Nasal Surgeries and Procedures Types

Nasal Surgeries and Procedures Types Neurocranial restructuring Neurocranial restructuring is the relaxation of neuro tissues to relieve tension and return the skulls structure to its naturally designed appearance. Neurocranial restructuring has been successfully used for many years to relieve a variety of serious conditions as well as being used as a non invasive alternative to cosmetic therapy. The methods of actually engaging in Neurocranial restructuring vary depending on the nature of the condition to be treated as well as the nature of the individual. Typically the procedure will be enacted by a trained natural doctor (ND) who learns the technique used from one of several pioneering doctors who first began to practice the technique in the mid to late nineties. The default technique is to use endonasal balloon therapy to expand nasal cavities and realign the skulls muscular structure. The benefits of this realignment are said to be improved sensory and neurological function; there is anecdotal evidence to suggest that Neurocranial restructuring can improve or cure conditions as varied as chronic migraines, ADD, depression, bi polar personality disorder, back problems, hearing problems, sinus problems, eye sight issues, arthritis, Anxiety and even conditions such as strokes, seizures and sleep apnoea. Neurocranial restructuring has been a life line given to many individuals suffering from these conditions, granting a relief from symptoms and producing lasting affects in prolonged use with chronic condition sufferers. In addition neurocranial restructuring can realign smaller muscles and tissues to realign the ears, straighten the nose, release wrinkles and tension in the face, heighten cheekbones and produce a better symmetrical appearance. In this way a series of cosmetic surgeries can be avoided and serious surgery and surgical alteration to the nasal and sinus structures of the skull can be avoided. The patient can receive benefits after a series of procedures (the number and time taken being different depending on the procedure employed). Nasal specific A nasal specific is a procedure designed to apply pressure to the nasal cavities within the nose. There are six nasal passages within the nose which are arranged in two vertical lines of three. The purpose of this procedure is to apply pressure to the inside of the nasal passage. By doing this it will expand the nasal passage, expand and open up blood vessels and push out any excess mucus. There are many names used for this procedure though all of them refer to the same basic procedure which can be referred to as a bilateral nasal specific (named due to the practice of utilising the laterally adjacent nasal passages in sequence to maintain symmetry) or nasal specific which refers to just the practice in relation to a specific nasal passage or the opening of nasal passages one after another without special precautions to maintain symmetrical balance of the nasal passages. The results of nasal specific procedures vary as with any procedure of this nature with the issue to be affixed and the patient themselves. Typically the procedure will be enacted once and then repeated as required to maintain or improve benefits. The time period between procedures can vary as a result of this but can range from one to six months. The actual nasal specific procedure uses a finger cot affixed to a blood pressure bulb (sphygmomanometer) which is lubricated before being inserted into the nasal cavities and inflated. The aim of Nasal specific procedures being to free up the nasal cavity by expansion, push out any structures blocking the nasal passage such as excess mucus and also realign some of the soft tissues immediately behind the nasal passage to offer some additional aid (anecdotal evidence of balance, sensory perception and hearing improvement has been noted). Bilateral nasal specific A bilateral nasal specific is a procedure which has been utilised and studied since 1995 and proven to have significant benefits to the health of patients. The procedure is a simple one which begins with the examination of the patient and an inspection of their nasal cavities as well as their medical history. In some cases a blood test and screening may be conducted to ensure perfect health and nothing is present which may complicate the matter. Once preliminary work is done the patient is sat back and asked to breath in and out in a relaxing manner whilst the instruments are prepared. Typically the procedure will involve a finger cot of endonasal balloon affixed to a blood pressure bulb. The finger cot is lubricated prior to insertion. Once the patient he is asked to breathe out and hold while the finger cot