Factores asociados al apego y abandono del tratamiento de la tuberculosis pulmonar [por] Benito Miranda Méndez [y] Mario Alberto Puente López

Tesis (Maestría en Salud Pública) U.A.N.L.

Análisis de la actividad de extractos crudos de Juglans regia L., Juglans mollis y Carya illinoensis contra mycobacterium tuberculosis

Tesis (Maestro en Ciencias con Especialidad en Química de Productos Naturales)

Actividad antimicobacteriana sobre Mycobacterium tuberculosis y

[Tesis] (Maestro en Ciencias con Especialidad en Microbiología) U.A.N.L.

Efecto de 150 subcultivos continuos sobre la composición genética y de virulencia de cepas de mycobacterium tuberculosis.

Tesis (Maestría en Ciencias con Acentuación en Microbiología) UANL, 2011.

Aislamiento y caracterización de compuestos derivados de plantas de la familia juglandaceae con efecto antimicrobiano sobre mycobacterium tuberculosis.

Tesis (Maestría en Ciencias con Acentuación en Química de productos Naturales) UANL, 2011.

Identificación de genes Vinculados con la Condición de resistencia a Fármacos de Primera Línea en Mycobacterium tuberculosis.

Tesis (Maestría en Ciencias con Acentuación en Microbiología) UANL, 2011.

Consumo de alcohol y apego al tratamiento en personas con diagnóstico de tuberculosis pulmonar.

Tesis (Maestría en Ciencias de Enfermería) UANL, 2011.

Estudio comparativo de las técnicas de PCR y ADA en derrame pleural de pacientes presuntivos de tuberculosis.

Tesis (Maestría en Ciencias con Acentuación en Microbiología) UANL, 2012.

Análisis de la resupuesta humoral contra la proteína Hspx de mycobacterium tuberculosis como biomarcador de tuberculosis latente.

Tesis (Maestría en Ciencias con Acentuación en Inmunobiología) UANL, 2012.

Aportaciones al mecanismo de acción del ácido mesodihidroguaiarético sobre mycobacterium tuberculosis H37Rv.

Tesis (Maestría en Ciencias con Orientación en Farmacia) UANL, 2013.

Secuenciación del genoma de una clona de mycobacterium tuberculosis resistente a todos los medicamentos antituberculosis de primera línea.

Tesis (Maestría en Ciencias con orientación en Biología Molecular e Ingeniería Genética) UANL, 2014.

Latent Variable Models for Stochastic Discount Factors.

Latent variable models in finance originate both from asset pricing theory and time series analysis. These two strands of literature appeal to two different concepts of latent structures, which are both useful to reduce the dimension of a statistical model specified for a multivariate time series of asset prices. In the CAPM or APT beta pricing models, the dimension reduction is cross-sectional in nature, while in time-series state-space models, dimension is reduced longitudinally by assuming conditional independence between consecutive returns, given a small number of state variables. In this paper, we use the concept of Stochastic Discount Factor (SDF) or pricing kernel as a unifying principle to integrate these two concepts of latent variables. Beta pricing relations amount to characterize the factors as a basis of a vectorial space for the SDF. The coefficients of the SDF with respect to the factors are specified as deterministic functions of some state variables which summarize their dynamics. In beta pricing models, it is often said that only the factorial risk is compensated since the remaining idiosyncratic risk is diversifiable. Implicitly, this argument can be interpreted as a conditional cross-sectional factor structure, that is, a conditional independence between contemporaneous returns of a large number of assets, given a small number of factors, like in standard Factor Analysis. We provide this unifying analysis in the context of conditional equilibrium beta pricing as well as asset pricing with stochastic volatility, stochastic interest rates and other state variables. We address the general issue of econometric specifications of dynamic asset pricing models, which cover the modern literature on conditionally heteroskedastic factor models as well as equilibrium-based asset pricing models with an intertemporal specification of preferences and market fundamentals. We interpret various instantaneous causality relationships between state variables and market fundamentals as leverage effects and discuss their central role relative to the validity of standard CAPM-like stock pricing and preference-free option pricing.

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

Caracterización genética y evaluación de los genes de fosfolipasa C de Mycobacterium tuberculosis como factor de virulencia en una línea de macrófagos

Tesis ( Doctorado en Ciencias con Especialidad en Microbiología) UANL