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]

In this provocation, I investigate the notion of long term thinking, as a notion of ‘sustaining time’, which identifies failures in dominant conceptions of time and proposes an alternative that is thought to be better suited for responding to current environmental crises. Drawing on close analyses of two examples, I argue for a deeper und…[Read more]

The early modern use of vegetal terms to explain the origin and growth of ores was widespread in mining industry, alchemy, and natural philosophy. In the writings of authors from many different backgrounds, mineral veins were often described as ‘trees’ which moved upwards, bore fruits, and underwent a life cycle. Accordingly, the existence in ore…[Read more]

CAMDEN HISTORY, Journal of the Camden Historical Society Inc.
Ian Willis (editor)
Contents
Ian Willis, ‘Graeme Clark, a world-famous Camden identity’. p237
Graeme Clark, ‘Laureate Professor Graeme Clark AC, Pioneer of the Multi-channel Cochlear Implant /Bionic Ear’. p3242
Julianne Figar, ‘Yellamundie (the storyteller)’ p 255
Aidan Whittard,…[Read more]

The evils that some researchers attribute to the “Anthropocene” are not the responsibility of all humanity; the main culprits, who have the political and economic power to shape the forms of production and consumption and define lifestyles, must be distinguished from the majority of the population, whose power to change things cannot be com…[Read more]

This course focuses on the impact of the view from the car in the invention of new representational strategies in architectural and urban design. The automobile has reshaped our conceptions of space and our modes of accessing and penetrating the urban and non-urban territory in multiple ways, revolutionizing how architects perceive the city and…[Read more]

The RENEW project has its foundations in interdisciplinary and transdisciplinary collaboration, that is, research reaching across disciplines and beyond academia. This document aims to facilitate consideration of, and guide, collaborative practices within and around RENEW. It will act as a ‘living’ resource for RENEW members and partners to use…[Read more]

Study and edition of the Complete Villancicos of Padre Antonio Soler (1729-1783), Chapel Master of Escorial Monastery in Spain

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]

The edited volume “Ordering and delimiting knowledge – from analogue to digital Europe?” asks how knowledge orders confirm, reinforce, question or create new social differentiations, and to what extent the digital transformation changes such differentiation processes gradually or in principle. Knowledge orders are understood here as i…[Read more]

Small museums contribute considerable value to the economy through unpaid voluntary labour. According to the latest research, unpaid voluntary labour to the Camden Museum is worth around A$580,000 a year. Volunteers completely run the Camden Museum and the Camden Historical Society. They are some of the many voluntary community organisations in…[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]

New research shows that cultural and heritage tourism is worth around $6.3 million per year to the Camden Local Government Area.
Within cultural and heritage tourism storytelling is an essential feature of the visitor experience.

A model is present for pricing an Equity Asian Swap. One leg of the swap pays the return from a monthly average of the S&P TSE60 index less a constant strike. The payment from the other leg is similarly defined for a stock. The payments are tied to notional amounts that are specified according to two pre-determined monthly schedules. Most of the…[Read more]

Unlock Camden is a history festival celebrating the Camden story through walks, art, images, stories, and other activities. Events are centred around the Alan Baker Art Gallery Macaria in the historic John Street precinct, Camden NSW.

Tulad ng naobserbahan ng mga may-akda ng artikulong “Beyond the Group Mind: A Quantitative Review of the Interindividual–Intergroup Discontinuity Effect” na inilathala sa Psychological Bulletin, Tinatayang sa huling dekada pa lamang ng ikadalawampu siglo, ang mga nakamamatay na digmaan ng mga lugar tulad ng Rwanda, Bosnia, at Ethiopia ay kumitil n…[Read more]

A variance/volatility swap is an instrument that allows explicit exposure to the realized variance/volatility of an index, stock, etc., without exposure to other risks commonly encountered with derivatives: delta, gamma, etc.

We review the equity forward and futures pricing models. Consider an index level, I, at a future time, T. With respect to I, we calculate 1) the forward price, 2) the futures price, and 3) delta.