is inserted. The Patient then breathes in gently and holds his breath while the practitioner slowly inflates the cot and gently pushes it towards the back of the nasal cavity. At this point in the bilateral nasal specific procedure any mucus or blockages are pushed out and into the back of the throat (mucus discharge through coughing etc. is to be expected). The aim here is to enlarge the blood vessels around the cavity as well as the nasal cavity itself to open up the sinuses. As another health benefit of the bilateral nasal specific procedure the finger cot or balloon is pushed out of the back of the nasal cavity and into the back of the throat very gently by the practitioner. This applies gentle pressure to the Sphenoid bone immediately at the back of the nasal cavities and realigns plates in that area by gentle manipulation. Endonasal Balloon therapy Endonasal balloon therapy refers to an alternative practice to bilateral nasal specific therapy. In this case rather than a finger cot a balloon is used and rather than just one two are used at the same time. The basic procedure is similar but the aim is different in that the nasal cavity is not the sole source of attention but the alteration of the Sphenoid bone is the main aim of the therapy to realign the plates surrounding that bone and alter the structure of the skull. Endonasal balloon therapy is the method utilised when engaging in Neurocranial reconstruction procedures to realign the muscular structure and skeletal plates of the skull. As a procedure it can have many benefits but these are dependent on the degree of repair required and the frequency of procedures; which may need to be repeated between one to six months after the previous procedure to maintain or improve benefits to health. The Endonasal balloon therapy first begins with a preliminary inspection and a proper patient history to ensure the patients eligibility much like other procedures of the nature. Once the patient is ensured to be able to undertake the procedure the practitioner will examine the patient’s plate structure and utilise a deep tissue massage to relax the tissue that will require manipulation. Afterwards the practitioner will ask him to lay back and try to breathe in a relaxing and calm manner while he prepares to enact the procedure. Once ready the practitioner will have the patient breathe out prior to inserting the balloon through the nasal cavity and into the back of the throat. This is repeated with a second balloon on the opposite side of the nasal cavity to the first. The practitioner will then conduct the endonasal balloon procedure by manipulating the sphenoid bone and plate structures using the balloons, inflating them to apply pressure and deflating to decrease pressure while asking the patient to breathe in or out and hold accordingly. Nasal cranial release A nasal cranial release is a method similar and derivative of the bilateral nasal specific, in this procedure the objective is to realign the skulls skeletal plates to a more natural position, relieving many of the tensions and cranial dysfunctions which can cause or be an additional influence on many mental and physical conditions. The method is similar and yet different to both Nasal specific and Endonasal balloon therapy in that it utilises the nasal cavity and uses balloon structures. Its effect is similar yet aims for a different region of the skeletal structure. The procedure lasts three to four seconds, where small balloons are inserted through the nasal cavity and inflated to realign structures at the back of the cavities. The Sphenoid bone is the target yet the method is to utilise multiple balloons at once through the nasal cavities allowing the procedure to be conducted in a short amount of time, requiring repetitions of at least four times over seven to ten days much like Neurocranial restructuring. Nasal Cranial release is mainly involved with the release of tension from the skeletal structure of the skull. To understand this you must first understand that the skull is in fact 22 different moving bones (much like tectonic plates), these bones can move and flex in order to absorb shock and tension in the skull but unfortunately this can mean that tension is stored in areas where it can cause issues. The aim of Neurocranial release therapy is to relieve the tension in these bones and by extension to the bones supporting them, the knock on effect can have surprising results for the rest of the bodys structure, especially in the spine, shoulders and chest. The benefits of this procedure involve the improvement of sinus and sensory capability as well as combating chronic migraines, blurred vision and mental conditions such as depression, hyperactivity and ADD.

