• 한국전문물리치료학회지
• /
• 제21권2호
• /
• pp.8-17
• /
• 2014

The purpose of this study was to examine the effects of hip joint mobilization (HJM) on walking ability, balance ability, and the joint range of motion in stroke patients to minimize the problems of the musculoskeletal system in patients with central nervous system diseases. All volunteers were randomly assigned to the HJM group ($n_1=14$) and the general neurodevelopment therapy (NDT) group ($n_2=16$). The HJM procedure involved applying Maitland mobilization techniques (distraction, lateral gliding, inferior gliding, and anterior gliding) by grade 3 to both hip joint. The mobilization process included mobilization and NDT for 15 min/day, 3 days a week for 4 weeks. The outcome measures were evaluated, including the hip joint passive range of motion (ROM) test and femur head anterior glide test (FHAG) using prone figure four test, dynamic and static balance abilities [timed up and go (TUG) test and center of pressure (COP) analysis], and walking ability [10-meter walking test (10MWT) and 6-min walking test (6MWT)]. Both the groups showed significant post-training differences in the hip joint ROM (FHAG and degree of hip extension) and 10MWT. The post-training improvements in the TUG test were significantly greater in patients of the HJM group than in the NDT group; however, there were no post-training improvements in COP in both groups. Patients in the HJM group showed post-training improvement in the 6MWT; however, statistically significant differences were not observed. Patients in the NDT group showed post-training improvements in the 6MWT. These results suggest that HJM improves hip joint ROM, dynamic balance ability, and walking speed in stroke patients. However, further studies are required to evaluate the long-term therapeutic efficacy of HJM in stroke patients.

• Communications for Statistical Applications and Methods
• /
• 제16권4호
• /
• pp.639-645
• /
• 2009

Fractional Brwonian motion(fBm) has properties of behaving tails and exhibiting long memory while remaining Gaussian. In particular, it is well known that interest rates show some long memories and non-Markovian. We present no aribitrage condition for HJM model under the multi-factor fBm reflecting the long range dependence in the interest rate model.

• Communications for Statistical Applications and Methods
• /
• 제15권1호
• /
• pp.137-145
• /
• 2008

We present formulas for two types of cap pricing under fBm-HJM model reflecting the empirical long range dependence in the interest rate model. In particular, we propose a new approach to pricing the cap with the default risk.

• 재무관리연구
• /
• 제25권1호
• /
• pp.85-108
• /
• 2008

본 연구는 Bender(2003), Duncan et al.(2000)등의 Wick 적분을 이용하여, fBm을 이자율모형의 불확실성으로 사용하였다. Affine 모형에 대표적인 CIR, Hull and White 모형, Quadratic 모형, 그리고 HJM 모형에 차례로 적용한 결과 이론적으로 새로운 결과를 얻었으며, 특히 새로운 확률측도(probability measure)를 정의하여, 할인채권의 옵션가격을 제시하였다.

• 한국미생물·생명공학회지
• /
• 제38권2호
• /
• pp.144-150
• /
• 2010

본 연구는 알긴산 분해효소 활성이 뛰어난 세균을 확보하고 선정된 균주의 효소생산과 활성에 영향을 미치는 알긴산과 NaCl의 농도, 질소원 종류, 온도, pH 등을 파악하고자 하였다. 해조류 섭식 동물인 전복, 소라, 해삼, 멍게, 개불 등에서 유래한 총 5만여 콜로니 중 알긴산 분해효소 활성이 우수한 27개 균주를 분리하였고 최종적으로 전복 유래의 균주를 선정하였다. 16S rDNA 염기서열 분석으로 선정된 균주를 Methylobacterium sp. HJM27으로 명명하였고 알긴산 분해효소의 활성은 1.0% sodium alginate, 0.5% peptone, 0.3% yeast extract, 1.5% NaCl, $25^{\circ}C$, 48시간 배양에서 가장 높았다. 알긴산 분해효소의 활성은 $25^{\circ}C$, pH 9에서 최대로 0.8%(w/v) sodium alginate 용액에서 30분만에 1.217 g/L의 환원당을 생성하였다. 분리된 균주와 이 균주의 알긴산 분해효소를 이용하여 해조류를 바이오에너지와 식 의약 소재로 활용 할 수 있을 것으로 판단된다.

• 경영과학
• /
• 제25권3호
• /
• pp.1-12
• /
• 2008

The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

• Communications for Statistical Applications and Methods
• /
• 제11권3호
• /
• pp.495-501
• /
• 2004

HJM representation of the term structure of interest rates sometimes produces the negative interest rates with positive probability. This paper shows that the condition of positive interest rates can be derived from the jump diffusion process, if a proper positive martingale process with the compensated jump process is chosen. As in Flesaker and Hughston, the condition is incorporated into the bond price process.

• 대한수학회보
• /
• 제51권6호
• /
• pp.1791-1804
• /
• 2014

A new approach to the commodity futures term structure model is introduced. The most salient feature of this model is that, once the interest rate model is given, the commodity futures price volatility is the only quantity that completely determines the model. As a consequence this model enables one to do away with the drudgeries of having to deal with the convenience yield altogether, which has been the most thorny point so far.