01287nam 2200361 a 450 991070137730332120120214115404.0(CKB)5470000002417292(OCoLC)776640990(EXLCZ)99547000000241729220120214d2011 ua 0engurbn|||||||||txtrdacontentcrdamediacrrdacarrierCompressed gas system leakage[electronic resource][Arlington, Va.] :[U.S. Dept. of Labor, Mine Safety and Health Administration],[2011]1 online resource (4 unnumbered pages)Program information bulletin ;no. P11-47Title from title screen (viewed on Feb. 14, 2012)."Issue Date: 06/22/2011."Coal mines and miningUnited StatesSafety measuresCoal-mining machinerySafety regulationsUnited StatesCoal mines and miningSafety measures.Coal-mining machinerySafety regulationsUnited States.Mine Safety and Health Administration.GPOGPOBOOK9910701377303321Compressed gas system leakage3128894UNINA05470nam 2200661 a 450 991083044170332120230828231755.01-118-67334-41-280-74002-797866107400240-470-06041-7(CKB)1000000000357403(EBL)284348(OCoLC)85815261(SSID)ssj0000191884(PQKBManifestationID)11196937(PQKBTitleCode)TC0000191884(PQKBWorkID)10187159(PQKB)10087445(MiAaPQ)EBC284348(EXLCZ)99100000000035740320060823d2006 uy 0engur|n|---|||||txtccrThe LIBOR market model in practice[electronic resource] /Dariusz Gatarek, Przemyslaw Bachert and Robert MaksymiukChichester, England ;Hoboken, NJ John Wiley & Sonsc20061 online resource (292 p.)Wiley finance seriesDescription based upon print version of record.0-470-01443-1 Includes bibliographical references (p. [259]-265) and index.The LIBOR Market Model in Practice; Contents; Acknowledgments; About the Authors; Introduction; Part I THEORY; 1 Mathematics in a Pill; 1.1 Probability Space and Random Variables; 1.2 Normal Distributions; 1.3 Stochastic Processes; 1.4 Wiener Processes; 1.5 Geometric Wiener Processes; 1.6 Markov Processes; 1.7 Stochastic Integrals and Stochastic Differential Equations; 1.8 Ito's Formula; 1.9 Martingales; 1.10 Girsanov's Theorem; 1.11 Black's Formula (1976); 1.12 Pricing Derivatives and Changing of Numeraire; 1.13 Pricing of Interest Rate Derivatives and the Forward Measure2 Heath-Jarrow-Morton and Brace-Gatarek-Musiela Models2.1 HJM and BGM Models Under the Spot Measure; 2.2 Vasicek Model; 2.3 Cox-Ingersoll-Ross Model; 2.4 Black-Karasinski Model; 2.5 HJM and BGM Models under the Forward Measures; 3 Simulation; 3.1 Simulation of HJM and BGM Models under the Forward Measure; 3.2 Monte Carlo Simulation of Multidimensional Gaussian Variables; Random numbers generation; Principal Components Analysis (PCA); Cholesky decomposition; 3.3 Trinomial Tree Simulation of Multidimensional Gaussian Variables; 4 Swaption Pricing and Calibration4.1 Linear Pricing in the BGM Model4.2 Linear Pricing of Swaptions in the HJM Model; 4.3 Universal Volatility Function; 4.4 Time Homogeneous Volatility; 4.5 Separated Volatility; Example of Separated Calibration; 4.6 Parametrized Volatility; 4.7 Parametric Calibration to Caps and Swaptions Based on Rebonato Approach; 4.8 Semilinear Pricing of Swaptions in the BGM Model; 4.9 Semilinear Pricing of Swaptions in the HJM Model; 4.10 Nonlinear Pricing of Swaptions; 4.11 Examples; 5 Smile Modelling in the BGM Model; 5.1 The Shifted BGM Model; 5.2 Stochastic Volatility for Long Term Options5.3 The Uncertain Volatility Displaced LIBOR Market Model5.4 Mixing the BGM and HJM Models; 6 Simplified BGM and HJM Models; 6.1 CMS Rate Dynamics in Single-Factor HJM Model; 6.2 CMS Rate Dynamics in a Single Factor BGM Model; 6.3 Calibration; 6.4 Smile; Part II CALIBRATION; 7 Calibration Algorithms to Caps and Floors; 7.1 Introduction; 7.2 Market Data; Interpretation of ATM Swaption Quotes; 7.3 Calibration to Caps; 7.3.1 Caplet Values; 7.3.2 ATM Strikes for Caps; 7.3.3 Stripping Caplet Volatilities from Cap Quotes; 7.4 Non-Parametric Calibration Algorithms7.4.1 Piecewise Constant Instantaneous Volatilities Depending on the Time to Maturity7.4.2 Piecewise Constant Instantaneous Volatilities Depending on the Maturity of the Underlying Forward Rate; 7.5 Conclusions; 8 Non-Parametric Calibration Algorithms to Caps and Swaptions; 8.1 Introduction; 8.2 The Separated Approach; 8.3 The Separated Approach with Optimization; 8.4 The Locally Single Factor Approach; 8.5 Calibration with Historical Correlations of Forward Rates; 8.6 Calibration to Co-Terminal Swaptions; 8.7 Conclusions9 Calibration Algorithms to Caps and Swaptions Based on Optimization TechniquesThe LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, suWiley