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Yield Curve Dynamics by Ronald J. Ryan
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1Parsimonious HJM Modelling For Multiple Yield-Curve Dynamics
By Nicola Moreni and Andrea Pallavicini
For a long time interest-rate models were built on a single yield curve used both for discounting and forwarding. However, the crisis that has affected financial markets in the last years led market players to revise this assumption and accommodate basis-swap spreads, whose remarkable widening can no longer be neglected. In recent literature we find many proposals of multi-curve interest-rate models, whose calibration would typically require market quotes for all yield curves. At present this is not possible since most of the quotes are missing or extremely illiquid. Thanks to a suitable extension of the HJM framework, we propose a parsimonious model based on observed rates that deduces yield-curve dynamics from a single family of Markov processes. Furthermore, we detail a specification of the model reporting numerical examples of calibration to quoted market data.
“Parsimonious HJM Modelling For Multiple Yield-Curve Dynamics” Metadata:
- Title: ➤ Parsimonious HJM Modelling For Multiple Yield-Curve Dynamics
- Authors: Nicola MoreniAndrea Pallavicini
- Language: English
Edition Identifiers:
- Internet Archive ID: arxiv-1011.0828
Downloads Information:
The book is available for download in "texts" format, the size of the file-s is: 13.65 Mbs, the file-s for this book were downloaded 70 times, the file-s went public at Sat Sep 21 2013.
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Abbyy GZ - Animated GIF - Archive BitTorrent - DjVu - DjVuTXT - Djvu XML - Item Tile - Metadata - Scandata - Single Page Processed JP2 ZIP - Text PDF -
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2Ab Initio Yield Curve Dynamics
By Raymond J. Hawkins, B. Roy Frieden and Joseph L. D'Anna
We derive an equation of motion for interest-rate yield curves by applying a minimum Fisher information variational approach to the implied probability density. By construction, solutions to the equation of motion recover observed bond prices. More significantly, the form of the resulting equation explains the success of the Nelson Siegel approach to fitting static yield curves and the empirically observed modal structure of yield curves. A practical numerical implementation of this equation of motion is found by using the Karhunen-Loeve expansion and Galerkin's method to formulate a reduced-order model of yield curve dynamics.
“Ab Initio Yield Curve Dynamics” Metadata:
- Title: Ab Initio Yield Curve Dynamics
- Authors: Raymond J. HawkinsB. Roy FriedenJoseph L. D'Anna
Edition Identifiers:
- Internet Archive ID: arxiv-physics0507098
Downloads Information:
The book is available for download in "texts" format, the size of the file-s is: 6.19 Mbs, the file-s for this book were downloaded 84 times, the file-s went public at Thu Sep 19 2013.
Available formats:
Abbyy GZ - Animated GIF - Archive BitTorrent - DjVu - DjVuTXT - Djvu XML - Item Tile - Metadata - Scandata - Single Page Processed JP2 ZIP - Text PDF -
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Source: LibriVox
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Available audio books for downloads from LibriVox
1Eddie of Jackson's Gang
By Brother Ernest Ryan
Eddie. That is the only name our young, musically talented hero knew for himself. After being left at a Catholic orphanage as a young child, at the age of nine he is unwittingly adopted into a gang of thieves. Will he be able and maintain his innocence and escape their clutches? And will he ever be able to discover his true parentage?<br /><br /> Brother Ernest Ryan was a Holy Cross Brother, the founder of and a prolific author for the Dujarie Press, a Catholic publishing house of Juvenile Saint books for children in the 1950’s and 1960’s. He wrote numerous juvenile biographical saint books for children, as well as several children’s fictional titles – of which this is one. (Summary by Maria Therese)
“Eddie of Jackson's Gang” Metadata:
- Title: Eddie of Jackson's Gang
- Author: Brother Ernest Ryan
- Language: English
- Publish Date: 1941
Edition Specifications:
- Format: Audio
- Number of Sections: 19
- Total Time: 3:42:44
Edition Identifiers:
- libriVox ID: 5249
Links and information:
- LibriVox Link: LibriVox
- Number of Sections: 19 sections
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- File Name: eddie_jacksons_gang_mt_librivox
- File Format: zip
- Total Time: 3:42:44
- Download Link: Download link
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2Adventures of Tommy Blake
By Brother Ernest Ryan
Child of an atheist father and a devoutly Catholic mother, Tommy has been from childhood the object of a battle of love. Tommy’s courage and unfailing loyalty to his Faith help him to overcome obstacles which threaten his whole future with spiritual tragedy.<br><br> Brother Ernest Ryan, was a Holy Cross Brother, the founder of and a prolific author for the Dujarie Press, a Catholic publishing house of Juvenile Saint books for children in the 1950’s and 1960’s. He wrote numerous juvenile biographical saint books for children, as well as several children’s fictional titles – of which this is one. (Summary from an original jacket and Maria Therese)
“Adventures of Tommy Blake” Metadata:
- Title: Adventures of Tommy Blake
- Author: Brother Ernest Ryan
- Language: English
- Publish Date: 1940
Edition Specifications:
- Format: Audio
- Number of Sections: 14
- Total Time: 03:37:37
Edition Identifiers:
- libriVox ID: 8895
Links and information:
- LibriVox Link: LibriVox
- Number of Sections: 14 sections
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- File Name: tommyblake_1408_librivox
- File Format: zip
- Total Time: 03:37:37
- Download Link: Download link
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3Farewells
By Abram Joseph Ryan

