a group of 1,3-biarylhydrazide derivatives possessing a cox-2 azido pharmacophore at the para- position of the c-1 phenyl ring in conjunction with a n-3 phenyl or substituted-phenyl ring (4-f,4-cl,4-ome) were designed and synthesized based on nucleophilic substitution reaction. a molecular modelling study of these compounds showed that the designed molecules were well bound with the active site...

In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll-Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast sca...

The Lie-algebraic approach has been applied to solve the bond pricing problem in single-factor interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll-Ross model, double square-root model, and Ahn-Gao model, are investigated. By exploiting the dynamical symmetry of their bond pricing equations, analytical closed-form pricing formulae can be deriv...

JOSEPH F. Ross, M.D., Editor

Instructional design models provide for a systematic approach of implementing the instructional design process for a specific educational initiative (Morrison, Ross, & Kemp, 2004). This paper will briefly describe the purpose and what instructional models are followed by process of three selected models: (a) the Dick and Carey systems approach; (b) Morrison, Ross and Kemp model (also known as t...

We solve a Dixit and Pindyck type irreversible investment problem in continuous time under the assumption that the project value follows a Cox–Ingersoll–Ross process. This setup works well for modeling foreign direct investment in the framework of real options, when the exchange rate is uncertain and the project value fixed in a foreign currency. We indicate how the solution qualitatively diffe...

JOSEPH F. Ross, M.D. , Editor

In this paper, we show how to calculate the price of zerocoupon bonds for many Gaussian and Lévy one-factor and multi-factor models of r(t) using change of time method. These models include, in particular, Ornshtein-Uhlenbeck (1930), Vasicek (1977), Cox-Ingersoll-Ross (1985), continuous-time GARCH, Ho-Lee (1986), Hull-White (1990) and HeathJarrrow-Morton (1992) models and their various combinat...

This paper derives semi-analytical pricing formulae for geometric average options (GAO) within a stochastic volatility framework. Assuming a general mean reverting process for the underlying asset and a square-root process for the volatility, the cross-moment generating function is derived and the cumulative probabilities are recovered using the Gauss-Laguerre quadrature rule. Fixed and floatin...