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Die Arbeit beschreibt die Simulation zukunftiger Bondpreise durch ein Cox-Ingersoll-Ross-Modell (CIR-Modell) fur Zinsen, das von einem treibenden Faktor abhangt. Die Methoden zur Parameterschatzung und Kalibrierung werden mit expliziten Formeln dargestellt. Als Datenquelle dient der Zeitreihen-Service der Deutschen Bundesbank. Wir geben verschiedene Modelluberprufungen an und wenden sie auf das CIR-Modell an. Im Ergebnis muss das Modell mit nur einem Faktor fur den deutschen Rentenmarkt abgelehnt werden

Background: Hyperlactataemia and metabolic acidosis are important risk factors for malaria death, but measuring lactate at the point of care is not financially viable in many resource-poor settings. This study aimed to identify combinations of routinely available parameters that could identify children at high risk of hyperlactataemia. Methods: Using data from a study of Gambian children aged six months to 16 years with severe or uncomplicated malaria, logistic regression modelling with a forward stepwise model selection process was used to develop a predictive model for hyperlactataemia from routinely available demographic, clinical and laboratory parameters. Potential predictors of hyperlactataemia considered for the modelling process were patient characteristics (age, sex, prior use of anti-malarials, and weight percentile for age), respiratory symptoms (deep breathing, irregular respiration, use of accessory muscles of respiration, lung crepitations, grunting respiration, cough, and age-specific respiratory rate), other clinical parameters recorded at presentation (duration of symptoms, Blantyre coma score, number of convulsions prior to admission, axillary temperature, dehydration, severe prostration, splenomegaly) and laboratory measures from blood tests (percentage parasitaemia, white cell count, lymphocyte count, neutrophil count, monocyte count, platelet count, haemoglobin level, blood glucose level). Results: 495 children were included, and 68 (14%) had laboratory-confirmed hyperlactataemia (lactate > 7 mmol/L). Four features were independently associated with increased hyperlactataemia risk in a multivariable age- and sex-adjusted model: lower Blantyre score (odds ratio (OR) compared to score 5 = 2.68 (95% CI, 1.03-6.96) for score 3–4 and 6.18 (95% CI, 2.24-17.07) for score 0–2, p = 0.001), higher percentage parasitaemia (OR = 1.07 (1.03-1.11) per 0031% increase, p < 0.001), high respiratory rate for age (OR = 3.09 (1.50-6.38) per unit increase, p = 0.002), and deep breathing (OR = 2.81 (1.20-6.60), p = 0.02). Cross-validated predictions from the final model achieved area under the receiver operating characteristic curve of 0.83. Conclusions: This study identified predictors of hyperlactataemia requiring only simple bedside clinical examination and blood film examination that can be carried out in resource-limited settings to quickly identify children at risk of dangerously raised lactate. A simple spreadsheet tool implementing the final model is supplied as supplementary material.

