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1061por Aichinger, Michael, 1979-Tabla de Contenidos: “…15.2 Calibration Problems for Yield Curves -- 15.3 Reversion Speed and Volatility -- 15.4 Local Volatility -- 15.4.1 Dupire's Inversion Formula -- 15.4.2 Identifying Local Volatility -- 15.4.3 Results -- 15.5 Identifying Parameters in Volatility Models -- 15.5.1 Model Calibration for the FTSE-100 -- 16 Optimization Techniques -- 16.1 Model Calibration and Optimization -- 16.1.1 Gradient-Based Algorithms for Nonlinear Least Squares Problems -- 16.2 Heuristically Inspired Algorithms -- 16.2.1 Simulated Annealing -- 16.2.2 Differential Evolution -- 16.3 A Hybrid Algorithm for Heston Model Calibration -- 16.4 Portfolio Optimization -- 17 Risk Management -- 17.1 Value at Risk and Expected Shortfall -- 17.1.1 Parametric VaR -- 17.1.2 Historical VaR -- 17.1.3 Monte Carlo VaR -- 17.1.4 Individual and Contribution VaR -- 17.2 Principal Component Analysis -- 17.2.1 Principal Component Analysis for Non-scalar Risk Factors -- 17.2.2 Principal Components for Fast Valuation -- 17.3 Extreme Value Theory -- 18 Quantitative Finance on Parallel Architectures -- 18.1 A Short Introduction to Parallel Computing -- 18.2 Different Levels of Parallelization -- 18.3 GPU Programming -- 18.3.1 CUDA and OpenCL -- 18.3.2 Memory -- 18.4 Parallelization of Single Instrument Valuations using (Q)MC -- 18.5 Parallelization of Hybrid Calibration Algorithms -- 18.5.1 Implementation Details -- 18.5.2 Results -- 19 Building Large Software Systems for the Financial Industry -- Bibliography -- Index…”
Publicado 2013
Libro electrónico -
1062Publicado 2014Tabla de Contenidos: “…Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. …”
Libro electrónico -
1063por Pachelbel, Johann, 1653-1706Tabla de Contenidos: “…Chor Prld 'Durch Adams Fall Ist Ganz Verderbt' (Pop 42) 11. Chor Vars 'Alle Menschen Mussen Sterben' (Pop 102) 12. …”
Publicado 1999
CDROM -
1064
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1065
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1066Publicado 2019“…Arbeidet som grenselos var svært krevende, og mange av losene satte både seg selv og sine nærmeste i livsfare. …”
Libro electrónico -
1067
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1068Publicado 2018“…Eit sentralt poeng for Klafki var at danning er tosidig; ho har alltid både ei formal og ei materiell side. …”
Libro electrónico -
1069
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1070
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1071
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1072Publicado 2019“…You'll learn to write more concise code with the coolest new features, including local variable type inference (var) and the improved API for strings, files and collections. …”
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1073Publicado 2012“…Watch stirring keynotes from luminaries such as LeVar Burton (RRKidz), Tim Carmody (Wired), and Judith Curr (Atria Books). …”
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1074Publicado 2019“…En sentral del av skolens samfunnsmandat er å utdanne til demokratisk deltakelse. I vår samtid blir dette aktualisert, men samtidig også utfordret. …”
Libro electrónico -
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1076
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1077
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1078
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1079
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1080Publicado 2021Tabla de Contenidos: “…Cover -- Title Page -- Copyright and Credits -- Preface -- Section 1: The Basics -- Chapter 1: An Overview of Modern JavaScript -- Technical requirements -- Understanding the difference between let and var -- var allows the redeclaration of variables -- var is not a blocked scope -- Destructuring -- Spread syntax -- Spreading or unpacking an iterable into an array -- Creating new objects from existing ones -- Function arguments -- Overview of scopes and closures -- Scope -- Closure -- Understanding Array and Object methods -- Array methods -- Objects -- Understanding the this property -- Arrow functions -- Promises and async/await -- Cleaning callbacks with promises -- async/await -- Object-oriented programming and JavaScript classes -- Classes -- Inheritance -- Setting up a modern JavaScript environment with transpilers -- Babel -- Webpack -- Unit testing with Mocha and Chai -- Setting up a test environment -- Summary -- Section 2: Data Analysis and Manipulation with Danfo.js and Dnotebook -- Chapter 2: Dnotebook - An Interactive Computing Environment for JavaScript -- Technical requirements -- Introduction to Dnotebook -- Setup and installation of Dnotebook -- Basic concepts behind interactive computing in Dnotebook -- Cells -- Code cells -- Markdown cells -- Persistence/state -- Writing interactive code -- Loading external packages -- Loading CSV files -- Getting a div container for plots -- Gotchas when using a for loop -- Working with Markdown cells -- Creating a Markdown cell -- Adding images -- Headings -- Lists -- Saving notebooks -- Summary -- Chapter 3: Getting Started with Danfo.js -- Technical requirements -- Why you need Danfo.js -- Installing Danfo.js -- Introducing Series and DataFrames -- Series -- DataFrames -- Essential functions and methods in Danfo.js -- loc and iloc indexing -- Sorting -- Filtering…”
Libro electrónico