This article presents a model for pricing complex CDO structures and compute the sensitivities of the risk factors. The complex CDO structures need to be priced using the market information on tranche losses at multiple points of time. Currently, the model is being used for the valuation of forward starting CDO trades (FSCDO) and loss-trigger…[Read more]

This booklet serves as documentation and manual for the app Creative Museum, the new participatory platform of the Badisches Landesmuseum. The goal of the app is to create a digital space for debate. Museum employees, experts and citizens are invited to get into conversation with each other and share their contributions on equal terms. The topics…[Read more]

The structure of a Binary Return Note is similar to the one of a regular note, but the coupons are
contingent on return rates on stocks. Quasi-Monte Carlo simulation is used for pricing the product.

We present a pricing model for fade option. A fade option can be more precisely named as “point-barrier option”. The fade option is a vanilla option that exists or dies if a barrier is breached on a single preset date, which is prior or equal to the contract maturity.

Los profesionales de los medios de comunicación, en particular de la prensa plana homogenizan la pluralidad de las demandas públicas. Lo anterior incide en la construcción de la agenda del medio de comunicación e implica un sesgo en la selección, procesamiento y jerarquización de las informaciones a socializar. Se plantea como objetivo: anali…[Read more]

n la última década, el campo de la inteligencia artificial (IA) ha experimentado avances significativos. Uno de los desarrollos más notables es el modelo de lenguaje Generative Pre-trained Transformer (GPT), que ha revolucionado la forma en que las máquinas pueden interactuar con los humanos. Su capacidad para comprender, generar y responder tex…[Read more]

La comunicación científica ha experimentado cambios significativos con la introducción de los preprints. Estos constituyen versiones preliminares de artículos científicos que se comparten en línea antes de la revisión por pares y la publicación en revistas científicas que puede llevar meses. Mucho se ha escrito sobre este tema. Un ejemplo se ident…[Read more]

Asocial Media * QRt by PRURITUS MIGRANS * CC: BY-NC-SA

What are you looking aRt? * QRt by PRURITUS MIGRANS * CC: BY-NC-SA

BATS! * QRt by PRURITUS MIGRANS * CC: BY-NC-SA

This publication is part of the project “Ricontrans – Visual Culture, Piety and Propaganda. Transfer and Reception of Russian Religious Art in the Balkans and the Eastern Mediterranean (16th to Early 20th Century)”, funded from the European Research Council (erc) under the European Union’s Horizon 2020 research and innovation programme (grant…[Read more]

Students in analytical writing courses can struggle to fully grasp the difference between observing/describing features of a text and making interpretive claims rooted in close reading and analysis of those features. This multi-part class activity uses color coding and generative AI to establish a clearer framework for students to understand the…[Read more]

A lesson plan outlining a two-part activity that establishes a framework within which students productively wrestle with the place of generative AI in their learning and writing processes, thereby creating the space for instructor and students to arrive at a collective agreement about the use of these tools in the course grounded in a clear set of…[Read more]

Average rate or Asian options have a payoff function proportional to an average rate or price. The average price is calculated over a sampling of specified dates that need not be equally spaced in time. The average price or rate tends to be less volatile than a single underlying price and hence, an option on the underlying average price should be…[Read more]