A valuation model is presented to calculate price, hedge ratio, and implied volatility for forward starting European calls and puts. The model focuses on the numerical accuracy of the implementation.

The model calculates numbers that characterize the effect of adding an extra instrument to a portfolio of loan commitments. To be useful, these numbers should be additive with respect to the facilities making up the portfolio, so that their total would have the same meaning for the portfolio as each individual number has for the respective…[Read more]

Volumen 18 de la revista chilena Papel Máquina, perteneciente a la editorial Palinodia, dedicado a la dimensión cultural y literaria del activismo político de Marta Lamas. Además de diversos ensayos a cargo de destacadas investigadoras feministas, el número incluye una entrevista con Marta Lamas y un recorte de su trabajo sobre la rabia, así como…[Read more]

La “profecía de Mar” de Jung: el materialismo académico impulsado por el escapismo extremo de los psicólogos materialistas
Pregunta de un periodista a Carl Jung: ¿Cree que, dentro de veinte años, a alguien le importará el espíritu de los símbolos, de lleno en la era de los viajes interplanetarios, con los Sputniks, los Gagarin y los Shephar…[Read more]

Pourquoi un sophisme est-il important ? Bouddha dit que « nous devenons ce que nous pensons ». Hier, je parlais à un diplômé philippin (je séjourne actuellement à Gneral Santos, aux Philippines). J’ai évoqué le principal argument martérialiste tel qu’expliqué par MIller et Thompson dans un article publié sur le site Web du NIH – Pubmed – qui affir…[Read more]

As the prominent social psychologists, Baumeister and Leary, point out, “Groups can share food, provide mates, and help care for offspring (including orphans). Some survival tasks such as hunting large animals or maintaining defensive vigilance against predatory enemies, are best accomplished by group cooperation…. Competition for limited res…[Read more]

Equity value at risk (VaR) model requires implied volatilities with respect to various indices and maturities, which range from three months to five years. A model is presented for generating a term-structure of implied equity index volatilities for use in calculating VaR.

Since 2016, the academic narrative emerging from the Zora Neale Hurston Festival of the Arts and Humanities in Eatonville, Florida, has increasingly relied on a public scholarship model to bridge the gap between institutional practice and community knowledge. Inspired by Zora Neale Hurston’s legacy as an interdisciplinary scholar, these a…[Read more]

A model is used to price a derivative whose payoff depends on returns over N periods on a shrinking basket of originally N assets. Each period, the worst return is added to the cumulative sum after being capped and floored, and the corresponding asset removed from the basket (hence a shrinking basket). The cap and floor rates are given for each…[Read more]

Credit value at risk (VaR) is used for measuring and analyzing credit risk of a portfolio. The basic methodology of the Credit VaR employs the credit migration approach spearheaded by RiskMetrics. It assumes that obligor’s credit quality is determined by the obligor’s asset value, which in turn is approximated by its standardized equity return.

Ang pagtanggi na ang “pagkamakasarili” ay ang laganap na pamantayan at mayroon lamang “limitadong mga anyo ng altruismo” Upang magsimula, idiin ko na, “Kahit na ang bakterya ay mas matagumpay sa pagpaparami sa presensya ng iba sa kanilang sariling mga species.” Ang ibig kong sabihin ay may connectivity ang bacteria para sa Diyos!
1. Sa isang araw…[Read more]

As the authors of the article “Beyond the Group Mind: A Quantitative Review of the Interindividual–Intergroup Discontinuity Effect” which was published in Psychological Bulletin, observed, It is estimated that just in the final decade of the twentieth century, the deadly wars of places like Rwanda, Bosnia, and Ethiopia claimed the lives of 30 m…[Read more]

Réfutation que “l’égoïsme” est la norme prédominante et qu’il n’y a que des “formes limitées d’altruisme”. Je veux dire que les bactéries ont une connectivité pour l’amour de Dieu !
1. En une seule journée de la bataille de la Somme pendant la Première Guerre mondiale, il y a eu 50 000 victimes dans l’armée britannique. – 50 000 victimes en…[Read more]

Two of the most fundamental distinctions in metaphysics are (1) that between reality (or things in themselves) and appearance, the R/A distinction, and (2) that between entities that are fundamental (or real, etcetera) and entities that are ontologically or existentially dependent, the F/D distinction. While these appear to be two very different…[Read more]

Dawkins Fallacy – False Premise
The statement, “However, as we shall see, there are special circumstances in which a gene can achieve its own selfish goals best by fostering a limited form of altruism at the level of individual animals.” Is a fallacy/false premise Historically, compassion and self-less behaviors are not a “limited form of alt…[Read more]

To belong in the Christian tradition, we must be able to contribute to it. Yet neurodivergent Christians have rarely been enabled to tell our own stories about ourselves as a vital part of God’s (neuro)diverse creation. In common with other autism research, academic theology is framed by pathologizing clinical paradigms of autism; neurodivergent p…[Read more]

As the prominent social psychologists, Baumeister and Leary, point out, “Groups can share food, provide mates, and help care for offspring (including orphans). Some survival tasks such as hunting large animals or maintaining defensive vigilance against predatory enemies, are best accomplished by group cooperation…. Competition for limited res…[Read more]

El escapismo extremo de los psicólogos materialistas impulsado por el materialismo académico y la Precisa “Profecía de Mar” de Jung – tan Recientemente Probada como Verdadera. Pregunta de un periodista a Carl Jung: ¿Cree que, dentro de veinte años, a alguien le importará el espíritu de los símbolos, de lleno en la era de los viajes interpl…[Read more]

Hammering, loud peals of thunder had startled me into consciousness. As a young child of six, the storm had roused me from the comfortable oblivion of my deep sleep. The booming rolls of thunder had woken my father as well. His head peered from behind the door. Finding me awake, we went onto the porch of our summer cottage, which was perched high…[Read more]