En los últimos meses se ha exponenciado el discurso fetichista de la llamada inteligencia artificial. La ausencia de crítica propicia a no ver las condiciones materiales que la propician y el trabajo detrás de ella. Además, los escenarios futuristas, distópicos impiden ver lo que ya se hace con la tecnología. Quienes mueven y fomentan las aplic…[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]

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.

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]