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Modern SABR Analytics, Alexandre Antonov; Michael Konikov; Michael Specto


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Цена: 9083.00р.
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При оформлении заказа до: 2025-07-28
Ориентировочная дата поставки: Август-начало Сентября
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Автор: Alexandre Antonov; Michael Konikov; Michael Specto
Название:  Modern SABR Analytics
ISBN: 9783030106553
Издательство: Springer
Классификация:






ISBN-10: 3030106551
Обложка/Формат: Soft cover
Страницы: 127
Вес: 0.23 кг.
Дата издания: 2019
Серия: SpringerBriefs in Quantitative Finance
Язык: English
Издание: 1st ed. 2019
Иллюстрации: 14 illustrations, color; 1 illustrations, black and white; ix, 127 p. 15 illus., 14 illus. in color.
Размер: 234 x 156 x 8
Читательская аудитория: Professional & vocational
Основная тема: Mathematics
Подзаголовок: Formulas and Insights for Quants, Former Physicists and Mathematicians
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model with additional degrees of freedom, allowing simultaneous model calibration to swaptions and CMSs.Since the SABR model is used on practically every trading floor to construct interest rate options volatility cubes in an arbitrage-free manner, a careful treatment of it is extremely important. The book will be of interest to experienced industry practitioners, as well as to students and professors in academia.Aimed mainly at financial industry practitioners (for example quants and former physicists) this book will also be interesting to mathematicians who seek intuition in the mathematical finance.
Дополнительное описание: 1 Introduction.- 1.1 Introduction.- 1.2 Wide popularity of the SABR.- 1.3 Simple derivation.- 1.4 Modifications and extensions of the SABR.- 1.5 CMS and the SABR.- 1.6 Approximation accuracy and its improvements.- 1.7 About this book.- 2 Exact Solutions t



Marshall  Olkin Distributions - Advances in Theory and Applications

Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin
Название: Marshall Olkin Distributions - Advances in Theory and Applications
ISBN: 3319384481 ISBN-13(EAN): 9783319384481
Издательство: Springer
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Цена: 13974.00 р.
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Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.

The Semantic Web: ESWC 2019 Satellite Events

Автор: Pascal Hitzler; Sabrina Kirrane; Olaf Hartig; Vict
Название: The Semantic Web: ESWC 2019 Satellite Events
ISBN: 3030323269 ISBN-13(EAN): 9783030323264
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book constitutes the thoroughly refereed post-conference proceedings of the Satellite Events of the 16th Extended Semantic Web Conference, ESWC 2019, held in Portoro?, Slovenia, in June 2019.The volume contains 38 poster and demonstration papers, 2 workshop papers,5 PhD symposium papers, and 3 industry track papers, selected out of a total of 68 submissions. They deal with all areas of semantic web research, semantic technologies on the Web and Linked Data.

SABR and SABR LIBOR Market Models in Practice

Автор: Crispoldi Christian
Название: SABR and SABR LIBOR Market Models in Practice
ISBN: 1137378638 ISBN-13(EAN): 9781137378637
Издательство: Springer
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Цена: 11179.00 р.
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Описание: A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market model.

Wavelet Analysis on the Sphere: Spheroidal Wavelets

Автор: Sabrine Arfaoui, Imen Rezgui, Anouar Ben Mabrouk
Название: Wavelet Analysis on the Sphere: Spheroidal Wavelets
ISBN: 311048109X ISBN-13(EAN): 9783110481099
Издательство: Walter de Gruyter
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Цена: 18586.00 р.
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Описание:

This monograph is concerned with wavelet harmonic analysis on the sphere. By starting with orthogonal polynomials and functional Hilbert spaces on the sphere, the foundations are laid for the study of spherical harmonics such as zonal functions. The book also discusses the construction of wavelet bases using special functions, especially Bessel, Hermite, Tchebychev, and Gegenbauer polynomials.

Contents
Review of orthogonal polynomials
Homogenous polynomials and spherical harmonics
Review of special functions
Spheroidal-type wavelets Some applications
Some applications

Martyr Cults and Political Identities in Lebanon

Автор: Sabrina Bonsen
Название: Martyr Cults and Political Identities in Lebanon
ISBN: 3658280972 ISBN-13(EAN): 9783658280970
Издательство: Springer
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Цена: 12577.00 р.
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Описание: "Victory or Martyrdom" in the Struggle of the Amal Movement

Marshall  Olkin Distributions - Advances in Theory and Applications

Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin
Название: Marshall Olkin Distributions - Advances in Theory and Applications
ISBN: 3319190385 ISBN-13(EAN): 9783319190389
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.

Convolution Copula Econometrics

Автор: Umberto Cherubini; Fabio Gobbi; Sabrina Mulinacci
Название: Convolution Copula Econometrics
ISBN: 3319480146 ISBN-13(EAN): 9783319480145
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.