Deutche Bank

9-205-059 REV: APRIL 26, 2005 GEORGE CHACKO PETER HECHT VINCENT DESSAIN ANDERS SJOMAN Deutsche Bank: Finding Relative-Value Trades It was the third week of August 2003, and Jamil Baz, head of Deutsche Bank’s Fixed Income Research Group, gathered his research group for a morning meeting. â€Å"So, what are the markets telling us today? † he asked the group. â€Å"Are there any trends or news for new trade ideas? † The Fixed Income Research Group that Baz led was Deutsche Bank’s internal research and development (R&D) department for fixed income instruments.Their mandate was to look for untapped value across bond markets and interest rate derivatives. Long-term-oriented research findings were presented to clients, whereas immediate opportunities were suggested as trades to internal traders as well as clients. The success of the group was in part measured by how many of their trade suggestions actually turned into successful trades. So far, they had achieved an impressive 75% success rate. A natural place to start looking for new trades was the latest prices on various U.S. Treasury bonds (see Exhibit 1 for data from August 15, 2003). The group’s members consistently went through that data set, looking for possible trades to recommend. Typically relative-value trades took both long and short positions across different parts of the yield curve. Baz’s standard weekly question just emphasized what they all knew: that it was time to scour through the numbers one more time to see if any such positions were available. The Deutsche Bank Fixed Income Research GroupHeadquartered in Deutsche Bank’s London office, the company’s Fixed Income Research Group consisted of about 50 analysts and strategists. (An additional 10 were located in the bank’s New York offices. ) Global head of Fixed Income Research and in charge of the group was Baz, a managing director with Deutsche Bank since 2001. Previously at Lehman Brot hers in London, Baz also held an M. S. in management from MIT and a Ph. D. in business economics from Harvard University. As a part of a large financial institution, the research group was under constant pressure to monetize the ideas that they generated.The group presented its findings both internally to the ________________________________________________________________________________________________________________ Professors George Chacko and Peter Hecht, Executive Director of the HBS Europe Research Center Vincent Dessain, and Research Associate Anders Sjoman prepared this case. This case deals with trade-specific advice activities of a research department and draws heavily from â€Å"Deutsche Bank: Discussing the Equity Risk Premium,â€Å" HBS Case No. 205-040, by the same authors. Case No. 205-040 deals with macro-level advice from the same research department.Some names and data have been disguised for confidentiality. HBS cases are developed solely as the basis for clas s discussion. Cases are not intended to serve as endorsements, sources of primary data, or illustrations of effective or ineffective management. This case is not intended as financial advice, and it should not be used as the basis for any investment decision, in whole or in part. Copyright  © 2004 President and Fellows of Harvard College. To order copies or request permission to reproduce materials, call 1-800-545-7685, write Harvard Business School Publishing, Boston, MA 02163, or go to http://www. bsp. harvard. edu. No part of this publication may be reproduced, stored in a retrieval system, used in a spreadsheet, or transmitted in any form or by any means—electronic, mechanical, photocopying, recording, or otherwise—without the permission of Harvard Business School. 205-059 Deutsche Bank: Finding Relative-Value Trades Deutsche Bank traders, as well as externally to Deutsche Bank clients at the CEO, CFO, and Treasury level. Baz explained how the ideas were pitched: The final goal is to create a franchise with fixed income clients.So, for clients on the asset side, such as mutual funds, hedge funds, insurance companies, and pension plans, we help them generate high returns on their assets. We give specific ideas to be executed by the clients—hopefully with us, although that is never certain. However, even if we don’t get a trade out of our recommendation, it is important enough that we maintain Deutsche Bank’s presence at the client. Sometimes we also do bespoke—or customized—work, where we analyze their balance sheet and asset-liability mismatches for them, almost like technical financial consulting.In general, research alone will not give us clients, but research combined with pricing are the keys to building long-lasting relationships with external