Tulad ng naobserbahan ng mga may-akda ng artikulong “Beyond the Group Mind: A Quantitative Review of the Interindividual–Intergroup Discontinuity Effect” na inilathala sa Psychological Bulletin, Tinatayang sa huling dekada pa lamang ng ikadalawampu siglo, ang mga nakamamatay na digmaan ng mga lugar tulad ng Rwanda, Bosnia, at Ethiopia ay kumitil n…[Read more]

A variance/volatility swap is an instrument that allows explicit exposure to the realized variance/volatility of an index, stock, etc., without exposure to other risks commonly encountered with derivatives: delta, gamma, etc.

We review the equity forward and futures pricing models. Consider an index level, I, at a future time, T. With respect to I, we calculate 1) the forward price, 2) the futures price, and 3) delta.

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]

The Baconian oeuvre remains the most extensive and influential assault on Aristotelianism in English writing of the early modern period. Where convention respected Aristotelian logic as a viable instrument for studying natural philosophy, Bacon instead sought to initiate an instauration, or restoration, of learning by proposing his inductive…[Read more]

The Baconian oeuvre remains the most extensive and influential assault on Aristotelianism in English writing of the early modern period. Where convention respected Aristotelian logic as a viable instrument for studying natural philosophy, Bacon instead sought to initiate an instauration, or restoration, of learning by proposing his inductive…[Read more]

The term ‘affective politics’ is sometimes used to dismiss political strategies as being directed merely at affects at the expense of rational analysis (Massumi 2015: 65f). While such uses are meant to criticize certain politics, appeals to the affects – and consequently, forms of propaganda or populism – do not have to be bad at all. The point h…[Read more]

A book’s a book, and numbers are numbers, right? Well, maybe. For the Shakespeare Association of America seminar on “Counting (in) Early Modern Drama,” I proposed to give myself the task of understanding and then communicating the technological underpinnings of a digital facsimile. One specific question I wanted to address, with the help of…[Read more]

La théorie du chaos n’est pas aussi complexe qu’on le prétend souvent Comme l’observe Robert Juliano, le principe sous-jacent est que “dans le caractère aléatoire apparent des systèmes complexes chaotiques, il existe des modèles sous-jacents, des interconnexions, des boucles de rétroaction constantes, la répétition, l’auto-similarité , fractales…[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.

Chaos theory is not as complex as it si often made out to be As Robert Juliano observes, the underlying principle is that “within the apparent randomness of chaotic complex systems, there are underlying patterns, interconnectedness, constant feedback loops, repetition, self-similarity, fractals, and self-organization.”

“Chaos has been for…[Read more]

According to Fredson Bowers, writing in Shakespeare Quarterly in 1951, we will never know the printer of that section “until we know everything there is to be learned about seventeenth-century types.” 2 Bowers doubted we could ever list the full set of F4’s printers because F4 was printed anonymously, and the volume left few clues about its…[Read more]

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]

Dawkins felslutning – vederläggning av att “egoism” är den vanliga normen och att det bara finns “begränsade former av altruism” Till att börja med vill jag betona att “även bakterier är mer reproduktivt framgångsrika i närvaro av andra av sin egen art.” Jag menar att bakterier har anslutningsmöjligheter för guds skull!
1. På en dag i slaget vid…[Read more]

This paper presented at the Fourth International Conference and Industrial Exhibitoion on Dairy Science Park IV, Nov 1-5, 2017, Konya, Turkey, has reviewed the philosophy of Mevlana Jalal ud Din Rumi regarding love, tolerance, respect and spiritualism; appreciating each others and knowing the value of each other. Rumi (1230) told Iqbal (1930)…[Read more]

Āyurveda, the predominant medical system in pre-modern South Asia, is by definition a very individualistic tradition of healing, discerning and treating the patients under special consideration of their personal constitution, diet, physical strength, habituation, character and age. Furthermore, the āyurvedic source texts show a strong commitment t…[Read more]