Новые поступления

Steven Heston L. The Heston Model and its Extensions in Matlab and C# steven heston l  the heston model and
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
8254.63 RUR
Steven Heston L. The Heston Model and Its Extensions in VBA steven heston l  the heston model and
Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.
9171.81 RUR
Gregory  Vainberg Option Pricing Models and Volatility Using Excel-VBA steven heston l  the heston model and
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book. Praise for Option Pricing Models & Volatility Using Excel-VBA «Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers.» —Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University «This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library.» —Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models «I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH.» —Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland
7031.72 RUR
Steven Voldman H. ESD Testing. From Components to Systems steven heston l  the heston model and
With the evolution of semiconductor technology and global diversification of the semiconductor business, testing of semiconductor devices to systems for electrostatic discharge (ESD) and electrical overstress (EOS) has increased in importance. ESD Testing: From Components to Systems updates the reader in the new tests, test models, and techniques in the characterization of semiconductor components for ESD, EOS, and latchup. Key features: Provides understanding and knowledge of ESD models and specifications including human body model (HBM), machine model (MM), charged device model (CDM), charged board model (CBM), cable discharge events (CDE), human metal model (HMM), IEC 61000-4-2 and IEC 61000-4-5. Discusses new testing methodologies such as transmission line pulse (TLP), to very fast transmission line pulse (VF-TLP), and future methods of long pulse TLP, to ultra-fast TLP (UF-TLP). Describes both conventional testing and new testing techniques for both chip and system level evaluation. Addresses EOS testing, electromagnetic compatibility (EMC) scanning, to current reconstruction methods. Discusses latchup characterization and testing methodologies for evaluation of semiconductor technology to product testing. ESD Testing: From Components to Systems is part of the authors’ series of books on electrostatic discharge (ESD) protection; this book will be an invaluable reference for the professional semiconductor chip and system-level ESD and EOS test engineer. Semiconductor device and process development, circuit designers, quality, reliability and failure analysis engineers will also find it an essential reference. In addition, its academic treatment will appeal to both senior and graduate students with interests in semiconductor process, device physics, semiconductor testing and experimental work.
7417.62 RUR
Steven Lewis L. Neurological Disorders due to Systemic Disease steven heston l  the heston model and
How do you identify which neurological syndromes occur due to systemic disease? Neurological problems commonly occur in the context of underlying systemic disease, and may even be the presenting symptom of a medical condition that has not yet been diagnosed. Consequently neurologists need to be aware when a neurological presentation might indicate an underlying systemic disorder. Neurologic Disorders due to Systemic Disease provides the tools you need to make these connections. The unique Neurologic presentations-based approach relates to the common clinical situations you encounter, including: Headache Stroke Movement disorders Neuromuscular disorders Encephalopathies, Seizures, Myelopathies, Neuro-Ophthalmologic and Neuro-otologic disorders, Sleep disorders, and others Major categories of systemic illness are explored for each presentation to guide you towards a likely cause. These include: Endocrine, electrolyte, and metabolic disorders Systemic autoimmune disorders Organ dysfunction and failure, and critical medical illness Systemic cancer and paraneoplastic disorders Systemic infectious disease Complications due to drugs and alcohol Vitamin and mineral deficiencies Written by a leading cast of experts, with a practical approach including ‘things to remember’ for each presentation, Neurologic Disorders due to Systemic Disease should be on every neurologist’s desk.
8435.01 RUR
Steven Wilson: The Raven That Refused To Sing And Other Stories (Blu-ray) steven heston l  the heston model and
Song Title:01. Luminol 02. Drive Home 03. The Holy Drinker04. The Pin Drop 05. The Watchmaker 06. The Raven That Refused to Sing
1709.1 RUR
Steven Little S. The Milkshake Moment. Overcoming Stupid Systems, Pointless Policies and Muddled Management to Realize Real Growth steven heston l  the heston model and
Growth is the central focus of every business, yet many businesses continually find ways to shoot themselves in the foot. In Milkshake Moment, Steven Little shows you how to identify and overcome the stifling behaviors built into your organization and get you back on track to substantive change and real growth. Read Milkshake Moment and find out how to ditch the pointless policies and stupid rules so you can give your customers what they really want; they'll reward you for it.
