Author: Ibne-Qayyim Al-Jawziyya
Publisher: Adam Publishers
ISBN: 9788174353702
Category : Gratitude
Languages : en
Pages : 80
Book Description
On Islam.
PATIENCE & GRATITUDE
Author: Ibne-Qayyim Al-Jawziyya
Publisher: Adam Publishers
ISBN: 9788174353702
Category : Gratitude
Languages : en
Pages : 80
Book Description
On Islam.
Publisher: Adam Publishers
ISBN: 9788174353702
Category : Gratitude
Languages : en
Pages : 80
Book Description
On Islam.
Patience and Gratitude
Author: Ibn Qayyim
Publisher: El-Farouq.Org
ISBN: 9781643540801
Category :
Languages : en
Pages : 68
Book Description
Patience and Gratitude Imam Ibn Qayyim Al-Jawziyah This is Patience and Gratitude by Ibn Qayyim. The author explains the Islamic concept of sabr (patience) and its counterpart shakr (gratitude), in a practical fashion.
Publisher: El-Farouq.Org
ISBN: 9781643540801
Category :
Languages : en
Pages : 68
Book Description
Patience and Gratitude Imam Ibn Qayyim Al-Jawziyah This is Patience and Gratitude by Ibn Qayyim. The author explains the Islamic concept of sabr (patience) and its counterpart shakr (gratitude), in a practical fashion.
SABR and SABR LIBOR Market Models in Practice
Author: Christian Crispoldi
Publisher: Springer
ISBN: 1137378646
Category : Business & Economics
Languages : en
Pages : 274
Book Description
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to all aspiring interest rate quants, traders and risk managers, as well an understanding of their failings and alternatives. SABR and SABR Libor Market Models in Practice is an accessible guide to modern interest rate modelling. Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model. The book takes a hands-on approach, demonstrating simply how to implement and work with these models in a market setting. It bridges the gap between the understanding of the models from a conceptual and mathematical perspective and the actual implementation by supplementing the interest rate theory with modelling specific, practical code examples written in Python.
Publisher: Springer
ISBN: 1137378646
Category : Business & Economics
Languages : en
Pages : 274
Book Description
Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex derivatives, however the LMM is unable to capture the volatility smile. A joint SABR LIBOR Market Model is the natural evolution towards a consistent pricing of vanilla and exotic products. Knowledge of these models is essential to all aspiring interest rate quants, traders and risk managers, as well an understanding of their failings and alternatives. SABR and SABR Libor Market Models in Practice is an accessible guide to modern interest rate modelling. Rather than covering an array of models which are seldom used in practice, it focuses on the SABR model, the market standard for vanilla products, the LIBOR Market Model, the most commonly used model for exotic products and the extended SABR LIBOR Market Model. The book takes a hands-on approach, demonstrating simply how to implement and work with these models in a market setting. It bridges the gap between the understanding of the models from a conceptual and mathematical perspective and the actual implementation by supplementing the interest rate theory with modelling specific, practical code examples written in Python.
The SABR/LIBOR Market Model
Author: Riccardo Rebonato
Publisher: John Wiley & Sons
ISBN: 1119995639
Category : Business & Economics
Languages : en
Pages : 308
Book Description
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
Publisher: John Wiley & Sons
ISBN: 1119995639
Category : Business & Economics
Languages : en
Pages : 308
Book Description
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 Front Office Manual
Author: A. Sutherland
Publisher: Springer
ISBN: 1137030690
Category : Business & Economics
Languages : en
Pages : 315
Book Description
The Front Office Manual is unique, providing clear and direct explanations of tools and techniques relevant to front office work. From how to build a yield curve, to how a swap works, to what exactly 'product control' is supposed to do, this book is essential reading for anyone who works (or wants to work) on the 'sell side'.
