The phospholipid mediator sphingosine 1-phosphate (S1P) enhances motility and endocytosis of mature dendritic cells (DCs). We show that in vitro migration of Swap-70(-/-) bone marrow-derived DCs (BMDCs) in response to S1P and S1P-induced upregulation of endocytosis are significantly reduced. S1P-stimulated movement of Swap-70(-/-) BMDCs, specifically retraction of their trailing edge, in a coll...

UNLABELLED Background The regulation of normal and stress-induced erythropoiesis is incompletely understood. Integrin-dependent adhesion plays important roles in erythropoiesis, but how integrins are regulated during erythropoiesis remains largely unknown. DESIGN AND METHODS To obtain novel insights into the regulation of erythropoiesis, we used cellular and molecular approaches to analyze th...

This paper examines the convexity bias introduced by pricing interest rate swaps off the Eurocurrency futures curve and the market's adjustment of this bias in prices over time. The convexity bias arises because of the difference between a futures contract and a forward contract on interest rates, since the payoff to the latter is non-linear in interest rates. Using daily data from 1987-1996, t...

Membrane ruffling induced by growth factor stimulation is caused by actin remodeling, which is mediated by various signaling molecules including Rac. We have shown that SWAP-70, which binds phosphatidylinositol trisphosphate, is one such molecule required for membrane ruffling in mouse kidney cells. Here, we show that SWAP-70 directly binds to F-actin. The bacterially expressed C-terminal regio...

Models driven by Lévy processes are attractive since they allow for better statistical fitting compared to classical diffusion models. We derive the dynamics of the forward swap rate process in a semimartingale setting and introduce a Lévy swap market model. In order to guarantee positive rates, we model the swap rates as ordinary exponentials. We start with the most distant rate which is drive...

It is widely recognised that delta-hedged positions in options can be used to trade volatility. To facilitate volatility trading for their clients, several institutions routinely offer variance swaps. A variance swap is a financial contract that upon expiry pays the difference between a standard historical estimate of daily return variance and a fixed rate determined at inception. As in any swa...

A swap instruction, which exchanges a value in memory with a value of a register, is available on many architectures. The primary application of a swap instruction has been for process synchronization. In this paper we show that a swap instruction can often be used to coalesce loads and stores in a variety of applications. We describe the analysis necessary to detect opportunities to exploit a ...