We offer a hybrid (trinomial tree plus semi-analytic formulas) pricing method for FX Double Window Double Barrier option . Currently, the model uses spot implied volatility for the first time window, and forward implied volatility for the second time window. These are Black-Scholes implied volatilities from traded vanilla European options, but,…[Read more]

Historical Synergy: Mannheim holds that historical and political thought is determined by the socio-historical location of the thinker and the political aspirations and material ambitions of the group or groups to which he belongs.
2. Prehistoric Artic Hunter-Gatherer Synergy of Beliefs in Animal Spirits w/ Economic-Political Realities Erica Hill…[Read more]

This article is a report of a roundtable discussion organised by the authors at the UK Classical Association conference, Cambridge, April 2023, under the aegis of #WCCWiki, the Women’s Classical Committee’s Wikipedia-editing project. It presents a summary of the participants’ wide-ranging uses of Wikipedia editing at schools, universities, and…[Read more]

आस्ट्रेलिया ने 2021 में मीडिया संस्थानों के हितों की रक्षा के लिए ‘समाचार मीडिया और डिजिटल प्लेटफ़ॉर्म अनिवार्य सौदेबाजी कानून’ बनाया था। 2023 में ऐसा ही कानून कैनेडा में बनाया गया। भारत समेत कई अन्य देश भी ऐसे कानून बनाने पर विचार कर रहे हैं। टेक-कंपनियां ऐसे कानूनों का विरोध करती हैं तथा अपनी शर्तें न माने जाने की स्थिति में अपनी…[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]

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 Hebrew word “ruach” – the word connected to the idea-symbol of “spirit” translates alternately as “wind,” “breathe,” or “spirit.” In Arabic, there are two words for the words: spirit, soul or self – namely, ruH (spirit, soul) & nafs (spirit, soul, self). Both of these Arabic words are also connected to the ideas of breath or wind (e.g. ruH is…[Read more]

This is the first of a series of 12 blog posts published in 2019, discussing open problems in computational diversity linguistics. It presents a list of 10 problems on computational diversity linguistics.

This paper compares psychostasia and/or kerostasia concepts from Indo-European, Semitic and adjacent cultures, and relates them to Cognitive Metaphor Theory. In the context of metaphysical weighing, the religions of ancient Egypt, Greece and Rome all associated lightness with goodness and/or a favourable outcome; Hinduism does likewise. The…[Read more]

This paper compares psychostasia and/or kerostasia concepts from Indo-European, Semitic and adjacent cultures, and relates them to Cognitive Metaphor Theory. In the context of metaphysical weighing, the religions of ancient Egypt, Greece and Rome all associated lightness with goodness and/or a favourable outcome; Hinduism does likewise. The…[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]

Este libro indaga en diferentes temas de la vida humana personal y social a la luz de Cristo. Su punto de partida es el acontecimiento de Jesús de Nazaret, y despliega sus implicaciones culturales, espirituales, sociales, éticas, políticas. Es original en la medida en que se dirige al mundo universitario, sin aceptar de antemano las re…[Read more]

The emergence of Judaism and Samaritanism in antiquity is closely linked to the process by which the Pentateuch (the first five books of the Hebrew Bible) became defined as the Torah of Moses.

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]

The role of the internet in fomenting male supremacist ideology must be understood within the larger cultural context that undergirds and naturalizes such rhetoric. Traditional conservative (TradCon) sections of the manosphere valorize a patriarchal social order centering traditional gender roles. According to TradCon reasoning, men, under attack…[Read more]

More detailed discussions on Thomas Biggs: Sown Men and Rome’s Civil Wars. Rethinking the End of Melinno’s Hymn to Rome (Mnemosyne 76.3) and Gerlinde Bretzigheimer: Intertextualität und Intratextualität in Ausonius’ Epitaphia heroum (Wiener Studien 135).

The article presents a model for pricing digital-type barrier options on baskets of equity stocks. Within each payment period, there is a series of basket observation times. If at each observation time we observe that all basket constituent stocks remain between their lower and upper barriers, we receive a fixed coupon amount on the payment date…[Read more]

The Issue of Free Will – Stephen Cave points out that the Free Will “research and its implications are not new. What is new, though, is the spread of free-will skepticism beyond the laboratories and into the mainstream. Determinism, to one degree or another, is gaining popular currency. The skeptics are in ascendance.” (There’s No Such Thing as Fr…[Read more]

We present a model for pricing an exotic swap where one party receives a fixed amount and makes a series of variable payments at the end of each pre-defined calculation period. The variable payments can be modeled as Asian put option payoffs on the weighted sum of two respective commodity basket levels. Furthermore, each basket level consists of a…[Read more]