Publisher: Springer
ISBN: 1137030690
Category : Business & Economics
Languages : en
Pages : 315
Book Description
The Front Office Manual is unique, providing clear and direct explanations of tools and techniques relevant to front office work. From how to build a yield curve, to how a swap works, to what exactly 'product control' is supposed to do, this book is essential reading for anyone who works (or wants to work) on the 'sell side'.
Calling the Game
Author: Stuart Shea
Publisher: SABR, Inc.
ISBN: 1933599413
Category : Sports & Recreation
Languages : en
Pages : 411
Book Description
Calling the Game: Baseball Broadcasting from 1920 to the Present is an exhaustive, meticulously researched history of bringing the national pastime out of the ballparks and into living rooms via the airwaves. Every play-by-play announcer, color commentator, and ex-ballplayer who has presented a Major League Baseball game to the public is included here. So is every broadcast deal, radio station, and TV network. In addition to chapters for each of the game's thirty franchises, a history of national broadcasting and a look at some of the game's most memorable national broadcast moments are included, as are a foreword by "Voice of the Chicago Cubs" Pat Hughes, and an afterword by Jacques Doucet, the "Voice of the Montreal Expos, 1972-2004." Each team chapter presents a chronological look from how and when the team began broadcasting (since all of the original sixteen major-league franchises predate radio) through the 2014 season. Author Stuart Shea details the history and strategies that shaped each club's broadcast crews, including the highlights and scandals, the hirings and firings, the sponsorships and corporate maneuverings. From the leap to Brooklyn from the radio booth of the Atlanta Crackers by young Ernie Harwell, to the dismissal of Mel Allen by the Yankees, from the tutelage of the now-legendary Vin Scully under the wing of the already legendary Red Barber, to the ascendance of the great Jack Buck to the number one chair in St. Louis upon the ouster of Harry Caray, the stories of the personalities who connect us to the game are all here. Calling the Game is a groundbreaking and illuminating look at the people and the story behind the soundtrack of summer for millions of baseball fans.
Publisher: SABR, Inc.
ISBN: 1933599413
Category : Sports & Recreation
Languages : en
Pages : 411
Book Description
Calling the Game: Baseball Broadcasting from 1920 to the Present is an exhaustive, meticulously researched history of bringing the national pastime out of the ballparks and into living rooms via the airwaves. Every play-by-play announcer, color commentator, and ex-ballplayer who has presented a Major League Baseball game to the public is included here. So is every broadcast deal, radio station, and TV network. In addition to chapters for each of the game's thirty franchises, a history of national broadcasting and a look at some of the game's most memorable national broadcast moments are included, as are a foreword by "Voice of the Chicago Cubs" Pat Hughes, and an afterword by Jacques Doucet, the "Voice of the Montreal Expos, 1972-2004." Each team chapter presents a chronological look from how and when the team began broadcasting (since all of the original sixteen major-league franchises predate radio) through the 2014 season. Author Stuart Shea details the history and strategies that shaped each club's broadcast crews, including the highlights and scandals, the hirings and firings, the sponsorships and corporate maneuverings. From the leap to Brooklyn from the radio booth of the Atlanta Crackers by young Ernie Harwell, to the dismissal of Mel Allen by the Yankees, from the tutelage of the now-legendary Vin Scully under the wing of the already legendary Red Barber, to the ascendance of the great Jack Buck to the number one chair in St. Louis upon the ouster of Harry Caray, the stories of the personalities who connect us to the game are all here. Calling the Game is a groundbreaking and illuminating look at the people and the story behind the soundtrack of summer for millions of baseball fans.
