Faster Solutions For Black Zero Lower Bound Term Structure Models
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Author |
: Leo Krippner |
Publisher |
: |
Total Pages |
: |
Release |
: 2013 |
ISBN-10 |
: OCLC:931425368 |
ISBN-13 |
: |
Rating |
: 4/5 (68 Downloads) |
Synopsis Faster Solutions for Black Zero Lower Bound Term Structure Models by : Leo Krippner
Author |
: L. Krippner |
Publisher |
: Springer |
Total Pages |
: 436 |
Release |
: 2015-01-05 |
ISBN-10 |
: 9781137401823 |
ISBN-13 |
: 1137401826 |
Rating |
: 4/5 (23 Downloads) |
Synopsis Zero Lower Bound Term Structure Modeling by : L. Krippner
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
Author |
: Sanjay K. Nawalkha |
Publisher |
: John Wiley & Sons |
Total Pages |
: 722 |
Release |
: 2007-05-23 |
ISBN-10 |
: 9780470140062 |
ISBN-13 |
: 0470140062 |
Rating |
: 4/5 (62 Downloads) |
Synopsis Dynamic Term Structure Modeling by : Sanjay K. Nawalkha
Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike." --Sanjiv Ranjan Das Professor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives "Bravo! This is an exhaustive analysis of the yield curve dynamics. It is clear, pedagogically impressive, well presented, and to the point." --Nassim Nicholas Taleb author, Dynamic Hedging and The Black Swan "Nawalkha, Beliaeva, and Soto have put together a comprehensive, up-to-date textbook on modern dynamic term structure modeling. It is both accessible and rigorous and should be of tremendous interest to anyone who wants to learn about state-of-the-art fixed income modeling. It provides many numerical examples that will be valuable to readers interested in the practical implementations of these models." --Pierre Collin-Dufresne Associate Professor of Finance, UC Berkeley "The book provides a comprehensive description of the continuous time interest rate models. It serves an important part of the trilogy, useful for financial engineers to grasp the theoretical underpinnings and the practical implementation." --Thomas S. Y. Ho, PHD President, Thomas Ho Company, Ltd, coauthor, The Oxford Guide to Financial Modeling
Author |
: Iris Claus |
Publisher |
: John Wiley & Sons |
Total Pages |
: 400 |
Release |
: 2019-04-29 |
ISBN-10 |
: 9781119565161 |
ISBN-13 |
: 1119565162 |
Rating |
: 4/5 (61 Downloads) |
Synopsis Contemporary Topics in Finance by : Iris Claus
The literature surveys presented in this edited volume provide readers with up-to-date reviews on eleven contemporary topics in finance. Topics include unconventional monetary policy, implicit bank guarantees, and financial fraud - all linked to the exceptional event of the Global Financial Crisis Explores how recent studies on inflation risk premia and finance and productivity have benefitted from new empirical methods and the availability of relevant data Demonstrates how angel investing, venture capital, relationship lending and microfinance have benefitted from increased research as they have become more seasoned Investigates crowdfunding and crypto-currencies which have both arisen from recent technological developments
Author |
: |
Publisher |
: |
Total Pages |
: 702 |
Release |
: 1995 |
ISBN-10 |
: UIUC:30112048646605 |
ISBN-13 |
: |
Rating |
: 4/5 (05 Downloads) |
Synopsis Scientific and Technical Aerospace Reports by :
Author |
: Siem Jan Koopman |
Publisher |
: Emerald Group Publishing |
Total Pages |
: 685 |
Release |
: 2016-01-08 |
ISBN-10 |
: 9781785603525 |
ISBN-13 |
: 1785603523 |
Rating |
: 4/5 (25 Downloads) |
Synopsis Dynamic Factor Models by : Siem Jan Koopman
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
Author |
: Marco Dorigo |
Publisher |
: MIT Press |
Total Pages |
: 324 |
Release |
: 2004-06-04 |
ISBN-10 |
: 0262042193 |
ISBN-13 |
: 9780262042192 |
Rating |
: 4/5 (93 Downloads) |
Synopsis Ant Colony Optimization by : Marco Dorigo
An overview of the rapidly growing field of ant colony optimization that describes theoretical findings, the major algorithms, and current applications. The complex social behaviors of ants have been much studied by science, and computer scientists are now finding that these behavior patterns can provide models for solving difficult combinatorial optimization problems. The attempt to develop algorithms inspired by one aspect of ant behavior, the ability to find what computer scientists would call shortest paths, has become the field of ant colony optimization (ACO), the most successful and widely recognized algorithmic technique based on ant behavior. This book presents an overview of this rapidly growing field, from its theoretical inception to practical applications, including descriptions of many available ACO algorithms and their uses. The book first describes the translation of observed ant behavior into working optimization algorithms. The ant colony metaheuristic is then introduced and viewed in the general context of combinatorial optimization. This is followed by a detailed description and guide to all major ACO algorithms and a report on current theoretical findings. The book surveys ACO applications now in use, including routing, assignment, scheduling, subset, machine learning, and bioinformatics problems. AntNet, an ACO algorithm designed for the network routing problem, is described in detail. The authors conclude by summarizing the progress in the field and outlining future research directions. Each chapter ends with bibliographic material, bullet points setting out important ideas covered in the chapter, and exercises. Ant Colony Optimization will be of interest to academic and industry researchers, graduate students, and practitioners who wish to learn how to implement ACO algorithms.
