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]

The role of the internet in fomenting male supremacist ideology must be understood within the larger cultural context that undergirds and naturalizes such rhetoric. Traditional conservative (TradCon) sections of the manosphere valorize a patriarchal social order centering traditional gender roles. According to TradCon reasoning, men, under attack…[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]

As practitioners and scholars who engage with music encoding we already understand the affordances that encoding music or text can bring to our research and scholarship. However, individuals who are not yet familiar with encoding schemas and the usefulness of digital methodologies may not have a clear understanding of the “why” in using a dig…[Read more]

In his writing, Cultural theorist Stuart Hall has often argued that an image or a set of images has the capability of condensing a number of attributes into a single picture, producing a misleading representation of what other people and cultures are like. As a result, multiple stories evolve into the one story that is told repeatedly and usually…[Read more]

The article presents a model for pricing digital-type barrier options on baskets of equity stocks. Within each payment period, there is a series of basket observation times. If at each observation time we observe that all basket constituent stocks remain between their lower and upper barriers, we receive a fixed coupon amount on the payment date…[Read more]