El trabajo propone que se considere la inclusión en el repertorio de Lope de La francesa Laura, una comedia conservada en un manuscrito anónimo de la BNE, nunca antes relacionada con el dramaturgo. La investigación se inició a la vista de los resultados de su procesamiento en las plataformas Transkribus y ETSO, que señalaban la estrecha rela…[Read more]

We offer a hybrid (trinomial tree plus semi-analytic formulas) pricing method for FX Double Window Double Barrier option . Currently, the model uses spot implied volatility for the first time window, and forward implied volatility for the second time window. These are Black-Scholes implied volatilities from traded vanilla European options, but,…[Read more]

Tras exponer una de las más influyentes críticas del victimismo en la cultura política tardomoderna, la de Wendy Brown, este capítulo analiza un incidente de confrontación discursiva, en torno al acoso sexual y la victimización, entre «nuevos» y «viejos» feminismos mexicanos, para concluir con una reflexión orientada a des-esencializar la condici…[Read more]

आस्ट्रेलिया ने 2021 में मीडिया संस्थानों के हितों की रक्षा के लिए ‘समाचार मीडिया और डिजिटल प्लेटफ़ॉर्म अनिवार्य सौदेबाजी कानून’ बनाया था। 2023 में ऐसा ही कानून कैनेडा में बनाया गया। भारत समेत कई अन्य देश भी ऐसे कानून बनाने पर विचार कर रहे हैं। टेक-कंपनियां ऐसे कानूनों का विरोध करती हैं तथा अपनी शर्तें न माने जाने की स्थिति में अपनी…[Read more]

The purpose of the model is to calculate the credit spread sensitivity, correlation sensitivity, and default sensitivity via analytic methods for index CDO trades and bespoke CDO trades. The credit spread sensitivity is defined as the change in the MTM by perturbing the credit spread by a small amount; the default sensitivity is calculated by…[Read more]

This paper examines the use of the Gothic mode in historical television drama to suggest it is used to emphasise engagement with historical traumas, and suggest that these traumas still have relevance today. This emphasis works by engaging with the associations that are acquired around the Gothic mode through experience, recognising the aesthetic…[Read more]

This paper was presented at “Encounters with the Uncanny in Education” seminar organized by Antti Saari, Jan Varpanen, and Johanna Kallio at University of Tampere. The seminar was part of their EnAct – Researching Environmental Activism and Self-Cultivation research project.

A pricing model for capped-accumulated-return-call (CARC) with volatility surface is presented. Proprietary approaches to interpreting volatility surface are employed during pricing. To accelerate the convergence when low discrepancy sequences are used in Monte Carlo simulation (Quasi-Monte Carlo simulation), the Brownian Bridge Path…[Read more]

The model serves the purpose of computing basis adjustments for credit spread curves of the constituent obligors of the indexes such that the market price of the index can be repriced exactly. These adjusted index constituent curves are then used to compute index base correlations and mapped base correlations for bespoke trades, price the standard…[Read more]

Kongruenz, Sorge und Technologie. Tricks des Verschwindens: Dienstleistung als eine Kulturtechnik des Delegierens. #Syllabi und Schattenbibliotheken: Mittel der kollektiven Gestaltung. Eine durch das Wissen um ihre Werkzeuge und Quellen definierte Gemeinschaft werden.

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 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 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]

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]

यह मणिपुर में 2023 में हुई हिंसा पर केंद्रित प्रमोद रंजन के रिपोर्ताजों का पहला भाग है।

प्रमोद रंजन इसमें पूर्वोत्तर भारत के इतिहास, संस्कृति और समाज में आ रहे परिवर्तनों को चिन्हित किया है तथा उसका संवेदनशील, मर्मस्पर्शी और विचारोत्तेजक चित्र प्रस्तुत किया है।

उन्होंने इस रिपोर्ताज में यह भी बताया है कि हिंसा के दौरान मैतेई महिलाओं के…[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]

With the climate of Brexit, xenophobia and white supremacy on the rise, health and safety of Black and Global Majority people under threat during the spread of Covid in the UK and elsewhere, a discussion of colonialism, migration, borders, and equality – in the classrooms and outside – is more pertinent than ever. Situating the ongoing Dec…[Read more]