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.

En la producción científica no se visualiza un marco teórico sólido que oriente a la gestión documental en la administración pública. Se carece de lineamientos claros y precisos sobre cómo organizar, clasificar y preservar los documentos generados en el ejercicio de las funciones públicas. La falta de políticas y herramientas adecuadas para su g…[Read more]

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]

In this provocation, I investigate the notion of long term thinking, as a notion of ‘sustaining time’, which identifies failures in dominant conceptions of time and proposes an alternative that is thought to be better suited for responding to current environmental crises. Drawing on close analyses of two examples, I argue for a deeper und…[Read more]

The role of the internet in fomenting male supremacist ideology must be understood within the larger cultural context that undergirds and naturalizes such rhetoric. Traditional conservative (TradCon) sections of the manosphere valorize a patriarchal social order centering traditional gender roles. According to TradCon reasoning, men, under attack…[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]

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]

As practitioners and scholars who engage with music encoding we already understand the affordances that encoding music or text can bring to our research and scholarship. However, individuals who are not yet familiar with encoding schemas and the usefulness of digital methodologies may not have a clear understanding of the “why” in using a dig…[Read more]

The evils that some researchers attribute to the “Anthropocene” are not the responsibility of all humanity; the main culprits, who have the political and economic power to shape the forms of production and consumption and define lifestyles, must be distinguished from the majority of the population, whose power to change things cannot be com…[Read more]

The RENEW project has its foundations in interdisciplinary and transdisciplinary collaboration, that is, research reaching across disciplines and beyond academia. This document aims to facilitate consideration of, and guide, collaborative practices within and around RENEW. It will act as a ‘living’ resource for RENEW members and partners to use…[Read more]

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]

Respondiendo al creciente interés por cuestiones de diversidad en la cultura y el entretenimiento actual, las instituciones académicas y artísticas dedicadas al teatro clásico español buscan reflejar estas nuevas tendencias en su selección de obras para ser estudiadas y/o representadas. Este esfuerzo de cambiar de aires plantea ciertos probl…[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]