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.

This document lays out a series of points in regard to a recently posted pre-print on the history of plague in late medieval and early modern Europe: Marcel Keller et al., “A Refined Phylochronology of the Second Plague Pandemic in Western Eurasia.” I am a historian of medicine and I am presenting these as historical questions. I have written it…[Read more]

This document lays out a series of points in regard to a recently posted pre-print on the history of plague in late medieval and early modern Europe: Marcel Keller et al., “A Refined Phylochronology of the Second Plague Pandemic in Western Eurasia.” I am a historian of medicine and I am presenting these as historical questions. I have written it…[Read more]

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]

Thijs Porck, “Runenoefeningen. De Oudgermanistiek in Leidse kinderschoenen”, in Tot publijcque dienst der studie: Boeken uit de Bibliotheca Thysiana, ed. Wim van Anrooij & Paul Hoftijzer (Hilversum: Verloren, 2023), 118-119

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.

Thijs Porck, “I can read Hollandsch very fairly. The Correspondence between James Murray (1837-1915) and Pieter Jacob Cosijn (1840-1899)”, in Language Use, Usage Guides, and Linguistic Norms, ed. Luisella Caon, Marion Elenbaas & Janet Grijzenhout (Cambridge: Cambridge Scholars Publishing, 2021), 107-129.

Thijs Porck, “I can read Hollandsch very fairly. The Correspondence between James Murray (1837-1915) and Pieter Jacob Cosijn (1840-1899)”, in Language Use, Usage Guides, and Linguistic Norms, ed. Luisella Caon, Marion Elenbaas & Janet Grijzenhout (Cambridge: Cambridge Scholars Publishing, 2021), 107-129.

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.

Despite the epistemological importance of the scholarly journal, few thorough histories of individual academic journals have been written, especially of journals in the arts and humanities. This article uses both archival material and oral histories to construct a multifaceted history of Leeds Studies in English (LSE) from the beginning of its…[Read more]

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]

When considering the establishment of overseas viking encampments, some of the most detailed and vivid contemporary descriptions of this activity originate from the Frankish realm, a region which nevertheless remains precariously positioned in wider comparative investigations of the viking world. To address this imbalance, this chapter assembles…[Read more]

When considering the establishment of overseas viking encampments, some of the most detailed and vivid contemporary descriptions of this activity originate from the Frankish realm, a region which nevertheless remains precariously positioned in wider comparative investigations of the viking world. To address this imbalance, this chapter assembles…[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]