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SABR and SABR LIBOR Market Models in Practice

With Examples Implemented in Python

door Christian Crispoldi, Gérald Wigger, Peter Larkin ...

Serie series Economics and Finance (R0)
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market ... Meer lezen

95,39 €

Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market
... Meer lezen
Infrared and Raman Spectroscopy

Principles and Spectral Interpretation

door Peter Larkin ...

Infrared and Raman Spectroscopy, Principles and Spectral Interpretation, Second Edition provides a solid introduction to vibrational spectroscopy with an emphasis on developing critical interpretation skills. This book fully integrates the use of both IR and Raman spectroscopy as spectral interpretation tools, enabling the user to utilize the strength of both techniques while also recognizing ... Meer lezen

92,95 €

Infrared and Raman Spectroscopy, Principles and Spectral Interpretation, Second Edition provides a solid introduction to vibrational spectroscopy with an emphasis on developing critical interpretation skills. This book fully integrates the use of both IR and Raman spectroscopy as spectral interpretation tools, enabling the user to utilize the strength of both techniques while also recognizing
... Meer lezen
Audioboek

Daisy Jones and The Six

From the author of the hit TV series

door Taylor Jenkins Reid ...

Verteld door Sara Arrington, Jennifer Beals, Arthur Bishop, Fred Berman, Benjamin Bratt, Jonathan Davis, Ari Fliakos, Holter Graham, Judy Greer, January LaVoy, Robinne Lee, Peter Larkin, Henry Leyva, P.J. Ochlan, Robert Petkoff, Alex Reid, Pablo Schreiber, Brendan Wayne, Julia Whelan, Nancy Wu, Oliver Wyman ...

Niet ingekort

9 uur 3 min

Brought to you by Penguin.NOW A SMASH HIT AMAZON PRIME TV STARRING SAM CLAFLIN, RILEY KEOUGH AND CAMILA MORRONETHE SUNDAY TIMES AND NEW YORK TIMES BESTSELLERFrom the author of THE SEVEN HUSBANDS OF EVELYN HUGO and the bestselling MALIBU RISING... ... Meer lezen

13,79 €

Brought to you by Penguin.NOW A SMASH HIT AMAZON PRIME TV STARRING SAM CLAFLIN, RILEY KEOUGH AND CAMILA MORRONETHE SUNDAY TIMES AND NEW YORK TIMES BESTSELLERFrom the author of THE SEVEN HUSBANDS OF EVELYN HUGO and the bestselling MALIBU RISING...
... Meer lezen
Infrared and Raman Spectroscopy

Principles and Spectral Interpretation

door Peter Larkin ...

Infrared and Raman Spectroscopy: Principles and Spectral Interpretation explains the background, core principles and tests the readers understanding of the important techniques of Infrared and Raman Spectroscopy. These techniques are used by chemists, environmental scientists, forensic scientists etc to identify unknown chemicals. In the case of an organic chemist these tools are part of an armory ... Meer lezen

78,32 €

Infrared and Raman Spectroscopy: Principles and Spectral Interpretation explains the background, core principles and tests the readers understanding of the important techniques of Infrared and Raman Spectroscopy. These techniques are used by chemists, environmental scientists, forensic scientists etc to identify unknown chemicals. In the case of an organic chemist these tools are part of an armory
... Meer lezen
Audioboek

Putin's Gambit

A Novel

door Lou Dobbs, James O. Born ...

Verteld door Peter Larkin ...

Niet ingekort

11 uur 36 min

From TV broadcaster Lou Dobbs and award-winning author James O. Born comes Putin's Gambit, an international financial thriller about a KGB plot to use a series of terrorist attacks as cover for a Russian military incursion into Estonia.Adjusting to civilian life has not been easy for former Marine Derek Walsh. As he navigates a brutal job on Wall Street and a challenging romance, he wonders if he ... Meer lezen

24,08 €

From TV broadcaster Lou Dobbs and award-winning author James O. Born comes Putin's Gambit, an international financial thriller about a KGB plot to use a series of terrorist attacks as cover for a Russian military incursion into Estonia.Adjusting to civilian life has not been easy for former Marine Derek Walsh. As he navigates a brutal job on Wall Street and a challenging romance, he wonders if he
... Meer lezen
Audioboek

A Fire Upon The Deep

door Vernor Vinge ...

Verteld door Peter Larkin ...

Serie Luisterboek 1 - Zones of Thought
Niet ingekort

21 uur 37 min

A Fire Upon the Deep is the big, breakout book that fulfills the promise of Vinge's career to date: a gripping tale of galactic war told on a cosmic scale.Thousands of years hence, many races inhabit a universe where a mind's potential is determined by its location in space, from superintelligent entities in the Transcend, to the limited minds of the Unthinking Depths, where only simple creatures ... Meer lezen

40,14 €

A Fire Upon the Deep is the big, breakout book that fulfills the promise of Vinge's career to date: a gripping tale of galactic war told on a cosmic scale.Thousands of years hence, many races inhabit a universe where a mind's potential is determined by its location in space, from superintelligent entities in the Transcend, to the limited minds of the Unthinking Depths, where only simple creatures
... Meer lezen
Audioboek

Abuse of Power

A Thriller

door Michael Savage ...

Verteld door Peter Larkin ...

