This paper contributes to a project called Camdens Worldwide to mark the 400th anniversary of the death of the Elizabethan historian/antiquarian William Camden. It is a worldwide project to mark places called Camden conducted by the Camden History Society in the UK.
The establishment of Camden, New South Wales, the town in 1840, was a private…[Read more]

The purpose of the model is to calculate the credit spread sensitivity, correlation sensitivity, and default sensitivity via analytic methods for index CDO trades and bespoke CDO trades. The credit spread sensitivity is defined as the change in the MTM by perturbing the credit spread by a small amount; the default sensitivity is calculated by…[Read more]

This paper contributes to the history of small communities in Australia by examining the life and times of a local pharmacist and his wife in a small country town, the business they ran and their contribution to the local community. Colin and Dorothy Clark were local identities and made a significant contribution to the Camden community. Colin as…[Read more]

Beards were part of a visual matrix of expressing masculinity during the NeoAssyrian period (ca. 934–612 BCE). But masculinity does not exist in isolation and interacts with other aspects of identity. I will examine the beard as an indicator of masculine status during the Neo-Assyrian period. This will be done through investigating the visual a…[Read more]

A pricing model for capped-accumulated-return-call (CARC) with volatility surface is presented. Proprietary approaches to interpreting volatility surface are employed during pricing. To accelerate the convergence when low discrepancy sequences are used in Monte Carlo simulation (Quasi-Monte Carlo simulation), the Brownian Bridge Path…[Read more]

The model serves the purpose of computing basis adjustments for credit spread curves of the constituent obligors of the indexes such that the market price of the index can be repriced exactly. These adjusted index constituent curves are then used to compute index base correlations and mapped base correlations for bespoke trades, price the standard…[Read more]

“Dystopian Surface, Utopian Dream” examines the postethnic and the posthuman in fiction by Maxine Hong Kingston, Octavia Butler, and Isaac Asimov.

The payoff of reverse convertible product involves returns on multiple assets and is conditional on hitting of continuous barriers. The Monte Carlo methodology employed by ESP is an efficient conditioning technique.

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]

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]