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]

The Hebrew word “ruach” – the word connected to the idea-symbol of “spirit” translates alternately as “wind,” “breathe,” or “spirit.” In Arabic, there are two words for the words: spirit, soul or self – namely, ruH (spirit, soul) & nafs (spirit, soul, self). Both of these Arabic words are also connected to the ideas of breath or wind (e.g. ruH is…[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.

This is the tenth of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the typology of sound change.

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

This is the eighth of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the problem of statistical proof of language relatedness.

This is the seventh of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the problem of simulating sound change.

This is the sixth of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the problem of simulating lexical change.

This is the fifth of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the problem of automatic phonological reconstruction.

This is the fourth of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the problem of automatic sound law induction.

This is the third of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It discusses the problem of automatic borrowing detection.

This is the second of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It presents the problem of automatic morpheme segmentation.

This is the first of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It presents a list of 10 problems on computational diversity linguistics.

Call for Participation.
The Faculty of Arts, University of Calabar, Calabar Nigeria in conjunction with African Electronic Literature Alliance & African Diasporic Electronic Alliance (AELA&ADELI) organises The 3rd African Electronic Literature Alliance International Workshop Conference (AELAIWC2023)

Theme: Digital Humanities &…[Read more]

This paper compares psychostasia and/or kerostasia concepts from Indo-European, Semitic and adjacent cultures, and relates them to Cognitive Metaphor Theory. In the context of metaphysical weighing, the religions of ancient Egypt, Greece and Rome all associated lightness with goodness and/or a favourable outcome; Hinduism does likewise. The…[Read more]

The model serves the purpose of computing basis adjustments for credit spread curves of the constituent obligors of the indexes such that the market price of the index can be repriced exactly. These adjusted index constituent curves are then used to compute index base correlations and mapped base correlations for bespoke trades, price the standard…[Read more]

Este libro indaga en diferentes temas de la vida humana personal y social a la luz de Cristo. Su punto de partida es el acontecimiento de Jesús de Nazaret, y despliega sus implicaciones culturales, espirituales, sociales, éticas, políticas. Es original en la medida en que se dirige al mundo universitario, sin aceptar de antemano las re…[Read more]

Kongruenz, Sorge und Technologie. Tricks des Verschwindens: Dienstleistung als eine Kulturtechnik des Delegierens. #Syllabi und Schattenbibliotheken: Mittel der kollektiven Gestaltung. Eine durch das Wissen um ihre Werkzeuge und Quellen definierte Gemeinschaft werden.