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]

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]

‘Modernism and Religion’ argues that modernism participated in broader processes of religious change in the twentieth century. The new prominence accorded to immanence and immediacy in religious discourse is carried over into the modernist epiphany. Modernism became mystical. The emergence of Catholic theological modernism, human rights, Christian…[Read more]

A Cultural History of the Sea in the Medieval Age, ed. by Elizabeth Lambourn.

The cultural history of the sea during the Middle Ages is a young and dynamic field. Born only recently in the literary criticism of European sources, this innovative volume pushes out beyond this European heartland to explore the shape and potential of a cultural…[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]

In 2023 we will be looking at the theme of ‘Exploring Climate Solutions’. We will develop an understanding of environmental issues such as green energy, food systems, reforestation and soil regeneration. To date, this course has been focused on work that diagnoses environmental problems, such as the extinction crises, long-term pollutants and…[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]

This is a revised 2023 version of a course was first taught at the University of Massachusetts Amherst in fall 2018. It addresses feminism, gender and sexuality studies, queer theory, and critical race and ethnic studies in conjunction with translation studies.

Call for Participation.
The Faculty of Arts, University of Calabar, Calabar Nigeria in conjunction with African Electronic Literature Alliance & African Diasporic Electronic Alliance (AELA&ADELI) organises The 3rd African Electronic Literature Alliance International Workshop Conference (AELAIWC2023)

Theme: Digital Humanities &…[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]

This paper aims to analyze the depiction of pedophilia in Humayun Ahmed’s film ‘Pleasure Boy Kômola.’ It concentrates on the social and psychological reasons for this rarely existing sexual practice or perversion and the oppressive consequences it causes on the subalterns in Bangladesh during the colonial period.

This article briefly explores the contemporary heterogeneous song-texts of Taskir Ali (popularly known as Baul Taskir) from Sunamgonj, in the district of Sylhet, Bangladesh. Bauls are nomadic communities in Bangladesh and West Bengal, India, and they express their profound spiritual philosophy and thoughts through their songs and performance.…[Read more]

In this provocation, I investigate the notion of long term thinking, as a notion of ‘sustaining time’, which identifies failures in dominant conceptions of time and proposes an alternative that is thought to be better suited for responding to current environmental crises. Drawing on close analyses of two examples, I argue for a deeper und…[Read more]

The early modern use of vegetal terms to explain the origin and growth of ores was widespread in mining industry, alchemy, and natural philosophy. In the writings of authors from many different backgrounds, mineral veins were often described as ‘trees’ which moved upwards, bore fruits, and underwent a life cycle. Accordingly, the existence in ore…[Read more]

Cognitive science can help literary scholars formulate specific questions to be answered by archival research. This essay takes as its starting point embedded mental states (that is, mental states about mental states) and their role in generating literary subjectivity. It then follows the transformation of embedded mental states throughout several…[Read more]

The evils that some researchers attribute to the “Anthropocene” are not the responsibility of all humanity; the main culprits, who have the political and economic power to shape the forms of production and consumption and define lifestyles, must be distinguished from the majority of the population, whose power to change things cannot be com…[Read more]