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 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]

La question du libre arbitre – Stephen Cave souligne que la recherche sur le « libre arbitre » et ses implications ne sont pas nouvelles. Ce qui est nouveau, cependant, c’est la propagation du scepticisme du libre arbitre au-delà des laboratoires et dans le grand public.

Les recherches menées par Kathleen Vohs et Jonathan Schooler ont montr…[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]

In der Einleitung zum Sammelband Auditive Wissenskulturen – Das Wissen klanglicher Praxis stellen die Autoren zuerst die Diskrepanzen der jeweiligen Beziehungen des Visuellen und des Auditiven zu Wissen anhand einiger Beispiele vor. Sie exemplifzieren auch, wie sowohl auditive Praxis als auch die Hervorbringung und Vermittlung von Wissen in s…[Read more]

In this homage to David Graeber, I turn to Americans’ experiences working in person during the pandemic as an ethnographic lens for understanding how workers respond when implicit social contracts are violated and when ideas about the common good are being contested. Because the United States federal government and many state governments refused t…[Read more]

Digital Economy and Labor

Planning Your Research

In the early decades of the internet, many saw new channels of communication as potentially beneficial disruptions, analyzing largely through a utopic lens, albeit often with a technolibertarian bent. This did not last, and by the 2020s, scholars were increasingly pessimistic about how neoliberal logics structured the ways these technologies…[Read more]

Every fall, some lucky anthropology departments get to hire. The search for a new colleague happens behind the scenes for a while before it goes public—five-year plans have been written, external reviews have been navigated, lots of conversations have occurred, and some pleading with a dean has taken place. But the first public hint that the d…[Read more]

Many job applicants spend an inordinate amount of time struggling with the task of fashioning the most appealing biography of the increasingly skillful self out of interwoven genres that can also circulate individually. These struggles are most frequently articulated as questions of how best to manage different genres’ chronotopic expectations. U…[Read more]

How to Know When Not to Know: Strategic Ignorance When Eliciting for Samoan Migrant Exchanges

Converting Meanings and the Conversion of Meaning in Samoan Moral Economies

In independent and American Samoa, Samoan representatives have historically been successful at furthering their communities’ interests when dealing with various colonial regimes. Yet during my fieldwork in California, I kept witnessing failed encounters between Samoan migrants and government officials. I argue that government officials helped…[Read more]

This article explores what long-standing analytical traditions in Pacific ethnographies can offer Pacific diaspora studies. In particular, I advocate researchers’ reconceptualizing their unit of analysis when interrogating the relationships between families and diasporas, and argue that family networks fashion diasporas’ longevity and tangibility.…[Read more]

Indigeneity for Life: Bro’town and Its Stereotypes

Mirrors and Numbers among Others: Technologies of Identification in Papua New Guinea