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]

Un elevado porcentaje de impresos y manuscritos teatrales del periodo aurisecular no ha sido nunca transcrito en un formato analógico ni, por supuesto, digital. Es imposible, por tanto, emplear estos documentos para realizar búsquedas de nuestro interés o para los valiosos análisis informáticos (estilometría, topic modelling, detección de sentim…[Read more]

El trabajo propone que se considere la inclusión en el repertorio de Lope de La francesa Laura, una comedia conservada en un manuscrito anónimo de la BNE, nunca antes relacionada con el dramaturgo. La investigación se inició a la vista de los resultados de su procesamiento en las plataformas Transkribus y ETSO, que señalaban la estrecha rela…[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]

El libro: Tesoro natural y cultural reserva paisajística Nor Yauyos Cochas, catálogo fotográfico turístico, es la consecuencia del trabajo multidisciplinario y en equipo de los docentes de las facultades de Ciencias de la Comunicación, Ciencias Forestales y del Ambiente de la Universidad Nacional del Centro del Perú, que se conformó con la finali…[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]

आस्ट्रेलिया ने 2021 में मीडिया संस्थानों के हितों की रक्षा के लिए ‘समाचार मीडिया और डिजिटल प्लेटफ़ॉर्म अनिवार्य सौदेबाजी कानून’ बनाया था। 2023 में ऐसा ही कानून कैनेडा में बनाया गया। भारत समेत कई अन्य देश भी ऐसे कानून बनाने पर विचार कर रहे हैं। टेक-कंपनियां ऐसे कानूनों का विरोध करती हैं तथा अपनी शर्तें न माने जाने की स्थिति में अपनी…[Read more]

The purpose of the model is to calculate the credit spread sensitivity, correlation sensitivity, and default sensitivity via analytic methods for index CDO trades and bespoke CDO trades. The credit spread sensitivity is defined as the change in the MTM by perturbing the credit spread by a small amount; the default sensitivity is calculated by…[Read more]

A pricing model for capped-accumulated-return-call (CARC) with volatility surface is presented. Proprietary approaches to interpreting volatility surface are employed during pricing. To accelerate the convergence when low discrepancy sequences are used in Monte Carlo simulation (Quasi-Monte Carlo simulation), the Brownian Bridge Path…[Read more]

This is the final post of a series of 12 blog posts discussing 10 open problems in computational diversity linguistics.

This is the eleventh of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the typology of semantic promiscuity.