Robust Libor Modelling And Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products (Repost)  eBooks & eLearning

Posted by DZ123 at Feb. 4, 2017
Robust Libor Modelling and Pricing of Derivative Products (Repost)

John Schoenmakers, "Robust Libor Modelling and Pricing of Derivative Products"
English | 2005 | ISBN: 158488441X | PDF | pages: 214 | 1.4 mb

Robust Libor Modelling and Pricing of Derivative Products  eBooks & eLearning

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.

Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities  eBooks & eLearning

Posted by nebulae at April 30, 2014
Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities

A. V. Mel'nikov, "Financial Markets: Stochastic Analysis and the Pricing of Derivative Securities"
English | ISBN: 0821810820 | 1999 | 133 pages | Djvu | 1 MB
Corrosion in Systems for Storage and Transportation of Petroleum Products and Biofuels [Repost]

Alec Groysman - Corrosion in Systems for Storage and Transportation of Petroleum Products and Biofuels: Identification, Monitoring and Solutions
Published: 2014-02-18 | ISBN: 940077883X | PDF | 297 pages | 7.38 MB
Modelling and Implementation of Complex Systems: Proceedings of the 4th International Symposium

Modelling and Implementation of Complex Systems: Proceedings of the 4th International Symposium, MISC 2016, Constantine, Algeria, May 7-8, 2016, Constantine, Algeria by Salim Chikhi, Abdelmalek Amine, Allaoua Chaoui, Mohamed Khireddine Kholladi, Djamel Eddine Saidouni
English | 2016 | ISBN: 3319334093 | 342 Pages | PDF | 24.7 MB

This volume is a comprehensive collection of extended contributions from the fourth international symposium on Modeling and Implementing Complex Systems (MICS'2106) organized into four main topics: Networking and Cloud Computing, Software Engineering and Formal Methods, Intelligent and Information Systems, and Algorithms and Complexity.

Modelling and Observation of Exhaust Gas Concentrations for Diesel Engine Control [Repost]  eBooks & eLearning

Posted by ChrisRedfield at July 25, 2017
Modelling and Observation of Exhaust Gas Concentrations for Diesel Engine Control [Repost]

Dr.-Ing. David Blanco-Rodriguez - Modelling and Observation of Exhaust Gas Concentrations for Diesel Engine Control
Published: 2014-05-20 | ISBN: 3319067362, 331936118X | PDF | 190 pages | 7.46 MB

Design and Processing of Particulate Products  eBooks & eLearning

Posted by Underaglassmoon at May 26, 2017
Design and Processing of Particulate Products

Design and Processing of Particulate Products
Cambridge | English | 2016 | ISBN-10: 1107007372 | 340 pages | PDF | 5.43 mb

by Jim Litster (Author)

Coloured Petri Nets: Modelling and Validation of Concurrent Systems (Repost)  eBooks & eLearning

Posted by AvaxGenius at March 29, 2017
Coloured Petri Nets: Modelling and Validation of Concurrent Systems (Repost)

Coloured Petri Nets: Modelling and Validation of Concurrent Systems By Kurt Jensen, Lars M. Kristensen
English | PDF | 2009 | 382 Pages | ISBN : 3642002838 | 3.35 MB

Coloured Petri Nets (CPN) is a graphical language for modelling and validating concurrent and distributed systems, and other systems in which concurrency plays a major role. The development of such systems is particularly challenging because of inherent intricacies like possible nondeterminism and the immense number of possible execution sequences.