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]

The article explores the place of women and migrants in Italian Neorealist and New Migrant cinema, arguing that New Migrant cinema continues and reworks key Neorealist tropes and tendencies. It intends to render explicit how an ensemble of films challenge the stereotypes concerning gender, national and cultural identities. Among the figures that…[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]

From 40 years of experience it is clear that spirituality has become entangled in abstractions: powers, perfection, supernatural, unreal, limitless knowledge, crystal ball perceptions, etc.
Dr Stephen Farra agreed with that – and went one better. Dr Farra stated “Our models are out reality. But our models are not reality. That coincides with the…[Read more]

From 40 years of experience it is clear that spirituality has become entangled in abstractions: powers, perfection, supernatural, unreal, limitless knowledge, crystal ball perceptions, etc.
Dr Stephen Farra agreed with that – and went one better. Dr Farra stated “Our models are out reality. But our models are not reality. That coincides with the…[Read more]