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Lasting Solutions to High Risk Programs

Lasting Solutions to High Risk Programs
Author: United States. Congress. Senate. Committee on Governmental Affairs
Publisher:
Total Pages: 1388
Release: 1997
Genre: Political Science
ISBN:

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Defense Finance and Accounting Service

Defense Finance and Accounting Service
Author: United States. Defense Finance and Accounting Service
Publisher:
Total Pages: 30
Release: 1997
Genre: Defense contracts
ISBN:

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Modern SABR Analytics

Modern SABR Analytics
Author: Alexandre Antonov
Publisher: Springer
Total Pages: 127
Release: 2019-04-23
Genre: Mathematics
ISBN: 303010656X

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Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a negative rates environment, and shows how to generalize it to a similar model with additional degrees of freedom, allowing simultaneous model calibration to swaptions and CMSs. Since the SABR model is used on practically every trading floor to construct interest rate options volatility cubes in an arbitrage-free manner, a careful treatment of it is extremely important. The book will be of interest to experienced industry practitioners, as well as to students and professors in academia. Aimed mainly at financial industry practitioners (for example quants and former physicists) this book will also be interesting to mathematicians who seek intuition in the mathematical finance.


SABRS

SABRS
Author: United States. Defense Finance and Accounting Service
Publisher:
Total Pages:
Release: 1994
Genre:
ISBN:

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Lessons Learned from the 14-year Systems Development of the Marine Corps' Standard Accounting, Budgeting and Reporting System (SABRS)

Lessons Learned from the 14-year Systems Development of the Marine Corps' Standard Accounting, Budgeting and Reporting System (SABRS)
Author: Jeffrey Louis Tavares
Publisher:
Total Pages: 98
Release: 1994
Genre:
ISBN:

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In August of 1978 the Marine Corps initiated the development of a consolidated financial management system. On October 1, 1992, after 14-years of systems development effort, the Standard Accounting, Budgeting and Reporting System (SABRS) was finally implemented throughout the Marine Corps. This thesis chronicles the 14-year SABRS systems development effort using the historical case study research method. Data is presented from both archival sources and personal interviews. The SABRS project reveals some important general lessons about the systems development process that will prove useful to future project managers tasked with developing large-scale administrative information systems. These lessons learned include, but are not limited to, the importance of top management support, the role of the project manager as leader, rather than technical expert, the use of adaptive prototyping, the importance of fitting the right people to the right task, and the ability of management to alter its commitment to a failed course of action.


Modelling and implementation of a microscopic traffic simulation system

Modelling and implementation of a microscopic traffic simulation system
Author: Johannes Brügmann
Publisher: Logos Verlag Berlin GmbH
Total Pages: 242
Release: 2015-11-16
Genre: Computers
ISBN: 3832541330

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This thesis presents the foundations, the initial state, and the progress made in modelling and implementing a real-world and real-time online microscopic traffic simulation system for highway traffic. To successfully model and implement such a simulation system, this thesis recommends the use of a number of formal methods applied at the right places. As part of the recommendation, this thesis proposes a microscopic traffic simulation system. To explore the feasibility and the potential of the recommended methods, it observes and examines the proposed system from multiple views and under various different aspects. As part of the examination, this thesis provides a (semi-)formal specification, a model implementation, an implementation of a productive system, and the benefits that result from validating such a system. The results and any proper application of them have the potential to increase the reliability and the trustworthiness for any future implementation of the proposed simulation system. The presented results additionally motivate to apply the proposed approach to similar simulation systems. The thesis concludes the presentation of the results with some considerations for future implementations.