finance series.Interest ratesMathematical modelsInterest rate futuresMathematical modelsInterest ratesMathematical models.Interest rate futuresMathematical models.332.64570151332.8011Gatarek Dariusz1701161Bachert Przemyslaw1701162Maksymiuk Robert1701163MiAaPQMiAaPQMiAaPQBOOK9910830441703321The LIBOR market model in practice4084723UNINA04889nam 2200613Ia 450 991097029780332120251116161055.00-309-18305-71-280-18342-X97866101834250-309-56620-7(CKB)111069351128614(OCoLC)150645773(CaPaEBR)ebrary10068536(SSID)ssj0000106783(PQKBManifestationID)11124841(PQKBTitleCode)TC0000106783(PQKBWorkID)10110050(PQKB)11111260(MiAaPQ)EBC3377287(Au-PeEL)EBL3377287(CaPaEBR)ebr10068536(CaONFJC)MIL18342(OCoLC)923269522(BIP)53857219(BIP)12806648(EXLCZ)9911106935112861420030402d2002 uy 0engurcn|||||||||txtccrAssessment of proposed partnerships to implement a national landslide hazards mitigation strategy interim report /Committee on the Review of National Landslide Hazards Mitigation Strategy, Board on Earth Sciences and Resources, Division on Earth and Life Studies, National Research Council1st ed.Washington, D.C. National Academy Pressc20021 online resource (33 p.) Bibliographic Level Mode of Issuance: Monograph0-309-08489-X Includes bibliographical references (p. 13).Assessment of Proposed Partnerships to Implement a National Landslide Hazards Mitigation Strategy -- Copyright -- Preface -- Acknowledgments -- Contents -- Executive Summary -- Introduction -- STATEMENT OF TASK -- Commentary on Characteristics and Implementation of a National Landslide Hazards Mitigation Strategy -- Prioritizing Landslide Hazard Mitigation Activities -- National Strategy Participants and Roles -- Implementation of a National Strategy -- Summary Observations -- References -- Appendix A Attendees and Presentations at Meetings -- COMMITTEE MEMBERS -- National Research Council Staff -- PRESENTERS AND ATTENDEES -- PRESENTATION TITLES AND PRESENTERS -- COMMITTEE MEMBERS -- National Research Council Staff -- PRESENTERS AND ATTENDEES -- PRESENTATION TITLES AND PRESENTERS -- COMMITTEE MEMBERS -- National Research Council Staff -- PRESENTERS AND ATTENDEES -- PRESENTATION TITLES AND PRESENTERS -- Appendix B Committee Biographies -- NRC STAFF -- Appendix C Acronyms.Landslides are a component of those agents of nature that transport rock and soil from mountains or hillsides to streams, lakes and seas, where new sedimentary rocks begin to form. Therefore, as well as destructive forces that can be induced by human activity, landslides are part of the earth's natural cyclic process of uplift, erosion, and sedimentation. With the growth of human population and the increasing habitation of ever-steeper slopes and higher altitudes, Man is both experiencing the effects of landslides and causing landslides with increasing frequency. These adverse effects include loss of life, injury, and damage to public and private works, as well as environmental damage. Accordingly, it is an opportune time to address the hazard posed by landslides, and to assess strategies to mitigate that hazard. Assessment of Proposed Partnerships to Implement a National Landslide Hazards Mitigation Strategy: Interim Reports is an interim statement addressing the U.S. Geological Survey's proposal for a national landslide hazards mitigation strategy. The scope of this interim report is constrained to assessing whether all the partners necessary for such a national strategy have been identified by the proposal-conclusions and recommendations to address the remainder of the statement of task will be presented in the committee's final report (e.g., will include comments regarding effective partnership implementation; funding strategies required for an effective mitigation program; and the balance between different components of a national strategy). In addition, in this interim report the committee offers a number of comments intended as interim guidance for the U.S. Geological Survey as it continues to plan a national strategy.Landslide hazard analysisUnited StatesHazard mitigationUnited StatesLandslide hazard analysisHazard mitigationNational Research Council (U.S.).Committee on the Review of National Landslide Hazards Mitigation Strategy.MiAaPQMiAaPQMiAaPQBOOK9910970297803321Assessment of proposed partnerships to implement a national landslide hazards mitigation strategy4472122UNINA