Robust Libor Modelling And Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products  

Posted by AlenMiler at Oct. 11, 2014
Robust Libor Modelling and Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products by Schoenmakers John
Chapman & Hall/CRC | March 29, 2005 | Enblish | ISBN: 0203499093 | 224 pages | CHM | 3 MB

One of Riskbook.com's Best of 2005 - Top Ten Finance Books The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem.

Robust Libor Modelling and Pricing of Derivative Products  eBooks & eLearning

Posted by karapuzik at June 21, 2009
Robust Libor Modelling and Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products
224 pages | CRC (Mar 2005) | 158488441X | PDF | 2.2 Mb

One of Riskbook.com’s Best of 2005 - Top Ten Finance Books The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective pricing of exotic derivative products such as Bermudan callable structures is considered highly non-trivial. In recent studies, author John Schoenmakers and his colleagues developed a fast and robust implied method for calibrating the Libor model and a new generic procedure for the pricing of callable derivative instruments in this model. Within a compact, self-contained review of the requisite mathematical theory on interest rate modelling, Robust Libor Modelling and Pricing of Derivative Products introduces the author’s new approaches and their impact on Libor modelling and derivative pricing.
Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy

Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy by Helyette Geman
Wiley; 1 edition | March 11, 2005 | English | ISBN: 0470012188 | 416 pages | PDF | 6 MB

The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading.

Structural Mechanics: Modelling and Analysis of Frames and Trusses  eBooks & eLearning

Posted by interes at April 6, 2016
Structural Mechanics: Modelling and Analysis of Frames and Trusses

Structural Mechanics: Modelling and Analysis of Frames and Trusses by Karl-Gunnar Olsson and Ola Dahlblom
English | 2016 | ISBN: 1119159334 | 344 pages | PDF | 12,3 MB

Measurement, Monitoring, Modelling and Control of Bioprocesses (repost)  eBooks & eLearning

Posted by naag at March 10, 2016
Measurement, Monitoring, Modelling and Control of Bioprocesses (repost)

Measurement, Monitoring, Modelling and Control of Bioprocesses (Advances in Biochemical Engineering/Biotechnology) by Carl-Fredrik Mandenius and Nigel J Titchener-Hooker
English | 2013 | ISBN: 3642368379 | 295 pages | PDF | 5,4 MB
Safety and Reliability of Industrial Products, Systems and Structures (repost)

Carlos Guedes Soares, "Safety and Reliability of Industrial Products, Systems and Structures"
English | 2010 | ISBN: 041566392X | 472 pages | PDF | 6,3 MB
Numerical Modelling and Design of Electrical Machines and Devices (repost)

K. Hameyer, R. Belmans, "Numerical Modelling and Design of Electrical Machines and Devices"
English | 1999 | ISBN: 1853126268 | 336 pages | PDF | 64 MB
Modelling and Optimization of Biotechnological Processes: Artificial Intelligence Approaches (Repost)

Lei Zhi Chen, Sing Kiong Nguang, Xiao Dong Chen, "Modelling and Optimization of Biotechnological Processes: Artificial Intelligence Approaches"
2006 | pages: 128 | ISBN: 354030634X | PDF | 21 mb
Modelling and Control of Dynamic Systems Using Gaussian Process Models

Modelling and Control of Dynamic Systems Using Gaussian Process Models
Springer | Chemistry | January 07, 2016 | ISBN-10: 3319210203 | 267 pages | pdf | 7.72 mb

by Jus Kocijan (Author)
Explains how theoretical work in Gaussian process models can be applied in the control of real industrial systems
Provides the engineer with practical guidance is not unduly encumbered by complicated theory
Shows the academic researcher the potential for real-world application of a recent branch of control theory
Modeling and Pricing Of Swaps For Financial and Energy Markets with Stochastic Volatilities (Repost)

Modeling and Pricing Of Swaps For Financial and Energy Markets with Stochastic Volatilities By Anatoliy Swishchuk
2013 | 328 Pages | ISBN: 9814440124 | PDF | 3 MB