Generalizing Merton's approach of pricing risky debt: some closed form results

In this work, I generalize Merton's approach of pricing risky debt to the case where the interest rate risk is modeled by the CIR term structure. Closed form result for pricing the debt is given for the case where the firm value has non-zero correlation with the interest rate. This extends previous closed form pricing formular of zero-correlation case to the generic one of non-zero correlation between the firm value and the interest rate.Comment: 7 pages, Revtex styl

Rings and bars: unmasking secular evolution of galaxies

Secular evolution gradually shapes galaxies by internal processes, in contrast to early cosmological evolution which is more rapid. An important driver of secular evolution is the flow of gas from the disk into the central regions, often under the influence of a bar. In this paper, we review several new observational results on bars and nuclear rings in galaxies. They show that these components are intimately linked to each other, and to the properties of their host galaxy. We briefly discuss how upcoming observations, e.g., imaging from the Spitzer Survey of Stellar Structure in Galaxies (S4G), will lead to significant further advances in this area of research.Comment: Invited review at "Galaxies and their Masks", celebrating Ken Freeman's 70-th birthday, Sossusvlei, Namibia, April 2010. To be published by Springer, New York, editors D.L. Block, K.C. Freeman, & I. Puerari; minor change

A role for XRCC2 gene polymorphisms in breast cancer risk and survival

Background The XRCC2 gene is a key mediator in the homologous recombination repair of DNA double strand breaks. It is hypothesised that inherited variants in the XRCC2 gene might also affect susceptibility to, and survival from, breast cancer. Methods The study genotyped 12 XRCC2 tagging single nucleotide polymorphisms (SNPs) in 1131 breast cancer cases and 1148 controls from the Sheffield Breast Cancer Study (SBCS), and examined their associations with breast cancer risk and survival by estimating ORs and HRs, and their corresponding 95% CIs. Positive findings were further investigated in 860 cases and 869 controls from the Utah Breast Cancer Study (UBCS) and jointly analysed together with available published data for breast cancer risk. The survival findings were further confirmed in studies (8074 cases) from the Breast Cancer Association Consortium (BCAC). Results The most significant association with breast cancer risk in the SBCS dataset was the XRCC2 rs3218408 SNP (recessive model p=2.3×10−4, minor allele frequency (MAF)=0.23). This SNP yielded an ORrec of 1.64 (95% CI 1.25 to 2.16) in a two-site analysis of SBCS and UBCS, and a meta-ORrec of 1.33 (95% CI 1.12 to 1.57) when all published data were included. This SNP may mark a rare risk haplotype carried by two in 1000 of the control population. Furthermore, the XRCC2 coding R188H SNP (rs3218536, MAF=0.08) was significantly associated with poor survival, with an increased per-allele HR of 1.58 (95% CI 1.01 to 2.49) in a multivariate analysis. This effect was still evident in a pooled meta-analysis of 8781 breast cancer patients from the BCAC (HR 1.19, 95% CI 1.05 to 1.36; p=0.01). Conclusions These findings suggest that XRCC2 SNPs may influence breast cancer risk and survival

Measurement of D*+/- meson production in jets from pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

This paper reports a measurement of D*+/- meson production in jets from proton-proton collisions at a center-of-mass energy of sqrt(s) = 7 TeV at the CERN Large Hadron Collider. The measurement is based on a data sample recorded with the ATLAS detector with an integrated luminosity of 0.30 pb^-1 for jets with transverse momentum between 25 and 70 GeV in the pseudorapidity range |eta| < 2.5. D*+/- mesons found in jets are fully reconstructed in the decay chain: D*+ -> D0pi+, D0 -> K-pi+, and its charge conjugate. The production rate is found to be N(D*+/-)/N(jet) = 0.025 +/- 0.001(stat.) +/- 0.004(syst.) for D*+/- mesons that carry a fraction z of the jet momentum in the range 0.3 < z < 1. Monte Carlo predictions fail to describe the data at small values of z, and this is most marked at low jet transverse momentum.Comment: 10 pages plus author list (22 pages total), 5 figures, 1 table, matches published version in Physical Review

Selection of antigenically advanced variants of seasonal influenza viruses

Influenza viruses mutate frequently, necessitating constant updates of vaccine viruses. To establish experimental approaches that may complement the current vaccine strain selection process, we selected antigenic variants from human H1N1 and H3N2 influenza virus libraries possessing random mutations in the globular head of the haemagglutinin protein (which includes the antigenic sites) by incubating them with human and/or ferret convalescent se

Search for supersymmetry in final states with jets, missing transverse momentum and one isolated lepton in sqrt{s} = 7 TeV pp collisions using 1 fb-1 of ATLAS data

