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SABR and SABR LIBOR Market Models in Practice

With Examples Implemented in Python

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

Series 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 ... Leer más

$89.09 USD

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
... Leer más
Infrared and Raman Spectroscopy

Principles and Spectral Interpretation

de 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 ... Leer más

$116.99 USD

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
... Leer más
Infrared and Raman Spectroscopy

Principles and Spectral Interpretation

de 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 ... Leer más

$103.49 USD

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
... Leer más
Audiolibro

A Fire Upon The Deep

de Vernor Vinge ...

Narrado por Peter Larkin ...

Series Audiolibro 1 - Zones of Thought
Completo

21 hora 37 minutos

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 ... Leer más

$44.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

The History of Life

A Very Short Introduction

de Michael J. Benton ...

Narrado por Peter Larkin ...

Completo

5 hora 12 minutos

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 ... Leer más

$12.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

Abuse of Power

A Thriller

de Michael Savage ...

Narrado por Peter Larkin ...

Series Audiolibro 1 - Jack Hatfield
Completo

10 hora 51 minutos

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 ... Leer más

$26.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

Modern American Snipers

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

de Chris Martin, SOFREP ...

Narrado por Peter Larkin ...

Completo

10 hora 36 minutos

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 ... Leer más

$24.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

Putin's Gambit

A Novel

de Lou Dobbs, James O. Born ...

Narrado por Peter Larkin ...

Completo

11 hora 36 minutos

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 ... Leer más

$26.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

A Deepness in the Sky

de Vernor Vinge ...

Narrado por Peter Larkin ...

Series Audiolibro 2 - Zones of Thought
Completo

28 hora 19 minutos

After thousands of years searching, humans stand on the verge of first contact with an alien race. Two human groups: the Qeng Ho, a culture of free traders, and the Emergents, a ruthless society based on the technological enslavement of minds.The group that opens trade with the aliens will reap unimaginable riches. But first, both groups must wait at the aliens' very doorstep for their strange ... Leer más

$44.99 USD

Disponible también en: eBook

After thousands of years searching, humans stand on the verge of first contact with an alien race. Two human groups: the Qeng Ho, a culture of free traders, and the Emergents, a ruthless society based on the technological enslavement of minds.The group that opens trade with the aliens will reap unimaginable riches. But first, both groups must wait at the aliens' very doorstep for their strange
... Leer más

Disponible también en: eBook
Audiolibro

Big Data Baseball

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

de Travis Sawchik ...

Narrado por Peter Larkin ...

Completo

8 hora 30 minutos

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 ... Leer más

$24.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

Burning Midnight

An Amos Walker Novel

de Loren D. Estleman ...

Narrado por Peter Larkin ...

Series Audiolibro 22 - Amos Walker Novels
Completo

7 hora 15 minutos

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 ... Leer más

$22.99 USD

Disponible también en: eBook

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
... Leer más

Disponible también en: eBook
Audiolibro

Finding Jesus: Faith. Fact. Forgery.

Six Holy Objects That Tell the Remarkable Story of the Gospels

de David Gibson, Michael McKinley ...

Narrado por Peter Larkin ...

Completo

7 hora 55 minutos

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 ... Leer más

$22.99 USD

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
... Leer más