User profiles for Michael Kamal

Michael Kamal

McMaster University
Verified email at mcmaster.ca
Cited by 269

A guide to volatility and variance swaps.

K Demeterfi, E Derman, M Kamal - Journal of derivatives, 1999 - elibrary.ru
A Guide to Volatility and Variance Swaps. КОРЗИНА ПОИСК НАВИГАТОР ЖУРНАЛЫ
КНИГИ ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА РУБРИКАТОР …

Implied volatility surface

M Kamal, J Gatheral - Encyclopedia of quantitative finance, 2010 - Wiley Online Library
We describe some empirical observations that are most relevant for the construction and
validation of realistic models of the volatility surface for equity option indices. We consider both …

Genome sequence, comparative analysis and haplotype structure of the domestic dog

…, TS Mikkelsen, EK Karlsson, DB Jaffe, M Kamal… - Nature, 2005 - nature.com
Here we report a high-quality draft genome sequence of the domestic dog (Canis familiaris),
together with a dense map of single nucleotide polymorphisms (SNPs) across breeds. The …

[HTML][HTML] The genome sequence of the filamentous fungus Neurospora crassa

…, N Stange-Thomann, R Barrett, S Gnerre, M Kamal… - Nature, 2003 - nature.com
Neurospora crassa is a central organism in the history of twentieth-century genetics, biochemistry
and molecular biology. Here, we report a high-quality draft sequence of the N. crassa …

[HTML][HTML] A bivalent chromatin structure marks key developmental genes in embryonic stem cells

BE Bernstein, TS Mikkelsen, X Xie, M Kamal… - Cell, 2006 - cell.com
The most highly conserved noncoding elements (HCNEs) in mammalian genomes cluster
within regions enriched for genes encoding developmentally important transcription factors (…

[HTML][HTML] Genomic maps and comparative analysis of histone modifications in human and mouse

BE Bernstein, M Kamal, K Lindblad-Toh, S Bekiranov… - Cell, 2005 - cell.com
We mapped histone H3 lysine 4 di- and trimethylation and lysine 9/14 acetylation across the
nonrepetitive portions of human chromosomes 21 and 22 and compared patterns of lysine 4 …

Genome of the marsupial Monodelphis domestica reveals innovation in non-coding sequences

…, AJ Gentles, L Goodstadt, A Heger, J Jurka, M Kamal… - Nature, 2007 - nature.com
We report a high-quality draft of the genome sequence of the grey, short-tailed opossum (Monodelphis
domestica). As the first metatherian (‘marsupial’) species to be sequenced, the …

New O (3) transition in three dimensions

M Kamal, G Murthy - Physical review letters, 1993 - APS
A three-dimensional lattice of Heisenberg spins with nearest-neighbor interactions is
studied by numerical simulation under the constraint that no free topological singularities (…

[HTML][HTML] Integrated analysis of protein composition, tissue diversity, and gene regulation in mouse mitochondria

…, E Stahl, MS Bolouri, HN Ray, S Sihag, M Kamal… - Cell, 2003 - cell.com
Mitochondria are tailored to meet the metabolic and signaling needs of each cell. To explore
its molecular composition, we performed a proteomic survey of mitochondria from mouse …

DNA sequence of human chromosome 17 and analysis of rearrangement in the human lineage

…, S Humphray, DB Jaffe, M Jones, M Kamal… - Nature, 2006 - nature.com
Chromosome 17 is unusual among the human chromosomes in many respects. It is the largest
human autosome with orthology to only a single mouse chromosome 1 , mapping entirely …