Yi Tang

Authored by leading experts in the enzymology of natural product biosynthesis, this completely revised and updated edition provides a description of the types of natural products, the biosynthetic pathways that enable the production of these molecules, and an update on the discovery of novel products in the post-genomic era. Although some 500 000 – 600 000 natural products have been isolated and characterized over the past two centuries, there may be a 10-fold greater inventory awaiting immediate exploration based on biosynthetic gene cluster predictions. The approach of this book is to codify the chemical logic that underlies each natural product structural class as they are assembled from building blocks of primary metabolism. This second edition integrates many new findings into the sets of principles of the first edition that parsed categories of natural product chemistries into the underlying enzymatic mechanisms and the catalytic machinery for building the varied and complex end product metabolites. New chapters include evaluation of a core set of thermodynamically activated but kinetically stable metabolites that power both primary and secondary metabolic pathways. Also, after decades of uncertainty about the existence of various pericyclase classes, a series of genome mining, heterologous expression, and enzymatic activity characterization have validated a plethora of pericyclases over the past decade. The several types of pericyclases are involved in biosynthetic complexity generation of almost every major category of natural products. This text will serve as a reference point for chemists of every subdiscipline, including synthetic organic chemists and medicinal chemists. It will also be valuable to bioinformatic and computational biologists, pharmacognocists and chemical ecologists, and bioengineers and synthetic biologists.

As humans evolved from primordial organisms they lost the capacity to make certain essential molecules. By their very absence in specific pathologies and diseases, the thirteen human vitamins were discovered and their crucial role in metabolism revealed. This textbook provides a thorough chemocentric view on the key small molecules of life, the human vitamins and their active coenzyme forms. Detailing how their unique chemistries control the interconversion and the flux of hundreds of central human metabolites, The Chemical Biology of Human Vitamins examines the parallel and convergent tracks of the vitamins and their coenzyme forms. Analysing the mode of action of each of the vitamins, the book will illuminate the challenges that face each cell; metabolism could not proceed without the chemical functional groups vitamins provide. Authored by leading educators, this text will serve as an ideal guide and reference point for chemists in both academia and industry, graduates and advanced undergraduate students in biochemistry, chemical biology, metabolism and metabolomics.

Authored by leading experts in the enzymology of natural product biosynthesis, this textbook provides a thorough description of the types of natural products, the biosynthetic pathways that enable the production of these molecules, and an update on the discovery of novel products in the post-genomic era. Although some 500-600,000 natural products have been isolated and characterized over the past two centuries, there may be a 10-fold greater inventory awaiting immediate exploration based on biosynthetic gene cluster predictions. The approach of this book is to codify the chemical logic that underlies each natural product structural class as they are assembled from building blocks of primary metabolism. This text will serve as a reference point for chemists of every subdiscipline, including synthetic organic chemists and medicinal chemists. It will also be valuable to bioinformatic and computational biologists, to pharmacognocists and chemical ecologists, to bioengineers and synthetic biologists.

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors' own research and practice. It is written from the viewpoint of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader to develop intuitions. Among the modeling and the numerical techniques presented are the practical applications of the martingale theories, such as martingale model factory and martingale resampling and interpolation. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies from the perspective of a front office functionality and a revenue center (rather than merely a risk management functionality), which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, foreign exchange, and commodity markets.

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors' own research and practice. It is written from the viewpoint of financial engineers or practitioners, and, as such, it puts more emphasis on the practical applications of financial mathematics in the real market than the mathematics itself with precise (and tedious) technical conditions. It attempts to combine economic insights with mathematics and modeling so as to help the reader to develop intuitions. Among the modeling and the numerical techniques presented are the practical applications of the martingale theories, such as martingale model factory and martingale resampling and interpolation. In addition, the book addresses the counterparty credit risk modeling, pricing, and arbitraging strategies from the perspective of a front office functionality and a revenue center (rather than merely a risk management functionality), which are relatively recent developments and are of increasing importance. It also discusses various trading structuring strategies and touches upon some popular credit/IR/FX hybrid products, such as PRDC, TARN, Snowballs, Snowbears, CCDS, and credit extinguishers. While the primary scope of this book is the fixed-income market (with further focus on the interest rate market), many of the methodologies presented also apply to other financial markets, such as the credit, equity, foreign exchange, and commodity markets.