Identity and Religion in Palestine
Author: Loren D. Lybarger
Publisher: Princeton University Press
ISBN: 0691187320
Category : Social Science
Languages : en
Pages : 290
Book Description
This remarkable book examines how the Islamist movement and its competition with secular-nationalist factions have transformed the identities of ordinary Palestinians since the first Palestinian uprising, or intifada, of the late 1980s. Drawing upon his years living in the region and more than eighty in-depth interviews, Loren Lybarger offers a riveting account of how activists within a society divided by religion, politics, class, age, and region have forged new identities in response to shifting conditions of occupation, peace negotiations, and the fragmentation of Palestinian life. Lybarger personally witnessed the tragic days of the first intifada, the subsequent Oslo Peace Process and its failures, and the new escalation of violence with the second intifada in 2000. He rejects the simplistic notion that Palestinians inevitably fall into one of two camps: pragmatists who are willing to accept territorial compromise, and extremists who reject compromise in favor of armed struggle. Listening carefully to Palestinians themselves, he reveals that the conflicts evident among the Islamists and secular nationalists are mirrored by the internal struggles and divided loyalties of individual Palestinians. Identity and Religion in Palestine is the first book of its kind in English to capture so faithfully the rich diversity of voices from this troubled part of the world. Lybarger provides vital insights into the complex social dynamics through which Islamism has reshaped what it means to be Palestinian.
Publisher: Princeton University Press
ISBN: 0691187320
Category : Social Science
Languages : en
Pages : 290
Book Description
This remarkable book examines how the Islamist movement and its competition with secular-nationalist factions have transformed the identities of ordinary Palestinians since the first Palestinian uprising, or intifada, of the late 1980s. Drawing upon his years living in the region and more than eighty in-depth interviews, Loren Lybarger offers a riveting account of how activists within a society divided by religion, politics, class, age, and region have forged new identities in response to shifting conditions of occupation, peace negotiations, and the fragmentation of Palestinian life. Lybarger personally witnessed the tragic days of the first intifada, the subsequent Oslo Peace Process and its failures, and the new escalation of violence with the second intifada in 2000. He rejects the simplistic notion that Palestinians inevitably fall into one of two camps: pragmatists who are willing to accept territorial compromise, and extremists who reject compromise in favor of armed struggle. Listening carefully to Palestinians themselves, he reveals that the conflicts evident among the Islamists and secular nationalists are mirrored by the internal struggles and divided loyalties of individual Palestinians. Identity and Religion in Palestine is the first book of its kind in English to capture so faithfully the rich diversity of voices from this troubled part of the world. Lybarger provides vital insights into the complex social dynamics through which Islamism has reshaped what it means to be Palestinian.
How to Do Baseball Research
Author: Society for American Baseball Research
Publisher:
ISBN:
Category : Reference
Languages : en
Pages : 176
Book Description
This is the essential how-to manual for anyone interested in baseball research. How to Do Baseball Research updates and greatly expands The Baseball Research Handbook, published by the Society for American Baseball Research (SABR) in 1987. A group of talented SABR members provide information and advice in a variety of areas, including how to use libraries and archives, find illustrations, and prepare manuscripts for publication. Particularly noteworthy is the new information on using the computer for baseball research and statistical analysis. Contributions from SABR committee chairs and longtime SABR researchers add valuable specifics to the fundamental advice in the ten chapters.
Publisher:
ISBN:
Category : Reference
Languages : en
Pages : 176
Book Description
This is the essential how-to manual for anyone interested in baseball research. How to Do Baseball Research updates and greatly expands The Baseball Research Handbook, published by the Society for American Baseball Research (SABR) in 1987. A group of talented SABR members provide information and advice in a variety of areas, including how to use libraries and archives, find illustrations, and prepare manuscripts for publication. Particularly noteworthy is the new information on using the computer for baseball research and statistical analysis. Contributions from SABR committee chairs and longtime SABR researchers add valuable specifics to the fundamental advice in the ten chapters.
