Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

Die Faktorisierungsmethode für die elektrische Impedanztomographie im Halbraum

In der vorliegenden Arbeit wird die Faktorisierungsmethode zur Erkennung von Inhomogenitäten der Leitfähigkeit in der elektrischen Impedanztomographie auf unbeschränkten Gebieten - speziell der Halbebene bzw. dem Halbraum - untersucht. Als Lösungsräume für das direkte Problem, d.h. die Bestimmung des elektrischen Potentials zu vorgegebener Leitfähigkeit und zu vorgegebenem Randstrom, führen wir gewichtete Sobolev-Räume ein. In diesen wird die Existenz von schwachen Lösungen des direkten Problems gezeigt und die Gültigkeit einer Integraldarstellung für die Lösung der Laplace-Gleichung, die man bei homogener Leitfähigkeit erhält, bewiesen. Mittels der Faktorisierungsmethode geben wir eine explizite Charakterisierung von Einschlüssen an, die gegenüber dem Hintergrund eine sprunghaft erhöhte oder erniedrigte Leitfähigkeit haben. Damit ist zugleich für diese Klasse von Leitfähigkeiten die eindeutige Rekonstruierbarkeit der Einschlüsse bei Kenntnis der lokalen Neumann-Dirichlet-Abbildung gezeigt. Die mittels der Faktorisierungsmethode erhaltene Charakterisierung der Einschlüsse haben wir in ein numerisches Verfahren umgesetzt und sowohl im zwei- als auch im dreidimensionalen Fall mit simulierten, teilweise gestörten Daten getestet. Im Gegensatz zu anderen bekannten Rekonstruktionsverfahren benötigt das hier vorgestellte keine Vorabinformation über Anzahl und Form der Einschlüsse und hat als nicht-iteratives Verfahren einen vergleichsweise geringen Rechenaufwand.

Reti socievoli: l’impatto dei social networks nella costruzione dello spazio pubblico

La tesi si è consolidata nell’analisi dell’impatto dei social networks nella costruzione dello spazio pubblico, nella sfera di osservazione che è la rete e il web2.0. Osservando che il paradigma della società civile si sia modificato. Ridefinendo immagini e immaginari e forme di autorappresentazione sui new media (Castells, 2010). Nel presupposto che lo spazio pubblico “non è mai una realtà precostituita” (Innerarity, 2008) ma si muove all’interno di reti che generano e garantiscono socievolezza. Nell’obiettivo di capire cosa è spazio pubblico. Civic engagement che si rafforza in spazi simbolici (Sassen, 2008), nodi d’incontro significativi. Ivi cittadini-consumatori avanzano corresponsabilmente le proprie istanze per la debacle nei governi.. Cultura partecipativa che prende mossa da un nuovo senso civico mediato che si esprime nelle “virtù” del consumo critico. Portando la politica sul mercato. Cultura civica autoattualizzata alla ricerca di soluzioni alle crisi degli ultimi anni. Potere di una comunicazione che riduce il mondo ad un “villaggio globale” e mettono in relazione i pubblici connessi in spazi e tempi differenti, dando origine ad azioni collettive come nel caso degli Indignados, di Occupy Wall Street o di Rai per una notte. Emerge un (ri)pensare la citizenship secondo due paradigmi (Bennett,2008): l’uno orientato al governo attraverso i partiti, modello “Dutiful Citizenship”; l’altro, modello “Self Actualizing Citizenship” per cui i pubblici attivi seguono news ed eventi, percepiscono un minor obbligo nel governo, il voto è meno significativo per (s)fiducia nei media e nei politici. Mercato e società civile si muovono per il bene comune e una nuova “felicità”. La partecipazione si costituisce in consumerismo politico all’interno di reti in cui si sviluppano azioni individuali attraverso il social networking e scelte di consumo responsabile. Partendo dall’etnografia digitale, si è definito il modello “4 C”: Conoscenza > Coadesione > Co-partecipazione > Corresposabilità (azioni collettive) > Cultura-bility.

