Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.     

Understanding the role of surfactants on the preparation of ZnS nanocrystals

We have synthesized surface modified ZnS nanoparticles of size 2-3 nm using non-ionic surfactant-stabilized reverse emulsions. The non-ionic surfactants in the Span series, i.e. sorbitan monolaurate (Span 20) and sorbitan monooleate (Span 80) of hydrophilic-lipophilic balance (HLB) values of 8.6 and 4.3, respectively, have been used for the stabilization of emulsions. The role of these surfactants in controlling the size and properties of the ZnS nanoparticles has been discussed. The triethylamine (TEA) has been proved to be the effective surface modifying (capping) agent for the preparation of free-standing ZnS nanoparticles. The Span 20 with the higher HLB value of 8.6 has been found to be highly suitable in synthesizing TEA-capped ZnS nanoparticles of smaller size and higher photophysical characteristics compared to that of the Span 80 of lower HLB value of 4.3. A mechanism for the formation of TEA-capped ZnS nanoparticles from the surfactant-stabilized reverse emulsions has been proposed.     

Conformational analysis of some C2-symmetric cyclic peptides containing tetrahydrofuran amino acids

Cyclic oligomers of tetrahydrofuran amino acids, cyclo-(Taa1-Leu-Val)2 (left), cyclo-(Taa2-Leu-Val)2 (middle), and cyclo-(Taa2-Phe-Leu)2 (right), displayed well-defined intramolecularly hydrogen-bonded structures with distorted "beta-beta corner" motifs similar to the tennis ball seam.     

A theoretical study of antioxidant activity of some Schiff bases derived from biologically important phenolic aldehydes and phenylenediamines

Because of their numerous biological as well as industrial importance, the study of Schiff bases is an emerging field for the researchers, in recent time. In this study, we have designed some Schiff bases derived from biologically important precursors. The antioxidant activities of the designed compounds are thoroughly studied theoretically using density functional theory taking various parameters like bond dissociation enthalpy, ionization enthalpy, proton dissociation enthalpy, and electron transfer enthalpy followed by the study of effects of solvent, spin density, and molecular orbital on antioxidant activity of the compounds. The comparison of antioxidant activity of the compounds with that of phenol and their parent aldehydes reveals the superior antioxidant activity of the designed compounds. This study contributes towards the information of an important bridge between bioorganic and computational chemistry.     

Antitumour effect of Diospyros cordifolia bark on Ehrlich ascites carcinoma-bearing Swiss albino mice

Diospyros cordifolia Roxb. (Ebenaceae), commonly known as Indian ebony, is used traditionally for several medicinal purposes. In this study, the methanol extract of D. cordifolia bark (MEDC) was evaluated for its antitumour effect against Ehrlich ascites carcinoma (EAC)-bearing Swiss albino mice. Twenty-four hours after intraperitoneal inoculation of tumour (EAC) cells in mice, MEDC was administered intraperitoneally at 25 and 50?mg kg?1 bodyweight for 9 consecutive days. On the 10th day, half of the mice were sacrificed to determine the tumour volume, viable and non-viable tumour cell counts, and rest were kept alive for the assessment of median survival time and increase in life span. Haematological profiles were also determined. MEDC exhibited a marked decrease in tumour growth parameters and increased the survival rate of EAC-bearing animals. MEDC normalised the haematological parameters as compared with the EAC control mice. Therefore, this study demonstrated that D. cordifolia bark possessed remarkable antitumour efficacy.     

A miniaturized and integrated gel post platform for multiparameter PCR detection of herpes simplex viruses from raw genital swabs

Herpes simplex virus (HSV) is one of the most prevalent viruses, with acute and recurrent infections in humans. The current gold standard for the diagnosis of HSV is viral culture which takes 2-14 days and has low sensitivity. In contrast, DNA amplification by polymerase chain reaction (PCR) can be performed within 1-2 h. We here describe a multiparameter PCR assay to simultaneously detect HSV-1 and HSV-2 DNA templates, together with integrated positive and negative controls, with product detection by melting curve analysis (MCA), in an array of semi-solid polyacrylamide gel posts. Each gel post is 0.67 μL in volume, and polymerized with all the components required for PCR. Both PCR and MCA can currently be performed in one hour and 20 min. Unprocessed genital swabs collected in universal transport medium were directly added to the reagents before or after polymerization, diffusing from atop the gel posts. The gel post platform detects HSV templates in as little as 2.5 nL of raw sample. In this study, 45 genital swab specimens were tested blindly as a preliminary validation of this platform. The concordance of PCR on gel posts with conventional PCR was 91%. The primer sequestration method introduced here (wherein different primers are placed in different sets of posts) enables the simultaneous detection of multiple pathogens for the same sample, together with positive and negative controls, on a single chip. This platform accepts unprocessed samples and is readily adaptable to detection of multiple different pathogens or biomarkers for point-of-care diagnostics.     

Cd(ii)-triggered excimer-monomer conversion of a pyrene derivative: time dependent red-shift of monomer emission with cell staining application

An efficient fluorescent probe (E)-N1-((E)-2-((pyren-7-yl)methyleneamino)ethyl)-N2-((pyren-7-yl)methylene)ethane-1,2-diamine (L) has been synthesized by a facile one-step condensation reaction. L can selectively detect Cd(2+) in presence of other common metal ions in 0.1 M HEPES buffered DMSO-water (4?:?1, v/v) medium. The detection limit of Cd(2+) is 1.8 × 10(-8) M. Cd(2+) can effectively convert the excimer emission of L into its monomer emission which in turn exhibits a time-dependent red-shift.     

The striking influence of SWNT-COOH on self-assembled gelation

A miniscule amount of f-SWNTs remarkably improved (~17-fold) the gelation efficiency of amphiphilic molecules by triggering the formation of interconnecting self-assembled fibrillar networks (SAFIN) in supramolecular gelation.     

Carbazole-thiosemicarbazone-Hg(II) ensemble-based colorimetric and fluorescence turn-on toward iodide in aqueous media and its application in live cell imaging

A carbazole-thiosemicarbazone-Hg(2+) ensemble-based fluorogenic probe for detection of iodide in aqueous media is reported. The first fluorescent sensor for iodide anions was constructed based on the displacement approach. An 'ensemble' is able to selectively sense iodide over other anions followed by the release of 9-(butane-1-yl)-9H-carbazole-3,6-dihydrazinecarbothioamide to give a remarkable change of fluorescence turn-on signal at pH 7.4 under aqueous media. The practical use of an 'ensemble' was demonstrated by its application to the detection of iodide in the living cells.     

Application of Probe Electrospray Ionization Mass Spectrometry (PESI-MS) to Clinical Diagnosis: Solvent Effect on Lipid Analysis

We have examined several combinations of solvents with the aim of optimizing the ionization conditions for molecular diagnosis of malignant tumours by PESI-MS. Although the best conditions may depend on the actual species in the sample, the optimal conditions for renal cell carcinoma (RCC) were achieved by using alcohols. PESI-MS successfully delineated the differential expression of phospholipids (PCs) and triacylglycerols (TAGs) in noncancerous and RCC tissues by using these solvent systems. This study paves the way for the application of PESI-MS in medical samples.