1219.85 RUR
Steven Hunt T. Hiring Success. The Art and Science of Staffing Assessment and Employee Selection steven heston l  the heston model and
Hiring Success is a comprehensive guide for using staffing assessments to hire the best employees. Research-based, but written in easy-to-understand terms, the book explains what staffing assessments are, why they work, and how to use them. Hiring Success is an important resource for improving the accuracy and efficiency of hiring selection decisions and effectively incorporating assessments into any company’s staffing process.
3332.42 RUR
Steven  Johnson The IT Professional's Business and Communications Guide. A Real-World Approach to CompTIA A+ Soft Skills steven heston l  the heston model and
Get the communication skills you need for career success with this unique book. Preparing you for exams and beyond, the valuable content delves into the issues that you’ll face in corporate, retail, and remote support environments. The book offers more than fifty scenarios depicting typical workplace situations, possible responses-and appropriate solutions to guide you. With this approach, you’ll gain valuable insight into becoming a team player and learn strategies to communicate more effectively with coworkers and customers.
1528.02 RUR
Steven Guttenberg A. Cosmesis of the Mouth, Face and Jaws steven heston l  the heston model and
Cosmesis of the Mouth, Face and Jaws provides a unique, whole-face approach to cosmetic procedures, focusing on oral, facial and gnathic components. Covering the core repertoire of cosmetic facial and dental procedures, including oral and maxillofacial surgery, cosmetic dentistry, prosthetic dentistry, orthodontics, head and neck surgery, plastic surgery, dermatology and more, this landmark text offers thorough and pragmatic clinical guidance in each area, as well as discussion of the relevant biological and scientific background, evidence (where available) and detection and avoidance of complications. The first book on facial cosmesis written by numerous experts in various specialties, Cosmesis of the Mouth, Face and Jaws acts as a cornerstone for those studying and expanding repertoire into this vast and absorbing area. Clear and precise text is accompanied by a wealth of clinical illustrations and photos in full color throughout, making this a must-have reference for oral and maxillofacial surgeons, specialists, dental and medical students, residents, clinicians and all practitioners interested in facial cosmesis.
14001.69 RUR
Steven  Dresner Reverse Mergers. And Other Alternatives to Traditional IPOs steven heston l  the heston model and
In good markets or bad, reverse mergers play a key role for companies that want to avoid the IPO route for going public. Since the successful first edition of Reverse Mergers was published in 2006, the economic and regulatory landscape has changed. Executives, owners, lawyers, accountants, professional investors, regulators, and others need to know what those changes mean for reverse mergers. Reverse-merger expert David Feldman gives an overview of the most important changes since the previous edition was published: new SEC regulations, the changing nature of SPACs (Special-Purpose Acquisition Company), and the emergence of new instruments called WRASPs (WestPark Alternative Senior Exchange Process). The book includes a new chapter on China, and the “Experts Speak” chapter features all new interviewees. David Feldman is one of the country’s leading experts on reverse mergers, self-filings, and other alternatives to IPOs. His firm has guided hundreds of companies on going public, advising them on structure and mechanics, financing, due diligence, regulatory issues, and more.
4888.57 RUR
Steven Davidoff M. Gods at War. Shotgun Takeovers, Government by Deal, and the Private Equity Implosion steven heston l  the heston model and
An engaging exploration of modern-day deals and deal-making Gods at War details the recent deals and events that have forever changed the world of billion-dollar deal-making. This book is a whirlwind tour of the players determining the destiny of corporate America, including the government, private equity, strategic buyers, hedge funds, and sovereign wealth funds. It not only examines many of the game-changing takeover events that have occurred in the past years, but also puts them into context and exposes what is really going on behind the scenes on Wall Street. Gods at War completely covers the strategic issues that guide the modern-day deal, and since they unfold under the shadow of the law, it also focuses on the legal aspects of deal-making and takeovers. Each chapter unfolds through the lens of a recent transaction, from the battle between Yahoo! and Microsoft to the United Rental/Cerberus dispute Provides in-depth explanations and analysis of the events and actors that have shaped this fast-moving field Examines the federal government's regulation by deal approach to saving the financial system and explains the government's biggest «deals», including its bail-outs of AIG, Bank of America, and Citigroup Filled with in-depth insights that will enhance your understanding of this field, Gods at War offers an engaging look at deals and deal-makers in the context of recent historical events. It's a book for those who want to understand deals, takeovers, and the people and institutions who shape our world.