Type Systems for Distributed Programs: Components and Sessions

Modern software systems, in particular distributed ones, are everywhere around us and are at the basis of our everyday activities. Hence, guaranteeing their cor- rectness, consistency and safety is of paramount importance. Their complexity makes the verification of such properties a very challenging task. It is natural to expect that these systems are reliable and above all usable. i) In order to be reliable, compositional models of software systems need to account for consistent dynamic reconfiguration, i.e., changing at runtime the communication patterns of a program. ii) In order to be useful, compositional models of software systems need to account for interaction, which can be seen as communication patterns among components which collaborate together to achieve a common task. The aim of the Ph.D. was to develop powerful techniques based on formal methods for the verification of correctness, consistency and safety properties related to dynamic reconfiguration and communication in complex distributed systems. In particular, static analysis techniques based on types and type systems appeared to be an adequate methodology, considering their success in guaranteeing not only basic safety properties, but also more sophisticated ones like, deadlock or livelock freedom in a concurrent setting. The main contributions of this dissertation are twofold. i) On the components side: we design types and a type system for a concurrent object-oriented calculus to statically ensure consistency of dynamic reconfigurations related to modifications of communication patterns in a program during execution time. ii) On the communication side: we study advanced safety properties related to communication in complex distributed systems like deadlock-freedom, livelock- freedom and progress. Most importantly, we exploit an encoding of types and terms of a typical distributed language, session π-calculus, into the standard typed π- calculus, in order to understand their expressive power.

Controllo dei parassiti nel rettilario del Bioparco di Roma

Poiché le infestazioni parassitarie dei rettili in cattività possono incidere sulla loro salute, è stato condotto uno studio sui parassiti intestinali e gli ectoparassiti su 213 rettili del Bioparco di Roma. In cattività, dove gli animali sono confinati in piccoli spazi, la concentrazione di parassiti può essere più alta. Alcuni di essi sono innocui, ma altri, specialmente in associazione allo stress, possono essere pericolosi, causare malattie e portare anche alla morte se non trattati. Inoltre, i rettili parassitati hanno una vita più breve, sono più suscettibili ad altre malattie, hanno scarsa fertilità, ridotta crescita ed alta mortalità. Tra Gennaio 2012 e Dicembre 2014 sono stati raccolti campioni da 213 rettili che non mostravano alcun segno clinico e che includevano 23 specie di sauri, 20 specie di cheloni, 20 specie di ofidi e 4 specie di alligatori. I campioni sono stati esaminati per la presenza di parassiti intestinali mediante copromicroscopia di tipo qualitativo previa sedimentazione e successiva flottazione, mentre la tecnica di Zihel-Neelsen è stata usata per la ricerca di oocisti di Cryptosporidium . I campioni di feci sottoposti ad esame copromicroscopico qualitativo sono risultati positivi per almeno una tipologia di endoparassiti nel 49% dei casi. Il 35% dei campioni è risultato positivo per ossiuri, il 22% per coccidi, l’1% per strongili ed il 5% per ascaridi. Degli strisci fecali colorati con la tecnica di Zihel-Neelsen, il 25% sono risultati positivi per Cryptosporidium spp. Ossiuri e coccidi sono stati più prevalenti nei sauri rispetto ai cheloni, agli ofidi e agli alligatori e nel 14% è stata osservata la presenza di entrambi. Inoltre, per quanto riguarda gli ectoparassiti, sono state rilevate uova di Myocoptes musculinus nel 24% dei rettili esaminati. Tutti gli strisci risultati positivi per Cryptosporidium spp. sono stati inviati all’Università di Santiago de Compostela per essere sottoposti alla tecnica PCR.

[Sarcomas and mixed mesodermal tumors of the uterus]

Malignant mesodermal tumors of the uterus are an inhomogenous group of uterine malignancies with different pathogenesis, clinical presentation and prognosis. These rare tumors represent approximately 1 % of all uterine malignancies. The aggressive carcinosarcomas or mixed muellerian tumors are defined by mixed malignant epithelial and malignant mesodermal histopathology and are of the same precursor cell origin like endometrial cancer. Thus, carcinosarcomas were reclassified by the FIGO as an aggressive type of endometrial cancer and treated like type II endometrial cancer. Adenosarcomas are also mixed tumors with benign epithelial proliferation and malignant mesodermal cell growth, have a good prognosis and represent less than 5 % of all mesodermal uterine malignancies. Besides carcinosarcomas, the pure mesodermal leiomyosarcomas are the most common mesodermal malignancies. Patients with leiomyosarcamos are usually perimenopausal, and although more than half of the patients present with symptoms, diagnosis occurs incidentally in most cases in final histopathologic workup of an excised putative myoma or uterus. Adequate anamnesis, gynecologic examination and careful imaging by transvaginal ultrasound in the preoperative setting might hint to correct differential diagnosis in many cases. Overall the prognosis of uterine leiomyomas is poor. Malignancies of the endometrial stroma are very rare and divided in two subgroups, the mostly estrogen receptor positive endometrial stromal sarcoma, which occur preferably in premenopausal women and show a favorable prognosis, and the very aggressive undifferentiated endometrial sarcomas. The more rare undifferentiated endometrial sarcomas occur in postmenopausal women and most patients die in the first two years after diagnosis. Risk stratification of preoperative differential diagnosis requires improvements and the correct histopathologic workup of mesodermal uterine malignancies is still a challenge for pathologists.