clients. Overall, we strive to push the frontiers of analytical finance when it comes to modeling interest rates, volatilities, and spreads. Owing to data avail ability and an intimate exposure to institutional market realities, we are often pushed to reach results ahead of academic finance journals. On a group level, Deutsche Bank organized its fixed income activities in the global markets around three main pillars: investor coverage, issuer coverage, and research.The trading desks dealing in these areas were in turn divided into two groups: credit (with credit trading/credit derivatives, new issue syndicate, asset securitization, and emerging markets) and rates (with foreign exchange, money markets, fixed income, and interest rate derivatives). The research efforts of the group were set up to match these organizational divisions. The Fixed Income Research Group was one of several research groups (as shown in Exhibit 2). All these groups were run under the banner of Global Markets Research.Research as a whole was headed by David Folkerts-Landau. Demand for direct meetings with Deutsche Bank’s research groups had grown over the past few years, taken internally as a sign of increased respect for the bank’s research output. In the last year, Baz’s group alone had logged over 1,500 client meetings. All clients had access to the Deutsche Bank research in papers and newsletters that were available online. Internal traders also benefited from the research, which was a major influence behind much of the bank’s proprietary—or â€Å"prop†Ã¢â‚¬â€trading.Most members of the research group shared their time between external clients and traders, with more senior staff members working more with external clients and less with the trading floor. In the end, measuring the research group’s value to the organization was still difficult. Said Baz: Putting a value on the work we do, and the effect we have on the bank, is very hard. In fact, if you were to really measure it by attributing sales and trades back to us, the trading floor would be more reluctant to work with us. Instead, we are mostly evaluated by top management on three other factors.Firstly, overall market direction, which is how much of rate and spread moves did we catch in our advice. Secondly, the relative-value trades we originated. Thirdly, any customized business we have brought in from our client meetings. Compensation to the members of the group was tied to the evaluation of the group as a whole. Individual bonuses were then given at the discretion of Baz as the group’s manager, based on his qualitative impression of each member’s contribution. 2 Deutsche Bank: Finding Relative-Value Trades 205-059 Strategic Advice and Relative-Value ActivitiesThe group’s activities were normally broken down into strategic advice on macro trends and relative value. The strategic advice activities built on long-term discussions with clients, where the group presented Deutsche Bank’s view on macroeconomic trends to external clients. In these discussions, George Cooper, the group’ s global fixed income strategist, typically did not expect a quick monetary return. Cooper, a Ph. D. graduate in engineering at Durham University with experience from both Goldman Sachs and JP Morgan, explained: This type of activity does not generate a lot of money from a trade perspective.It generates brand value, though, and is especially appealing to insurance companies or asset-liability people, who appreciate the long-term view. We believe it serves more of an educational purpose. It gets the fund managers thinking. They are not looking for prescriptive research, where we tell them to â€Å"do this trade,† but they look for interesting ideas. Of course, they then weigh our ideas against whatever Goldman Sachs or Morgan Stanley are saying. Our role is to come up with hopefully insightful but also informative new ways to look at things.By contrast, the relative-value activities looked for more immediate opportunities by comparing different instruments and then recommendin g various trading strategies to clients and internal traders. Head of Relative Value Research for Europe was Jean Dumas, an engineer from ESME SUDRIA in France with a specialization in finance, who had worked with Relative Value Research for Deutsche Bank in Paris, Frankfurt, and Sydney before moving to London. Dumas explained his work: We come up with different types of trades all the time.The trade opportunities may be there for a week or two, sometimes longer. I look at different spreadsheets, listen to what traders are saying, watch the news, study different models. . . . Then I try to put everything together—and suddenly there is a trade