We present a model for pricing a credit derivative product where party A has sold default put protection on a Euro denominated bond. Specifically, upon bond issuer default, party A must pay to party B a notional amount of 10 million USD (excluding accrued interest). In exchange, party B must pay a fixed rate to party A, on a quarterly basis,…[Read more]

This dissertation explores metamodernism in contemporary culture, focusing on its manifestation in literature and its intersections with vaporwave and the music of Radiohead. It considers the novel Taipei by Tao Lin as a representation of metamodern sensibility, analysing its portrayal of a human subjectivity navigating a world shaped by…[Read more]

The purpose of this paper is to submit a project proposal regarding the publication of the Valencian Parliamentary papers in which we want to achieve three main goals: to digitize and transcribe the parliamentary sessions for later publication on the web, which will facilitate access to these texts for both the public and the scientific community;…[Read more]

We present a valuation model for pricing a gold derivatives trade. The trade can be structured to synthesize a typical gold-miner’s hedge, specifically, a swap in which one party receives long-term interest rates and pays a blend of short-term interest rates and short-term gold lease rates.

We present a model for pricing a path-dependent, equity-linked payoff. Here a bounded price return is calculated from an underlying index at certain pre-specified dates. The total return at maturity is given by the sum of the bounded price returns above, but where a specified number of the highest of these returns are set to a cap value.

A model is presented for pricing an American call option on stock. The option tenor is n years, and its strike price is increased every anniversary. It has also the following feature: if the stock price stays in excess of 200% of the current strike price during 10 consecutive trading days. The seller can issue a notice to the buyer that one half…[Read more]

Los procesos de enseñanza e investigación científica requieren fuentes y servicios de información actualizados. La Dirección de Información y Documentación Científico Técnica de la Universidad Central “Marta Abreu” de Las Villas, Cuba; ha identificado como problemática la existencia de escasos servicios de información que satisfagan las necesidade…[Read more]

Logic as a philosophical discipline underwent a radical change from the argumentative perspective of the new rhetoric. This approach, although it had already been approached theoretically and epistemologically, did not take off until the publication of the text Perelman and Lucie Olbrechts-Tyteca. This led to the division of logic into two areas:…[Read more]

This poster presents a digital humanities study abroad program that brings undergraduate students to the UK to explore the intersections of technology, humanities, and the arts. Over four weeks, the students meet with curators, DH practitioners, and creatives. In addition to connecting students with professionals in the cultural heritage sector,…[Read more]

El profesional de la información actualmente ha sido ampliamente demandado para la gestión de revistas, la evaluación de la ciencia y la actividad científica. En Cuba la formación del profesional de la información se realiza en cuatro centros de educación superior dentro de los que se encuentra la Universidad Central “Marta Abreu” de Las Villas…[Read more]

We present a valuation model for pricing two asset barrier options on commodity futures. Applications to commodity futures have a number of specific. The analytical valuation formulas are also implemented. The payoff of a two asset barrier options is made against one of the assets, while the other asset is used to trigger the barrier.

Forest conservation is a very important concept across the world. It is not only crucial for climate change but also very critical for the survival of humanity. In Africa, forests have always been an important aspect of nature that is regarded with uttermost reverence and
care. Importantly, discussions on health, healthcare, culture, economics…[Read more]

A two-asset barrier option is a European style option whose value is determined by two underlying assets. One asset, S1, determines the payoff function, and the other, S2, knocks the option in or out if the S2 value crosses the barrier.