at day 14, a confluent fibroblastic monolayer lining ADM surface was noticed. At day 21, the cell monolayer exhibited a reduction in cell density. At 7 days, about to 90% of adherent cells on ADM surface were cycling while at 14 and 21 days this proportion was significantly reduced. A high proportion of viable cell was detected on AMD surface both on 14 and 21 days. The results suggest that fibroblast seeding onto ADM for 14 days can allow good conditions for cell adhesion and spreading on the matrix; however, migration inside the matrix was limited.

Vimentin expression and the influence of Matrigel in cell lines of head and neck squamous cell carcinoma

Vimentin is a cytoeskeletal intermediate filament protein commonly observed in mesenchymal cells; however, it can also be found in malignant epithelial cells. It is demonstrated in several carcinomas, such as those of the cervix, breast and bladder, in which it is widely used as a marker of the epithelial to mesenchymal transition that takes place during embryogenesis and metastasis. Vimentin is associated with tumors that show a high degree of invasiveness, being detected in invasion front cells. Its expression seems to be influenced by the tumor microenvironment. The aim of this study was to evaluate vimentin expression in head and neck squamous cell carcinoma (HNSCC) cell lines, and to investigate the contribution of the microenvironment to its expression. HNSCC cell lines (HN6, HN30 and HN31) and an immortalized nontumorigenic cell line (HaCaT) were submitted to a three-dimensional assay with Matrigel. Cytoplasmatic staining of the HN6 cell line cultured without Matrigel and of the HN30 and HN31 cell lines cultured with Matrigel was demonstrated through immunohistochemistry. Western Blotting revealed a significant decrease in vimentin expression for the HN6 cell line and a significant increase for the HN30 and HN31 cell lines cultured with Matrigel. The results suggest that vimentin can be expressed in HNSCC cells and its presence is influenced by the microenvironment of a tumor.

Resíduos de sisal como reforço em compósitos de polipropileno virgem e reciclado

Foram estudadas as propriedades térmicas e mecânicas de compósitos de polipropileno, virgem e reciclado, reforçados com 30% em massa de fibras residuais de sisal, assim como o perfil de processamento e a morfologia da matriz polimérica. Para tanto, foram determinadas a resistência à tração, o módulo de Young, alongamento na ruptura, e energia de impacto. As amostras também foram caracterizadas por MEV, DMTA e TG. Para ambos os compósitos de polipropileno, virgem e reciclado, com a adição das fibras, o alongamento na ruptura mostrou uma queda significativa, enquanto que a resistência à tração não sofreu grandes variações. Houve um aumento significativo nos valores de tração na ruptura e de energia de impacto com a adição das fibras de sisal na matriz de polipropileno. As análises térmicas mostraram ligações secundárias, como as ligações polares, entre as fibras e a matriz, concordando com o comportamento mecânico dos compósitos. Constatou-se que a temperatura de transição vítrea não variou após a adição da fibra.

Metronidazole release using natural rubber latex as matrix

Natural Rubber Latex (NRL) can be used successfully in controlled release drug delivery due to their excellent matrix forming properties. Recently, NRL has shown to stimulate angiogenesis, cellular adhesion and the formation of extracellular matrix, promoting the replacement and regeneration of tissue. A dermatological delivery system comprising a topically acceptable, inert support impregnated with a metronidazole (MET) solution was developed. MET 2-(2- methyl- 5-nitro- 1H- imidazol- 1-yl) ethanol, has been widely used for the treatment of protozoa and anaerobic bacterial infections. MET is a nitroimidazole anti-infective medication used mainly in the treatment of infections caused by susceptible organisms, particularly anaerobic bacteria and protozoa. In a previous study, we have tested NRL as an occlusive membrane for GBR with promising results. One possible way to decrease the inflammatory process, it was incorporated the MET in NRL. MET was incorporated into the NRL, by mixing it in solution for in vitro protein delivery experiments. The solutions of latex and MET were polymerized at different temperatures, from -100 to 40 °C, in order to control the membrane morphology. SEM microscopy analysis showed that the number, size and distribution of pores in NRL membranes varied depending on polymerization temperature, as well as its overall morphology. Results demonstrated that the best drug-delivery system was the membrane polymerized at -100 °C, which does release 77,1% of its MET content for up 310 hours.