Genomic Data Reveal a Complex Making of Humans

In the last few years, two paradigms underlying human evolution have crumbled. Modern humans have not totally replaced previous hominins without any admixture, and the expected signatures of adaptations to new environments are surprisingly lacking at the genomic level. Here we review current evidence about archaic admixture and lack of strong selective sweeps in humans. We underline the need to properly model differential admixture in various populations to correctly reconstruct past demography. We also stress the importance of taking into account the spatial dimension of human evolution, which proceeded by a series of range expansions that could have promoted both the introgression of archaic genes and background selection.

Etiology and pathogenesis of adverse drug reactions

In clinical routine, adverse drug reactions (ADR) are common, and they should be included in the differential diagnosis in all patients undergoing drug treatment. Only part of those ADR are immune-mediated hypersensitivity reactions and thus true drug allergies. Far more common are non-immune-mediated ADR, e.g. due to the pharmacological properties of the drug or to the individual predisposition of the patient (enzymopathies, cytokine dysbalance, mast cell hyperreactivity). In true drug allergiesT cell- and immunoglobulin E (lgE)-mediated reactions dominate the clinical presentation. T cell-mediated ADR usually have a delayed appearance and include skin eruptions in most cases. Nevertheless, it should not be forgotten that they may involve systemic T cell activation and thus take a severe, sometimes lethal turn. Clinical danger signs are involvement of mucosal surfaces, blistering within the exanthematous skin areas and systemic symptoms, e.g. fever or malaise. Drug presentation via antigen-presenting cells to T cells can either involve the classical pathway of haptenization of endogenous proteins or be directly mediated via noncovalent binding to immune receptors (MHC molecules or T cell receptors), the so-called p-i concept. Flare-up reactions during the acute phase of T cell-mediated ADR should not be mistaken for true drug allergies, as they only occur in the setting of a highly activated T cell pool. IgE-mediated ADR are less frequent and involve mast cells and/or basophils as peripheral effector cells. Recent data suggest that certain patients with drug allergy have a preexistent sensitization although they have never been exposed to the culprit drug, probably due to cross-reactivity. Thus, allergic drug reactions on first encounter are possible. In general, the extent of cross-reactivity is higher in IgE-compared to T cell-mediated ADR. Based on a specific ethnic background and only for severe T cell-mediated ADR to certain drugs, a strong HLA association has been established recently.

[Allergies to animals and fungi]

Allergies to animals are behind the house-dust mite allergy the most frequent cause for indoor allergic respiratory symptoms. In case of persistent allergen exposure symptoms like rhinitis, itch of the skin or asthma are usually not perceived intensively and, thus, can not assigned to an animal or an animal source. In many cases animal allergies are based on a perennial allergen exposure. Although most likely all animals may be the cause of a respiratory allergy, cats, dogs, and horses are the most frequent elicitors. The diagnosis of an allergy to an animal needs to be set with due care, since it often causes emotional reactions, diverse conflicts, but also lack of understanding. Rarer are allergies to fungi even though fungi as allergen sources since decades belong to the differential diagnosis in respiratory allergies particularly in case of late summer asthma. Fungi are ubiquitous and present indoors as well as outdoors. Unfortunately the field of fungal allergy is not well explored and diagnostic possibilities are limited. The most promising therapy in both allergy to animals and fungi would be complete avoiding of contact with the respective allergen source. Indeed many preventive recommendations are given; however, realization is often not successful. In selected cases specific immunotherapy for both animal and fungal allergies is a potential therapeutic option.

Takotsubo cardiomyopathy or transient left ventricular apical ballooning syndrome: A systematic review

BACKGROUND: Transient left ventricular apical ballooning syndrome (TLVABS) is an acute cardiac syndrome mimicking ST-segment elevation myocardial infarction characterized by transient wall-motion abnormalities involving apical and mid-portions of the left ventricle in the absence of significant obstructive coronary disease. METHODS: Searching the MEDLINE database 28 case series met the eligibility criteria and were summarized in a narrative synthesis of the demographic characteristics, clinical features and pathophysiological mechanisms. RESULTS: TLVABS is observed in 0.7-2.5% of patients with suspected ACS, affects women in 90.7% (95% CI: 88.2-93.2%) with a mean age ranging from 62 to 76 years and most commonly presents with chest pain (83.4%, 95% CI: 80.0-86.7%) and dyspnea (20.4%, 95% CI: 16.3-24.5%) following an emotionally or physically stressful event. ECG on admission shows ST-segment elevations in 71.1% (95% CI: 67.2-75.1%) and is accompanied by usually mild elevations of Troponins in 85.0% (95% CI: 80.8-89.1%). Despite dramatic clinical presentation and substantial risk of heart failure, cardiogenic shock and arrhythmias, LVEF improved from 20-49.9% to 59-76% within a mean time of 7-37 days with an in-hospital mortality rate of 1.7% (95% CI: 0.5-2.8%), complete recovery in 95.9% (95% CI: 93.8-98.1%) and rare recurrence. The underlying etiology is thought to be based on an exaggerated sympathetic stimulation. CONCLUSION: TLVABS is a considerable differential diagnosis in ACS, especially in postmenopausal women with a preceding stressful event. Data on longterm follow-up is pending and further studies will be necessary to clarify the etiology and reach consensus in acute and longterm management of TLVABS.

