El proyecto ETSO: Estilometría aplicada al Teatro del Siglo de Oro surge del interés del investigador Álvaro Cuéllar y del catedrático Germán Vega García-Luengos en aplicar las nuevas herramientas informáticas a los numerosos problemas de autoría que presenta el teatro del Siglo de Oro español. Este portal trata de ofrecer análisis que puedan arr…[Read more]

Finding the accurate date of texts is one of the most puzzling challenges in the study of Spanish aurisecular theater. Stylometry, the computer technique centered on the comparison of texts based on their writing, which has been successfully used in recent years to solve authorship questions, can also serve to shed light on this issue. In this…[Read more]

Claramonte is one of the playwrights who has had the most unusual fate in our theatrical heritage. Reviled by early scholars as a plagiarist, recaster and, ultimately, a second-order author, in recent decades he has reemerged as a possible author of capital works of our theatre. Using stylometric techniques that have been proven to be effective…[Read more]

This article proposes the inclusion in Lope’s repertoire of La francesa Laura, a comedia preserved in an anonymous manuscript of the BNE, never before related to the playwright. The investigation started thanks to the results of the process in the Transkribus and ETSO platforms, which pointed out the close relationship of the lexicon with the…[Read more]

La datación supone una de las cuestiones con más interrogantes en el estudio del teatro aurisecular español. La estilometría, técnica informática basada en la comparación de textos en función de sus usos escriturales y que está utilizándose con aparente acierto en los últimos años para arrojar luz sobre el problema de la autoría, puede servir…[Read more]

Claramonte es uno de los dramaturgos que más extraña suerte ha corrido de nuestro patrimonio teatral. Vilipendiado por los primeros estudiosos como plagiario, refundidor y, en definitiva, autor de segundo orden, en las últimas décadas ha resurgido como posible responsable de obras capitales de nuestro teatro. A través del empleo de técnicas estil…[Read more]

La refundición supone un fenómeno recurrente en el teatro aurisecular español. Existen numerosos casos en los que un dramaturgo parte de un texto previo y lo modifica para conformar una nueva obra reutilizando un cierto número de versos. En ocasiones, el paso del tiempo confunde la obra primigenia con la refundición y resulta complicado esta…[Read more]

The article discusses valuation models for the following products: power financial indices swap contracts (PWR-SWAP), power financial transmission rights contracts (PWRSWAP- FTR), power physical delivery contracts (PWR-PHYS) and power physical transmission contracts (PWR-TR-SPREAD). All products have similar valuation structure – index swap (or s…[Read more]

Un elevado porcentaje de impresos y manuscritos teatrales del periodo aurisecular no ha sido nunca transcrito en un formato analógico ni, por supuesto, digital. Es imposible, por tanto, emplear estos documentos para realizar búsquedas de nuestro interés o para los valiosos análisis informáticos (estilometría, topic modelling, detección de sentim…[Read more]

El trabajo propone que se considere la inclusión en el repertorio de Lope de La francesa Laura, una comedia conservada en un manuscrito anónimo de la BNE, nunca antes relacionada con el dramaturgo. La investigación se inició a la vista de los resultados de su procesamiento en las plataformas Transkribus y ETSO, que señalaban la estrecha rela…[Read more]

This conversation revolves around Dora Apel’s work in the field of art and memory. Memory, in its mediating force, is critical for our understanding of the present and the construction of a future, or, rather, as Dora Apel posits it in her recent book Calling Memory Into Place: “Memory effects are not about the past. How do they shape the pre…[Read more]

We offer a hybrid (trinomial tree plus semi-analytic formulas) pricing method for FX Double Window Double Barrier option . Currently, the model uses spot implied volatility for the first time window, and forward implied volatility for the second time window. These are Black-Scholes implied volatilities from traded vanilla European options, but,…[Read more]

The purpose of the model is to calculate the credit spread sensitivity, correlation sensitivity, and default sensitivity via analytic methods for index CDO trades and bespoke CDO trades. The credit spread sensitivity is defined as the change in the MTM by perturbing the credit spread by a small amount; the default sensitivity is calculated by…[Read more]

A pricing model for capped-accumulated-return-call (CARC) with volatility surface is presented. Proprietary approaches to interpreting volatility surface are employed during pricing. To accelerate the convergence when low discrepancy sequences are used in Monte Carlo simulation (Quasi-Monte Carlo simulation), the Brownian Bridge Path…[Read more]

In 2023, a new museum opened in Tbilisi, at the Writer’s House of Georgia that previously house the Soviet Writers’ Union: The Museum of Repressed Writers. The museum honours the executed poets from Georgia’s Soviet past, poets whose identities Soviet authorities tried to destroy. This article examines the story the museum tells about Soviet l…[Read more]

The model serves the purpose of computing basis adjustments for credit spread curves of the constituent obligors of the indexes such that the market price of the index can be repriced exactly. These adjusted index constituent curves are then used to compute index base correlations and mapped base correlations for bespoke trades, price the standard…[Read more]

The payoff of reverse convertible product involves returns on multiple assets and is conditional on hitting of continuous barriers. The Monte Carlo methodology employed by ESP is an efficient conditioning technique.

Accounting requires the ability to forecast conduit administration fees. a simple stationary lognormal model for the fees is presented. Initially, the stationarity of the sweep fees is tested by measuring the level of mean reversion. Using a Dickey-Fuller statistical test the conduits are checked for approximate stationarity. Next, assuming the…[Read more]

The article presents a model for pricing digital-type barrier options on baskets of equity stocks. Within each payment period, there is a series of basket observation times. If at each observation time we observe that all basket constituent stocks remain between their lower and upper barriers, we receive a fixed coupon amount on the payment date…[Read more]

We present a model for pricing an exotic swap where one party receives a fixed amount and makes a series of variable payments at the end of each pre-defined calculation period. The variable payments can be modeled as Asian put option payoffs on the weighted sum of two respective commodity basket levels. Furthermore, each basket level consists of a…[Read more]