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]

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.

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]

Elements of Christian visual culture appeared in
various media in monumental and applied art during the late
antique period, from painted decoration in the catacombs,
through funerary monuments, to utilitarian objects such as
jewellery and lamps. The paper analyses the symbolic meaning
of fish and maritime motifs in the context of the late…[Read more]

On a number of pilgrimage objects from Late Antiquity, St Thecla, a highly revered saint, also known as Thecla the Protomartyr, is shown accompanied by St Menas, whose tomb in Egypt was the pilgrimage centre associated with healing miracles. The saintly couple appear in ad bestias compositions or in a simplified variant as two saints with a cross.…[Read more]

This paper represents a reevaluation of previous knowledge of the distinctive bronze lamp in the shape of a ship, discovered on the locality of
Mezul, near Smederevo in Serbia, as well as new interpretations based on written sources, analogies and iconographic interpretation. The lamp
is specific due to its shape and decoration, its inscription,…[Read more]

Materials for the Arts (MFTA) is a nonprofit organization supported by New York City Department of Cultural Affairs, with
support from the Departments of Sanitation and Education. Materials are collected from individuals and business and then
made accessible to thousands of different educational programs across all of New York City’s five b…[Read more]

This report describes the results of usability testing performed on the Eyebeam website as part of a graduate Usability Theory & Practice course at Pratt Institute in Fall 2018. Eyebeam is a non-profit arts organization located in Bushwick, Brooklyn. Its mission is to “provide both space and support for a community of diverse, justice-driven a…[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]