Imaging of chronic recurrent multifocal osteomyelitis of childhood first presenting with isolated primary spinal involvement

OBJECTIVE: Initial presentation with primary spinal involvement in chronic recurrent multifocal osteomyelitis of childhood (CRMO) is rare. Our objective was to review the imaging appearances of three patients who had CRMO who initially presented with isolated primary spinal involvement. DESIGN AND PATIENTS: The imaging, clinical, laboratory and histology findings of the three patients were retrospectively reviewed. Imaging included seven spinal MR imaging scans, one computed tomography scan, nine bone scans, two tomograms and 16 radiographs. These were reviewed by two musculoskeletal radiologists and a consensus view is reported. All three patients presented with atraumatic spinal pain and had extensive bone spinal pathology. The patients were aged 11, 13 and 12 years. There were two females and one male. RESULTS AND CONCLUSIONS: The initial patient had thoracic T6 and T8 vertebra plana. Bone scan showed additional vertebral body involvement. Follow-up was available over a 3 year period. The second patient had partial collapse of T9 and, 2 years later, of C6. Subsequently extensive multifocal disease ensued and follow-up was available over 8 years. The third patient initially had L3 inferior partial collapse and 1 year later T8 involvement with multifocal disease. Follow-up was available over 3 years. The imaging findings of the three patients include partial and complete vertebra plana with a subchondral line adjacent to endplates associated with bone marrow MR signal alterations. Awareness of the imaging appearances may help the radiologist to include this entity in the differential diagnosis in children who present with spinal pathology and no history of trauma. Histopathological examination excludes tumor and infection but with typical imaging findings may not always be necessary.

Differenzialdiagnose der infektiösen posterioren Uveitis

Infektiöse Ursachen bilden die größte ätiologische Gruppe posteriorer Uveitiden. Als Einzeldiagnosen stehen die Toxoplasmose als infektiöse Erkrankung und der Morbus Behçet als nicht infektiöse Erkrankung an erster Stelle. Bei akuten Entzündungsprozessen immunkompetenter Patienten ist eine exakte Diagnose häufig infolge einer recht dichten Glaskörperinfiltration schwierig zu stellen. In diesen Fällen trägt die Beurteilung des Krankheitsverlaufs zur Differenzialdiagnose wesentlich bei. Virale Netzhautnekrosen verschlechtern sich typischerweise hochakut, Sehstörungen und klinische Symptome bei Morbus Behçet und Toxoplasmose nehmen innerhalb weniger Tage bis 2 Wochen zu, während andere Erkrankungen einen eher schleichenden Verlauf zeigen. Die Dauer der Erkrankung und systemische Grunderkrankungen sind bei der ersten okulären Manifestation häufig nicht bekannt. Grundsätzlich ist die Sehfunktion bedroht, wenn die Makula in den entzündlichen Prozess einbezogen ist, wenn häufige Rezidive zu einer Beteiligung der Makula führen, aber auch wenn sich Sekundärkomplikationen wie ein Makulaödem entwickeln. Bei Kindern muss außerdem an die Gefahr einer Amblyopie infolge entzündlicher Medientrübungen gedacht werden, insbesondere bei Glaskörpertrübungen. Deshalb ist eine rasche interdisziplinäre diagnostische Abklärung und darauf basierende Therapiestrategie erforderlich. Diese muss einerseits ätiologisch abgestützt sein, andererseits sollte sie rechtzeitig steroidsparende Immunsuppresiva und eventuell chirurgische Maßnahmen beinhalten.

