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.

BURNING HOT WITCHES * QRt by PRURITUS MIGRANS * CC: BY-NC-SA

The Narellan Heritage Walking Tour is an interesting and informative way to observe and learn about the history and heritage of this Cowpastures village.
First published in 2010 by photographers Kylie and Peter Lyons.

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]

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]

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]

This article contributes to understanding regionalism by using a case study of the Camden district.
It is now hard to imagine now, but in days gone by, the township of Camden was the centre of a large district. The Camden district became the centre of people’s daily lives for over a century and the basis of their sense of place and community i…[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]

This blog post is a review of a new art exhibition at Camden’s Alan Baker Art Gallery that highlights the modernity and cosmopolitanism of the interwar period in an exhibition of artist Alan D Baker called ‘Alan’s Art Deco’.

The incidence of diseases in the Gold Coast (now Ghana) shaped encounters between colonial officials and indigenous people, yet this subject has merited minimum attention in the Ghanaian historiography. This paper examines the colonial healthcare interventions to combat the outbreak of cerebrospinal meningitis (CSM) in Asante and
how the presence…[Read more]

This study highlights the transitions that indigenous medicine and indigenous medical practices have undergone in Asante. It uses a qualitative approach anchored on both primary and secondary sources. The primary data sources include interviews and documentary data derived from reports in historical archives. Anchored on rational choice contingent…[Read more]

The article discusses valuation models for the following products: power financial indices swap contracts (PWR-SWAP), power financial transmission rights contracts (PWRSWAP- FTR), power physical delivery contracts (PWR-PHYS) and power physical transmission contracts (PWR-TR-SPREAD). All products have similar valuation structure – index swap (or s…[Read more]

The role of Japanese manga as a site for intercultural understanding and engagement is worth further investigation, and research in this area is
still growing. This article explores intercultural dialogue through a case study of the Japanese manga Satoko and Nada Volume 1 by Yupechika, which narrates the friendship between Satoko, a young…[Read more]

This conversation revolves around Dora Apel’s work in the field of art and memory. Memory, in its mediating force, is critical for our understanding of the present and the construction of a future, or, rather, as Dora Apel posits it in her recent book Calling Memory Into Place: “Memory effects are not about the past. How do they shape the pre…[Read more]

This paper provides a background on the life and times of Graeme Clark, a founder of the area of biomedical engineering and the cochlear implant, who grew up in the small town of Camden, NSW.
The life and times of Professor Graeme Clark, the pioneer of the Cochlear Implant, are part of the Camden story. He was a local boy who made good, improved…[Read more]

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]

I recently attended a theatre performance with a strong humanitarian message at the Belvoir Street Theatre in Surry Hills. The show was a combination of cabaret and drama, highlighting many historic social issues and challenges of the early 20th century that still resonate today. The show portrayed the life and times of African-American jazz…[Read more]