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Author: Joerg Kienitz
Publisher: John Wiley & Sons
ISBN: 0470744898
Category : Business & Economics
Languages : en
Pages : 736
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Book Description
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.
Author: Joerg Kienitz
Publisher: John Wiley & Sons
ISBN: 0470744898
Category : Business & Economics
Languages : en
Pages : 736
Get Book Here
Book Description
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.
Author: Sue Mercury
Publisher: Sue Lyndon
ISBN:
Category : Fiction
Languages : en
Pages : 143
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Book Description
Can a marriage of convenience lead to something more? After escaping war-torn Earth, Skylar seeks refuge on planet New Vaxx, where she’s expected to take a Vaxxlian warrior as a husband. Eager for a fresh start, she longs to settle down with one of the huge, protective aliens. But when Vaxxlian Matchmakers informs her that her one true soulmate has perished, she’s heartbroken, even though she never actually met the male. When she’s matched to a widowed Vaxxlian instead—as a marriage of convenience—she worries she’ll never find happiness with the gruff, controlling warrior named Tahrin. She can’t help but think she should’ve never visited Vaxxlian Matchmakers in the first place. What if she’s made a terrible mistake?
Author: Muhammad Asif
Publisher: Packt Publishing Ltd
ISBN: 180107335X
Category : Computers
Languages : en
Pages : 546
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Book Description
Take your Python skills to the next level to develop scalable, real-world applications for local as well as cloud deployment Key FeaturesAll code examples have been tested with Python 3.7 and Python 3.8 and are expected to work with any future 3.x releaseLearn how to build modular and object-oriented applications in PythonDiscover how to use advanced Python techniques for the cloud and clustersBook Description Python is a multipurpose language that can be used for multiple use cases. Python for Geeks will teach you how to advance in your career with the help of expert tips and tricks. You'll start by exploring the different ways of using Python optimally, both from the design and implementation point of view. Next, you'll understand the life cycle of a large-scale Python project. As you advance, you'll focus on different ways of creating an elegant design by modularizing a Python project and learn best practices and design patterns for using Python. You'll also discover how to scale out Python beyond a single thread and how to implement multiprocessing and multithreading in Python. In addition to this, you'll understand how you can not only use Python to deploy on a single machine but also use clusters in private as well as in public cloud computing environments. You'll then explore data processing techniques, focus on reusable, scalable data pipelines, and learn how to use these advanced techniques for network automation, serverless functions, and machine learning. Finally, you'll focus on strategizing web development design using the techniques and best practices covered in the book. By the end of this Python book, you'll be able to do some serious Python programming for large-scale complex projects. What you will learnUnderstand how to design and manage complex Python projectsStrategize test-driven development (TDD) in PythonExplore multithreading and multiprogramming in PythonUse Python for data processing with Apache Spark and Google Cloud Platform (GCP)Deploy serverless programs on public clouds such as GCPUse Python to build web applications and application programming interfacesApply Python for network automation and serverless functionsGet to grips with Python for data analysis and machine learningWho this book is for This book is for intermediate-level Python developers in any field who are looking to build their skills to develop and manage large-scale complex projects. Developers who want to create reusable modules and Python libraries and cloud developers building applications for cloud deployment will also find this book useful. Prior experience with Python will help you get the most out of this book.
