This article presents a model for pricing complex CDO structures and compute the sensitivities of the risk factors. The complex CDO structures need to be priced using the market information on tranche losses at multiple points of time. Currently, the model is being used for the valuation of forward starting CDO trades (FSCDO) and loss-trigger…[Read more]

In Camden, NSW, every November, the streets are ablaze with shades of purple. Walking around the town’s streets, you will see the current flush of purples, mauves, lilac and lavender along Argyle Street, Broughton Street, John Street and Macarthur Park. People are entranced by the magic of the town’s ‘sea of lavender’ as Peter Butler from…[Read more]

In Camden, NSW, every November, the streets are ablaze with shades of purple. Walking around the town’s streets, you will see the current flush of purples, mauves, lilac and lavender along Argyle Street, Broughton Street, John Street and Macarthur Park. People are entranced by the magic of the town’s ‘sea of lavender’ as Peter Butler from…[Read more]

The structure of a Binary Return Note is similar to the one of a regular note, but the coupons are
contingent on return rates on stocks. Quasi-Monte Carlo simulation is used for pricing the product.

This article explores the co-constitution of networks and infrastructure in the context of late eighteenth- and nineteenth-century culture. We consider Maria Edgeworth’s conceptualization of the term network with and alongside infrastructure in her Harry and Lucy stories (1801–25) and offer an analysis of a manuscript tour by Mary Anne Eade fro…[Read more]

This article explores the co-constitution of networks and infrastructure in the context of late eighteenth- and nineteenth-century culture. We consider Maria Edgeworth’s conceptualization of the term network with and alongside infrastructure in her Harry and Lucy stories (1801–25) and offer an analysis of a manuscript tour by Mary Anne Eade fro…[Read more]

The 2007 Camden Library and Camden Museum redevelopment project resulted in a community collaboration to create a mix of public artworks.
Camden Council Cultural Development Coordinator Angela Pasqua led the collaboration process. Participants included school children, TAFE students, artists and sculptors.
Camden Council commissioned the…[Read more]

The 2007 Camden Library and Camden Museum redevelopment project resulted in a community collaboration to create a mix of public artworks.
Camden Council Cultural Development Coordinator Angela Pasqua led the collaboration process. Participants included school children, TAFE students, artists and sculptors.
Camden Council commissioned the…[Read more]

We present a pricing model for fade option. A fade option can be more precisely named as “point-barrier option”. The fade option is a vanilla option that exists or dies if a barrier is breached on a single preset date, which is prior or equal to the contract maturity.

The Narellan Heritage Walking Tour is an interesting and informative way to observe and learn about the history and heritage of this Cowpastures village.
First published in 2010 by photographers Kylie and Peter Lyons.

The Narellan Heritage Walking Tour is an interesting and informative way to observe and learn about the history and heritage of this Cowpastures village.
First published in 2010 by photographers Kylie and Peter Lyons.

This publication is part of the project “Ricontrans – Visual Culture, Piety and Propaganda. Transfer and Reception of Russian Religious Art in the Balkans and the Eastern Mediterranean (16th to Early 20th Century)”, funded from the European Research Council (erc) under the European Union’s Horizon 2020 research and innovation programme (grant…[Read more]

This publication is part of the project “Ricontrans – Visual Culture, Piety and Propaganda. Transfer and Reception of Russian Religious Art in the Balkans and the Eastern Mediterranean (16th to Early 20th Century)”, funded from the European Research Council (erc) under the European Union’s Horizon 2020 research and innovation programme (grant…[Read more]

This article contributes to understanding regionalism by using a case study of the Camden district.
It is now hard to imagine now, but in days gone by, the township of Camden was the centre of a large district. The Camden district became the centre of people’s daily lives for over a century and the basis of their sense of place and community i…[Read more]

This article contributes to understanding regionalism by using a case study of the Camden district.
It is now hard to imagine now, but in days gone by, the township of Camden was the centre of a large district. The Camden district became the centre of people’s daily lives for over a century and the basis of their sense of place and community i…[Read more]

Average rate or Asian options have a payoff function proportional to an average rate or price. The average price is calculated over a sampling of specified dates that need not be equally spaced in time. The average price or rate tends to be less volatile than a single underlying price and hence, an option on the underlying average price should be…[Read more]

This blog post is a review of a new art exhibition at Camden’s Alan Baker Art Gallery that highlights the modernity and cosmopolitanism of the interwar period in an exhibition of artist Alan D Baker called ‘Alan’s Art Deco’.

The incidence of diseases in the Gold Coast (now Ghana) shaped encounters between colonial officials and indigenous people, yet this subject has merited minimum attention in the Ghanaian historiography. This paper examines the colonial healthcare interventions to combat the outbreak of cerebrospinal meningitis (CSM) in Asante and
how the presence…[Read more]

This study highlights the transitions that indigenous medicine and indigenous medical practices have undergone in Asante. It uses a qualitative approach anchored on both primary and secondary sources. The primary data sources include interviews and documentary data derived from reports in historical archives. Anchored on rational choice contingent…[Read more]