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SABR and SABR LIBOR Market Models in Practice

With Examples Implemented in Python

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

Serier serie 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 ... Læs mere

756,49 kr.

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
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Daisy Jones and The Six

From the author of the hit TV series

af Taylor Jenkins Reid ...

Fortalt af 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 ...

Uforkortet

9 timer 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... ... Læs mere

103,00 kr.

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...
... Læs mere
Lydbog

Putin's Gambit

A Novel

af Lou Dobbs, James O. Born ...

Fortalt af Peter Larkin ...

Uforkortet

11 timer 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 ... Læs mere

212,15 kr.

Også tilgængelig som: E-bog

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
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Også tilgængelig som: E-bog
Lydbog

Abuse of Power

A Thriller

af Michael Savage ...

Fortalt af Peter Larkin ...

Serier Lydbog 1 - Jack Hatfield
Uforkortet

10 timer 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 ... Læs mere

212,15 kr.

Også tilgængelig som: e-bøger

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
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Også tilgængelig som: e-bøger
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Big Data Baseball

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

af Travis Sawchik ...

Fortalt af Peter Larkin ...

Uforkortet

8 timer 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 ... Læs mere

196,43 kr.

Også tilgængelig som: E-bog

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
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Lydbog

Modern American Snipers

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

af Chris Martin, SOFREP ...

Fortalt af Peter Larkin ...

Uforkortet

10 timer 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 ... Læs mere

196,43 kr.

Også tilgængelig som: E-bog

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
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Lydbog

A Fire Upon The Deep

af Vernor Vinge ...

Fortalt af Peter Larkin ...

Serier Lydbog 1 - Zones of Thought
Uforkortet

21 timer 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 ... Læs mere

353,64 kr.

Også tilgængelig som: e-bøger

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
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Også tilgængelig som: e-bøger
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The History of Life

A Very Short Introduction

af Michael J. Benton ...

Fortalt af Peter Larkin ...

Uforkortet

5 timer 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 ... Læs mere

102,11 kr.

Også tilgængelig som: E-bog

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
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Lydbog

Burning Midnight

An Amos Walker Novel

af Loren D. Estleman ...

Fortalt af Peter Larkin ...

Serier Lydbog 22 - Amos Walker Novels
Uforkortet

7 timer 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 ... Læs mere

180,71 kr.

Også tilgængelig som: E-bog

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
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Lydbog

Finding Jesus: Faith. Fact. Forgery.

Six Holy Objects That Tell the Remarkable Story of the Gospels

af David Gibson, Michael McKinley ...

Fortalt af Peter Larkin ...

Uforkortet

7 timer 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 ... Læs mere

180,71 kr.

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
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Lydbog

Doctor Chopra Says

Medical Facts and Myths Everyone Should Know

af Sanjiv Chopra, Alan Lotvin, David Fisher ...

Fortalt af Sanjiv Chopra, Peter Larkin ...

Forkortet

6 timer 20 min

As Faculty Dean of Continuing Medical Education at Harvard Medical School, Dr. Sanjiv Chopra provides the most up-to-date medical information to thousands of doctors from around the world each year. Now, in this book, he and Dr. Alan Lotvin bring this important, life-changing information directly to people everywhere, so that you too can benefit from the best, most reliable medical knowledge ... Læs mere

180,71 kr.

As Faculty Dean of Continuing Medical Education at Harvard Medical School, Dr. Sanjiv Chopra provides the most up-to-date medical information to thousands of doctors from around the world each year. Now, in this book, he and Dr. Alan Lotvin bring this important, life-changing information directly to people everywhere, so that you too can benefit from the best, most reliable medical knowledge
... Læs mere
Lydbog

Frozen Fire

af Bill Evans, Marianna Jameson ...

Fortalt af Peter Larkin ...

Uforkortet

14 timer 1 min

Bill Evans and Marianna Jameson first teamed up to write Category 7, vividly portraying the devastating impact of a powerful hurricane on New York City. Now Evans and Jameson return with Frozen Fire, another edge-of-the-seat thriller that mixes atmospheric science with cutting-edge technology.Eager to exploit a potentially lucrative energy source, billionaire Dennis Cavendish has begun to tap the ... Læs mere

259,31 kr.

Også tilgængelig som: E-bog

Bill Evans and Marianna Jameson first teamed up to write Category 7, vividly portraying the devastating impact of a powerful hurricane on New York City. Now Evans and Jameson return with Frozen Fire, another edge-of-the-seat thriller that mixes atmospheric science with cutting-edge technology.Eager to exploit a potentially lucrative energy source, billionaire Dennis Cavendish has begun to tap the
... Læs mere

Også tilgængelig som: E-bog