Serie Luisterboek 1 - Jack Hatfield
Niet ingekort

10 uur 51 min

From New York Times bestselling author and nationally syndicated radio talk-show host Michael Savage comes a high-intensity debut thriller, the story of a smeared network journalist who uncovers a chilling terrorist plot.Jack Hatfield is a hardened former war correspondent who rose to national prominence for his insightful, provocative commentary. But after being smeared as a bigot and extremist ... Meer lezen

24,08 €

From New York Times bestselling author and nationally syndicated radio talk-show host Michael Savage comes a high-intensity debut thriller, the story of a smeared network journalist who uncovers a chilling terrorist plot.Jack Hatfield is a hardened former war correspondent who rose to national prominence for his insightful, provocative commentary. But after being smeared as a bigot and extremist
... Meer lezen
Audioboek

Big Data Baseball

Math, Miracles, and the End of a 20-Year Losing Streak

door Travis Sawchik ...

Verteld door Peter Larkin ...

Niet ingekort

8 uur 30 min

Big Data Baseball provides a behind-the-scenes look at how the Pittsburgh Pirates used big data strategies to end the longest losing streak in North American pro sports history.New York Times BestsellerAfter twenty consecutive losing seasons for the Pittsburgh Pirates, team morale was low, the club’s payroll ranked near the bottom of the sport, game attendance was down, and the city was becoming ... Meer lezen

22,29 €

Big Data Baseball provides a behind-the-scenes look at how the Pittsburgh Pirates used big data strategies to end the longest losing streak in North American pro sports history.New York Times BestsellerAfter twenty consecutive losing seasons for the Pittsburgh Pirates, team morale was low, the club’s payroll ranked near the bottom of the sport, game attendance was down, and the city was becoming
... Meer lezen
Audioboek

Modern American Snipers

From The Legend to The Reaper---on the Battlefield with Special Operations Snipers

door Chris Martin, SOFREP ...

Verteld door Peter Larkin ...

Niet ingekort

10 uur 36 min

An inside look at today's special operations sniper and an in depth look at the career of Chris Kyle from those who knew him and fought alongside him.Most people think of snipers as shooters perched in urban hides, dealing out death unseen from a considerable distance. But this description barely scratches the surface. Special operations snipers are men with stacked skill sets who have the ability ... Meer lezen

22,29 €

An inside look at today's special operations sniper and an in depth look at the career of Chris Kyle from those who knew him and fought alongside him.Most people think of snipers as shooters perched in urban hides, dealing out death unseen from a considerable distance. But this description barely scratches the surface. Special operations snipers are men with stacked skill sets who have the ability
... Meer lezen
Audioboek

The History of Life

A Very Short Introduction

door Michael J. Benton ...

Verteld door Peter Larkin ...

Niet ingekort

5 uur 12 min

Here is the extraordinary story of the unfolding of life on Earth, told by Michael J. Benton, a world-renowned authority on biodiversity. Ranging over four billion years, Benton weaves together the latest findings on fossils, earth history, evolutionary biology, and many other fields to highlight the great leaps that enabled life to evolve from microbe to human—big breakthroughs that made whole ... Meer lezen

11,59 €

Here is the extraordinary story of the unfolding of life on Earth, told by Michael J. Benton, a world-renowned authority on biodiversity. Ranging over four billion years, Benton weaves together the latest findings on fossils, earth history, evolutionary biology, and many other fields to highlight the great leaps that enabled life to evolve from microbe to human—big breakthroughs that made whole
... Meer lezen
Audioboek

Burning Midnight

An Amos Walker Novel

door Loren D. Estleman ...

Verteld door Peter Larkin ...

Serie Luisterboek 22 - Amos Walker Novels
Niet ingekort

7 uur 15 min

In Burning Midnight, master of the hard-boiled detective novel Loren D. Estleman gives listeners a hot new Amos Walker mystery.Amos Walker knows Detroit, from the highest to the lowest, and that includes the gangs of Mexicantown. When a friend asks Walker to get his son's brother-in-law out of one of two feuding gangs, Walker gets in trouble fast. First, dead bodies start to pile up; then come ... Meer lezen

20,51 €

In Burning Midnight, master of the hard-boiled detective novel Loren D. Estleman gives listeners a hot new Amos Walker mystery.Amos Walker knows Detroit, from the highest to the lowest, and that includes the gangs of Mexicantown. When a friend asks Walker to get his son's brother-in-law out of one of two feuding gangs, Walker gets in trouble fast. First, dead bodies start to pile up; then come
... Meer lezen
Audioboek

Finding Jesus: Faith. Fact. Forgery.

Six Holy Objects That Tell the Remarkable Story of the Gospels

door David Gibson, Michael McKinley ...

Verteld door Peter Larkin ...

Niet ingekort

7 uur 55 min

As featured in the 6-part CNN SERIES "Finding Jesus"FINDING JESUS explores six major artifacts, including the Shroud of Turin, the True Cross, and John the Baptist, that give us the most direct evidence about the life and world of Jesus. The book and attendant CNN series provide a dramatic way to retell "the greatest story ever told" while introducing a broad audience to the history, the latest ... Meer lezen

20,51 €

As featured in the 6-part CNN SERIES "Finding Jesus"FINDING JESUS explores six major artifacts, including the Shroud of Turin, the True Cross, and John the Baptist, that give us the most direct evidence about the life and world of Jesus. The book and attendant CNN series provide a dramatic way to retell "the greatest story ever told" while introducing a broad audience to the history, the latest
... Meer lezen