Financial Analytics with R

Автор: Bennett, M., & Hugen, D.
Название: Financial Analytics with R
ISBN: 1107150752 ISBN-13(EAN): 9781107150751
Издательство: Cambridge Academ
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Цена: 9186.00 р.
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Описание: This book provides the intuition and basic vocabulary as steps towards the financial, statistical, and algorithmic knowledge needed to resolve current industry problems, while also presenting a systematic way of developing analytical programs for finance in the statistical language R. This book is a key training resource for students and professionals alike.

Credit Risk Analytics - Measurement Techniques, Applications, and Examples in SAS

Автор: B. Baesens, D. Roesch, H. Scheule
Название: Credit Risk Analytics - Measurement Techniques, Applications, and Examples in SAS
ISBN: 1119143985 ISBN-13(EAN): 9781119143987
Издательство: Wiley
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Цена: 10771.00 р.
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Описание: The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management.

Sports Math: An Introductory Course in the Mathematics of Sports Science and Sports Analytics

Автор: Minton Roland B.
Название: Sports Math: An Introductory Course in the Mathematics of Sports Science and Sports Analytics
ISBN: 1498706266 ISBN-13(EAN): 9781498706261
Издательство: Taylor&Francis
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Цена: 9645.00 р.
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Описание:

Can you really keep your eye on the ball? How is massive data collection changing sports?

Sports science courses are growing in popularity. The author's course at Roanoke College is a mix of physics, physiology, mathematics, and statistics. Many students of both genders find it exciting to think about sports. Sports problems are easy to create and state, even for students who do not live sports 24/7. Sports are part of their culture and knowledge base, and the opportunity to be an expert on some area of sports is invigorating. This should be the primary reason for the growth of mathematics of sports courses: the topic provides intrinsic motivation for students to do their best work.

From the Author:

The topics covered in Sports Science and Sports Analytics courses vary widely. To use a golfing analogy, writing a book like this is like hitting a drive at a driving range; there are many directions you can go without going out of bounds. At the driving range, I pick out a small target to focus on, and that is what I have done here. I have chosen a sample of topics I find very interesting. Ideally, users of this book will have enough to choose from to suit whichever version of a sports course is being run.

The book is very appealing to teach from as well as to learn from. Students seem to have a growing interest in ways to apply traditionally different areas to solve problems. This, coupled with an enthusiasm for sports, makes Dr. Minton's book appealing to me.--Kevin Hutson, Furman University

Applying analytics

Автор: Levine, E. S.
Название: Applying analytics
ISBN: 0367379864 ISBN-13(EAN): 9780367379865
Издательство: Taylor&Francis
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Цена: 9798.00 р.
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Описание:

Newcomers to quantitative analysis need practical guidance on how to analyze data in the real world yet most introductory books focus on lengthy derivations and justifications instead of practical techniques. Covering the technical and professional skills needed by analysts in the academic, private, and public sectors, Applying Analytics: A Practical Introduction systematically teaches novices how to apply algorithms to real data and how to recognize potential pitfalls. It offers one of the first textbooks for the emerging first course in analytics.





The text concentrates on the interpretation, strengths, and weaknesses of analytical techniques, along with challenges encountered by analysts in their daily work. The author shares various lessons learned from applying analytics in the real world. He supplements the technical material with coverage of professional skills traditionally learned through experience, such as project management, analytic communication, and using analysis to inform decisions. Example data sets used in the text are available for download online so that readers can test their own analytic routines.





Suitable for beginning analysts in the sciences, business, engineering, and government, this book provides an accessible, example-driven introduction to the emerging field of analytics. It shows how to interpret data and identify trends across a range of fields.

Essential Analytics for Hospital Managers

Автор: Murray V. Calichman
Название: Essential Analytics for Hospital Managers
ISBN: 3030163644 ISBN-13(EAN): 9783030163648
Издательство: Springer
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Цена: 8384.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides practical applications of statistical and mathematical concepts to resolve common issues in hospital management. Each chapter discusses a key component of hospital operations, such as maximizing hospital profitability through pricing optimization, forecasting facility requirements from historical data, and determining optimal patient schedules to fully utilize hospital resources in order to eliminate over-crowding in the emergency department. Structured by the degree of mathematical complexity, this professional book utilizes problem-solving methodologies ranging from basic statistical concepts (means and standard deviations) to more advanced statistics (Poisson distributions and queuing theory). Concluding with computer applications and simulations, the practical examples will help hospital managers to optimally and innovatively make use of linear programming. The book’s main goal is to make hospital personnel more aware of the benefits of management science methodologies that are not usually employed in today’s hospitals.


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