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]

This paper examines the use of the Gothic mode in historical television drama to suggest it is used to emphasise engagement with historical traumas, and suggest that these traumas still have relevance today. This emphasis works by engaging with the associations that are acquired around the Gothic mode through experience, recognising the aesthetic…[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]

In 2023, a new museum opened in Tbilisi, at the Writer’s House of Georgia that previously house the Soviet Writers’ Union: The Museum of Repressed Writers. The museum honours the executed poets from Georgia’s Soviet past, poets whose identities Soviet authorities tried to destroy. This article examines the story the museum tells about Soviet l…[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]

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.