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[null,"1.","Record Nr.",null,"UNINA9910139504503321"]
[null,null,"Autore",null,"Rebonato Riccardo"]
[null,null,"Titolo",null,"The SABR/LIBOR market model [[electronic resource] ] : pricing, calibration and hedging for complex interest-rate derivatives / / Riccardo Rebonato Kenneth McKay Richard White"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, NJ, : John Wiley & Sons, 2009"]
[null,null,"ISBN",null,"1-119-99563-9"]
[{"$nulls":4},"1-119-20639-1"]
[{"$nulls":4},"1-282-68985-1"]
[{"$nulls":4},"9786612689857"]
[{"$nulls":4},"0-470-74488-X"]
[null,null,"Descrizione fisica",null,"1 online resource (298 p.)"]
[null,null,"Disciplina",null,"332.63/23"]
[null,null,"Soggetti",null,"Hedging (Finance) - Mathematical models"]
[{"$nulls":4},"Options (Finance) - Prices - Mathematical models"]
[{"$nulls":4},"Derivative securities - Accounting"]
[{"$nulls":4},"Interest rate futures"]
[{"$nulls":4},"LIBOR market model"]
[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 and index."]
[null,null,"Nota di contenuto",null,"The SABR/LIBOR Market Model; Contents; Acknowledgements; 1 Introduction; I The Theoretical Set-Up; II Implementation and Calibration; III Empirical Evidence; IV Hedging; References; Index"]
[null,null,null,"Sommario/riassunto","This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. The authors show how to accurately recover the whole of the SABR smile surface using their extension of the LIBOR market model. This is not just a new model, this is a new way of option pricing that takes into account the need to calibrate as accurately as possible to the plain vanilla reference hedgin"]
[null,"2.","Record Nr.",null,"UNINA9911008466103321"]
[null,null,"Autore",null,"Lyons Mary Ann"]
[null,null,"Titolo",null,"Franco-Irish relations, 1500-1610 : politics, migration, and trade / / Mary Ann Lyons"]
[null,null,"Pubbl/distr/stampa",null,"Suffolk : , : Boydell & Brewer, , 2003"]
[null,null,"ISBN",null,"1-280-76547-X"]
[{"$nulls":4},"9786610765478"]
[{"$nulls":4},"1-84615-075-2"]
[null,null,"Descrizione fisica",null,"1 online resource (xiii, 242 pages) : digital, PDF file(s)"]
[null,null,"Collana",null,"Royal Historical Society Studies in History. New Series, , 0269-2244"]
[null,null,"Classificazione",null,"NK 7700"]
[null,null,"Disciplina",null,"303.48/2415044/09031"]
[null,null,"Soggetti",null,"Ireland Relations France"]
[{"$nulls":4},"Ireland History 16th century"]
[{"$nulls":4},"Ireland Foreign relations France"]
[{"$nulls":4},"Ireland Civilization French influences"]
[{"$nulls":4},"Ireland Foreign economic relations France"]
[{"$nulls":4},"France Foreign economic relations Ireland"]
[{"$nulls":4},"France Foreign relations 16th century"]
[{"$nulls":4},"France Foreign relations Ireland"]
[{"$nulls":4},"France Relations Ireland"]
[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","Title from publisher's bibliographic system (viewed on 02 Oct 2015)."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Frontcover; CONTENTS; LIST OF ILLUSTRATIONS; ACKNOWLEDGEMENTS; ABBREVIATIONS; INTRODUCTION; 1 'Vain imagination': the French dimension to Geraldine intrigue, 1523-1539; 2 Gerald Fitzgerald's sojourn in France, 1540; 3 Irish dimensions to the Anglo-French war, 1543-1546; 4 The French diplomatic mission to Ulster and its aftermath, 1548-1551; 5 French conspiracy at rival courts and Shane O'Neill's triangular intrigue, 1553-1567; 6 French reaction to Catholic Counter-Reformation campaigns in Ireland, 1570-1584; 7 France and the fall-out from the Nine Years' War in Ireland, 1603-1610; CONCLUSION"]
[{"$nulls":4},"BIBLIOGRAPHYGLOSSARY; INDEX; Backcover"]
[null,null,null,"Sommario/riassunto","An examination of the various dimensions - political, social and economic - to the evolution of Franco-Irish relations in the early modern period. The period 1500 to 1610 witnessed a fundamental transformation in the nature of Franco-Irish relations. In 1500 contact "]
[{"$nulls":4},"was exclusively based on trade and small-scale migration. However, from the early 1520s to the early 1580s, the dynamics of 'normal' relations were significantly altered as unprecedented political contacts between Ireland and France were cultivated. These ties were abandoned when, after decades of unsuccessful approaches to the French crown for military and financial support for their opposition to the Tudor regime in Ireland, Irish dissidents redirected their pleas to the court of Philip II of Spain.   Trade and migration, which had continued at a modest level throughout the sixteenth century, re-emerged in the early 1600s as the most important and enduring channels of contact between the France and Ireland, though the scale of both had increased dramatically since the early sixteenth century. In particular, the unprecedented influx of several thousand Irish migrants into France in the later stages and in the aftermath of the Nine Years' War in Ireland (1594-1603) represented a watershed in Franco-Irish relations in the early modern period. By 1610 Ireland and Irish people were known to a significantly larger section of French society than had been the case 100 years before. The intensification of their contacts notwithstanding, the intricacies of Irish domestic political, religious and ideological conflicts continued to elude the vast majority of educated Frenchmen, including those at the highest rank in government and diplomatic circles. In their minds, Ireland remained an exotic country whose people they judged to be as offensive, slothful, dirty, prolific and uncouth in the streets of their cities and towns as they were depicted in the French scholarly tracts read by the French elite. This study explores the various dimensions to this important chapter in the evolution of Franco-Irish relations in the early modern period. MARY ANN LYONS lectures in the Department of History, St Patrick's College, Drumcondra, Dublin City University."]