Author: Sue Mercury
Publisher: Sue Lyndon
ISBN:
Category : Fiction
Languages : en
Pages : 489
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Book Description
Wanted: Human Females for Companionship + Procreation With conditions on Earth deteriorating, more and more women are seeking refuge on planet New Vaxx—where they are required to mate with one of the fierce, green-eyed alien warriors who already call the planet home. This smoking hot sci-fi romance collection follows the stories of human women Molly, Macy, Skylar, and Karla as they find adventure, danger, and love on a new world. Includes books 1 – 4 in the Vaxxlian Matchmakers series. Featuring: Alien Warrior’s Treasure Alien Warrior’s Promise Alien Warrior’s Devotion Alien Warrior’s Second Chance
Author: Jon Hoffman
Publisher: Packt Publishing Ltd
ISBN: 1786468638
Category : Computers
Languages : en
Pages : 384
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Book Description
Dive into the latest release of the Swift programming language with this advanced Apple development book About This Book Discover the new features and improvements to Swift 3 Get to grips with advanced design patterns and techniques to write smarter, cleaner Swift code Become a more fluent Swift developer and build powerful, impressive iOS and OS X applications. Who This Book Is For This book is for developers who want to dive into the newest version of Swift. If you are a developer that learns best by looking at, and working with code, then this book is for you. A basic understanding of Apple's tools is beneficial but not mandatory. What You Will Learn Dive into the core components of Swift 3.0, including operators, collections, control flow, and functions Create and use classes, structures, and enums Understand object-oriented Swift and see how to tackle inheritance, protocols, and extensions Develop a practical understanding of subscripts, optionals, and closures See how to use the new protocol extension and error handling features of Swift 3.0 Add concurrency to your applications using Grand Central Dispatch In Detail Swift is the definitive language of Apple development today. It's a vital part of any iOS and OS X developer's skillset, helping them to build the most impressive and popular apps on the App Store—the sort of apps that are essential to iPhone and iPad users every day. With version 3.0, the Swift team have added new features to improve the development experience—making it easier to get the results you want and customers expect. Inside, you'll find the key features of Swift 3.0 and quickly learn how to use the newest updates to your development advantage. From Objective-C interoperability to ARC, to closures and concurrency, this advanced Swift guide will develop your expertise and make you more fluent in this vital programming language. We give you in-depth knowledge of some of the most sophisticated elements of Swift development including protocol extensions, error-handling, design patterns, and concurrency, and guide you on how to use and apply them in your own projects. You'll see how even the most challenging design patterns and programming techniques can be used to write cleaner code and to build more performant iOS and OS X applications. By the end of this book, you'll have a handle on effective design patterns and techniques, which means you'll soon be writing better iOS and OS X applications with a new level of sophistication and control. Style and approach Packed with practical examples that show you how to put the concepts you learn into practice quickly, we'll takes you through some of the most advanced and sophisticated elements of the language in a practical and actionable way. You can also download the code to use yourself
Author: Sue Mercury
Publisher: Sue Lyndon
ISBN:
Category : Fiction
Languages : en
Pages : 131
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Book Description
He promises to keep her safe. After barely escaping Earth with her life, Macy seeks refuge on planet New Vaxx, along with her sister Skylar—even though it means they’ll both be expected to mate with Vaxxlian Warriors. Haunted by the past, she fears she’ll never feel ready to take a mate. But when she realizes she’s holding Skylar back from her own happiness, she decides to visit Vaxxlian Matchmakers in secret, where she’s matched to a huge warrior named Dakk. At first, she’s terrified of the scarred warrior, but his warmth eventually starts to win her over. Could she truly find happiness with the big, muscular stranger? Dakk is shocked when he gets a call from Vaxxlian Matchmakers. He never expected to be matched with one of the single human females living on planet New Vaxx—surely no woman could tolerate his scarred face or his unusual eye color, the latter of which marks him as cursed by the Star God. Nevertheless, he shows up to collect his bride, a small female called Macy with soft golden hair he can’t seem to stop stroking. But she trembles at his touch, and he senses her deep fear, making him worry Vaxxlian Matchmakers made a mistake. What if Macy never accepts him fully as her husband? Even worse, will an old enemy endanger their mating union?
Author: Sue Mercury
Publisher: Sue Lyndon
ISBN:
Category : Fiction
Languages : en
Pages : 121
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Book Description
Warrior Zorras always takes what he wants—and he wants her. When Karla flees Earth for the safety of planet New Vaxx, the last thing she expects is for one of the huge aliens to show an interest in her. Yet the sexy Vaxxlian warrior named Zorras keeps coming around, and he even threatens to kidnap her. Good thing she’s a fast runner. She tries to convince Zorras he’s wasting his time—she’s too old to have his children—but this news doesn’t deter him in the least. He insists she’s the loveliest female he’s ever seen and claims he recognizes her as his one true mate. But even if he’s telling the truth, Karla is nervous about mating with a Vaxxlian. Her first marriage wasn’t a happy one and she never planned to marry again—let alone enter an everlasting mating bond with a bossy, Vaxxlian warrior. She’ll just ignore the handsome alien and hope he goes away. Yep, that’ll work. Or will it? After losing his first mate during the war, Zorras longs for a second chance. The lonely widower doesn’t care that Karla can’t have offspring—he only wants her. He’s convinced they’re soulmates, and he keeps trying to make her visit Vaxxlian Matchmakers so the psychics can verify what he already knows. Surely if one of the psychic matchmakers tells Karla that Zorras is her one true mate, she’ll agree to become his wife. But the pretty human is frustratingly strong-willed and refuses to do as he says. Maybe he’ll follow through with his threat to kidnap her, after all. What could possibly go wrong?