Heme oxygenase 1 (HO-1) is an essential enzyme induced by heme and multiple stimuli associated with critical illness. In humans, polymorphisms in the HMOX1 gene promoter may influence the magnitude of HO-1 expression. In many diseases including murine malaria, HO-1 induction produces protective anti-inflammatory effects, but observations from patients suggest these may be limited to a narrow range of HO-1 induction, prompting us to investigate the role of HO-1 in malaria infection. In 307 Gambian children with either severe or uncomplicated P. falciparum malaria, we characterized the associations of HMOX1 promoter polymorphisms, HMOX1 mRNA inducibility, HO-1 protein levels in leucocytes (flow cytometry), and plasma (ELISA) with disease severity. The (GT)n repeat polymorphism in the HMOX1 promoter was associated with HMOX1 mRNA expression in white blood cells in vitro, and with severe disease and death, while high HO-1 levels were associated with severe disease. Neutrophils were the main HO-1-expressing cells in peripheral blood, and HMOX1 mRNA expression was upregulated by heme-moieties of lysed erythrocytes. We provide mechanistic evidence that induction of HMOX1 expression in neutrophils potentiates the respiratory burst, and propose this may be part of the causal pathway explaining the association between short (GT)n repeats and increased disease severity in malaria and other critical illnesses. Our findings suggest a genetic predisposition to higher levels of HO-1 is associated with severe illness, and enhances the neutrophil burst leading to oxidative damage of endothelial cells. These add important information to the discussion about possible therapeutic manipulation of HO-1 in critically ill patients., Author Summary HO-1 is an important anti-inflammatory enzyme induced by several stimuli associated with critical illness. In humans, the amount of HO-1 produced is influenced by a genetic polymorphism in the gene promoter region. Using Plasmodium falciparum malaria that can cause a sepsis-like syndrome as an example, we characterize the associations between the (GT)n polymorphism, HO-1 protein levels and HMOX1-mRNA expression with severity of malaria in 307 Gambian children. Our results support the functionality of this polymorphism, demonstrate that P. falciparum infections increase HO-1 levels, and indicate that a genetic predisposition to strongly upregulate HO-1 is associated with severe forms of malaria and increased risk of dying. We identify neutrophils as the main HO-1-producing blood cells, and provide evidence that hemin-mediated induction of HMOX1 in neutrophils in vitro enhances the oxidative burst. In this way sequestered neutrophils may contribute to oxidative damage of endothelial cells, which may be part of a causal pathway explaining the association between short (GT)n repeats and increased disease severity. Our findings imply that the beneficial effects of HO-1 may be limited to a narrow window of concentrations, which should be born in mind when considering the therapeutic potential of manipulating HO-1 induction in critically ill patients.

Background Placental malaria (PM) is associated with prenatal malaise, but many PM+ infants are born without symptoms. As malaria has powerful immunomodulatory effects, we tested the hypothesis that PM predicts reduced T-cell responses to vaccine challenge. Methods We recruited healthy PM+ and PM- infants at birth. At six and 12 months, we stimulated PBMCs with tuberculin purified protein derivative (PPD) and compared expression of CD154, IL-2 and IFNγ by CD4 T-cells to a negative control using flow cytometry. We measured the length, weight and head circumference at birth and 12 months. Results IL-2 and CD154 expression were low in both groups at both timepoints, without discernable differences. Expression of IFNγ was similarly low at 6 months but by 12 months, the median response was higher in PM- than PM + infants (p = 0.026). The PM+ infants also had a lower weight (p = 0.032) and head circumference (p = 0.041) at 12 months, indicating lower growth rates. At birth, the size and weight of the PM+ and PM- infants were equivalent. By 12 months, the PM+ infants had a lower weight and head circumference than the PM- infants. Conclusions Placental malaria was associated with reduced immune responses 12 months after immune challenge in infants apparently healthy at birth.

BACKGROUND: Malaria caused by Plasmodium falciparum remains a major cause of death in sub-Saharan Africa. Immunity against symptoms of malaria requires repeated exposure, suggesting either that the parasite is poorly immunogenic or that the development of effective immune responses to malaria may be impaired. METHODS: We carried out two age-stratified cross-sectional surveys of anti-malarial humoral immune responses in a Gambian village where P. falciparum malaria transmission is low and sporadic. Circulating antibodies and memory B cells (MBC) to four malarial antigens were measured using ELISA and cultured B cell ELISpot. FINDINGS AND CONCLUSIONS: The proportion of individuals with malaria-specific MBC and antibodies, and the average number of antigens recognised by each individual, increased with age but the magnitude of these responses did not. Malaria-specific antibody levels did not correlate with either the prevalence or median number of MBC, indicating that these two assays are measuring different aspects of the humoral immune response. Among those with immunological evidence of malaria exposure (defined as a positive response to at least one malarial antigen either by ELISA or ELISPOT), the median number of malaria-specific MBC was similar to median numbers of diphtheria-specific MBC, suggesting that the circulating memory cell pool for malaria antigens is of similar size to that for other antigens.