LibriVox volunteers bring you 22 recordings of Farewells by Abram Joseph Ryan.<br> This was the Weekly Poetry project for May 26, 2019. <br> ------<br> Abram Joseph Ryan was an American poet, an active proponent of the Confederate States of America, and a Catholic priest. He has been called the "Poet-Priest of the South" and, less frequently, the "Poet Laureate of the Confederacy." - Summary by Wikipedia
“Farewells” Metadata:
- Title: Farewells
- Author: Abram Joseph Ryan
- Language: English
- Publish Date: 1880
Edition Specifications:
- Format: Audio
- Number of Sections: 22
- Total Time: 00:28:23
Edition Identifiers:
- libriVox ID: 14087
Links and information:
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- File Name: farewells_1906,poem_librivox
- File Format: zip
- Total Time: 00:28:23
- Download Link: Download link
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4Memories
By Abram Joseph Ryan

LibriVox volunteers bring you 20 recordings of Memories by Abram Joseph Ryan.<br> This was the Fortnightly Poetry project for January 29, 2023. <br> ------<br> Abram Joseph Ryan was an American poet, Catholic priest, Catholic newspaper editor, orator, and former Vincentian. An active proponent of the Confederate States of America, he has been called the "Poet-Priest of the South" and the "Poet Laureate of the Confederacy." - Summary by Wikipedia
“Memories” Metadata:
- Title: Memories
- Author: Abram Joseph Ryan
- Language: English
- Publish Date: 1896
Edition Specifications:
- Format: Audio
- Number of Sections: 20
- Total Time: 00:37:58
Edition Identifiers:
- libriVox ID: 18888
Links and information:
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- File Name: memories_2302,poem_librivox
- File Format: zip
- Total Time: 00:37:58
- Download Link: Download link
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5Poets
By Abram Joseph Ryan

LibriVox volunteers bring you 5 recordings of Poets by Abram Joseph Ryan.<br> This was the Fortnightly Poetry project for October 1, 2023. <br> ------<br> Abram Joseph Ryan was an American poet, Catholic priest, Catholic newspaper editor, orator, and former Vincentian. Many have said he was a priest for Confederate States of America but that was not shown in any military records. He served as a freelance chaplain for the last two years of the war for both North and South soldiers. - Summary by Wikipedia
“Poets” Metadata:
- Title: Poets
- Author: Abram Joseph Ryan
- Language: English
- Publish Date: 1896
Edition Specifications:
- Format: Audio
- Number of Sections: 5
- Total Time: 00:14:29
Edition Identifiers:
- libriVox ID: 19782
Links and information:
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- File Name: poets_2310,poem_librivox
- File Format: zip
- Total Time: 00:14:29
- Download Link: Download link
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6Land without Ruins
By Abram Joseph Ryan

