Search results for ""Author Derib"

An incisive and essential guide to building a complete system for derivative scripting In Volume 2 of Modern Computational Finance Scripting for Derivatives and xVA, quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable and insightful roadmap to the interrogation, aggregation, and manipulation of cash-flows in a variety of ways. The book demonstrates how to facilitate portfolio-wide risk assessment and regulatory calculations (like xVA). Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and valuation tool. This essential book also offers: Effective strategies for improving scripting libraries, from basic examples—like support for dates and vectors—to advanced improvements, including American Monte Carlo techniques Exploration of the concepts of fuzzy logic and risk sensitivities, including support for smoothing and condition domains Discussion of the application of scripting to xVA, complete with a full treatment of branching Perfect for quantitative analysts, risk professionals, system developers, derivatives traders, and financial analysts, Modern Computational Finance Scripting for Derivatives and xVA: Volume 2 is also a must-read resource for students and teachers in master’s and PhD finance programs.

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A rare opportunity to go one-on-one with an industry giant and one of today's most respected financial thinkers, Merton Miller on Derivatives is a refreshingly accessible overview of derivatives, the revolution they have wrought, and the disasters they've supposedly caused. Though routinely assailed by regulators and the media, derivatives are hailed by a celebrated group of practitioners, analysts, and theorists, led most notably by Nobel laureate Merton Miller. Miller is legendary for repeatedly demonstrating-often with humor and always with grace-the value of derivatives in price discovery, managing financial risk, and tailoring a risk-return profile. Here, in this collection of his recent essays, Miller expounds on a number of critical derivatives issues. Is it a problem that some organizations have lost substantial sums on derivatives? Miller's short answer: Some organizations will always find ways to lose money. Nor does he believe that more government regulation is the answer. He notes, for example, that for all the horror stories about derivatives, the world's banks have lost vastly more in bad real estate deals than they'll ever lose on their derivatives portfolios. Merton Miller on Derivatives offers twenty-two provocative chapters. A sampling: "The Recent Derivatives 'Disasters': Assessing the Damage" takes a close look at such debacles as Procter & Gamble, Orange County, and Barings Bank. "Financial Regulation: The Inside Game" uses an apt sports analogy to show how the derivatives regulatory game is really played, as opposed to the way outsiders imagine it is played. "Japanese-American Trade Relations: Can Rambo Beat Godzilla?" succinctly sums up the nature of Japanese-American trade. And "Risk and Return on Futures Contracts: A Chicago View" highlights the pivotal role derivatives play in hedging risk. There are also penetrating pieces on corporate governance that compare the system existing in the United States and England with the one existing in Germany and Japan. To complete the collection, a section called "Questions I'm Often Asked" features Miller's unique perspective on a wide range of topics, from what's ahead for China to what we've learned from the Crash of 1987. Contrary to widely held perceptions, the so-called "derivatives revolution" has made the world safer, not more dangerous. This explains the phenomenal growth of financial futures. As Miller shows, derivatives enable organizations to deal effectively with risks that have plagued them for decades, even centuries. Praise for merton miller on derivatives "Miller is one of the clearest thinkers of our time. Once again, he provides a simple, insightful, and witty analysis of an important and complex topic. This book is truly fun to read." -Kenneth R. French Beinecke Professor of Management Studies and Finance Yale University School of Management. "Some of us trade markets; others of us observe markets; Merton Miller understands markets. As this volume demonstrates, Professor Miller is unsurpassed at cutting through fluff, misinterpretation, and even obfuscation to get to the heart of highly charged issues." -Charles W. Smithson Managing Director, CIBC Wood Gundy. "Vintage Merton Miller: zesty writing and forcefully communicated ideas, not only on derivatives, but on a wide range of topics in financial markets. This is no ponderous academic tome, but rather a series of entertaining, yet devastatingly analytical essays on controversial issues in finance. Great reading and great analysis." -Hans R. Stoll Walker Professor of Finance and Director of the Financial Markets Research Center, Vanderbilt University. "I am grateful to Merton Miller for setting the record straight, once again, regarding derivatives. With his customary brilliance, Merton cuts through the fog of misunderstanding and nonsense that too often surrounds derivatives and reveals them for what they truly are: phenomenally successful and essential risk management tools." -Jack Sandner Chairman, Chicago Mercantile Exchange.

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It's time for a new Thanksgiving tradition. After the pies, after the contented sighs, keep the reverence for the day going with this singularly stunning puzzle. Straight from the collection of John Derian, the artist and designer whose work with printed images of the past transports the viewer to another time and place, Crested Turkey is a nineteenth-century chromolithographic portrait that confirms the wonder and wisdom behind Benjamin Franklin's famous remark that in comparison with the bald eagle, the wild turkey is a much more respectable and courageous creature. And so handsome too!Featuring: 1,000 interlocking pieces Mini-poster (6 3/4 x 9 3/8) for reference or framing Completed puzzle size: 18 7/8 x 26 3/8

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What inspires you? A rose in full bloom, the bright faces of pansies as you kneel in the garden? Or lovely old books and illustrations from naturalists who set out to record the world? John Derian is an artist and designer whose work with printed images of the past transports the viewer to another time and place. Take the journey with him, in this set of notebooks perfect for recording thoughts, impressions, lists, and drawings. ·3 blank, unruled notebooks ·6 unique front and back cover illustrations ·64 pages each

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A year of exquisite vintage images curated by celebrated artist and designer John Derian. EYE-CATCHING IMAGERY: Beautiful nature images and illustrations are carefully selected from 19th-century books, lithographs, and prints to welcome you into John Derian’s world. GORGEOUS GIFT: Art lovers, designers, and vintage enthusiasts will appreciate this unique and elegant calendar. NOW PLASTIC-FREE!: For 2025, Workman Calendars are completely plastic-free. All wall calendars are now printed with an extended paper flap closed with a recyclable seal – no more shrink wrap!

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This classroom-tested text is intended for a one-semester course in Lebesgue’s theory. With over 180 exercises, the text takes an elementary approach, making it easily accessible to both upper-undergraduate- and lower-graduate-level students. The three main topics presented are measure, integration, and differentiation, and the only prerequisite is a course in elementary real analysis.In order to keep the book self-contained, an introductory chapter is included with the intent to fill the gap between what the student may have learned before and what is required to fully understand the consequent text. Proofs of difficult results, such as the differentiability property of functions of bounded variations, are dissected into small steps in order to be accessible to students. With the exception of a few simple statements, all results are proven in the text. The presentation is elementary, where σ-algebras are not used in the text on measure theory and Dini’s derivatives are not used in the chapter on differentiation. However, all the main results of Lebesgue’s theory are found in the book.http://online.sfsu.edu/sergei/MID.htm

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Marked by the establishment of ISDA in 1985, derivatives have become an indispensable, integral and deeply embedded part of the international financial markets. The new global regulatory framework instituted following the 2008 financial crisis was accompanied by a series of operational, commercial and documentation changes, which has made the derivatives markets stronger, safer and more resilient. However, a deeper and more robust product and regulatory understanding of the derivatives market is more important than ever. This fourth edition of Practical Derivatives: A Transactional Approach features a number of new chapters analysing the latest trends in the following areas: the rise of derivatives referencing cryptocurrencies and other digital assets, and the emerging regulatory framework on both sides of the Atlantic; the slow but steady move to assets meeting the Environmental, Social and Governance (ESG) criteria in the area of derivatives and structured products; the completion of the regulatory framework for cleared and OTC derivatives; the development of non-English/New York law derivatives documentation; and the emergence of new structures in the securities finance world. It also includes updated chapters explaining how derivatives are used in the practical context, how the documentation works and any pitfalls for the unwary. It provides real-life tips for the application and negotiation of transactions referencing: 2021 ISDA Interest Rate Derivatives Definitions; 2014 ISDA Credit Derivatives Definitions; 2002 ISDA Equity Derivatives Definitions; 2005 ISDA Commodity Definitions; Regulatory IM and VM documentation; and The principal repo and stock lending forms of agreement. With contributions from leading law firms, investment firms and academics, this accessible book takes a transactional approach and features coverage of product innovations. Whether you are at a bank, asset manager, pension fund, insurance company or other financial institution; from a company or organisation looking to invest or manage your risk; or involved in providing advisory services to these entities, this title will provide you with practical tools for using derivatives in your business.

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John Derian is an artist and designer whose work with printed images of the past transports the viewer to another time and place. Take the journey with him, in this set of notebooks perfect for recording thoughts, impressions, lists, and drawings. ·3 blank, unruled notebooks ·6 unique front and back cover illustrations ·64 pages each

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What delights you? A vibrant red? A mysterious blue? Color studies capture that place where ground mineral meets water and light, imagination meets science, and the painter has an aha moment. John Derian is an artist and designer whose work with printed images of the past transports the viewer to another time and place. Take the journey with him, in this set of notebooks perfect for recording thoughts, impressions, lists, and drawings. ·3 blank, unruled notebooks ·6 unique front and back cover illustrations ·64 pages each

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The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

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John Derian is an artist and designer whose work with printed images from the past transports the viewer to another world. Now Derian expands his beautiful line of puzzles, wrapping paper, notebooks, notepads, and stickers with three all-new 1,000 piece puzzles, each featuring mesmerizing 19th-century artwork sourced from old and rare books.Featuring: 1,000 full-color interlocking pieces Art print with puzzle image Finished puzzle is 26 3/8 x 18 7/8

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In The World Computer Jonathan Beller forcefully demonstrates that the history of commodification generates information itself. Out of the omnipresent calculus imposed by commodification, information emerges historically as a new money form. Investigating its subsequent financialization of daily life and colonization of semiotics, Beller situates the development of myriad systems for quantifying the value of people, objects, and affects as endemic to racial capitalism and computation. Built on oppression and genocide, capital and its technical result as computation manifest as racial formations, as do the machines and software of social mediation that feed racial capitalism and run on social difference. Algorithms, derived from for-profit management strategies, conscript all forms of expression—language, image, music, communication—into the calculus of capital such that even protest may turn a profit. Computational media function for the purpose of extraction rather than ameliorating global crises, and financialize every expressive act, converting each utterance into a wager. Repairing this ecology of exploitation, Beller contends, requires decolonizing information and money, and the scripting of futures wagered by the cultural legacies and claims of those in struggle.

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Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data representation, calibration, and sensitivity computation. Traders and structurers will learn about structured products, selection of the most appropriate models, as well as efficient hedging methods while risk managers will better understand market, credit, and model risk and find valuable information on advanced correlation concepts. Equity Derivatives and Hybrids provides exhaustive coverage of both market standard and new approaches, including: -Empirical properties of stock returns including autocorrelation and jumps -Dividend discount models -Non-Markovian and discrete-time volatility processes -Correlation skew modeling via copula as well as local and stochastic correlation factors -Hybrid modeling covering local and stochastic processes for interest rate, hazard rate, and volatility as well as closed form solutions -Credit, debt, and funding valuation adjustment (CVA, DVA, FVA) -Monte Carlo techniques for sensitivities including algorithmic differentiation, path recycling, as well as multilevel. Written in a highly accessible manner with examples, applications, research, and ideas throughout, this book provides a valuable resource for quantitative-minded practitioners and researchers.

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Who said Christmas has to be all pine boughs and poinsettias? Not Currier & Ives, clearly, who published this breathtakingly colourful greenhouse fantasy of a generous holiday bouquet. Taken from the collection of John Derian, A Merry Christmas joyously transcends the clichéd palette of greens and reds. As you put it together petal by petal, you can imagine the delight of receiving this basket of living jewels on a snowy Victorian December day. John Derian is an artist and designer whose work with printed images of the past transports the viewer to another time and place. His line of 1,000-piece puzzles are produced with great care and quality to ensure hours of pure pleasure, from spreading out the pieces to admiring the finished work.Featuring:1,000 full-colour interlocking piecesArt print with puzzle imageFinished puzzle is 26 3/8 x 18 7/8

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This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars. Each chapter concludes with exercises.

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Derivatives were responsible for one of the worst financial meltdowns we have ever seen, one from which we have not yet fully recovered. However, they are likewise capable of generating some of the most incredible wealth we have ever seen. This book asks how we might ensure the latter while avoiding the former. Looking past the usual arguments for the regulation or abolition of derivative finance, it asks a more probing question: what kinds of social institutions and policies would we need to put in place to both avail ourselves of the derivative's wealth production and make sure that production benefits all of us? To answer that question, the contributors to this book draw upon their deep backgrounds in finance, social science, art, and the humanities to create a new way of understanding derivative finance that does justice to its social and cultural dimensions. They offer a two-pronged analysis. First, they develop a social understanding of the derivative that casts it in the light of anthropological concepts such as the gift, ritual, play, dividuality, and performativity. Second, they develop a derivative understanding of the social, using financial concepts such as risk, hedging, optionality, and arbitrage to uncover new dimensions of contemporary social reality. In doing so, they construct a necessary, renewed vision of derivative finance as a deeply embedded aspect not just of our economics but our culture.

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Introduces readers to the growing applications of nutraceuticals and other natural product derivatives This comprehensive book presents a prophylactic and therapeutic approach to chronic disease prevention strategy by highlighting the translational potential of plant-derived dietary and non-dietary factors from epidemiological, laboratory, and clinical studies. It also shares the experiences of highly reputed experts working in the area of phytomedicine and nutraceutical agents in chemoprevention, to promote the significance of natural products and dietary factors as an elite priority for containing chronic diseases in the human population. Nutraceuticals and Natural Product Derivatives: Disease Prevention & Drug Discovery starts by examining natural food sources for the control of glycemia and the prevention of diabetic complications. It then looks at the anti-aging effects of sulfur-containing amino acids and nutraceuticals, and the potential of garcinia fruits to combat metabolic syndrome. Other topics covered include honey- and propolis-mediated regulation of protein networks in cancer cells; recent trends in drug discovery against Alzheimer’s disease; the therapeutic potential of metalloherbal nanoceuticals; and much more. Offers an alternative, natural approach to the prevention of chronic diseases Emphasizes the potential of plant-derived dietary and non-dietary factors from epidemiological, laboratory, and clinical studies Features contributions from world-renowned experts in the field of phytomedicine and nutraceutical agents in chemoprevention Includes prevention strategies in normal/risk populations through routine inclusion of specific dietary regimens and as therapeutic strategy for better management through adjuvant interventions with conventional treatment protocols Nutraceuticals and Natural Product Derivatives: Disease Prevention & Drug Discovery will appeal to graduate students and professionals in cell and molecular biology, translational research, pharmacology/drug discovery, medicinal chemistry, and clinical nutrition.

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Brings together practical information previously available only innumerous separate sources. Handbook of Analytical DerivationReactions begins with an overview of analytical derivatizationwith a section on apparatus. Describes analytical derivatizationmethods organized according to the sample to be derivatized.Discussion of methods includes derivative type, reagent, sampletype, reaction, and typical procedure with comments and referencesfor each.

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This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.

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The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.

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Named one of Vogue’s 27 Stupendous Stocking Stuffer Ideas What nourishes you?A crisp fall apple? A luscious strawberry? Here’s a pad with patterns of antique floral prints perfect for jotting down lists, ideas, and important notes with delicious style. ·80 easy tear-off pages ·4 different designs repeat throughout

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El presente volumen incluye veintiséis estudios de otros tantos especialistas que abordan la historia de este movimiento, sus orígenes, continuidades y el rastro de su presencia en nuestra época. Tratando de dar respuesta a sus rastros plurales, los trabajos reunidos aquí abordan expresiones y proyectos surrealistas en el campo de las revistas literarias y artísticas, en literatura, antropología, pintura, arquitectura, cine y fotografía.De la lectura de estos textos se desprende una conclusión rotunda: el surrealismo dibujó con nitidez y exploró en profundidad los territorios del deseo humano, enriqueciendo el imaginario de esa subjetividad deseante con visiones cuya fuerza aún perdura. Por ello, aunque nunca tendrá lugar, siempre vuelve.

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Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative text offers up-to-date knowledge and practices across a broad range of topics that address the entire manufacturing, pricing and risk management process, including practical knowledge and industrial best practices. This resource blends quantitative and business perspectives to provide an in-depth understanding of the derivative risk management skills that are necessary to adopt in the competitive financial industry. Manufacturing and managing customer-driven derivative products have become more complex due to macro factors such as the multi-curve environments triggered by the recent financial crises, stricter regulatory requirements of consistent modelling and managing frameworks, and the need for risk/reward optimisation. Explore the fundamental components of the derivatives business, including equity derivatives, interest rates derivatives, real estate derivatives, and real life derivatives, etc. Examine the life cycle of manufacturing derivative products and practical pricing models Deep dive into a wide range of customer-driven structured derivative products, their investment or hedging payoff features and associated risk exposures Examine the implications of changing regulatory standards, which can increase costs in the banking sector Discover practical yet sophisticated product analysis, quantitative modeling, infrastructure integration, risk analysis, and hedging analysis Gain insight on how banks should handle complex derivatives products Manufacturing and Managing Customer-Driven Derivatives is an essential guide for quants, structurers, derivatives traders, risk managers, business executives, insurance industry professionals, hedge fund managers, academic lecturers, and financial math students who are interested in looking at the bigger picture of the manufacturing, pricing and risk management process of customer-driven derivative transactions.

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John Derian is an artist and designer whose work with printed images from the past transports the viewer to another world. Now Derian expands his beautiful line of puzzles, wrapping paper, notebooks, notepads, and stickers with three all-new 1,000 piece puzzles, each featuring mesmerizing 19th-century artwork sourced from old and rare books.Featuring: 1,000 full-color interlocking pieces Art print with puzzle image Finished puzzle is 26 3/8 x 18 7/8

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Behold the perfect carrot from John Derian, the artist and designer whose work with printed images from the past transports the viewer to another world. Based on a chromolithographic print from a nineteenth-century botanical guide, Three Carrots features a trio of plump French carrots that evoke a moment food lovers dream about, when what's for dinner was plucked from the garden only a brief time earlier.Featuring: 1,000 interlocking pieces Mini-poster (6 3/4 x 9 3/8) for reference or framing Completed puzzle size: 18 7/8 x 26 3/8

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In The World Computer Jonathan Beller forcefully demonstrates that the history of commodification generates information itself. Out of the omnipresent calculus imposed by commodification, information emerges historically as a new money form. Investigating its subsequent financialization of daily life and colonization of semiotics, Beller situates the development of myriad systems for quantifying the value of people, objects, and affects as endemic to racial capitalism and computation. Built on oppression and genocide, capital and its technical result as computation manifest as racial formations, as do the machines and software of social mediation that feed racial capitalism and run on social difference. Algorithms, derived from for-profit management strategies, conscript all forms of expression—language, image, music, communication—into the calculus of capital such that even protest may turn a profit. Computational media function for the purpose of extraction rather than ameliorating global crises, and financialize every expressive act, converting each utterance into a wager. Repairing this ecology of exploitation, Beller contends, requires decolonizing information and money, and the scripting of futures wagered by the cultural legacies and claims of those in struggle.

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Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.

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It's spring, and a young bunny's fancy turns to love. And good thing his best friend, the lamb, is there to help him woo his beloved. Straight from the collection of John Derian, the artist and designer whose work with printed images of the past transports the viewer to another time and place, Easter Greeting is a nineteenth-century chromolithographic postcard imbued with the sweetness and sentimentality that makes Victoriana so appealing. As you piece it together, you might just find yourself in a newly lifted mood, wondering if our innocence isn't irretrievably lost after all.Featuring: 1,000 full-color interlocking pieces Art print with puzzle image Finished puzzle is 18 7/8 x 26 3/8

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Derivatives Regulation - Rules and Reasoning from Lehman to Covid provides an indepth examination of the changes made to the regulation of derivatives that were enacted following the global financial crisis of 2008, considering the motivations behind these changes and including insights from the Covid pandemic. Key areas of derivatives regulatory reform are examined, including bank capital and leverage rules, the clearing mandate, uncleared margin rules, and the principles for the regulation of central counterparties. After providing an overview of the global financial crisis, the motivations for these reforms in its immediate aftermath are considered, as well as the impact of these rules on the financial system, using insights from the market stress around the onset of the Covid pandemic in 2020. The book analyses the construction of financial regulation, as well as its nature and how this should be assessed, using tools from the law, economics, and regulatory theory. Global administrative law, cost benefit analysis, and the results of regulatory interventions in other areas throw light on the legitimacy, efficiency, and effectiveness of derivatives regulation. Insights from international political economy are also discussed, situating financial regulation within the regulatory state, while showing how its institutional arrangements shape regulatory outcomes. Suggestions for improving both rules and regulatory processes are considered in the conclusion of the book.

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Equity strategies are closely guarded secrets and as such, there is very little written about how investors and corporate can utilise equity vehicles as part of their growth strategies. In this much-needed book, industry expert Juan Ramiraz guides readers through the whole range of equity derivative instruments, showing how they can be applied to a range of equity capital market situations, including hedging, yield enhancement and disposal of strategic stakes, mergers and acquisitions, stock options plan hedging, equity financings, share buybacks and other transactions on treasury shares, bank regulatory capital arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative strategies have been used in real-life situations.

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A beautiful notepad with colorful style—perfect for lists, ideas, and important notesIncludes: ·80 easy tear-off pages ·4 different designs repeat throughoutWhat delights you? A vibrant red? A mysterious blue? Here’s a pad with patterns of nineteenth- and twentieth-century artists’ studies perfect for jotting down lists, ideas, and important notes with colorful style.

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Alginate Fibers and Wound Dressings Comprehensive resource on the science and research behind alginate fibers, along with their many functional applications in different fields Alginate Fibers and Wound Dressings: Seaweed Derived Natural Therapy offers a general introduction to the sources of alginate and the production methods for alginate fibers and wound dressings, in addition to the novel properties and applications of these functional materials in wound management. Taking into consideration of the latest results of clinical researches conducted around the world, this book summarizes the unique properties of alginate wound dressings, including their ‘gel blocking’ properties and the ability to promote wound healing, facilitate haemostasis, reduce pain, suppress bacteria growth, and lower treatment cost in the treatment of a wide range of wounds, including leg ulcers, burn wounds, pressure sores, surgical wounds, and many other types of wounds with high levels of exudates. Sample topics covered in Alginate Fibers and Wound Dressings include: Why alginate fibers can be used as a carrier to deliver zinc, copper, silver, and other bioactive metal ions How alginate wound dressings can help maintain a physiologically moist microenvironment that promotes healing and the formation of granulation tissue Unique properties of alginate fibers that are highly useful for functional textile materials and medical textile products, such as gel forming properties when in contact with body fluid Other excellent performance characteristics of alginate fibers, such as haemostatic, antimicrobial, skin whitening, and many other unique bioactivities Providing comprehensive coverage of the subject, Alginate Fibers and Wound Dressings is an essential resource for students, researchers, and professionals involved in professions and programs of study that intersect with the subject.

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The financial industry's invention of complex products such as credit default swaps and other derivatives has been widely blamed for triggering the global financial crisis of 2008. In Codes of Finance, Vincent Antonin Lepinay, a former employee of one of the world's leading investment banks, takes readers behind the scenes of the equity derivatives business at the bank before the crisis, providing a detailed firsthand account of the creation, marketing, selling, accounting, and management of these financial instruments--and of how they ultimately created havoc inside and outside the bank.

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While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace. In Derivatives Handbook: Risk Management and Control, two of the field's leading experts bring together the best, current cutting-edge thinking on derivatives to provide a comprehensive and accessible resource on risk management. Derivatives Handbook presents a cogent, clear-eyed, and fresh perspective with an all-star roster of leading practitioners, academics, attorneys, accountants, consultants, and professionals who share their invaluable insights. These seasoned players provide incisive discussions on a wide range of topics, including Risk and Regulation in Derivatives Markets, Credit Derivatives, and Minimizing Operations Risk. Plus, there are comprehensive sections dedicated to case law and legal risk, risk measurement, risk oversight, regulation, and transparency and disclosure. For further guidance, Derivatives Handbook provides a concise survey of literature on some of the most significant scholarship in recent years. This book contains a wealth of probing, informative articles for not only finance professionals, but also for senior managers, corporate boards, lawyers, students, and anyone with an interest in the financial markets. Derivatives-the latest thinking, the top minds in the field, the newest applications Derivatives Handbook: Risk Management and Control brings together the latest and best thinking on derivatives and risk management from some of the world's leading practitioners, academics, attorneys, accountants, consultants, and professionals all in one acclaimed book. Robert Schwartz and Clifford Smith have created a solid resource for derivatives use. Sections include: * Risk and Regulation in Derivatives Markets * Credit Derivatives Report Card on VAR * Hedge Accounting * Minimizing Operations Risk The Board of Directors' Role * Firm-wide Risk Management An entire section of derivative case studies * Plus, a complete review of case law affecting swaps and related derivative instruments "Derivatives Handbook: Risk Management and Control covers a wide range of subjects related to risk management-including legal risks, accounting issues, the current global regulatory debate and an explanation of how to manage and measure risk. The editors have formed a truly impressive group of contributors. This book strikes a good balance throughout to focus on the significant issues in the industry and provide a broad perspective on risk management."- Gay H. Evans, Senior Managing Director, Bankers Trust International, PLC and Chairman of the International Swaps and Derivatives Association Derivatives Handbook: Risk Management and Control provides the most reliable, current information and authoritative guidance for anyone with an interest in the derivatives markets. The Contributors Brandon Becker, Tanya Styblo Beder, Harold Bierman, Jr., Wendy H. Brewer, Michael S. Canter, Andrew J. C. Clark, Christopher L. Culp, Daniel P. Cunningham, Franklin R. Edwards, Gerald D. Gay, Anthony C. Gooch, Wendy Lee Gramm, Alan Greenspan, Margaret E. Grottenthaler, Douglas E. Harris, Ludger Hentschel, Jamie Hutchinson, Frank Iacono, James V. Jordan, Linda B. Klein, Anatoli Kuprianov, James C. Lam, Robert J. Mackay, Robert M. Mark, Francois-Ihor Mazur, Joanne T. Medero, Antonio S. Mello, Merton H. Miller, John E. Parsons, Jeffrey L. Seltzer, Charles W. Smithson, and Thomas J. Werlen.

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This monograph aims to give an overview of recent chemical and technological developments in the area of polymers and co-polymers derived from isobutylene, which have a wide range of (industrial) applications. The scientific basis for presenting the material – application of the acid-base theory with a view to the fundamental steps of isobutylene polymerization – is combined with the application of quantum-chemical calculations of catalysts, linked active centers, separate elementary stages of the process, and critical analysis of some experimental data. In addition, a number of problems, such as the macrokinetic description of isobutylene polymerization, description of the balanced scheme of industrial production of isobutylene polymers, and initiation of isobutylene polymerization with the help of immobilized cationic catalysts are discussed. Special attention is given to ecological aspects of synthesis and application of isobutylene polymers. This book will be of value and interest to researchers in the areas of chemistry and physics of high-molecular compounds, as well as engineers and technologists specialized in the area of olefins and polyolefins.

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Metal–organic frameworks (MOFs) are porous crystalline polymers con­structed by metal sites and organic building blocks. Since the discovery of MOFs in the 1990s, they have received tremendous research attention for various applications due to their high surface area, controllable morphology, tunable chemical properties, and multifunctionalities, including MOFs as precursors and self-sacrificing templates for synthesizing metal oxides, heteroatom-doped carbons, metal-atoms encapsulated carbons, and others. Thus, awareness and knowledge about MOFs and their derived nanomaterials with conceptual understanding are essential for the advanced material community. This breakthrough new volume aims to explore down-to-earth applications in fields such as biomedical, environmental, energy, and electronics. This book provides an overview of the structural and fundamental properties, synthesis strategies, and versatile applications of MOFs and their derived nanomaterials. It gives an updated and comprehensive account of the research in the field of MOFs and their derived nanomaterials. Whether as a reference for industry professionals and nanotechnologists or for use in the classroom for graduate and postgraduate students, faculty members, and research and development specialists working in the area of inorganic chemistry, materials science, and chemical engineering, this is a must-have for any library.

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This timely book provides a detailed analysis of the regulatory landscape of energy derivatives trading in the EU. Liebrich Hiemstra argues that current supervision of the sector is too opaque and identifies how more effective legal remedies can be created to safeguard important legal values. Analysing the intersection of the energy and financial sectors, this book references key judgments from the EU Court of Justice to examine the interactions between energy derivatives supervisory bodies and market participants active in energy trading. Hiemstra explores the tension between energy derivatives trading as a cross-border activity, and a legislative framework for the sector characterised by national supervision and enforcement. The book outlines how this leads to ineffective supervision, particularly in the area of information sharing, with market participants obliged to disclose business-sensitive information. It gives practical recommendations to advance legislation and regulation in the field and protect the field from increasing energy sector volatility. EU Supervision of Energy Derivative Trading will be essential reading for scholars of energy law, financial law, and EU supervision and practitioners in this field. It will also be an invaluable resource for supervisory agencies looking to improve regulatory frameworks.

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