यह मणिपुर में 2023 में हुई हिंसा पर केंद्रित प्रमोद रंजन के रिपोर्ताजों का पहला भाग है।

प्रमोद रंजन इसमें पूर्वोत्तर भारत के इतिहास, संस्कृति और समाज में आ रहे परिवर्तनों को चिन्हित किया है तथा उसका संवेदनशील, मर्मस्पर्शी और विचारोत्तेजक चित्र प्रस्तुत किया है।

उन्होंने इस रिपोर्ताज में यह भी बताया है कि हिंसा के दौरान मैतेई महिलाओं के…[Read more]

A model is present for pricing an Equity Asian Swap. One leg of the swap pays the return from a monthly average of the S&P TSE60 index less a constant strike. The payment from the other leg is similarly defined for a stock. The payments are tied to notional amounts that are specified according to two pre-determined monthly schedules. Most of the…[Read more]

With the climate of Brexit, xenophobia and white supremacy on the rise, health and safety of Black and Global Majority people under threat during the spread of Covid in the UK and elsewhere, a discussion of colonialism, migration, borders, and equality – in the classrooms and outside – is more pertinent than ever. Situating the ongoing Dec…[Read more]

Against the background of the often female-focused view of sexual abuse victims, this paper addresses the issue of male-identifying victims of sexual violence through the lens of the Bible. I tackle one particular form of sexual abuse: female-on-male sexual violence, of the “forced/made to penetrate” type through a re-reading of Genesis 19:…[Read more]

Tulad ng naobserbahan ng mga may-akda ng artikulong “Beyond the Group Mind: A Quantitative Review of the Interindividual–Intergroup Discontinuity Effect” na inilathala sa Psychological Bulletin, Tinatayang sa huling dekada pa lamang ng ikadalawampu siglo, ang mga nakamamatay na digmaan ng mga lugar tulad ng Rwanda, Bosnia, at Ethiopia ay kumitil n…[Read more]

A variance/volatility swap is an instrument that allows explicit exposure to the realized variance/volatility of an index, stock, etc., without exposure to other risks commonly encountered with derivatives: delta, gamma, etc.

We review the equity forward and futures pricing models. Consider an index level, I, at a future time, T. With respect to I, we calculate 1) the forward price, 2) the futures price, and 3) delta.

A valuation model is presented to calculate price, hedge ratio, and implied volatility for forward starting European calls and puts. The model focuses on the numerical accuracy of the implementation.

The model calculates numbers that characterize the effect of adding an extra instrument to a portfolio of loan commitments. To be useful, these numbers should be additive with respect to the facilities making up the portfolio, so that their total would have the same meaning for the portfolio as each individual number has for the respective…[Read more]

Volumen 18 de la revista chilena Papel Máquina, perteneciente a la editorial Palinodia, dedicado a la dimensión cultural y literaria del activismo político de Marta Lamas. Además de diversos ensayos a cargo de destacadas investigadoras feministas, el número incluye una entrevista con Marta Lamas y un recorte de su trabajo sobre la rabia, así como…[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.

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.