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[null,"1.","Record Nr.",null,"UNIBAS000037033"]
[null,null,"Autore",null,"Azorín"]
[null,null,"Titolo",null,"La voluntad / José Martínez Ruiz (Azorín) ; edición, introducción y notas de E. Inman Fox"]
[null,null,"Pubbl/distr/stampa",null,"Madrid : Castalia, 1987"]
[null,null,"ISBN",null,"84-7039-133-X"]
[null,null,"Edizione",null,"[5. ed]"]
[null,null,"Descrizione fisica",null,"301 p., [11] p. di tav. : ill. ; 18 cm"]
[null,null,"Collana",null,"Clásicos Castalia ; 3"]
[null,null,"Disciplina",null,"863.62"]
[null,null,"Lingua di pubblicazione",null,"Spagnolo"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910830441703321"]
[null,null,"Autore",null,"Gatarek Dariusz"]
[null,null,"Titolo",null,"The LIBOR market model in practice [[electronic resource] /] / Dariusz Gatarek, Przemyslaw Bachert and Robert Maksymiuk"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2006"]
[null,null,"ISBN",null,"1-118-67334-4"]
[{"$nulls":4},"1-280-74002-7"]
[{"$nulls":4},"9786610740024"]
[{"$nulls":4},"0-470-06041-7"]
[null,null,"Descrizione fisica",null,"1 online resource (292 p.)"]
[null,null,"Collana",null,"Wiley finance series"]
[null,null,"Disciplina",null,"332.64570151"]
[{"$nulls":4},"332.8011"]
[null,null,"Soggetti",null,"Interest rates - Mathematical models"]
[{"$nulls":4},"Interest rate futures - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. [259]-265) and index."]
[null,null,"Nota di contenuto",null,"The LIBOR Market Model in Practice; Contents; Acknowledgments; About the Authors; Introduction; Part I THEORY; 1 Mathematics in a Pill; 1.1 Probability Space and Random Variables; 1.2 Normal Distributions; 1.3 Stochastic Processes; 1.4 Wiener Processes; 1.5 Geometric Wiener Processes; 1.6 Markov Processes; 1.7 Stochastic Integrals and Stochastic Differential Equations; 1.8 Ito's Formula; 1.9 Martingales; 1.10 Girsanov's Theorem; 1.11 Black's Formula (1976); 1.12 Pricing Derivatives and Changing of Numeraire; 1.13 Pricing of Interest Rate Derivatives and the Forward Measure"]
[{"$nulls":4},"2 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"]
[{"$nulls":4},"4.1 Linear Pricing in the BGM Model4.2 Linear Pricing of Swaptions in the HJM Model; 4.3 Universal Volatility Function; 4.4 Time Homogeneous Volatility; 4.5 Separated Volatility; Example of Separated "]
[{"$nulls":4},"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"]
[{"$nulls":4},"5.3 The Uncertain Volatility Displaced LIBOR Market Model5.4 Mixing the BGM and HJM Models; 6 Simplified BGM and HJM Models; 6.1 CMS Rate Dynamics in Single-Factor HJM Model; 6.2 CMS Rate Dynamics in a Single Factor BGM Model; 6.3 Calibration; 6.4 Smile; Part II CALIBRATION; 7 Calibration Algorithms to Caps and Floors; 7.1 Introduction; 7.2 Market Data; Interpretation of ATM Swaption Quotes; 7.3 Calibration to Caps; 7.3.1 Caplet Values; 7.3.2 ATM Strikes for Caps; 7.3.3 Stripping Caplet Volatilities from Cap Quotes; 7.4 Non-Parametric Calibration Algorithms"]
[{"$nulls":4},"7.4.1 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"]
[{"$nulls":4},"9 Calibration Algorithms to Caps and Swaptions Based on Optimization Techniques"]
[null,null,null,"Sommario/riassunto","The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, su"]
[null,"3.","Record Nr.",null,"UNINA9910160323503321"]
[null,null,"Autore",null,"Grodi Marcus"]
[null,null,"Titolo",null,"Journeys Home 2"]
[null,null,"Pubbl/distr/stampa",null,"TBD : , : CHResources, , 2014"]
[{"$nulls":4},"©2014"]
[null,null,"ISBN",null,"1-62517-880-8"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (250 p.)"]
[null,null,"Disciplina",null,"248.2/420922"]
[{"$nulls":4},"B"]
[null,null,"Soggetti",null,"Catholics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Sommario/riassunto","Journeys Home 2 gathers together more conversion stories of men and women, clergy and laity, who found themselves drawn to the Catholic Church. Most discovered and placed their faith in Jesus Christ in non-Catholic traditions of Christianity. They remain eternally grateful to the many faithful teachers, friends, and family who helped them know Christ and grow in the Christian faith. Yet in each case and in unique ways, the Holy Spirit opened their hearts to realize that much of what they had been taught about the Catholic Church was never true. They learned to listen to the voice of truth speaking through history, theology, philosophy, Sacred Tradition, Holy Scripture, and personal testimony. In time, their desire to follow Christ faithfully - to remain faithful to the truth He taught and to the Church He established through His Apostles - led them to consider the claims of the Catholic Church."]