A book’s a book, and numbers are numbers, right? Well, maybe. For the Shakespeare Association of America seminar on “Counting (in) Early Modern Drama,” I proposed to give myself the task of understanding and then communicating the technological underpinnings of a digital facsimile. One specific question I wanted to address, with the help of…[Read more]

Equity value at risk (VaR) model requires implied volatilities with respect to various indices and maturities, which range from three months to five years. A model is presented for generating a term-structure of implied equity index volatilities for use in calculating VaR.

Since 2016, the academic narrative emerging from the Zora Neale Hurston Festival of the Arts and Humanities in Eatonville, Florida, has increasingly relied on a public scholarship model to bridge the gap between institutional practice and community knowledge. Inspired by Zora Neale Hurston’s legacy as an interdisciplinary scholar, these a…[Read more]

Since 2016, the academic narrative emerging from the Zora Neale Hurston Festival of the Arts and Humanities in Eatonville, Florida, has increasingly relied on a public scholarship model to bridge the gap between institutional practice and community knowledge. Inspired by Zora Neale Hurston’s legacy as an interdisciplinary scholar, these a…[Read more]

A model is used to price a derivative whose payoff depends on returns over N periods on a shrinking basket of originally N assets. Each period, the worst return is added to the cumulative sum after being capped and floored, and the corresponding asset removed from the basket (hence a shrinking basket). The cap and floor rates are given for each…[Read more]

Credit value at risk (VaR) is used for measuring and analyzing credit risk of a portfolio. The basic methodology of the Credit VaR employs the credit migration approach spearheaded by RiskMetrics. It assumes that obligor’s credit quality is determined by the obligor’s asset value, which in turn is approximated by its standardized equity return.

According to Fredson Bowers, writing in Shakespeare Quarterly in 1951, we will never know the printer of that section “until we know everything there is to be learned about seventeenth-century types.” 2 Bowers doubted we could ever list the full set of F4’s printers because F4 was printed anonymously, and the volume left few clues about its…[Read more]

Dawkins felslutning – vederläggning av att “egoism” är den vanliga normen och att det bara finns “begränsade former av altruism” Till att börja med vill jag betona att “även bakterier är mer reproduktivt framgångsrika i närvaro av andra av sin egen art.” Jag menar att bakterier har anslutningsmöjligheter för guds skull!
1. På en dag i slaget vid…[Read more]

A point of information: there have been 288 school shootings in the United States since the 1990’s. Wikipedia cites 1 school shooting in India and 1 in the Philippines (I count two though the second is politically motivated. Ryan General – in his article – observes, “However, the school shootings that occur in the U.S. has never happened in the…[Read more]

This paper presented at the Fourth International Conference and Industrial Exhibitoion on Dairy Science Park IV, Nov 1-5, 2017, Konya, Turkey, has reviewed the philosophy of Mevlana Jalal ud Din Rumi regarding love, tolerance, respect and spiritualism; appreciating each others and knowing the value of each other. Rumi (1230) told Iqbal (1930)…[Read more]

Como observaron los autores del artículo “Beyond the Group Mind: A Quantitative Review of the Interindividual-Intergroup Discontinuity Effect” que se publicó en Psychological Bulletin, se estima que solo en la última década del siglo XX, las guerras mortales de lugares como Ruanda, Bosnia y Etiopía cobraron la vida de 30 millones de personas y co…[Read more]

As the authors of the article “Beyond the Group Mind: A Quantitative Review of the Interindividual–Intergroup Discontinuity Effect” which was published in Psychological Bulletin, observed, It is estimated that just in the final decade of the twentieth century, the deadly wars of places like Rwanda, Bosnia, and Ethiopia claimed the lives of 30 m…[Read more]

Abstract of panel organized by the Sephardic Studies Discussion Group for the 2024 MLA Annual Convention.

El escapismo extremo de los psicólogos materialistas impulsado por el materialismo académico y la Precisa “Profecía de Mar” de Jung – tan Recientemente Probada como Verdadera. Pregunta de un periodista a Carl Jung: ¿Cree que, dentro de veinte años, a alguien le importará el espíritu de los símbolos, de lleno en la era de los viajes interpl…[Read more]

Hammering, loud peals of thunder had startled me into consciousness. As a young child of six, the storm had roused me from the comfortable oblivion of my deep sleep. The booming rolls of thunder had woken my father as well. His head peered from behind the door. Finding me awake, we went onto the porch of our summer cottage, which was perched high…[Read more]

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]