Average rate or Asian options have a payoff function proportional to an average rate or price. The average price is calculated over a sampling of specified dates that need not be equally spaced in time. The average price or rate tends to be less volatile than a single underlying price and hence, an option on the underlying average price should be…[Read more]

The story of William Shakespeare’s Hamlet is adapted and revised by James Ijames in his play Fat Ham, which ran from 12 May to 31 July 2022 at The Public Theater, coproduced by the National Black Theatre. Ijames’s play, which won the 2022 Pulitzer Prize for drama, plays with and departs from the plot of Hamlet to explore Black manhood, the fam…[Read more]

The incidence of diseases in the Gold Coast (now Ghana) shaped encounters between colonial officials and indigenous people, yet this subject has merited minimum attention in the Ghanaian historiography. This paper examines the colonial healthcare interventions to combat the outbreak of cerebrospinal meningitis (CSM) in Asante and
how the presence…[Read more]

This study highlights the transitions that indigenous medicine and indigenous medical practices have undergone in Asante. It uses a qualitative approach anchored on both primary and secondary sources. The primary data sources include interviews and documentary data derived from reports in historical archives. Anchored on rational choice contingent…[Read more]

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]

Chapter: Reflections of a Non-Binary Asian American in LIS. Book description (Litwin Books & Library Juice Press): In the library profession, and in the world as a whole, the experiences of trans and gender diverse people often go unnoticed, hidden, and ignored. But we are here. Trans and Gender Diverse Voices in Libraries is entirely written and…[Read more]

This conversation revolves around Dora Apel’s work in the field of art and memory. Memory, in its mediating force, is critical for our understanding of the present and the construction of a future, or, rather, as Dora Apel posits it in her recent book Calling Memory Into Place: “Memory effects are not about the past. How do they shape the pre…[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]

Historical Synergy: Mannheim holds that historical and political thought is determined by the socio-historical location of the thinker and the political aspirations and material ambitions of the group or groups to which he belongs.
2. Prehistoric Artic Hunter-Gatherer Synergy of Beliefs in Animal Spirits w/ Economic-Political Realities Erica Hill…[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]

This paper contributes to the history of small communities in Australia by examining the life and times of a local pharmacist and his wife in a small country town, the business they ran and their contribution to the local community. Colin and Dorothy Clark were local identities and made a significant contribution to the Camden community. Colin as…[Read more]

Beards were part of a visual matrix of expressing masculinity during the NeoAssyrian period (ca. 934–612 BCE). But masculinity does not exist in isolation and interacts with other aspects of identity. I will examine the beard as an indicator of masculine status during the Neo-Assyrian period. This will be done through investigating the visual a…[Read more]

During the Neo-Assyrian period (approximately 934-612 BCE, based in modern Iraq) the annals and royal inscriptions of several kings mention women with a curious title: ‘Queen of the Arabs’. These women have been included in previous discussions regarding Assyrian interaction with the ‘Arabs’, but a full investigation into their roles as rulers…[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 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]

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]

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]

We present a model for pricing an exotic swap where one party receives a fixed amount and makes a series of variable payments at the end of each pre-defined calculation period. The variable payments can be modeled as Asian put option payoffs on the weighted sum of two respective commodity basket levels. Furthermore, each basket level consists of a…[Read more]