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]

Studies on the Prussian writer and naturalist Alexander von Humboldt and editions of his work are abundant. Among the many outstanding chapters of his famous journey through the American tropics, the two visits to Cuba (1800–1801/1804) stand out as a particular case. To this day very few original documents are known about his actual visits, the c…[Read more]

Se revisa y discute el concepto de edición digital académica (EDA), así como las diversas denominaciones empleadas para hacer referencia a la misma. El estudio indaga en el alcance de los estándares de calidad planteados para este tipo de edición y explora los softwares para la publicación. Se completa el trabajo con un análisis evaluativo de una…[Read more]

Glossing was an important element of medieval western manuscript culture. However, glosses are notoriously difficult to analyze because of their triviality, fluid nature, heterogeneity of origin, complex transmission histories, and anonymity. Traditional scholarly approaches such as close reading and the genealogical method often do not produce…[Read more]

The article explores the place of women and migrants in Italian Neorealist and New Migrant cinema, arguing that New Migrant cinema continues and reworks key Neorealist tropes and tendencies. It intends to render explicit how an ensemble of films challenge the stereotypes concerning gender, national and cultural identities. Among the figures that…[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.

This article explores the co-constitution of networks and infrastructure in the context of late eighteenth- and nineteenth-century culture. We consider Maria Edgeworth’s conceptualization of the term network with and alongside infrastructure in her Harry and Lucy stories (1801–25) and offer an analysis of a manuscript tour by Mary Anne Eade fro…[Read more]

This chapter examines the relationship between American Westerns and Brazilian Nordesterns, films set in the arid northeastern region known as the sertão. US cultural and economic imperialism, in Brazil and throughout Latin America, is both cause and effect of persistent underdevelopment. The northward flow of natural resources has long been…[Read more]

Akira Kurosawa’s 1963 police procedural is, as its title suggests, intensely interested in the socioeconomic valences of spatial relationships, literalized in Yokohama’s affluent hills and its low-lying slums. The central conflict between inhabitants of these two spaces articulates this local topography into a global framework, in which con…[Read more]

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.