Market Model

The Interval Market Model in Mathematical Finance: Game-Theoretic Methods (repost) eBooks & eLearning

Posted by libr at Sept. 19, 2018

The Interval Market Model in Mathematical Finance: Game-Theoretic Methods by Pierre Bernhard, Jacob C. Engwerda, Berend Roorda and J.M. Schumacher
English | ISBN: 0817683879, 1489985808 | 2013 | 360 pages | PDF | 3,6 MB

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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond eBooks & eLearning

Posted by insetes at Oct. 31, 2019

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond By Riccardo Rebonato
2002 | 238 Pages | ISBN: 0691089736 | PDF | 82 MB

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The LIBOR Market Model in Practice (Repost) eBooks & eLearning

Posted by DZ123 at Aug. 29, 2018

Dariusz Gatarek, Przemyslaw Bachert, Robert Maksymiuk, "The LIBOR Market Model in Practice"
English | 2007 | ISBN: 0470014431 | PDF | pages: 290 | 1.8 mb

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Calibration and Parameterization Methods for the Libor Market Model eBooks & eLearning

Posted by roxul at Aug. 20, 2019

Christoph Hackl, "Calibration and Parameterization Methods for the Libor Market Model"
English | ISBN: 3658046872 | 2014 | 76 pages | PDF | 3 MB

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Human Services and Long-term Care: A Market Model eBooks & eLearning

Posted by arundhati at Aug. 3, 2021

Yoshihiko Kadoya, "Human Services and Long-term Care: A Market Model "
English | ISBN: 1138630934 | 2018 | 196 pages | PDF | 2 MB

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Market Research For Management Consultants & Analysts eBooks & eLearning

Posted by Sigha at Aug. 29, 2024

Market Research For Management Consultants & Analysts
Last updated 6/2024
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English (US) | Size: 1.20 GB | Duration: 5h 3m

A practical guide on how to conduct market research during consulting projects

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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Repost) eBooks & eLearning

Posted by step778 at March 22, 2019

Christian Crispoldi, Gérald Wigger, Peter Larkin, "SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python"
2015 | pages: 239 | ISBN: 1137378638 | PDF | 1,7 mb

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SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python eBooks & eLearning

Posted by AvaxGenius at Oct. 8, 2020

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 Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to all aspiring interest rate quants, traders and risk managers, as well an understanding of their failings and alternatives.

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Market Research For Management Consultants & Analysts eBooks & eLearning

Posted by Sigha at Aug. 29, 2024

Market Research For Management Consultants & Analysts
Last updated 6/2024
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English (US) | Size: 1.20 GB | Duration: 5h 3m

A practical guide on how to conduct market research during consulting projects

Details

Developing an Effective Model for Detecting Trade-Based Market Manipulation eBooks & eLearning

Posted by IrGens at March 12, 2023

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