LEADER 01392oam 2200397Ia 450 001 9910696378103321 005 20080103145235.0 035 $a(CKB)5470000002377048 035 $a(OCoLC)181334811 035 $a(EXLCZ)995470000002377048 100 $a20071115d2007 ua 0 101 0 $aeng 135 $aurmn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aCharacterization of petroleum residue in the Entrada Sandstone, Colorado National Monument$b[electronic resource] /$fby Paul G. Lillis and J. David King 205 $aVersion 1.0. 210 1$aReston, Va. :$cU.S. Geological Survey,$d2007. 215 $a18 pages $cdigital, PDF file 225 1 $aOpen-file report ;$v2007-1360 300 $aTitle from PDF title screen (viewed on Nov. 14, 2007). 320 $aIncludes bibliographical references (page 18). 606 $aPetroleum$xGeology$zColorado$zColorado National Monument 607 $aEntrada Sandstone 615 0$aPetroleum$xGeology 700 $aLillis$b Paul G$01383303 701 $aKing$b J. David$01395555 712 02$aGeological Survey (U.S.) 801 0$bGIS 801 1$bGIS 801 2$bGPO 906 $aBOOK 912 $a9910696378103321 996 $aCharacterization of petroleum residue in the Entrada Sandstone, Colorado National Monument$93454278 997 $aUNINA LEADER 05625nam 2200721 a 450 001 9911019556503321 005 20200520144314.0 010 $a9786610740024 010 $a9781118673348 010 $a1118673344 010 $a9781280740022 010 $a1280740027 010 $a9780470060414 010 $a0470060417 035 $a(CKB)1000000000357403 035 $a(EBL)284348 035 $a(OCoLC)85815261 035 $a(SSID)ssj0000191884 035 $a(PQKBManifestationID)11196937 035 $a(PQKBTitleCode)TC0000191884 035 $a(PQKBWorkID)10187159 035 $a(PQKB)10087445 035 $a(MiAaPQ)EBC284348 035 $a(Perlego)2784583 035 $a(EXLCZ)991000000000357403 100 $a20060823d2006 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe LIBOR market model in practice /$fDariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk 210 $aChichester, England ;$aHoboken, NJ $cJohn Wiley & Sons$dc2006 215 $a1 online resource (292 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9780470014431 311 08$a0470014431 320 $aIncludes bibliographical references (p. [259]-265) and index. 327 $aThe 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 Measure 327 $a2 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 Calibration 327 $a4.1 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 Options 327 $a5.3 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 Algorithms 327 $a7.4.1 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 Conclusions 327 $a9 Calibration Algorithms to Caps and Swaptions Based on Optimization Techniques 330 $aThe LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, su 410 0$aWiley finance series. 517 3 $aLondon Interbank Offer Rate market model in practice 606 $aInterest rates$xMathematical models 606 $aInterest rate futures$xMathematical models 615 0$aInterest rates$xMathematical models. 615 0$aInterest rate futures$xMathematical models. 676 $a332.1/13 700 $aGatarek$b Dariusz$01842632 701 $aBachert$b Przemyslaw$01842633 701 $aMaksymiuk$b Robert$01842634 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019556503321 996 $aThe LIBOR market model in practice$94422812 997 $aUNINA LEADER 02628nam 2200697 a 450 001 9910966363503321 005 20251017110108.0 010 $a9786612083631 010 $a9780309139786 010 $a0309139783 010 $a9781282083639 010 $a1282083635 010 $a9780309127974 010 $a0309127971 035 $a(CKB)1000000000785683 035 $a(OCoLC)288630861 035 $a(CaPaEBR)ebrary10286190 035 $a(SSID)ssj0000170660 035 $a(PQKBManifestationID)11165391 035 $a(PQKBTitleCode)TC0000170660 035 $a(PQKBWorkID)10224983 035 $a(PQKB)11257638 035 $a(Au-PeEL)EBL3378463 035 $a(CaPaEBR)ebr10286190 035 $a(CaONFJC)MIL208363 035 $a(OCoLC)923280039 035 $a(MiAaPQ)EBC3378463 035 $a(Perlego)4738613 035 $a(DNLM)1495727 035 $a(EXLCZ)991000000000785683 100 $a20090209d2009 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aHHS in the 21st century $echarting a new course for a healthier America /$fCommittee on Improving the Organization of the U.S. Department of Health and Human Services (HHS) to Advance the Health of Our Population ; Leonard D. 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Salerno, editors 205 $a1st ed. 210 $aWashington, D.C. $cNational Academies Press$dc2009 215 $a1 online resource (293 p.) 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a9780309127967 311 08$a0309127963 320 $aIncludes bibliographical references. 327 $aDefine a twenty-first century vision -- Foster adaptability and alignment -- Increase effectiveness and efficiency of the U.S. health care system -- Strengthen the HHS and U.S. public health and health care workforces -- Improve accountability and decision making -- The transition. 606 $aPublic health$zUnited States 606 $aMedical policy$zUnited States 615 0$aPublic health 615 0$aMedical policy 676 $a362.1 701 $aSchaeffer$b Leonard D$01806482 701 $aSchultz$b Andrea M$01806483 701 $aSalerno$b Judith A$01800459 712 02$aInstitute of Medicine (U.S.).$bCommittee on Improving the Organization of the U.S. Department of Health and Human Services (HHS) to Advance the Health of Our Population. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910966363503321 996 $aHHS in the 21st century$94355675 997 $aUNINA