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Fundamentals of Physics and Chemistry of the Atmosphere
Additive and Cancellative Interacting Particle Systems (Lecture Notes in Mathematics) by David Griffeath (Repost)
PI and the AGM: A Study in Analytic Number Theory and Computational Complexity by Jonathan M. Borwein (Repost)
Advances in Complex Function Theory (Lecture Notes in Mathematics) by W. E. Kirwan (Repost)
Synthetic inorganic chemistry a course of laboratory and classroom study by Arthur Alphonzo Blanchard (Repost)
Invitation to Law and Society - An Introduction to the Study of Real Law
Matrix Mathematics - Theory, Facts, and Formulas, Second Edition
Mathematics Probability, Markov Chains, Queues, and Simulation - The Mathematical Basis of Performance Modeling
-Physics, Topology, Logic and Computation: A Rosetta Stone- by John C. Baez adn Mike Stay
-Quantum Physics for Scientists and Technologists- by Paul Sanghera (Repost)
Algebraic Aspects of Cryptography (Algorithms and Computation in Mathematics) by Neal Koblitz (Repost)
Mathematics Mathematical Foundations of Computer Science 2004 [Repost]
Mathematics Mathematical Logic for Computer Science (3rd edition)
Physics Democracy and Public Space: The Physical Sites of Democratic Performance
Spaces of Holomorphic Functions in the Unit Ball (Graduate Texts in Mathematics) by Kehe Zhu (Repost)
An Introduction to Ergodic Theory (Graduate Texts in Mathematics) by Peter Walters (Repost)
Statistical and Thermal Physics - With Computer Applications
Introduction to the Physics of the Earth's Interior (Cambridge Topics in Mineral Ph) by Jean Paul Poirier (Repost)
Mathematics Symmetry Theory in Molecular Physics with Mathematica: A new kind of tutorial book (Repost)
THE GNOMON WORKSHOP CREATING A 3D FIGURE STUDY BOOKWARE ISO-LZ0
Additive and Cancellative Interacting Particle Systems (Lecture Notes in Mathematics) by David Griffeath (Repost)
PI and the AGM: A Study in Analytic Number Theory and Computational Complexity by Jonathan M. Borwein (Repost)
Advances in Complex Function Theory (Lecture Notes in Mathematics) by W. E. Kirwan (Repost)
Synthetic inorganic chemistry a course of laboratory and classroom study by Arthur Alphonzo Blanchard (Repost)
Invitation to Law and Society - An Introduction to the Study of Real Law
Matrix Mathematics - Theory, Facts, and Formulas, Second Edition
Mathematics Probability, Markov Chains, Queues, and Simulation - The Mathematical Basis of Performance Modeling
-Physics, Topology, Logic and Computation: A Rosetta Stone- by John C. Baez adn Mike Stay
-Quantum Physics for Scientists and Technologists- by Paul Sanghera (Repost)
Algebraic Aspects of Cryptography (Algorithms and Computation in Mathematics) by Neal Koblitz (Repost)
Mathematics Mathematical Foundations of Computer Science 2004 [Repost]
Mathematics Mathematical Logic for Computer Science (3rd edition)
Physics Democracy and Public Space: The Physical Sites of Democratic Performance
Spaces of Holomorphic Functions in the Unit Ball (Graduate Texts in Mathematics) by Kehe Zhu (Repost)
An Introduction to Ergodic Theory (Graduate Texts in Mathematics) by Peter Walters (Repost)
Statistical and Thermal Physics - With Computer Applications
Introduction to the Physics of the Earth's Interior (Cambridge Topics in Mineral Ph) by Jean Paul Poirier (Repost)
Mathematics Symmetry Theory in Molecular Physics with Mathematica: A new kind of tutorial book (Repost)
THE GNOMON WORKSHOP CREATING A 3D FIGURE STUDY BOOKWARE ISO-LZ0
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Study The LIBOR Market Model in Practice
Posted on 2010-03-15
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More The LIBOR Market Model in Practice The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, such as various drift approximations, various parametric and nonparametric calibrations, and the uncertain volatility approach to smile modelling; a version of the HJM model based on market observables and the duality between BGM and HJM models. Co-authored by Dariusz Gatarek, the 'G' in the BGM model who is internationally known for his work on LIBOR market models, this book offers an essential perspective on the global benchmark for short-term interest rates. NO MIRROR! ID125742 125742 sieras 28 Jun 2007 19:59 Thanks! pass please!!! ID:573544 573544 gromoboi 28 Jun 2007 20:58 Thanks for the book!! Same here, pass please? :) ID:573584 573584 sima 28 Jun 2007 21:03 Passwaord please ID:573586 573586 dylan13 28 Jun 2007 23:52 pass: common sense = > gigapedia < ID:573657 573657 gromoboi 29 Jun 2007 01:58 Thanks man! my common sense told me though:tmobile or AvaxHome.ru :) ID:573682 573682
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