The SABR Baseball List & Record Book

The SABR Baseball List & Record Book
Title The SABR Baseball List & Record Book PDF eBook
Author Society for American Baseball Research
Publisher Simon and Schuster
Pages 499
Release 2007-03-20
Genre Sports & Recreation
ISBN 1416554564

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From the authority on baseball research and statistics comes a vast and fascinating compendium of unique baseball lists and records. The SABR Baseball List & Record Book is an expansive collection of pitching, hitting, fielding, home run, team, and rookie records not available online or in any other book. This is a treasure trove of baseball history for statistically minded baseball fans that's also packed with intriguing marginalia. For instance, on July 25, 1967, Chicago's Ken Berry ended Game Two of a doubleheader against Cleveland with a home run in the bottom of the sixteenth inning -- Chicago's second game-winning homer of the day. The comprehensive lists include Most Career Home Runs by Two Brothers (Tommie and Hank Aaron have 768), Most Seasons with 15 or More Wins (Cy Young and Greg Maddux each have 18), and Highest On Base Percentage in a Season by a Rookie (listing every rookie above .400). Unlike other record books that only list the record holders -- say, most RBI by a rookie, held by Ted Williams with 145 -- SABR details every rookie to reach 100 RBI. Other record books might note the last pitcher in each league to steal home; here SABR has included every pitcher to do it. The book also includes a number of idiosyncratic features, such as a rundown of every player who has hit a triple and then stolen home, or every reliever who has won two games in one day. Many of the lists include a comments column for key historical notes and entertaining trivia (Bob Horner hit four home runs in a 1986 game, but his team lost). This is a must-have for every fan's library. Edited by Lyle Spatz, Chairman of the Baseball Records Committee for SABR

Modern SABR Analytics

Modern SABR Analytics
Title Modern SABR Analytics PDF eBook
Author Alexandre Antonov
Publisher Springer
Pages 127
Release 2019-05-02
Genre Mathematics
ISBN 9783030106553

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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.

The SABR/LIBOR Market Model

The SABR/LIBOR Market Model
Title The SABR/LIBOR Market Model PDF eBook
Author Riccardo Rebonato
Publisher John Wiley & Sons
Pages 308
Release 2011-03-01
Genre Business & Economics
ISBN 1119995639

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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. The authors show how to accurately recover the whole of the SABR smile surface using their extension of the LIBOR market model. This is not just a new model, this is a new way of option pricing that takes into account the need to calibrate as accurately as possible to the plain vanilla reference hedging instruments and the need to obtain prices and hedges in reasonable time whilst reproducing a realistic future evolution of the smile surface. It removes the hard choice between accuracy and time because the framework that the authors provide reproduces today's market prices of plain vanilla options almost exactly and simultaneously gives a reasonable future evolution for the smile surface. The authors take the SABR model as the starting point for their extension of the LMM because it is a good model for European options. The problem, however with SABR is that it treats each European option in isolation and the processes for the various underlyings (forward and swap rates) do not talk to each other so it isn't obvious how to relate these processes into the dynamics of the whole yield curve. With this new model, the authors bring the dynamics of the various forward rates and stochastic volatilities under a single umbrella. To ensure the absence of arbitrage they derive drift adjustments to be applied to both the forward rates and their volatilities. When this is completed, complex derivatives that depend on the joint realisation of all relevant forward rates can now be priced. Contents THE THEORETICAL SET-UP The Libor Market model The SABR Model The LMM-SABR Model IMPLEMENTATION AND CALIBRATION Calibrating the LMM-SABR model to Market Caplet prices Calibrating the LMM/SABR model to Market Swaption Prices Calibrating the Correlation Structure EMPIRICAL EVIDENCE The Empirical problem Estimating the volatility of the forward rates Estimating the correlation structure Estimating the volatility of the volatility HEDGING Hedging the Volatility Structure Hedging the Correlation Structure Hedging in conditions of market stress

The Last Yankee

The Last Yankee
Title The Last Yankee PDF eBook
Author Society for American Baseball Research (Sabr)
Publisher
Pages 120
Release 1999-01-30
Genre Sports & Recreation
ISBN 9780910137775

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A collection of articles, essays, statistics, and lore on the game of baseball.