We present an update of a search for supersymmetry in final states containing jets, missing transverse momentum, and one isolated electron or muon, using 1.04 fb^-1 of proton-proton collision data at sqrt{s} = 7 TeV recorded by the ATLAS experiment at the LHC in the first half of 2011. The analysis is carried out in four distinct signal regions with either three or four jets and variations on the (missing) transverse momentum cuts, resulting in optimized limits for various supersymmetry models. No excess above the standard model background expectation is observed. Limits are set on the visible cross-section of new physics within the kinematic requirements of the search. The results are interpreted as limits on the parameters of the minimal supergravity framework, limits on cross-sections of simplified models with specific squark and gluino decay modes, and limits on parameters of a model with bilinear R-parity violation.Comment: 18 pages plus author list (30 pages total), 9 figures, 4 tables, final version to appear in Physical Review

Reducing heterotic M-theory to five dimensional supergravity on a manifold with boundary

This paper constructs the reduction of heterotic $M$-theory in eleven dimensions to a supergravity model on a manifold with boundary in five dimensions using a Calabi-Yau three-fold. New results are presented for the boundary terms in the action and for the boundary conditions on the bulk fields. Some general features of dualisation on a manifold with boundary are used to explain the origin of some topological terms in the action. The effect of gaugino condensation on the fermion boundary conditions leads to a `twist' in the chirality of the gravitino which can provide an uplifting mechanism in the vacuum energy to cancel the cosmological constant after moduli stabilisation.Comment: 16 pages, RevTe

PHIP - a novel candidate breast cancer susceptibility locus on 6q14.1

Most non-BRCA1/2 breast cancer families have no identified genetic cause. We used linkage and haplotype analyses in familial and sporadic breast cancer cases to identify a susceptibility locus on chromosome 6q. Two independent genome-wide linkage analysis studies suggested a 3 Mb locus on chromosome 6q and two unrelated Swedish families with a LOD > 2 together seemed to share a haplotype in 6q14.1. We hypothesized that this region harbored a rare high-risk founder allele contributing to breast cancer in these two families. Sequencing of DNA and RNA from the two families did not detect any pathogenic mutations. Finally, 29 SNPs in the region were analyzed in 44,214 cases and 43,532 controls from BCAC, and the original haplotypes in the two families were suggested as low-risk alleles for European and Swedish women specifically. There was also some support for one additional independent moderate-risk allele in Swedish familial samples. The results were consistent with our previous findings in familial breast cancer and supported a breast cancer susceptibility locus at 6q14.1 around the PHIP gene.Peer reviewe

Genetic predisposition to ductal carcinoma in situ of the breast

Background: Ductal carcinoma in situ (DCIS) is a non-invasive form of breast cancer. It is often associated with invasive ductal carcinoma (IDC), and is considered to be a non-obligate precursor of IDC. It is not clear to what extent these two forms of cancer share low-risk susceptibility loci, or whether there are differences in the strength of association for shared loci. Methods: To identify genetic polymorphisms that predispose to DCIS, we pooled data from 38 studies comprising 5,067 cases of DCIS, 24,584 cases of IDC and 37,467 controls, all genotyped using the iCOGS chip. Results: Most (67 %) of the 76 known breast cancer predisposition loci showed an association with DCIS in the same direction as previously reported for invasive breast cancer. Case-only analysis showed no evidence for differences between associations for IDC and DCIS after considering multiple testing. Analysis by estrogen receptor (ER) status confirmed that loci associated with ER positive IDC were also associated with ER positive DCIS. Analysis of DCIS by grade suggested that two independent SNPs at 11q13.3 near CCND1 were specific to low/intermediate grade DCIS (rs75915166, rs554219). These associations with grade remained after adjusting for ER status and were also found in IDC. We found no novel DCIS-specific loci at a genome wide significance level of P < 5.0x10-8. Conclusion: In conclusion, this study provides the strongest evidence to date of a shared genetic susceptibility for IDC and DCIS. Studies with larger numbers of DCIS are needed to determine if IDC or DCIS specific loci exist

Measurement of tau polarization in W->taunu decays with the ATLAS detector in pp collisions at sqrt(s) = 7 TeV

In this paper, a measurement of tau polarization in W->taunu decays is presented. It is measured from the energies of the decay products in hadronic tau decays with a single final state charged particle. The data, corresponding to an integrated luminosity of 24 pb^-1, were collected by the ATLAS experiment at the Large Hadron Collider in 2010. The measured value of the tau polarization is Ptau = -1.06 +/- 0.04 (stat) + 0.05 (syst) - 0.07 (syst), in agreement with the Standard Model prediction, and is consistent with a physically allowed 95% CL interval [-1,-0.91]. Measurements of tau polarization have not previously been made at hadron colliders.Comment: 10 pages plus author list (25 pages total), 4 figures, 4 tables, revised author list, matches published EPJC versio