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.

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]

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.

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.

This paper aims to examine models by which symbolism of light and lamp in
the Mediterranean region was manifested in the early Christian visual culture,
i.e. lamp representations from Central Balkans. Lamps with Early
Christian representations are considered in the context of transculturality
of Late Antiquity, as well as political and…[Read more]

Elements of Christian visual culture appeared in
various media in monumental and applied art during the late
antique period, from painted decoration in the catacombs,
through funerary monuments, to utilitarian objects such as
jewellery and lamps. The paper analyses the symbolic meaning
of fish and maritime motifs in the context of the late…[Read more]

On a number of pilgrimage objects from Late Antiquity, St Thecla, a highly revered saint, also known as Thecla the Protomartyr, is shown accompanied by St Menas, whose tomb in Egypt was the pilgrimage centre associated with healing miracles. The saintly couple appear in ad bestias compositions or in a simplified variant as two saints with a cross.…[Read more]

Chaos theory is not as complex as it si often made out to be As Robert Juliano observes, the underlying principle is that “within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnectedness, constant feedback loops, repetition, self-similarity, fractals, and self-organization.”

“Chaos has been for…[Read more]

Chaos theory is not as complex as it si often made out to be As Robert Juliano observes, the underlying principle is that “within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnectedness, constant feedback loops, repetition, self-similarity, fractals, and self-organization.”

“Chaos has been for…[Read more]

Chaos theory is not as complex as it si often made out to be As Robert Juliano observes, the underlying principle is that “within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnectedness, constant feedback loops, repetition, self-similarity, fractals, and self-organization.”

“Chaos has been for…[Read more]

Ang pagtanggi na ang “pagkamakasarili” ay ang laganap na pamantayan at mayroon lamang “limitadong mga anyo ng altruismo” Upang magsimula, idiin ko na, “Kahit na ang bakterya ay mas matagumpay sa pagpaparami sa presensya ng iba sa kanilang sariling mga species.” Ang ibig kong sabihin ay may connectivity ang bacteria para sa Diyos!
1. Sa isang araw…[Read more]

Ang pagtanggi na ang “pagkamakasarili” ay ang laganap na pamantayan at mayroon lamang “limitadong mga anyo ng altruismo” Upang magsimula, idiin ko na, “Kahit na ang bakterya ay mas matagumpay sa pagpaparami sa presensya ng iba sa kanilang sariling mga species.” Ang ibig kong sabihin ay may connectivity ang bacteria para sa Diyos!
1. Sa isang araw…[Read more]

Ang pagtanggi na ang “pagkamakasarili” ay ang laganap na pamantayan at mayroon lamang “limitadong mga anyo ng altruismo” Upang magsimula, idiin ko na, “Kahit na ang bakterya ay mas matagumpay sa pagpaparami sa presensya ng iba sa kanilang sariling mga species.” Ang ibig kong sabihin ay may connectivity ang bacteria para sa Diyos!
1. Sa isang araw…[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]

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]

Réfutation que “l’égoïsme” est la norme prédominante et qu’il n’y a que des “formes limitées d’altruisme”. Je veux dire que les bactéries ont une connectivité pour l’amour de Dieu !
1. En une seule journée de la bataille de la Somme pendant la Première Guerre mondiale, il y a eu 50 000 victimes dans l’armée britannique. – 50 000 victimes en…[Read more]