Author: Ellie Quigley
Publisher: Pearson Education
ISBN: 0133760812
Category : Business & Economics
Languages : en
Pages : 889
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Book Description
Perl by Example, Fifth Edition, is the easiest, most hands-on way to learn Perl. Legendary Silicon Valley programming instructor Ellie Quigley has thoroughly updated and condensed her classic to focus on the applications and skills today's Perl users care about most: from system task automation, data extraction, and testing through legacy code maintenance and CPAN. Quigley illuminates every technique with focused, classroom-tested code examples, detailed explanations, and real program output. She shows the code, the input and output, and provides detailed, line-by line explanations of how the code generates that output.
Author: Sue Mercury
Publisher: Sue Lyndon
ISBN:
Category : Fiction
Languages : en
Pages : 135
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Book Description
He’s the enemy—and she’s agreed to become his mate. Stranded on war-torn Earth with her young daughter, Belle is devastated to learn she has a terminal illness. Who will take care of her daughter after she’s gone? When she discovers Vaxxlians possess the technology to save her, she doesn’t hesitate to sign up for Vaxxlian Mail Order Brides—even if she does view the powerful aliens as the enemy. She only wishes her matched mate, a muscle-bound warrior named Khann, wasn’t so kind and handsome. She doesn’t want to lose her heart to the enemy, but it’s difficult to think coherently when his passionate kisses leave her breathless with desire. Khann longs for a mate and a family. When he meets the beautiful human female named Belle and her talkative daughter, Amie, he feels a warmth he hasn’t experienced in ages. Surely, they must be the answer to his prayers. He’s eager to mate with Belle and bring his new family back to New Vaxx, but Belle hesitates to leave Earth right away and insists they postpone their mating until they are better acquainted. Khann sets about romancing the human female as best he can. But not long after their first mating, he learns a terrible secret about her past loyalties, one which jeopardizes their future as a family.
Author: Jon Hoffman
Publisher: Packt Publishing Ltd
ISBN: 1786460475
Category : Computers
Languages : en
Pages : 373
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Book Description
Learn to build fast and robust applications on the Linux platform with Swift About This Book Create robust applications by building a strong foundation in the Swift Language Utilize Swift 3 on the embedded Linux platform for IoT and Robotic projects Build more flexible and high-performing applications on desktop, server, and embedded Linux platforms Who This Book Is For This book is for Linux developers who are interested in quickly learning how to use Swift to create exciting applications on Linux platforms. What You Will Learn Install Swift on the Linux platform Explore the power of the Swift language Get to know the proper design techniques Understand Swift's new Core Library Implement popular design patterns with Swift Integrate C libraries with Swift Using Swift on Single-Board Computers Learn how to add concurrency to your application with Grand Central Dispatch Learn how to work with Swift Generics Learn how to use the Protocol-Oriented design paradigm In Detail Swift is a modern, fast, and safe programming language created by Apple. Writing Swift is interactive and fun, the syntax is concise yet expressive, and the code runs lightning-fast. Swift's move to open source has been embraced with open arms and has seen increased adoption in the Linux platform. Our book will introduce you to the Swift language, further delving into all the key concepts you need to create applications for desktop, server, and embedded Linux platforms. We will teach you the best practices to design an application with Swift 3 via design patterns and Protocol-Oriented Programming. Further on, you will learn how to catch and respond to errors within your application. When you have gained a strong knowledge of using Swift in Linux, we'll show you how to build IoT and robotic projects using Swift on single board computers. By the end of the book, you will have a solid understanding of the Swift Language with Linux and will be able to create your own applications with ease. Style and approach This easy-to-follow, code-rich guide is filled with examples that demonstrate how to put the concepts into practice. You'll also get design patterns and best practices to get you writing better applications on the Linux platform.
