Comprised of soft glacial cliffs and sandy beaches, the southeastern coastline of Ireland is dominated by unconsolidated Quaternary-aged sediments with fewer rock exposures than Ireland’s other coasts. Facing Britain across a rough sea, County Wexford has been prone to incursions from both political and environmental forces throughout history. T…[Read more]

This biography of the German medical doctor and minerologist Diederich Wessel Linden (fl.1745-1768; d.1769) is the unabridged, pre-publication version of an accepted and revised article for publication in the Dictionary of Welsh Biography. This version is also available as an online blog post:…[Read more]

In comics: how ancient rabbis upend “traditional” ideas of reproduction, gender, and humanity. A blog post commissioned by UC Press Blog about the book When a Human Gives Birth to a Raven: Rabbis and the Reproduction of Species.

Link: htt…[Read more]

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]

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]

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.

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]

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 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 paper provides a background on the life and times of Graeme Clark, a founder of the area of biomedical engineering and the cochlear implant, who grew up in the small town of Camden, NSW.
The life and times of Professor Graeme Clark, the pioneer of the Cochlear Implant, are part of the Camden story. He was a local boy who made good, improved…[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]

I recently attended a theatre performance with a strong humanitarian message at the Belvoir Street Theatre in Surry Hills. The show was a combination of cabaret and drama, highlighting many historic social issues and challenges of the early 20th century that still resonate today. The show portrayed the life and times of African-American jazz…[Read more]

Research into emotions is a developing field within Assyriology, and NLP tools for Akkadian texts offers new perspectives on the data. We use PMI-based word embeddings to explore the relationship between parts of the body and emotions. Using data downloaded from Oracc, we ask which parts of the body were semantically linked to emotions. We do this…[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]