Background The decline in malaria coinciding with the introduction of newer, costly anti-malarials has prompted studies into the overtreatment for malaria mostly in East Africa. The study presented here describes prescribing practices for malaria at health facilities in a West African country. Methods Cross-sectional surveys were carried out in two urban Gambian primary health facilities (PHFs) during and outside the malaria transmission season. Facilities were comparable in terms of the staffing compliment and capability to perform slide microscopy. Patients treated for malaria were enrolled after consultations and blood smears collected and read at a reference laboratory. Slide reading results from the PHFs were compared to the reference readings and the proportion of cases treated but with a negative test result at the reference laboratory was determined. Results Slide requests were made for 33.2% (173) of those enrolled, being more frequent in children (0-15 yrs) than adults during the wet season (p = 0.003). In the same period, requests were commoner in under-fives compared to older children (p = 0.022); however, a positive test result was 4.4 times more likely in the latter group (p = 0.010). Parasitaemia was confirmed for only 4.7% (10/215) and 12.5% (37/297) of patients in the dry and wet seasons, respectively. The negative predictive value of a PHF slide remained above 97% in both seasons. Conclusions The study provides evidence for considerable overtreatment for malaria in a West African setting comparable to reports from areas with similar low malaria transmission in East Africa. The data suggest that laboratory facilities may be under-used, and that adherence to negative PHF slide results could significantly reduce the degree of overtreatment. The "peak prevalence" in 5-15 year olds may reflect successful implementation of malaria control interventions in under-fives, but point out the need to extend such interventions to older children.

M. africanum is a common cause of human pulmonary TB in West Africa. We previously described phenotypic differences between M. africanum and M. tuberculosis among 290 patients. In the present analysis we compared 692 TB patients infected with the two most common lineages within the M. tuberculosis complex found in the Gambia, namely M. africanum West African type 2 (39% prevalence) and Euro American M. tuberculosis (55% prevalence). We identified additional phenotypic differences between infections with these two organisms. M. africanum patients were more likely to be of older age and HIV infected. In addition, they had worse disease on chest x-ray, despite complaining of cough for equal duration, and were more likely severely malnourished. In this cohort the prevalence of M. africanum did not change significantly over a seven year period.

Background Health record-based observations from several parts of Africa indicate a major decline in malaria, but up-to-date information on parasite prevalence in West-Africa is sparse. This study aims to provide parasite prevalence data from three sites in the Gambia and Guinea Bissau, respectively, and compares the usefulness of PCR, rapid diagnostic tests (RDT), serology and slide-microscopy for surveillance. Methods Cross-sectional surveys in 12 villages at three rural sites were carried out in the Gambia and Guinea Bissau in January/February 2008, shortly following the annual transmission season. Results A surprisingly low microscopically detectable parasite prevalence was detected in the Gambia (Farafenni: 10.9%, CI95%: 8.7-13.1%; Basse: 9.0%, CI95%: 7.2-10.8%), and Guinea Bissau (Caio: 4%, CI95%: 2.6-5.4%), with low parasite densities (geometric mean: 104 parasites/μl, CI95%: 76-143/μl). In comparison, PCR detected a more than three times higher proportion of parasite carriers, indicating its usefulness to sensitively identify foci where malaria declines, whereas the RDT had very low sensitivity. Estimates of force of infection using age sero-conversion rates were equivalent to an EIR of approximately 1 infectious bite/person/year, significantly less than previous estimates. The sero-prevalence profiles suggest a gradual decline of malaria transmission, confirming their usefulness in providing information on longer term trends of transmission. A greater variability in parasite prevalence among villages within a site than between sites was observed with all methods. The fact that serology equally captured the inter-village variability, indicates that the observed heterogeneity represents a stable pattern. Conclusion PCR and serology may be used as complementary tools to survey malaria in areas of declining malaria prevalence such as the Gambia and Guinea Bissau.

Most people infected with Mycobacterium tuberculosis, the causative agent of tuberculosis (TB) actually maintain a strong immune response and are able to control bacterial growth (deemed latently infected (LTBI)), while approximately 10% progress to disease resulting in almost 2 million deaths per year. Determining the immune 'footprint' at specific stages of infection and disease will allow for better diagnostics, treatments and ultimately development of new vaccine candidates. In this study we performed multi-factorial flow cytometry on fresh blood from 56 TB cases, 46 Tuberculin Skin Test (TST) positive (LTBI) and 39 TST negative household contacts. We found a highly significant increase in granulocytes and decrease in B cells and invariant (Valpha24+Vbeta11+) NKT cells in TB cases compared to TST+ contacts (p