Peter Larkin: 3 books

Book cover of SABR and SABR LIBOR Market Models in Practice

SABR and SABR LIBOR Market Models in Practice

With Examples Implemented in Python

by Christian Crispoldi, Gérald Wigger, Peter Larkin
Language: English
Release Date: April 29, 2016

Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic products. A term structure model à la LIBOR Market Model (LMM) is often employed to value these more complex...
Book cover of Infrared and Raman Spectroscopy

Infrared and Raman Spectroscopy

Principles and Spectral Interpretation

by Peter Larkin
Language: English
Release Date: July 13, 2011

Infrared and Raman Spectroscopy: Principles and Spectral Interpretation explains the background, core principles and tests the readers understanding of the important techniques of Infrared and Raman Spectroscopy. These techniques are used by chemists, environmental scientists, forensic scientists...
Book cover of Infrared and Raman Spectroscopy

Infrared and Raman Spectroscopy

Principles and Spectral Interpretation

by Peter Larkin
Language: English
Release Date: November 13, 2017

Infrared and Raman Spectroscopy, Principles and Spectral Interpretation, Second Edition provides a solid introduction to vibrational spectroscopy with an emphasis on developing critical interpretation skills. This book fully integrates the use of both IR and Raman spectroscopy as spectral interpretation...
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