Найти книгу: "Swaps and Other Derivatives"

Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners. —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.

Эта книга - сборник фотографий различных животных в движении. Фотографии сделаны со скоростью 1/2000 секунды, и полученные секвенции кадров представляют собой типичные движения лошадей и других животных на расчерченном вспомогательной сеткой фоне. Большинство секвенций включают снимки с нескольких углов зрения. Лошади показаны в ходьбе, рыси, легком галопе, галопе, тянущими повозку и т.д. Также представлены движения собак, кошек, свиней, слона, козы, птиц и др. Книга является репринтом издания, выпущенного в 1887 году. На мой взгляд, будет полезна художникам в качестве референсов при изображении животных.

Героини книги – бабушки, наши ангелы-хранители. Судьба каждой из них неповторима, а истории любви достойны пера романиста. Наряду со свидетельствами мемуаристов XIX века в книге представлены воспоминания наших современников. Авторов объединяет «память сердца» и благодарность к тем, кто сумел предать внукам творческое отношение к жизни, сострадание к людям, любовь к искусству и природе.

Barzai the Wise, a high priest and prophet greatly learned in the lore of the "gods of earth", or Great Ones, attempts to scale the mountain of Hatheg-Kla in order to look upon their faces, accompanied by his young disciple Atal. Upon reaching the peak, Barzai at first seems overjoyed until he finds that the "gods of the earth" are not there alone, but rather are overseen by the "other gods, the gods of the outer hells that guard the feeble gods of earth!" Atal flees and Barzai is never seen again.

A hilarious and cutting critique of what not to do, this deliciously wicked essay lays out what writers should and must do if they want their fiction to live and breathe ? as Twain's own fiction always does. In "How to Tell a Story," the title piece, Twain takes on such mysteries as the perfectly-timed pause and the uses of the dead-pan mask, and candidly describes his own efforts to hone his platform skills.

"The Great Shadow and other Napoleonic Tales", is an Action & Adventure novel published in 1892. The novel takes place in the Napoleonic era on the English-Scottish border city called West Inch. The Great Shadow refers to the Napoleon’s influence and his reputation that forms a shadow over West Inch.