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 early modern use of vegetal terms to explain the origin and growth of ores was widespread in mining industry, alchemy, and natural philosophy. In the writings of authors from many different backgrounds, mineral veins were often described as ‘trees’ which moved upwards, bore fruits, and underwent a life cycle. Accordingly, the existence in ore…[Read more]

From antiquity, Galenic physicians extensively discussed the active powers of simple and compound drugs. In their views, simple drugs, that is, single ingredients, acted according to their material qualities and the properties of their substance. As for compound drugs, their efficacy resulted from the mutual interaction of their ingredients and…[Read more]

From antiquity, Galenic physicians extensively discussed the active powers of simple and compound drugs. In their views, simple drugs, that is, single ingredients, acted according to their material qualities and the properties of their substance. As for compound drugs, their efficacy resulted from the mutual interaction of their ingredients and…[Read more]

From antiquity, Galenic physicians extensively discussed the active powers of simple and compound drugs. In their views, simple drugs, that is, single ingredients, acted according to their material qualities and the properties of their substance. As for compound drugs, their efficacy resulted from the mutual interaction of their ingredients and…[Read more]

From antiquity, Galenic physicians extensively discussed the active powers of simple and compound drugs. In their views, simple drugs, that is, single ingredients, acted according to their material qualities and the properties of their substance. As for compound drugs, their efficacy resulted from the mutual interaction of their ingredients and…[Read more]

CAMDEN HISTORY, Journal of the Camden Historical Society Inc.
Ian Willis (editor)
Contents
Ian Willis, ‘Graeme Clark, a world-famous Camden identity’. p237
Graeme Clark, ‘Laureate Professor Graeme Clark AC, Pioneer of the Multi-channel Cochlear Implant /Bionic Ear’. p3242
Julianne Figar, ‘Yellamundie (the storyteller)’ p 255
Aidan Whittard,…[Read more]

Study and edition of the Complete Villancicos of Padre Antonio Soler (1729-1783), Chapel Master of Escorial Monastery in Spain

This essay, which expands on my talk at the Colors and Cultures / Couleurs et Cultures conference in April 2021, charts the history and my plans for a broad exploration of Turkey red as both subject and as object in global history. In it, I move between the personal—the compulsions that led me to undertake this series of studies, and which c…[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]

The edited volume “Ordering and delimiting knowledge – from analogue to digital Europe?” asks how knowledge orders confirm, reinforce, question or create new social differentiations, and to what extent the digital transformation changes such differentiation processes gradually or in principle. Knowledge orders are understood here as i…[Read more]

Small museums contribute considerable value to the economy through unpaid voluntary labour. According to the latest research, unpaid voluntary labour to the Camden Museum is worth around A$580,000 a year. Volunteers completely run the Camden Museum and the Camden Historical Society. They are some of the many voluntary community organisations in…[Read more]

Este artículo visibiliza el uso que se le puede dar a una serie de proyectos de Humanidades Digitales, como son las bases de datos de Rolecall, DICAT y CATCOM o la biblioteca digital EMOTHE, a la hora de analizar las dinámicas escenográficas en el teatro español de finales del siglo XVI y principios del siglo XVII, coincidiendo con las déc…[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]

New research shows that cultural and heritage tourism is worth around $6.3 million per year to the Camden Local Government Area.
Within cultural and heritage tourism storytelling is an essential feature of the visitor experience.

A model is present for pricing an Equity Asian Swap. One leg of the swap pays the return from a monthly average of the S&P TSE60 index less a constant strike. The payment from the other leg is similarly defined for a stock. The payments are tied to notional amounts that are specified according to two pre-determined monthly schedules. Most of the…[Read more]

Unlock Camden is a history festival celebrating the Camden story through walks, art, images, stories, and other activities. Events are centred around the Alan Baker Art Gallery Macaria in the historic John Street precinct, Camden NSW.