opportunity. Our job is really grabbing things that don’t seem to be related at first and see if there is a trade to be done. The trade opportunities that the research group identified were published weekly in the newsletter â€Å"Deutsche Bank Fixed Income Weekly,† which was distributed to Deutsche Bank traders as well as to clients.A frequent contributor to the newsletter was Dr. Nikan B. Firoozye, head of Global Quantitative Strategies and a Ph. D. graduate in mathematics from Courant Institute at New York University with experience from Alliance Capital, Sanford C. Bernstein, and Lehman Brothers. Firoozye explained: I write a piece on Euroland strategy every week where we suggest trades. Some of these are big trades that we don’t change very often, such as curve-steepening trades. We can have the same trade off and on for a full year. We also summarize economic data as it impacts the bond markets.For instance, how structured trades could be influenced by the move in dollar versus yen, and how you should position for that. In his role as head of Euroland Strategy, Firoozye also oversaw all strategic investments in Euroland bond markets. He was also involved in all modeling issues and wrote stand-alone papers on quantitative strategy. Looking for a Relative-Value Trade For the research group, one way to find relative-value trades was to compare the prices of traded securities against the prices that the group thought the securities should trade at. This subjective view 205-059 Deutsche Bank: Finding Relative-Value Trades was based on a proprietary model developed at Deutsche Bank. (Most banks used proprietary models as a base from which to evaluate the prices of traded securities. ) The models were built on the fact that the returns offered by fixed income instruments could be characterized by the yields that they offered. The yield was roughly seen as compensation for the risk borne by the holder of that security. There were many sources of risk in fixed income securities, such as interest rate risk, credit risk, and prepayment risk.Also, the yield of an instrument could be broken down into components. The components could be thought of as compensation for the different sources of risk. So, for example, the yield on a corporate bond could be thought of as being compose d of a risk-free yield plus a credit spread. The risk-free yield represented compensation for interest rate risk in the bond, while the credit spread represented compensation for default risk in the bond. 1 To understand the compensation for the interest rate risk alone, banks typically constructed â€Å"yield-curve models. These were models for the yields on zero-coupon Treasury securities, since Treasury instruments typically contained only interest rate risk. Models for the yield curve could be then used to compare the current and expected prices of U. S. Treasury instruments. 2 The research group at Deutsche Bank had developed their own proprietary yield-curve model, a so-called three-factor affine model (see Exhibit 3 for a conceptual description of the model). Firoozye explained the fundaments of the model: We have three factors driving the yield curve that we see as analogous to the economy.In an economy, there is inflation, output gaps, and short rates. So first among our f actors is a long rate, which is analogous to inflation. It is the slowest mean reverting of our three factors. In the fifties inflation was low, in the seventies it was extremely high, and now it is back down again. It takes 20 years to go through its cycle. It is very slow, very persistent, whereas the business cycle is much, much faster. You go through a business cycle in about seven years. So slope, our second factor, is then the measure of output gap. Slope mean reverts much more quickly than inflation.The third factor is the short rate, which mean reverts the fastest. After estimating the variables of the three-factor model, the team calibrated the model to price the one-month, two-year, and 10-year zero-coupon bond. After Baz’s request at the weekly meeting, the analysts now used the latest numbers on various U. S. Treasury bonds to update and calibrate the model (see Exhibit 4 for the resulting output from Deutsche Bank’s model). The idea was to then compare the actual zero-coupon yield curve against the predicted ones coming out of the model and see if any trade ideas presented themselves.In fact, several trades seemed to come out of that comparison. Baz and the team now had to pick the trades with the highest profit potential. 