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Shaoyu Li,Hongming Huang,Li-Chuan Tsai 한국재무학회 2012 한국재무학회 학술대회 Vol.2012 No.09
The main purpose of this paper is to derive the analytic valuation formulae of xed range accrual notes (FiRAN) and oating range accrual notes (FlRAN) in the context of an a¢ ne term-structure model incorporating stochastic long-run mean, stochastic volatility and jumps according to the empirical ndings of An- dersen et al.(2004). We propose a quasi-analytic pricing and hedging solutions for range accrual notes and these solutions are demonstrated in sensitivity analysis. Our numerical results show all these three factors signi cantly a¤ect the values and hedging strategies of range accural notes, and the factor of stochastic mean plays the most important role in either valuation or hedging.
Shu-Li Cheng,Fu-Chi Yang,Hsuan-Te Chu,Chia-Kuang Tsai,Shih-Chieh Ku,Yu-Ting Tseng,Ta-Chuan Yeh,Chih-Sung Liang 대한신경정신의학회 2020 PSYCHIATRY INVESTIGATION Vol.17 No.12
Objective Schizophrenia has been associated with dysfunction of the hypothalamic-pituitary-adrenal axis. Furthermore, alterations in neurotrophic factors might contribute to the pathogenesis of schizophrenia. We aimed to evaluate the effects of a simulated laughter intervention on the levels of cortisol and BDNF and to determine whether the effects associated with simulated laughter could be sustained after discontinuation of the intervention. Methods In this randomized controlled study, patients with schizophrenia according to DSM-IV clinical criteria were randomly assigned to receive either 8-week-long simulated laughter intervention (n=32) or treatment-as-usual group (control group, n=27). The serum levels of BDNF and cortisol were measured at baseline, week 8, and four weeks after discontinuation (week 12) of the intervention program. Results After an 8-week simulated laughter intervention, the laughter group had significantly higher levels of BDNF; however, four weeks after discontinuation of the intervention, the levels of BDNF significantly dropped. Interestingly, the levels of cortisol did not change significantly at week 8, but they were significantly elevated at week 12. The levels of BDNF and cortisol in the control group did not change significantly between week 0 and week 8. Conclusion These findings suggest that the simulated laughter intervention has an early effect on neurogenesis with a significant delayed effect on stress regulation in subjects with schizophrenia.
Hung-Chin Tsai,Yu-Hsin Chen,Chuan-Min Yen,Li-Yu Chung 대한기생충학ㆍ열대의학회 2019 The Korean Journal of Parasitology Vol.57 No.3
Steroids are commonly used in patients with eosinophilic meningitis caused by A. cantonensis infections. The mechanism steroids act on eosinophilic meningitis remains unclear. In this mouse experiments, expressions of 14-3-3 isoform β and γ proteins significantly increased in the CSF 2-3 weeks after the infection, but not increasedin the dexa- methasone-treated group. Expression of 14-3-3 β, γ, ε, and θ isoforms increased in brain meninges over the 3-week pe- riod after infection and decreased due to dexamethasone treatment. In conclusion, administration of dexamethasone in mice with eosinophilic meningitis decreased expressions of 14-3-3 isoform proteins in the CSF and in brain meninges.