LIBOR Rate Model is used for pricing Libor-rate based derivative securities. The model is applied, primarily, to value instruments that settle at a Libor-rate reset point. In order to value instruments that settle at points intermediate to Libor resets, we calculate the numeraire value at the settlement time by interpolating the numeraire at…[Read more]

We priced the payer swaption using our benchmark Black’s model and then priced the same swaption, using our benchmark HW trinomial tree model, based on the corresponding HW volatility.

A daily digital swap that has two legs. One leg is a regular floating leg and the other leg is a Libor-based, daily digital leg. The daily digital leg is weighted by the ratio of the number of calendar days in the period that the reference rate sets below an upper level to the total number of calendar days in the period.

A quanto total return Libor Swap is a swap where one leg is a regular floating leg paying LIBOR less a constant spread and the other leg makes a single payment at the swap’s maturity equal to a leveraged non-negative return on USD-for-EURO exchange rate paid in CAD. The main focus of the valuation model is the quantoed total return on the FX rate.

Early start swaps are a series of 10-year interest rate swaps. Each swap has an American style option for the counterparty of starting the swap early, within a period of three month. Otherwise, the swaps are plain vanilla fixed-for-floating swaps.

A constant maturity swap (CMS) spread option makes payments based on a bounded spread between two index rates (e.g., a GBP CMS rate and a EURO CMS rate). We assume that both the forward GBP and EURO CMS rates follow geometric Brownian motion under their respective T-forward measures.

For the Brockport College of the State University of New York, March 2022 was a period of frenetic activity. The College faced acerbic attacks from White politicians and a section of newspapers. Reason: The College had invited a convicted Black Panther intellectual for giving a lecture.

It may be pertinent to mention here that Black Panther was…[Read more]

यह लेख उत्तर-मानववाद से संबंधित विमर्श से हिंदी पाठकों को परिचित करवाने के उद्देश्य से लिखा गया है।

इस लेख में कहा गया है कि विकास केवल भौतिक-प्राकृतिक जगत में ही नहीं, विचारों के क्षेत्र में भी होता है। दुनिया लगातार बदल रही है, विकसित हो रही है। आज न हम कार्ल मार्क्स के ज़माने में हैं, न गांधी-आम्बेडकर-लोहिया के ज़माने में। आर्थिक-साम…[Read more]

Illustrated script of a stage play created by the author, a peace dialogue among an American Christian, an Israeli Jew, a Saudi Arabian Muslim, and a Japanese Buddhist. It draws from the conflict resolution process pioneered by Johan Galtung and practiced in Peace Studies classes taught by the author and others at Osaka Jogakuin University. It…[Read more]

[COMPLETE OPEN-ACCESS CURRICULUM INCLUDED] ReMobilizing the Future is the third project in the ReImagining the Future series launched by Greenbacker Capital and Global Citizenship Experience Lab School. By asking “how can we design a sustainable future?,” the purpose of this project is to understand the systems and policies that facilitate and…[Read more]

[COMPLETE OPEN-ACCESS CURRICULUM INCLUDED] ReDesigning the Future is the second project in the ReImagining the Future series launched by Greenbacker Capital and Global Citizenship Experience Lab School. By asking “how can we design a sustainable future?,” the purpose of this project is to understand the grand challenges we must overcome to achieve…[Read more]

यह पत्र नई दिल्ली से प्रकाशित फारवर्ड प्रेस नामक द्विभाषी पत्रिका  और पुस्तक प्रकाशन संस्थान  के मालिक को लिखा गया था।  यह पत्रिका वर्ष 2011 से 2016  के बीच अपने तार्किक तेवर और दलित, आदिवासी व अन्य पिछड़े वर्गों की हिमायत करने के कारण चर्चित रही थी। पत्रिका ने अन्य अनेक कामों के साथ इस दौरान हिंदू मिथकों का दलित-बहुजन नजरिए से पुर्नपाठ प्रस…[Read more]

La proliferación de las asociaciones de profesionales de bibliotecarios en Cuba tiene lugar en la década de 1930 como parte de la incorporación de la nación al movimiento mundial. A partir de una revisión de la literatura científica publicada se pudo identificar la ausencia de fuentes dedicadas al análisis de asociaciones de profesionales de bib…[Read more]

Nigeria as a developing country is on the fast track to the attainment of development, or supposedly so. In this endeavour, priority is inevitably placed on science and technology as the only routes for the attainment of this dream. Such one track minded disposition is mouthed to the exclusion of other factors that contribute to the development of…[Read more]

The drama of the Niger Delta region has enjoyed robust scholarship. This essay interrogates J. P. Clark-Bekederemo’s drama against the cultural milieu of the region and tries to investigate the connections between the rich folklore of the area and the wealth of poetry and imagery contained in his drama. The essay investigates the terrain,…[Read more]

El Comportamiento Informacional Web y la Experiencia de Usuario son disciplinas científicas que comparten aspectos comunes. No se evidencian estudios precedentes que delimiten las relaciones entre las disciplinas Comportamiento Informacional Web y Experiencia de Usuario desde la perspectiva métrica. Se planteó como objetivo del estudio: ca…[Read more]