1 It should be noted that the notion of compensation here is approximate. The yield on a zero-coupon corporate bond is not the expected return of that bond. It is simply the promised return of that bond, or the return an investor would get if the bond did not default. Starting with this promised return and then factoring in the probability of default and a default risk premium leads to the expected return for that bond. More generally, yield-curve models could be used to price any interest rate-sensitive security. For example, the pricing of interest rate options starts with a yield-curve model. 4 Deutsche Bank: Finding Relative-Value Trades 205-059 Exhibit 1 Prices and Coupon Rates of Various U. S. Treasury Bonds on August 15, 2003 Coupon Rate (%) 3 2. 125 1. 5 6. 5 5. 625 2. 375 6. 25 3. 25 3 3. 25 5. 5 6 6. 5 5. 75 5 5 4. 875 4. 375 3. 875 4. 25 13. 25 12. 5 11. 25 10. 625 9. 25 7. 5 8. 75 8. 875 9. 125 9 8. 875 8. 125 8. 5 8. 75 7. 875 8. 25 8 7. 25 7. 125 6. 25 7. 5 7. 5 7. 625 6. 875 6 6. 75 6. 625 6. 375 6. 125 5. 5 5. 25 6. 125 Maturity Date 2/15/2004 8/15/2004 2/15/2005 8/15/2005 2/15/2006 8/15/2006 2/15/2007 8/15/2007 2/15/2008 8/15/2008 2/15/2009 8/15/2009 2/15/2010 8/15/2010 2/15/2011 8/15/2011 2/15/2012 8/15/2012 2/15/2013 8/15/2013 2/15/2014 8/15/2014 2/15/2015 8/15/2015 2/15/2016 8/15/2016 2/15/2017 8/15/2017 2/15/2018 8/15/2018 2/15/2019 8/15/2019 2/15/2020 8/15/2020 2/15/2021 8/15/2021 2/15/2022 8/15/2022 2/15/2023 8/15/2023 2/15/2024 8/15/2024 2/15/2025 /15/2025 2/15/2026 8/15/2026 2/15/2027 8/15/2027 2/15/2028 8/15/2028 2/15/2029 8/15/2029 Current Price 101. 0544 100. 9254 99. 8942 109. 0934 108. 438 99. 7848 111. 7184 101. 0841 99. 1692 99. 271 109. 7707 112. 145 114. 9084 110. 3894 105. 2934 104. 7607 103. 4391 99. 2806 95. 0288 97. 7693 174. 3251 168. 9389 157. 0552 152. 4222 140. 0135 123. 3044 136. 0598 137. 504 140. 792 139. 9079 138. 7431 130. 7162 135. 2938 138. 3466 128. 4995 131. 7341 130. 4736 121. 58 120. 1744 109. 4538 125. 46 125. 4466 127. 1477 117. 5509 106. 3626 116. 1986 114. 7086 111. 036 108. 0391 99. 633 96. 2876 108. 4062 Source: Adapted by casewriter from Datastream. 5 205-059 Deutsche Bank: Finding Relative-Value Trades Exhibit 2 Deutsche Bank Global Markets Research Organization Global Head COO and Co-Head Global Economics Global Strategist Foreign Exchange Securitization Index Development Regional Heads – Asia/ Pacific – Germany Strategy – Fixed Income/ Relative Value Research – Emerging Markets – Credit Credit (High Grade Credit Research) Economics – Global – US – Europe – Emerging Markets Source: Deutsche Bank. Exhibit 3 †¢ †¢ †¢Deutsche Bank†™s Zero-Coupon Yield Model Key variables: Short rate, slope, and long rate (or short rate, output gap, and inflation) Model specified by a system of equations (in Q measure) Long rate mean reverts slowly (possibly to nonzero mean) dX t= (  µ X ? k X X t) dt + ? X dWt X †¢ Slope mean reverts faster (to zero) dYt = ? kY Yt dt + ? Y dWt Y †¢ X t + Yt ? rt = 0 †¢ In equilibrium short rate, rt, follows the target Xt+Yt (an analogue of the Taylor rule) Short rate mean reverts fast in order to restore the equilibrium drt = k r ( X t + Yt ? rt ) dt + ? r dWt rSource: Adapted by casewriter from â€Å"Quantitative Models for Fixed Income,† Deutsche Bank presentation, October 2003. 6 Deutsche Bank: Finding Relative-Value Trades 205-059 Exhibit 4 Output from Deutsche Bank’s Zero-Coupon Yield Model Model Prediction (BEY) 1. 2443% 1. 8727% 2. 4110% 2. 9665% 3. 4454% 3. 8557% 4. 1996% 4. 4677% 4. 6528% 4. 7107% 5. 7160% 5. 9517% 5. 9315% Maturity (years) 1y 2y 3y 4 y 5y 6y 7y 8y 9y 10y 15y 20y 25y Source: Note: Adapted by casewriters from Deutsche Bank information. The yields in this table are bond equivalent yields (BEY), that is, the semiannual yield multiplied by two. 7

Using the Quadratic Formula With No X-intercept

The Physics Of Our Science Classes - 1763 Words

In the 21st, in our science classes, we are taught to believe that our world is actually made up of particles as the smallest constituents of matter. We are told that particles behave like waves because it makes no sense to teach that a particle moves faster than the speed of light, that particles can cause interference with one another, among other ridiculous things that we just never imagine a particle to do. What we are not told is that we never had to think about the smallest elements of matter, also known as, quanta, as particles. Instead, we can describe quanta as being excitations of fields, i.e., waves. There is no supporting evidence that a wave can behave like a particle, the evidence only points to experiments evaluating the data using wrong techniques, and assuming that a particle was in the place of a wave. I. Introduction â€Å"Learn from yesterday, live for today, hope for tomorrow. 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