Republic For Which It Stands

Richard White

Oxford University Press, Incorporated

The Republic for Which It Stands: The United States during Reconstruction and the Gilded Age, 1865-1896 (Oxford History of the United States)

Oxford University Press

California Exposures: Envisioning Myth and History

W.W.Norton&Company

White Carr & Lowe: The Children Act in Practice is the best selling, one volume guide to the Children Act 1989. The Act is produced in full and annotated in a straightforward and helpful way to assist in interpretation together with a detailed commentary, which considers the legislation as it operates today.Building on the success of the Second Edition the new edition is brought fully up to date with all relevant legislative and case law developments since 1995. In addition, the work includes the following coverage:* Challenging the decisions of authorities and courts* The Child and Family Court Advisory and Support Service and representation of children* The impact of the Human Rights Act 1998, considered where appropriate* Care Leavers legislation* The impact of the forthcoming Adoption and Children legislation* The impact of the House of Lords Judgement in Re W and BThis text will prove invaluable to all those who deal with the day to day application of the legislation.

The White, Carr and Lowe: The Children Act in Practice

A.P. Carr

R. A. H. White

BUTTERWORTHS LAW

Africa: Geographical Studies

Education & Teaching

Schools & Teaching

Heinemann Educational Publishers

Shattered Glass

Health, Fitness & Dieting

Mental Health

Inner Flame Press

Making Cars in Canada: A Brief History of the Canadian Automotive Industry, 1900-1980

Canada Science and Technology Museum

Peyton Manning : Passing the Record

Sams Technical Publishing Editorial Staff

Sams Technical Publishing, LLC

Significant Small Vessels of 1991

Royal Institution of Naval Architects

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 hedging instruments and the need to obtain prices and hedges in reasonable time whilst reproducing a realistic future evolution of the smile surface. It removes the hard choice between accuracy and time because the framework that the authors provide reproduces today's market prices of plain vanilla options almost exactly and simultaneously gives a reasonable future evolution for the smile surface. The authors take the SABR model as the starting point for their extension of the LMM because it is a good model for European options. The problem, however with SABR is that it treats each European option in isolation and the processes for the various underlyings (forward and swap rates) do not talk to each other so it isn't obvious how to relate these processes into the dynamics of the whole yield curve. With this new model, the authors bring the dynamics of the various forward rates and stochastic volatilities under a single umbrella. To ensure the absence of arbitrage they derive drift adjustments to be applied to both the forward rates and their volatilities. When this is completed, complex derivatives that depend on the joint realisation of all relevant forward rates can now be priced. Contents THE THEORETICAL SET-UP The Libor Market model The SABR Model The LMM-SABR Model IMPLEMENTATION AND CALIBRATION Calibrating the LMM-SABR model to Market Caplet prices Calibrating the LMM/SABR model to Market Swaption Prices Calibrating the Correlation Structure EMPIRICAL EVIDENCE The Empirical problem Estimating the volatility of the forward rates Estimating the correlation structure Estimating the volatility of the volatility HEDGING Hedging the Volatility Structure Hedging the Correlation Structure Hedging in conditions of market stress

The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

Riccardo Rebonato

Kenneth McKay

wiley

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Books by Richard White