LibriVox volunteers bring you 14 recordings of A Land without Ruins by Abram Joseph Ryan.<br> This was the Weekly Poetry project for April 8, 2024. <br> ------<br> Abram Joseph Ryan was an American poet, Catholic priest, Catholic newspaper editor, orator, and former Vincentian. He has been called the "Poet-Priest of the South" and the "Poet Laureate of the Confederacy". - Summary by Wikipedia
“Land without Ruins” Metadata:
- Title: Land without Ruins
- Author: Abram Joseph Ryan
- Language: English
- Publish Date: 1880
Edition Specifications:
- Format: Audio
- Number of Sections: 14
- Total Time: 00:34:34
Edition Identifiers:
- libriVox ID: 20466
Links and information:
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- File Name: alandwithoutruins_2404,poem_librivox
- File Format: zip
- Total Time: 00:34:34
- Download Link: Download link
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7Mother's Way
By Abram Joseph Ryan

LibriVox volunteers bring you 11 recordings of Mother's Way by Abram Joseph Ryan.<br> This was the Weekly Poetry project for May 5, 2024. <br> ------<br> Abram Joseph Ryan was an American poet, Catholic priest, Catholic newspaper editor, orator, and former Vincentian. He has been called the "Poet-Priest of the South" and the "Poet Laureate of the Confederacy". From the Introduction: "These simple rhymes are laid as a garland of love at the feet of his mother by her child the author." This Mother's Day poem is taken from Poems: Patriotic, Religious, Miscellaneous by Abram Joseph Ryan.
“Mother's Way” Metadata:
- Title: Mother's Way
- Author: Abram Joseph Ryan
- Language: English
- Publish Date: 1896
Edition Specifications:
- Format: Audio
- Number of Sections: 11
- Total Time: 00:18:32
Edition Identifiers:
- libriVox ID: 20539
Links and information:
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- File Name: mothersway_2405,poem_librivox
- File Format: zip
- Total Time: 00:18:32
- Download Link: Download link
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8Living Wage: Its Ethical and Economic Aspects
By John A. Ryan
LibriVox volunteers bring you 11 recordings of Mother's Way by Abram Joseph Ryan.<br> This was the Weekly Poetry project for May 5, 2024. <br> ------<br> Abram Joseph Ryan was an American poet, Catholic priest, Catholic newspaper editor, orator, and former Vincentian. He has been called the "Poet-Priest of the South" and the "Poet Laureate of the Confederacy". From the Introduction: "These simple rhymes are laid as a garland of love at the feet of his mother by her child the author." This Mother's Day poem is taken from Poems: Patriotic, Religious, Miscellaneous by Abram Joseph Ryan.
“Living Wage: Its Ethical and Economic Aspects” Metadata:
- Title: ➤ Living Wage: Its Ethical and Economic Aspects
- Author: John A. Ryan
- Language: English
- Publish Date: 1906
Edition Specifications:
- Format: Audio
- Number of Sections: 27
Edition Identifiers:
- libriVox ID: 20902
Links and information:
- LibriVox Link: LibriVox
- Text Source: Org/details/ALivingWage
- Number of Sections: 27 sections
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9March of the Deathless Dead
By Abram Joseph Ryan

LibriVox volunteers bring you 8 recordings of March of the Deathless Dead by Abram Joseph Ryan.<br> This was the Fortnightly Poetry project for October 27, 2024. <br> ------<br> Abram Joseph Ryan was an American poet, Catholic priest, Catholic newspaper editor, orator, and former Vincentian. Historians disagree on whether Ryan served as a military chaplain for the Confederate States of America. He has been called the "Poet-Priest of the South" and the "Poet Laureate of the Confederacy". - Summary by Wikipedia
“March of the Deathless Dead” Metadata:
- Title: March of the Deathless Dead
- Author: Abram Joseph Ryan
- Language: English
Edition Specifications:
- Format: Audio
- Number of Sections: 8
- Total Time: 00:18:56
Edition Identifiers:
- libriVox ID: 21049
Links and information:
- LibriVox Link: LibriVox
- Text Source: Org/ebooks/937 - Download text file/s.
- Number of Sections: 8 sections
Online Access
Download the Audio Book:
- File Name: marchdeathlessdead_2411,poem_librivox
- File Format: zip
- Total Time: 00:18:56
- Download Link: Download link
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