Скачать книгу - The SABR/LIBOR Market Model
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. The authors show how to accurately recover the whole of the SABR smile surface using their extension of the LIBOR market model. This is not just a new model, this is a new way of option pricing that takes into account the need to calibrate as accurately as possible to the plain vanilla reference hedging instruments and the need to obtain prices and hedges in reasonable time whilst reproducing a realistic future evolution of the smile surface. It removes the hard choice between accuracy and time because the framework that the authors provide reproduces today's market prices of plain vanilla options almost exactly and simultaneously gives a reasonable future evolution for the smile surface. The authors take the SABR model as the starting point for their extension of the LMM because it is a good model for European options. The problem, however with SABR is that it treats each European option in isolation and the processes for the various underlyings (forward and swap rates) do not talk to each other so it isn't obvious how to relate these processes into the dynamics of the whole yield curve. With this new model, the authors bring the dynamics of the various forward rates and stochastic volatilities under a single umbrella. To ensure the absence of arbitrage they derive drift adjustments to be applied to both the forward rates and their volatilities. When this is completed, complex derivatives that depend on the joint realisation of all relevant forward rates can now be priced. Contents THE THEORETICAL SET-UP The Libor Market model The SABR Model The LMM-SABR Model IMPLEMENTATION AND CALIBRATION Calibrating the LMM-SABR model to Market Caplet prices Calibrating the LMM/SABR model to Market Swaption Prices Calibrating the Correlation Structure EMPIRICAL EVIDENCE The Empirical problem Estimating the volatility of the forward rates Estimating the correlation structure Estimating the volatility of the volatility HEDGING Hedging the Volatility Structure Hedging the Correlation Structure Hedging in conditions of market stress


Delphi и Model Driven Architecture. Разработка приложений баз данных Delphi и Model Driven Architecture. Разработка приложений баз данных

Автор: Грибачев К.Г.

Год издания: 

Данная книга посвящена новейшей технологии разработки приложений баз данных в Delphi, основанной на концепции архитектуры, управляемой моделями (Model Driven Architecture — MDA). Читатель познакомится с идеологией MDA в целом, освоит базовые основы языка UML, познакомится с мощным и лаконичным диалектом языка OCL, благодаря которому гораздо легче и быстрее решаются задачи доступа к данным, чем при традиционной разработке с применением SQL-запросов. В книге подробно, с разбором множества конкретных примеров, описываются практические шаги по созданию MDA-приложений в Delphi Читатель на практике убедится, как быстро и просто можно создавать сложные приложения, работающие практически с любой СУБД, при этом зачастую вообще не используя SQL и в ряде случаев даже не прибегая к написанию программного кода. Книга в первую очередь адресована читателям, знакомым с традиционными подходами создания приложений баз данных в Delphi, однако она может быть полезна и всем тем, кто желает познакомиться с принципиально новой технологией создания приложений в XXI веке — MDA.


Renault / Dacia Duster with 2009 (given model manufactured in Russia), book repair in eBook Renault / Dacia Duster with 2009 (given model manufactured in Russia), book repair in eBook

Автор: Монолит

Год издания: 

Content

Introduction

Actions in emergency situations

  • The engine does not start
  • Starting the engine from an external source
  • Wheel replacement
  • Replacing fuses
  • Towing the car
Daily checks and troubleshooting Operation of the car in the winter

Trip to the RST

Instruction manual

  • Basics
  • Vehicle operation
  • Maintenance
Precautions and safety rules when working on a car Basic tools, measuring instruments and methods of working with them
  • Basic set of necessary tools
  • Methods of working with measuring devices
Engine
  • 1.6 l petrol engine
  • 1.5 l diesel engine
  • 2.0 l petrol engine
  • Appendix to the chapter
Power system
  • Power system for petrol engines
  • Diesel engine power system
  • Appendix to the chapter
Lubrication system
  • Oil change
  • Oil filter
  • Oil pump
  • Appendix to the chapter
Cooling system
  • Specifications
  • Cooling system maintenance
  • Replacing elements
  • Appendix to the chapter
The intake and exhaust system
  • Intake system
  • Release system
  • Appendix to the chapter
Transmission
  • Manual 5-speed gearbox
  • Manual 6-speed gearbox
  • Clutch
  • Automatic 4-speed gearbox
  • Appendix to the chapter
Power shafts
  • Power shafts
  • Hub and swivel fist of the front axle
  • Rear axle hub
  • Appendix to the chapter
Chassis
  • Front suspension
  • Rear suspension
  • Wheels and tires
  • Appendix to the chapter
Brake system
  • Front, rear brakes and brake pedal
  • Parking brake
  • Anti-lock braking system (ABS)
  • Appendix to the chapter
Steering
  • Steering column
  • Steering gear
  • Appendix to the chapter
Body
  • Exterior
  • Interior
  • Doors
  • Seats
  • Appendix to the chapter
Heating, ventilation and air conditioning system
  • Air conditioning
  • Heating and ventilation system
  • Appendix to the chapter
Passive security
  • Airbags
  • Seat belts with retractors
  • Appendix to the chapter
Electrical equipment
  • Ignition system
  • Charging system
  • Start-up system
  • Windshield wipers
  • Appendix to the chapter
Electroschemes
  • Description of the schemes
  • Wiring diagrams
Explanatory dictionary


Lada / VAZ 2108 / 2109 / VAZ 21099 (including Ukrainian assembly model), book repair in eBook Lada / VAZ 2108 / 2109 / VAZ 21099 (including Ukrainian assembly model), book repair in eBook