Our Team

Our Team
Title Our Team PDF eBook
Author Luke Epplin
Publisher Flatiron Books
Pages 416
Release 2021-03-30
Genre Sports & Recreation
ISBN 1250313805

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The riveting story of four men—Larry Doby, Bill Veeck, Bob Feller, and Satchel Paige—whose improbable union on the Cleveland Indians in the late 1940s would shape the immediate postwar era of Major League Baseball and beyond. In July 1947, not even three months after Jackie Robinson debuted on the Brooklyn Dodgers, snapping the color line that had segregated Major League Baseball, Larry Doby would follow in his footsteps on the Cleveland Indians. Though Doby, as the second Black player in the majors, would struggle during his first summer in Cleveland, his subsequent turnaround in 1948 from benchwarmer to superstar sparked one of the wildest and most meaningful seasons in baseball history. In intimate, absorbing detail, Luke Epplin's Our Team traces the story of the integration of the Cleveland Indians and their quest for a World Series title through four key participants: Bill Veeck, an eccentric and visionary owner adept at exploding fireworks on and off the field; Larry Doby, a soft-spoken, hard-hitting pioneer whose major-league breakthrough shattered stereotypes that so much of white America held about Black ballplayers; Bob Feller, a pitching prodigy from the Iowa cornfields who set the template for the athlete as businessman; and Satchel Paige, a legendary pitcher from the Negro Leagues whose belated entry into the majors whipped baseball fans across the country into a frenzy. Together, as the backbone of a team that epitomized the postwar American spirit in all its hopes and contradictions, these four men would captivate the nation by storming to the World Series--all the while rewriting the rules of what was possible in sports.

Begin With Bismillah

Begin With Bismillah
Title Begin With Bismillah PDF eBook
Author Myrmidon Books
Publisher
Pages 102
Release 2019-08-15
Genre
ISBN 9781686493560

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Pretty gratitude journal for women and girls. With so many things to be thankful for in the world around us, how often do we take the time to collect our thoughts of appreciation for the gifts we take for granted from Him? Now you can do exactly that with this beautiful notebook, designed especially for the purpose! This blank-lined journal is ideal for Islamic teens, girls, and women of all ages. The pages of this simple-to-use journal are divided into two halves. Begin the day ahead's duties, hopes and tasks correctly by invoking His name, with 'Bismillah' on the lined left-hand of the page. Bring it to a close with gratitude to Him for the blessings of your accomplishments and 'Alhamdulillah' on the right. The English translations of these two phrases, taken from the Holy Quran, follow on the next page. The perfect gift for journal writing, to-do lists, diary entries, daily planning or simply to draw in, using a blank page. Use Amazon's 'Look Inside' feature to see more of the interior on a laptop or desktop for yourself!

SABR 50 at 50

SABR 50 at 50
Title SABR 50 at 50 PDF eBook
Author Bill Nowlin
Publisher University of Nebraska Press
Pages 627
Release 2020-09-01
Genre Sports & Recreation
ISBN 1496223268

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SABR 50 at 50 celebrates and highlights the Society for American Baseball Research’s wide-ranging contributions to baseball history. Established in 1971 in Cooperstown, New York, SABR has sought to foster and disseminate the research of baseball—with groundbreaking work from statisticians, historians, and independent researchers—and has published dozens of articles with far-reaching and long-lasting impact on the game. Among its current membership are many Major and Minor League Baseball officials, broadcasters, and writers as well as numerous former players. The diversity of SABR members’ interests is reflected in this fiftieth-anniversary volume—from baseball and the arts to statistical analysis to the Deadball Era to women in baseball. SABR 50 at 50 includes the most important and influential research published by members across a multitude of topics, including the sabermetric work of Dick Cramer, Pete Palmer, and Bill James, along with Jerry Malloy on the Negro Leagues, Keith Olbermann on why the shortstop position is number 6, John Thorn and Jules Tygiel on the untold story behind Jackie Robinson’s signing with the Dodgers, and Gai Berlage on the Colorado Silver Bullets women’s team in the 1990s. To provide history and context, each notable research article is accompanied by a short introduction. As SABR celebrates fifty years this collection gathers the organization’s most notable research and baseball history for the serious baseball reader.