Author |
: |
Publisher |
: |
Total Pages |
: 1732 |
Release |
: 1976 |
ISBN-10 |
: CORNELL:31924061410852 |
ISBN-13 |
: |
Rating |
: 4/5 (52 Downloads) |
Synopsis Bibliography of Agriculture by :
Author |
: Gerry E. Hendershot |
Publisher |
: |
Total Pages |
: 982 |
Release |
: 1988 |
ISBN-10 |
: 0840602227 |
ISBN-13 |
: 9780840602220 |
Rating |
: 4/5 (27 Downloads) |
Synopsis Use of Services for Family Planning and Infertility, United States, 1982 by : Gerry E. Hendershot
The 1982 statistics on the use of family planning and infertility services presented in this report are preliminary results from Cycle III of the National Survey of Family Growth (NSFG), conducted by the National Center for Health Statistics. Data were collected through personal interviews with a multistage area probability sample of 7969 women aged 15-44. A detailed series of questions was asked to obtain relatively complete estimates of the extent and type of family planning services received. Statistics on family planning services are limited to women who were able to conceive 3 years before the interview date. Overall, 79% of currently mrried nonsterile women reported using some type of family planning service during the previous 3 years. There were no statistically significant differences between white (79%), black (75%) or Hispanic (77%) wives, or between the 2 income groups. The 1982 survey questions were more comprehensive than those of earlier cycles of the survey. The annual rate of visits for family planning services in 1982 was 1077 visits /1000 women. Teenagers had the highest annual visit rate (1581/1000) of any age group for all sources of family planning services combined. Visit rates declined sharply with age from 1447 at ages 15-24 to 479 at ages 35-44. Similar declines with age also were found in the visit rates for white and black women separately. Nevertheless, the annual visit rate for black women (1334/1000) was significantly higher than that for white women (1033). The highest overall visit rate was for black women 15-19 years of age (1867/1000). Nearly 2/3 of all family planning visits were to private medical sources. Teenagers of all races had higher family planning service visit rates to clinics than to private medical sources, as did black women age 15-24. White women age 20 and older had higher visit rates to private medical services than to clinics. Never married women had higher visit rates to clinics than currently or formerly married women. Data were also collected in 1982 on use of medical services for infertility by women who had difficulty in conceiving or carrying a pregnancy to term. About 1 million ever married women had 1 or more infertility visits in the 12 months before the interview. During the 3 years before interview, about 1.9 million women had infertility visits. For all ever married women, as well as for white and black women separately, infertility services were more likely to be secured from private medical sources than from clinics. The survey design, reliability of the estimates and the terms used are explained in the technical notes.
Author |
: Niall Richard Murphy |
Publisher |
: "O'Reilly Media, Inc." |
Total Pages |
: 552 |
Release |
: 2016-03-23 |
ISBN-10 |
: 9781491951170 |
ISBN-13 |
: 1491951176 |
Rating |
: 4/5 (70 Downloads) |
Synopsis Site Reliability Engineering by : Niall Richard Murphy
The overwhelming majority of a software system’s lifespan is spent in use, not in design or implementation. So, why does conventional wisdom insist that software engineers focus primarily on the design and development of large-scale computing systems? In this collection of essays and articles, key members of Google’s Site Reliability Team explain how and why their commitment to the entire lifecycle has enabled the company to successfully build, deploy, monitor, and maintain some of the largest software systems in the world. You’ll learn the principles and practices that enable Google engineers to make systems more scalable, reliable, and efficient—lessons directly applicable to your organization. This book is divided into four sections: Introduction—Learn what site reliability engineering is and why it differs from conventional IT industry practices Principles—Examine the patterns, behaviors, and areas of concern that influence the work of a site reliability engineer (SRE) Practices—Understand the theory and practice of an SRE’s day-to-day work: building and operating large distributed computing systems Management—Explore Google's best practices for training, communication, and meetings that your organization can use