A book’s a book, and numbers are numbers, right? Well, maybe. For the Shakespeare Association of America seminar on “Counting (in) Early Modern Drama,” I proposed to give myself the task of understanding and then communicating the technological underpinnings of a digital facsimile. One specific question I wanted to address, with the help of…[Read more]

La théorie du chaos n’est pas aussi complexe qu’on le prétend souvent Comme l’observe Robert Juliano, le principe sous-jacent est que “dans le caractère aléatoire apparent des systèmes complexes chaotiques, il existe des modèles sous-jacents, des interconnexions, des boucles de rétroaction constantes, la répétition, l’auto-similarité , fractales…[Read more]

La théorie du chaos n’est pas aussi complexe qu’on le prétend souvent Comme l’observe Robert Juliano, le principe sous-jacent est que “dans le caractère aléatoire apparent des systèmes complexes chaotiques, il existe des modèles sous-jacents, des interconnexions, des boucles de rétroaction constantes, la répétition, l’auto-similarité , fractales…[Read more]

La théorie du chaos n’est pas aussi complexe qu’on le prétend souvent Comme l’observe Robert Juliano, le principe sous-jacent est que “dans le caractère aléatoire apparent des systèmes complexes chaotiques, il existe des modèles sous-jacents, des interconnexions, des boucles de rétroaction constantes, la répétition, l’auto-similarité , fractales…[Read more]

La théorie du chaos n’est pas aussi complexe qu’on le prétend souvent Comme l’observe Robert Juliano, le principe sous-jacent est que “dans le caractère aléatoire apparent des systèmes complexes chaotiques, il existe des modèles sous-jacents, des interconnexions, des boucles de rétroaction constantes, la répétition, l’auto-similarité , fractales…[Read more]

La théorie du chaos n’est pas aussi complexe qu’on le prétend souvent Comme l’observe Robert Juliano, le principe sous-jacent est que “dans le caractère aléatoire apparent des systèmes complexes chaotiques, il existe des modèles sous-jacents, des interconnexions, des boucles de rétroaction constantes, la répétition, l’auto-similarité , fractales…[Read more]

The present work tries to demonstrate that, in South America, there is still a strong tendency towards irredentism that is expressed through the interpretation of maps. Said tendency, of course, is propitiated by many of the States of the region in question to a greater or lesser extent, for which reason, many of the claims that the South American…[Read more]

Equity value at risk (VaR) model requires implied volatilities with respect to various indices and maturities, which range from three months to five years. A model is presented for generating a term-structure of implied equity index volatilities for use in calculating VaR.

Equity value at risk (VaR) model requires implied volatilities with respect to various indices and maturities, which range from three months to five years. A model is presented for generating a term-structure of implied equity index volatilities for use in calculating VaR.

Equity value at risk (VaR) model requires implied volatilities with respect to various indices and maturities, which range from three months to five years. A model is presented for generating a term-structure of implied equity index volatilities for use in calculating VaR.

Since 2016, the academic narrative emerging from the Zora Neale Hurston Festival of the Arts and Humanities in Eatonville, Florida, has increasingly relied on a public scholarship model to bridge the gap between institutional practice and community knowledge. Inspired by Zora Neale Hurston’s legacy as an interdisciplinary scholar, these a…[Read more]

Since 2016, the academic narrative emerging from the Zora Neale Hurston Festival of the Arts and Humanities in Eatonville, Florida, has increasingly relied on a public scholarship model to bridge the gap between institutional practice and community knowledge. Inspired by Zora Neale Hurston’s legacy as an interdisciplinary scholar, these a…[Read more]

Since 2016, the academic narrative emerging from the Zora Neale Hurston Festival of the Arts and Humanities in Eatonville, Florida, has increasingly relied on a public scholarship model to bridge the gap between institutional practice and community knowledge. Inspired by Zora Neale Hurston’s legacy as an interdisciplinary scholar, these a…[Read more]

A model is used to price a derivative whose payoff depends on returns over N periods on a shrinking basket of originally N assets. Each period, the worst return is added to the cumulative sum after being capped and floored, and the corresponding asset removed from the basket (hence a shrinking basket). The cap and floor rates are given for each…[Read more]

A model is used to price a derivative whose payoff depends on returns over N periods on a shrinking basket of originally N assets. Each period, the worst return is added to the cumulative sum after being capped and floored, and the corresponding asset removed from the basket (hence a shrinking basket). The cap and floor rates are given for each…[Read more]

A model is used to price a derivative whose payoff depends on returns over N periods on a shrinking basket of originally N assets. Each period, the worst return is added to the cumulative sum after being capped and floored, and the corresponding asset removed from the basket (hence a shrinking basket). The cap and floor rates are given for each…[Read more]

Credit value at risk (VaR) is used for measuring and analyzing credit risk of a portfolio. The basic methodology of the Credit VaR employs the credit migration approach spearheaded by RiskMetrics. It assumes that obligor’s credit quality is determined by the obligor’s asset value, which in turn is approximated by its standardized equity return.

Credit value at risk (VaR) is used for measuring and analyzing credit risk of a portfolio. The basic methodology of the Credit VaR employs the credit migration approach spearheaded by RiskMetrics. It assumes that obligor’s credit quality is determined by the obligor’s asset value, which in turn is approximated by its standardized equity return.

Credit value at risk (VaR) is used for measuring and analyzing credit risk of a portfolio. The basic methodology of the Credit VaR employs the credit migration approach spearheaded by RiskMetrics. It assumes that obligor’s credit quality is determined by the obligor’s asset value, which in turn is approximated by its standardized equity return.

This paper aims to examine models by which symbolism of light and lamp in
the Mediterranean region was manifested in the early Christian visual culture,
i.e. lamp representations from Central Balkans. Lamps with Early
Christian representations are considered in the context of transculturality
of Late Antiquity, as well as political and…[Read more]