Characterization of osteopontin charge forms produced by osteoblasts

Osteopontin (OPN) is a highly-phosphorylated extracellular matrix protein localized in bone, kidney, placenta, T-lymphocytes, macrophages, smooth muscle of the vascular system, milk, urine, and plasma. In ROS 17/2.8 osteoblast-like osteosarcoma cells, 1,25-dihydroxyvitamin D3 [1,25(OH)2D 3] regulates OPN at the transcriptional level resulting in increased steady state mRNA levels and increased production of OPN protein, maximal at 48 hours. Using ROS 17/2.8 cells as an osteoblast model, OPN was purified from culture medium after three hour treatments of either vehicle (ethanol) or 1,25(OH)2D3 via barium citrate precipitation followed by immunoaffinity chromatography. ^ Here, further evidence of regulation of OPN by 1,25(OH)2D 3 at the posttranslational level is presented. Prior to the up-regulation of OPN at the transcriptional level, 1,25(OH)2D3 induces a shift in OPN isoelectric point (pI) detected on two-dimensional gels from pI 4.6 to pI 5.1. Loading equal amounts of [32P]-labeled OPN recovered from ROS 17/2.8 cells exposed to 1,25(OH)2D3 or vehicle alone for three hours reveals that the shift from pI 4.6 to 5.1 is the result of reduced phosphorylation. Using structural analogs to 1,25(OH) 2D3, analog AT [25-(OH)-16-ene-23-yne-D3], which triggers Ca2+ influx through voltage sensitive Ca2+ channels but does not bind to the vitamin D receptor, mimicked the OPN pI shift while analog BT [1,25(OH)2-22-ene-24-cyclopropyl-D 3], which binds to the vitamin D receptor but does not allow Ca 2+ influx, did not. Inclusion of the Ca2+ channel blocker nifedipine also blocks the charge shift conversion of OPN. Further analysis of the signaling pathway initiated by 1,25(OH)2D3 reveals that inhibition of the cyclic 3′,5′ -adenosine monophosphate-dependent kinase, protein kinase A, or inhibition of the cyclic 3′,5′-guanine monophosphate-dependent kinase, protein kinase G, also prevents the charge shift conversion. ^ Isolation of OPN from rat femurs and tibiae provides evidence for the existence of these two OPN charge forms in vivo, evidenced by differential migration on isoelectric focusing gels and sodium dodecyl sulfate-polyacrylamide gels. Peptide sequencing of rat long bone fractions revealed the presence of a presumed dentin specific protein, dentin matrix protein-1 (DMP-1). Western blot analysis confirmed the existence of DMP-1 in these fractions. ^ Using the OPN charge forms in functional assays, it was determined that the charge forms have differential roles in both cell surface and mineralization functions. In cell attachment assays and Ca2+ influx assays using PC-3 prostate cancer cells, the pI 5.1 charge form of OPN was found to permit binding and increase intracellular Ca2+ concentrations of PC-3 cells. The increase in intracellular Ca2+ concentration was found to be integrin αvβ3-dependent. In mineralization assays, the pI 4.6 charge form of OPN promoted hydroxyapatite formation, while the pI 5.1 charge form had improved Ca2+ binding ability. ^ In conclusion, these findings suggest that 1,25(OH) 2D3 regulates OPN not only at the transcriptional level, but also plays a role in determination of the OPN phosphorylation state. The latter involves a short term (less than three hours) treatment and is associated with membrane-initiated Ca2+ influx. Functional assays utilizing the two OPN charge forms reveal the dependence of OPN post-translational state on its function. ^

Hypereosinophiliesyndrome

In den vergangenen Jahren wurden zahlreiche neue Erkenntnisse zur Biologie eosinophiler Granulozyten, ihrer Rolle für die Gesundheit und bei Krankheiten gewonnen. Differenzierte Kenntnisse zur Pathogenese, neue diagnostische Methoden und Therapeutika haben das Verständnis zur Hypereosinophilie und damit assoziierten Erkrankungen und Syndromen fundamental geändert. In dieser Übersichtsarbeit diskutieren wir die gegenwärtige Klassifikation der Hypereosinophiliesyndrome und neue Therapieansätze.

Probing the moduli dependence of refined topological amplitudes

With the aim of providing a worldsheet description of the refined topological string, we continue the study of a particular class of higher derivative couplings Fg,n in the type II string effective action compactified on a Calabi–Yau threefold. We analyse first order differential equations in the anti-holomorphic moduli of the theory, which relate the Fg,n to other component couplings. From the point of view of the topological theory, these equations describe the contribution of non-physical states to twisted correlation functions and encode an obstruction for interpreting the Fg,n as the free energy of the refined topological string theory. We investigate possibilities of lifting this obstruction by formulating conditions on the moduli dependence under which the differential equations simplify and take the form of generalised holomorphic anomaly equations. We further test this approach against explicit calculations in the dual heterotic theory.