We present a valuation model for pricing a gold derivatives trade. The trade can be structured to synthesize a typical gold-miner’s hedge, specifically, a swap in which one party receives long-term interest rates and pays a blend of short-term interest rates and short-term gold lease rates.

We present a model for pricing a path-dependent, equity-linked payoff. Here a bounded price return is calculated from an underlying index at certain pre-specified dates. The total return at maturity is given by the sum of the bounded price returns above, but where a specified number of the highest of these returns are set to a cap value.

A model is presented for pricing an American call option on stock. The option tenor is n years, and its strike price is increased every anniversary. It has also the following feature: if the stock price stays in excess of 200% of the current strike price during 10 consecutive trading days. The seller can issue a notice to the buyer that one half…[Read more]

This poster presents a digital humanities study abroad program that brings undergraduate students to the UK to explore the intersections of technology, humanities, and the arts. Over four weeks, the students meet with curators, DH practitioners, and creatives. In addition to connecting students with professionals in the cultural heritage sector,…[Read more]

We present a valuation model for pricing two asset barrier options on commodity futures. Applications to commodity futures have a number of specific. The analytical valuation formulas are also implemented. The payoff of a two asset barrier options is made against one of the assets, while the other asset is used to trigger the barrier.

Forest conservation is a very important concept across the world. It is not only crucial for climate change but also very critical for the survival of humanity. In Africa, forests have always been an important aspect of nature that is regarded with uttermost reverence and
care. Importantly, discussions on health, healthcare, culture, economics…[Read more]

A two-asset barrier option is a European style option whose value is determined by two underlying assets. One asset, S1, determines the payoff function, and the other, S2, knocks the option in or out if the S2 value crosses the barrier.

A Market Mix GIC is a type of guaranteed investment certificate, which offers a return based on a corresponding GIC rate and the performance of a basket of certain stock and bond market indices. The payoff at maturity from a Market Mix GIC can be shown equal to the invested principal plus this principal times the sum of the minimum guaranteed…[Read more]

The Market Mix GIC is a type of guaranteed investment certificate, of 3- or 5-year term, which offers a return based on a corresponding GIC rate and the performance of a basket of certain stock and bond market indices. To determine the rate of return, the percentage change in each index level from the initial level is calculated. Here the initial…[Read more]

A pricing model was developed for pricing a total return swap between two parties. Here party A receives LIBOR plus a spread, but pays out the equity dividends arising from a collateralized loan obligation (CLO).

The introduction to a special issue of New Literary History titled “Culture, Theory, Data,” which explores the consequences of computation for cultural theory—and vice-versa.

The introduction begins by explaining how we came to a historical juncture where “culture” and “data” seem to be opposed terms. Then it offers some reasons for believing t…[Read more]

Data plays an ever-expanding role in our daily lives: we collect personal data through smart watches, feed algorithms with clicks and shares, and platforms monetize our every move.
In this course, students will explore how data is collected, analyzed, and used, critique the systems of power that shape and are shaped by data practices, and…[Read more]

Digital Humanities has become a “hot” topic in academia over the last few years (as of 2012), primarily in research and scholarship. While many push forward into new realms of using technology to articulate cool findings, others at non research intensive universities are moving forward with engaging their undergraduate students in var ious for…[Read more]

This book brings together thirteen contributors from diverse backgrounds – mean and women born in Cameroon, England, Scotland, South Africa, Zambia. What they all have in common is years of service within their respective communities, working individually and within projects and programmes, with both young people and adults to build social c…[Read more]

In this essay, we examine the invisibility of pedagogical labor in digital humanities. We argue that the complexities of teaching DH require modes of instruction and effort that are unusual, uncounted, and undertheorized. Unlike publications or citation counts, it is difficult to quantify or to review. Why does DH teaching involve so much extra…[Read more]