Автор: Монолит

Год издания: 

Content

Actions in emergency situations

  • Wheel replacement
  • Engine overheating actions
  • Starting the engine from an additional power source
  • Fuses
  • Emergency pressure drop in the engine lubrication system
  • Turning on the battery alarm indicator
  • Enabling the engine malfunction indicator
  • Enabling the brake / parking brake warning light
Daily checks and troubleshooting Operation and maintenance manual
  • Technical information
  • Controls, dashboard and interior equipment
  • Caring for a car
  • Car maintenance
  • Fuels and lubricants
Precautions and safety rules when working on a car Basic tools, measuring instruments and methods of working with them
  • Basic set of necessary tools
  • Methods of working with measuring devices
The engine and its systems
  • General information
  • Engine service without removing from the car
  • Disassembly and assembly of the engine
  • Ignition and engine management system
  • Power system
  • Lubrication system
  • Cooling system
  • Inlet and exhaust system
  • Appendix to chapter
Transmission
  • General information
  • Clutch
  • Transmission
  • Drive shafts
  • Appendix to chapter
Chassis
  • General information
  • Front suspension
  • Rear suspension
Steering
  • General information
  • Steering wheel
  • Steering gear
  • Steering links
Brake system
  • General information
  • Car service
  • Front wheel brakes
  • Rear wheel brakes
  • Parking brake
Body
  • General information
  • Front bumper
  • Rear bumper
  • Front wing
  • The hood
  • Front door
  • Back door
  • Outside rear view mirror
  • Body dimensions
Electrical equipment of a car
  • General information
  • Generator
  • Starter
  • Ignition switch
Electrochemistry Trouble codes
  • Controller JANUARY-4
  • GM Controller (IFSI-2S, ITMS-6F)
  • OBDII protocol controllers
Explanatory dictionary
  • Abbreviations


Mitsubishi Colt / Mitsubishi Colt CZ3 / Mitsubishi Colt CZT from 2004 to 2008 (+ RHD models from 2002), book repair in eBook Mitsubishi Colt / Mitsubishi Colt CZ3 / Mitsubishi Colt CZT from 2004 to 2008 (+ RHD models from 2002), book repair in eBook

Автор: Монолит

Год издания: 

Content

Actions in emergency situations

  • Engine overheating actions
  • Starting the engine from the battery of another car
  • Fuse replacement
  • Wheel replacement
  • Towing a car
Daily checks and troubleshooting Instruction manual
  • General information
  • Locking and unlocking locks
  • Seats and seat belts
  • Instruments and controls
Precautions and safety rules when working on a car Basic tools, measuring instruments and methods of working with them
  • Basic set of necessary tools
  • Methods of working with measuring devices
Engine
  • Technical specifications
  • Petrol engines in volume of 1.3 l and 1.5 l (135)
  • The petrol engine in volume of 1.5 l (4G1)
  • The petrol engine in volume of 1.1 l (134)
  • The diesel engine in volume of 1.5 l (639)
  • Appendix to chapter
Power system
  • Technical specifications
  • Petrol engines in volume of 1.3 l and 1.5 l (135)
  • The petrol engine in volume of 1.5 l (4G1)
  • The diesel engine in volume of 1.5 l (639)
  • Fuel supply system
  • Appendix to chapter
Lubrication system
  • Gasoline engines in volume of 1.3 l, 1.5 l (135) and 1.1 l (134)
  • The petrol engine in volume of 1.5 l (4G1)
  • The diesel engine in volume of 1.5 l (639)
Cooling system
  • Technical specifications
  • Basic work
  • Thermostat
  • Water pump
  • Radiator
The intake and exhaust system
  • Technical specifications
  • Gasoline engines in volume of 1.3 l, 1.5 l (135) and 1.1 l (134)
  • The petrol engine in volume of 1.5 l (4G1)
  • The diesel engine in volume of 1.5 l (639)
Transmission
  • Technical specifications
  • Clutch
  • Manual transmission
  • Automatic transmission
  • Appendix to chapter
Power shafts
  • Technical specifications
  • Removing and installing
  • Disassembly and assembly
  • Appendix to chapter
Chassis
  • Technical specifications
  • Front suspension
  • Rear suspension
  • Wheels and tires
  • Appendix to chapter
Brake system
  • Technical specifications
  • Hydraulic drive
  • Front brakes
  • Rear brakes
  • Parking brake
  • Appendix to chapter
Steering
  • Technical specifications
  • Steering service
  • Steering wheel and steering column
  • Steering gear
  • Appendix to chapter
Body
  • Exterior
  • Interior
  • Doors
  • Glasses
  • Luke
  • Body dimensions
  • Appendix to chapter
Passive safety system
  • Description
  • Seat belts
  • Airbags
  • Disposing of system elements
Ventilation, air conditioning and heating system
  • Technical specifications
  • Heater and ventilation system
  • Air conditioning (climate control)
Electrical equipment
  • Starting system
  • Charging system
  • Ignition system (petrol)
  • Preheating system (diesel)
  • Headlamps
  • Audio system
Electroschemes Explanatory dictionary
  • Abbreviations


Разработка реляционных баз данных с использованием CASE-средства All Fusion Data Modeler Разработка реляционных баз данных с использованием CASE-средства All Fusion Data Modeler

Автор: О. Б. Назарова

Год издания: