Kenneth McKay – författare
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7 produkter
SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Av Riccardo Rebonato, Kenneth McKay m. fl.
Inbunden, 2009
1014 kr
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This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. …
SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Av Richard White, Kenneth McKay m. fl.
E-bok, 2010
1192 kr
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This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. …
SABR/LIBOR Market Model
Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Av Richard White, Kenneth McKay m. fl.
E-bok, 2011
1166 kr
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This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model. …
Many Glancing Colours
An Essay in Reading Tennyson, 1809–1850
E-bok, 1988
600 kr
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‘Poetry,’ wrote Tennyson ‘is like shot-silk with many glancing colours.’ Taking this statement as a key to Tennyson’s art and meaning, Kenneth McKay explores in detail the maturing poems from Tennyson’s earliest efforts as a boy under his father’s eye at Somersby, through ‘Timbuctoo’ and ‘The …
Many Glancing Colours
An Essay in Reading Tennyson, 1809-1850
Häftad, 1988
476 kr
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‘Poetry,’ wrote Tennyson ‘is like shot-silk with many glancing colours.’ Taking this statement as a key to Tennyson’s art and meaning, Kenneth McKay explores in detail the maturing poems from Tennyson’s earliest efforts as a boy under his father’s eye at Somersby, through ‘Timbuctoo’ and ‘The …
Practical Production Control
A Survival Guide for Planners and Schedulers
Av Kenneth McKay, Vincent Wiers
Inbunden, 2004
687 kr
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While other books describe production control from an idealistic perspective, this book explains the real work of successful production control. The reader will learn: how the scheduling task can be decomposed and organized; how the production control department can be structured; how to hire and …
Out of the Ordinary
Finding Hidden Threats by Analyzing Unusual Behavior
Av John Hollywood, Diane Snyder m. fl.
Häftad, 2005
341 kr
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