When Baseball Was Still Topps
Author: Phil Coffin
Publisher: McFarland
ISBN: 1476651736
Category : Sports & Recreation
Languages : en
Pages : 244
Book Description
Card by card--all 572 of the '59 Topps set--this book contemplates the lives and times of mid-20th century baseball. That season was in the heart of a period of turmoil: milestones in integration, franchise shifts to the West Coast, a potential rival league, the major leagues' expansion, and labor issues that included paying young prospects not to play. The cards help tell the players' stories, too. The slugger who had a date with Marilyn Monroe (no, not Joe DiMaggio), and the minor leaguer better known than Marilyn. The nephew of a Black Sox player, and the target of a bribery attempt. The lefty catcher. The pitcher from Mayberry. The only player to pinch-hit for Ted Williams. Strikeout kings and wildmen. Religious stalwarts and hell raisers. The stripper's husband. The coolest socks in baseball. Ballplayers who were also basketball players--including the NBA's No. 1 pick one year. Satchel's Six Rules and Twig's Six Rules. Coot, Rip, Turk, Puddin' Head, Whammy, The Rope and Captain Midnight. Pick any card, and you'll find another engaging tale about baseball.
Publisher: McFarland
ISBN: 1476651736
Category : Sports & Recreation
Languages : en
Pages : 244
Book Description
Card by card--all 572 of the '59 Topps set--this book contemplates the lives and times of mid-20th century baseball. That season was in the heart of a period of turmoil: milestones in integration, franchise shifts to the West Coast, a potential rival league, the major leagues' expansion, and labor issues that included paying young prospects not to play. The cards help tell the players' stories, too. The slugger who had a date with Marilyn Monroe (no, not Joe DiMaggio), and the minor leaguer better known than Marilyn. The nephew of a Black Sox player, and the target of a bribery attempt. The lefty catcher. The pitcher from Mayberry. The only player to pinch-hit for Ted Williams. Strikeout kings and wildmen. Religious stalwarts and hell raisers. The stripper's husband. The coolest socks in baseball. Ballplayers who were also basketball players--including the NBA's No. 1 pick one year. Satchel's Six Rules and Twig's Six Rules. Coot, Rip, Turk, Puddin' Head, Whammy, The Rope and Captain Midnight. Pick any card, and you'll find another engaging tale about baseball.
Scouting and Scoring
Author: Christopher Phillips
Publisher: Princeton University Press
ISBN: 0691217165
Category : History
Languages : en
Pages : 311
Book Description
An in-depth look at the intersection of judgment and statistics in baseball Scouting and scoring are considered fundamentally different ways of ascertaining value in baseball. Scouting seems to rely on experience and intuition, scoring on performance metrics and statistics. In Scouting and Scoring, Christopher Phillips rejects these simplistic divisions. He shows how both scouts and scorers rely on numbers, bureaucracy, trust, and human labor to make sound judgments about the value of baseball players. Tracing baseball’s story from the nineteenth century to today, Phillips explains that the sport was one of the earliest fields to introduce numerical analysis, and new methods of data collection were supposed to enable teams to replace scouting with scoring. But that’s not how things turned out. From the invention of official scorers and Statcast to the creation of the Major League Scouting Bureau, Scouting and Scoring reveals the inextricable connections between human expertise and data science, and offers an entirely fresh understanding of baseball.
Publisher: Princeton University Press
ISBN: 0691217165
Category : History
Languages : en
Pages : 311
Book Description
An in-depth look at the intersection of judgment and statistics in baseball Scouting and scoring are considered fundamentally different ways of ascertaining value in baseball. Scouting seems to rely on experience and intuition, scoring on performance metrics and statistics. In Scouting and Scoring, Christopher Phillips rejects these simplistic divisions. He shows how both scouts and scorers rely on numbers, bureaucracy, trust, and human labor to make sound judgments about the value of baseball players. Tracing baseball’s story from the nineteenth century to today, Phillips explains that the sport was one of the earliest fields to introduce numerical analysis, and new methods of data collection were supposed to enable teams to replace scouting with scoring. But that’s not how things turned out. From the invention of official scorers and Statcast to the creation of the Major League Scouting Bureau, Scouting and Scoring reveals the inextricable connections between human expertise and data science, and offers an entirely fresh understanding of baseball.