नावेल कोरोना वायरस के अनुपातहीन भय के खिलाफ आवाज़ उठाने वालों में इतालवी दार्शनिक जार्जो आगम्बेन सबसे प्रतिष्ठित आवाज हैं। उनकी बातों का विश्व के प्रमुख अकादमिशयनों ने संज्ञान लिया है, जिसके परिणामस्वरूप कथित ऑनलाइन-डिजिटल शिक्षा के के विरोध की सुगबुगाहट वैश्विक स्तर पर आरंभ हुई है।

यहां प्रस्तुत है, उनकी एक टिप्पणी…

Das spekulative Handbuch bietet vielfältige Techniken für ein radikales Lernen und Vermitteln. Es umfasst konkrete Anleitungen, Erfahrungen und theoretische Überlegungen. Die Texte beteiligen sich an der Konzeption einer Vermittlung, die das gemeinsame Experimentieren (wieder) einführt.
Im Seminarraum, in Workshops, auf Festivals, in Fluren, Par…[Read more]

Latinx/o/a writing has existed long before 20th century state policies and publishing markets created the category we recognize today as “Latino/a literature.” This course will focus on the literary and cultural production of writers from the era of initial colonization through Latin American independence and the 19th century actions fueled by the…[Read more]

It is essential to find out how Jawaharlal Nehru University created in 1966 by a special Act of Parliament, became a leftist bastion. The answer lies in its unique reservation system. In this university, from the very outset, aspirants from backward districts, women and other weaker sections were given preference in enrolment. Kashmiri migrants…[Read more]

A response to the decision of Wiley Global to “disappear” 1,300+ of their ebooks in the ProQuest catalog at the beginning of the Fall 2022 term without any communication to university libraries at all, thus taking libraries by surprise and indicating Wiley’s move away from libraries as repositories and lenders of their ebooks, passing on costs to…[Read more]

ई-लर्निंगमध्ये अध्यापन हे वर्गात किंवा बाहेर, संगणक आणि इंटरनेटचा वापर यावर आधारित असू शकते. ई-लर्निंग व्याख्या म्हणजे- इंटरनेट, ऑडिओ, व्हिडिओ इत्यादी विविध इलेक्ट्रॉनिक माध्यमांद्वारे विद्यार्थी/कर्मचार्‍यांना प्रशिक्षण आणि विकास प्रदान करणे. वेब-आधारित शिक्षण म्हणजे ई-लर्निंग ज्याला सामान्यतः इलेक्ट्रॉनिक लर्निंग किंवा व्हर्च्य…[Read more]

In this paper, presented at the 2022 H-Net Teaching Conference, I describe how I teach undergraduate students about disability in music through what I call disclosure-oriented pedagogy. This practice involves demonstrating cross-historical comparisons between my lived experiences of disability and the representations of disability in 19th-century…[Read more]

Digital strategies are a public co-learning opportunity, not just a mechanism for pumping content into the fuel tank of the attention economy…

On the role of technical pedagogies in political struggles

Variable rate swap is an interest rate swap that has two legs: one fixed rate leg and a variable rate leg. The variable leg involves fixed rate payments for an initial period of time and a floating rate for the rest. The floating rate on that portion is defined as a minimum of two index rates.

The Black-Karasinski model is a short rate model that assumes the short-term interest rates to be log-normally distributed. We implement the one factor Black-Karasinski model as a binomial or trinomial tree.

An arrear quanto constant-maturity-swap (CMS) is a swap that pays coupons in a different currency from the notional and in arrears. The underlying swap rate is computed from a forward starting CMS.

We propose a three-factor tree model that implements the Hull-White and Black-Karasinski models. The new tree model does preserve the martingale property of the stock for sufficiently long terms (with accuracy better that 10-8 for terms of at least 10 years).

A valuation model is presented for pricing an American style call option on the yield of Treasury bond. The payoff is positive if the yield exceeds a predetermined strike level. The model assumes the yield of an American Treasury bond to be a log-normally distributed stochastic process and uses Monte-Carlo simulation to price the deal as a…[Read more]

A flexible GIC represents a financial instrument paying an annual coupon and provides an option for the holder to redeem the principal and accrued interest during the thirty days following the first and second coupons.

A Callable Inverse Floating Rate Swap is a forward swap agreement with an option of canceling the swap each year starting from several years in future.

The model estimates the swap price as a risk-neutral expectation of the difference between the bond price whose yield-to-maturity is the swap rate and the bond’s par. The swap rate is considered a log-normally distributed random variable.

The payoff at maturity from a GIC can be shown equal to the invested principal plus principal times the sum of the minimum guaranteed interest rate and the payoff from a European call option on the arithmetic average of the basket price, where the basket price is given by a weighted sum of the index levels.

We present a method for bootstrapping a set of zero rates from an input set of US government money market securities and bonds. We detail the calculations used to convert ACT/365 continuously compounded zero rates to the rates.

We present an approach that calculates the Hull White (HW) volatility to make the swaption price calculated on a HW tree match Black’s price for the same swaption at each grid point. We priced the payer swaption using our benchmark Black’s model and then priced the same swaption, using our benchmark HW trinomial tree model, based on the c…[Read more]