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.

Ang pagtanggi na ang “pagkamakasarili” ay ang laganap na pamantayan at mayroon lamang “limitadong mga anyo ng altruismo” Upang magsimula, idiin ko na, “Kahit na ang bakterya ay mas matagumpay sa pagpaparami sa presensya ng iba sa kanilang sariling mga species.” Ang ibig kong sabihin ay may connectivity ang bacteria para sa Diyos!
1. Sa isang araw…[Read more]

As the authors of the article “Beyond the Group Mind: A Quantitative Review of the Interindividual–Intergroup Discontinuity Effect” which was published in Psychological Bulletin, observed, It is estimated that just in the final decade of the twentieth century, the deadly wars of places like Rwanda, Bosnia, and Ethiopia claimed the lives of 30 m…[Read more]