1158.71 RUR
Steven Little S. Duck and Recover. The Embattled Business Owner's Guide to Survival and Growth steven heston l  the heston model and
Business growth expert Steven S. Little gives you the real-world strategies you need to navigate your business through economic uncertainty If you're a business owner or leader, you're no doubt feeling inundated on all sides by the gathering forces of this financial downturn—shrinking revenues, tightening resources, anxious workers, plunging profits. When economic storms hit, it's the clear-minded and action-oriented leader that ultimately guides their business to success. In order to position your business for the growth opportunities ahead, it is imperative for you to address your most critical issues now. Duck and (re)Cover is the ultimate business owner's guide to prevailing and prospering through tough economic times. It questions much of the «conventional wisdom» we all hear about recessions and instead offers an irreverently common-sense approach to survival and growth in the midst of economic uncertainty. This book focuses on the most significant challenges and opportunities facing embattled businesses today. Recommends specific, and effective strategies for keeping your business up and running, even if the economy continues to stall Includes a wealth of been-there-done-that advice that will help you clear your own path to sustainable, profitable growth Written by Steven S. Little, former president of three fast-growth companies and author of The Seven Irrefutable Rules of Small Business Growth Now is not the time for timidity. Instead, make the bold moves recommend here to not only weather the storm but to chart a course for your ultimate destination.
1403.29 RUR
Steven  Snape Ancient Egyptian Tombs. The Culture of Life and Death steven heston l  the heston model and
This book explores the development of tombs as a cultural phenomenon in ancient Egypt and examines what tombs reveal about ancient Egyptian culture and Egyptians’ belief in the afterlife. Investigates the roles of tombs in the development of funerary practices Draws on a range of data, including architecture, artifacts and texts Discusses tombs within the context of everyday life in Ancient Egypt Stresses the importance of the tomb as an eternal expression of the self
1709.01 RUR
Steven Stein J. The EQ Leader. Instilling Passion, Creating Shared Goals, and Building Meaningful Organizations through Emotional Intelligence steven heston l  the heston model and
A roadmap to success for tomorrow's leaders The EQ Leader provides an evidence-based model for exceptional leadership, and a four-pillar roadmap for real-world practice. Data collected from thousands of the world's best leaders—and their subordinates—reveals the keys to success: authenticity, coaching, insight, and innovation. By incorporating these methods into their everyday workflow, these leaders have propelled their teams to heights great enough to highlight the divide between successful and not-so-successful leadership. This book shows you how to put these key factors to work in your own practice, with clear examples and concrete steps for improving skills and competencies. New data from the author's own research into executive functioning describes the neurological aspects of leadership, and a deep look at the leaders of tomorrow delves into the fundamental differences that set them apart—and fuel their achievement. Leadership is changing, both in look and practice; strictly authoritative approaches are quickly losing ground as today's workers discover the power of collaboration and the importance of interpersonal awareness. This book provides step-by-step guidance for leading from within this space, with evidence-based approaches for success. Lead authentically to inspire and motivate others Support employee's needs and nurture development Communicate with purpose, meaning, and vision Foster ingenuity, imagination, and autonomous thinking An organization's success rests on the backs of its leadership. At all levels, true leadership is about much more than management and task distribution—it's about commitment, collaboration, nurturing talent, developing skills, fostering relationships, and so much more. The EQ Leader integrates the essential factors of successful leadership into a concrete blueprint for the future's leaders.
1834.36 RUR