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1. |
Record Nr. |
UNINA9910462376203321 |
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Autore |
Pizer Donald |
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Titolo |
American naturalism and the Jews [[electronic resource] ] : Garland, Norris, Dreiser, Wharton, and Cather / / Donald Pizer |
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Pubbl/distr/stampa |
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Urbana, : University of Illinois Press, c2008 |
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ISBN |
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1-283-58312-7 |
9786613895578 |
0-252-09217-1 |
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Descrizione fisica |
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1 online resource (110 p.) |
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Disciplina |
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Soggetti |
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American literature - 20th century - History and criticism |
American literature - 19th century - History and criticism |
Jews in literature |
Antisemitism in literature |
Naturalism in literature |
Authors, American - 20th century - Political and social views |
Authors, American - 19th century - Political and social views |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [77]-83) and index. |
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Nota di contenuto |
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""front cover""; ""Title Page""; ""Copyright Page""; ""Table of Contents""; ""Acknowledgments""; ""Introduction""; ""1. Hamlin Garland""; ""2. Frank Norris""; ""3. Theodore Dreiser""; ""4. Edith Wharton and Willa Cather""; ""Epilogue""; ""Notes""; ""Works Cited""; ""Index""; ""back cover"" |
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2. |
Record Nr. |
UNINA9910543418703321 |
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Autore |
Tucholsky Kurt <1890-1935, > |
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Titolo |
Berlin! Berlin! : dispatches from the weimar republic / / Kurt Tucholsky ; translated by Cindy Opitz |
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Pubbl/distr/stampa |
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New York : , : Berlinica Publishing LLC, , [2013] |
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©2013 |
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ISBN |
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Descrizione fisica |
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1 online resource (199 p.) |
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Collana |
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Kurt Tucholsky in Translation |
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Disciplina |
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Soggetti |
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Electronic books. |
Berlin (Germany) Social conditions 20th century |
Berlin (Germany) Social life and customs 20th century |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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Front Cover; Title Page; Half Title; Copyright; Contents; Why Kurt Tucholsky Today? Foreword by Anne Nelson; Kurt Tucholsky: A Berlin Life. Introduction by Ian King; Part I, The Beginnings: Tucholsky and His Berlin; Berlin! Berlin!; Three Biographies; To the Berlin Woman; The City's Face; Interview with Myself; Part II, Before the Great War: The Gilded Age; Fairy Tale; Harun al-Rashid; Berlin Cabaret; Summertime in Berlin; The Policed; Berlin Is Having Fun!; Carnival in Berlin; At the Movies; The Monitors; Part III, After the Great War: The Weimar Republic; Berlin's Gambling Dens |
We Really Should Have. . .Flouting Love; White Spots; Berlin Business; In the Provinces; 150 Kaiserallee; Lion on the Loose!; Prussian Heaven; The Homeless; A Children's Hell in Berlin; Three Generations; Berlin Love; Mr. Wendriner Makes a Phone Call; The Family; Mornings at Eight; To Do! To Do!; Evenings after Six; Ape Cage; Berlin's Best; The Lamplighters; The Central Office; Berliner on Vacation; Berlin Traffic; Mr. Wendriner Goes to the Theater; Confessio; "Just a Minute!"; The Slogan; Part IV, Impending Doom: Leaving Berlin; Berlin! Berlin!; Where Do the Holes in Cheese Come From? |
Weisse with a ShotThe Times Are Screaming for Satire; In the Hotel Lobby; Lottie Confesses 1 Lover; In Defense of Berlin; Brief Outline of the National Economy; Mr. Wendriner Lives in a Dictatorship; Röhm; |
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Afterward; Berlinica Presents |
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Sommario/riassunto |
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A complete satirical selection from the ""man with the acid pen and the perfect pitch for hypocrisy," as Tucholsky-expert Peter Wortsman writes, this book contains Tucholsky's news stories, features, satirical pieces, and poems about his hometown Berlin. It depicts Weimar Berlin, its cabarets, its policies, its follies, its ticks, and its celebrities, such as Pola Negri, Gussy Holl, Bert Brecht, Max Reinhardt, and Heinrich Zille. Herr Wendriner, the chatty Berlin businessman, makes an appearance, as well as Lottchen, the flapper, modelled after one of Tucholsky's real-life girlfriends. The boo |
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3. |
Record Nr. |
UNINA9910154929203321 |
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Autore |
Hull John <1946-> |
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Titolo |
Fundamentals of futures and options market / / John C. Hull |
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Pubbl/distr/stampa |
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Harlow, England : , : Pearson, , [2016] |
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©2016 |
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Edizione |
[Global edition, Eight edition.] |
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Descrizione fisica |
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1 online resource (623 pages) : illustrations |
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Disciplina |
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Soggetti |
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Options (Finance) |
Futures markets |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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Cover -- Title Page -- Copyright Page -- Contents in Brief -- Contents -- Preface -- Chapter 1: Introduction -- 1.1 Futures Contracts -- 1.2 History of Futures Markets -- 1.3 The Over-the-Counter Market -- 1.4 Forward Contracts -- 1.5 Options -- 1.6 History of Options Markets -- 1.7 Types of Trader -- 1.8 Hedgers -- 1.9 Speculators -- 1.10 Arbitrageurs -- 1.11 Dangers -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 2: Mechanics of Futures Markets -- 2.1 Opening and Closing Futures Positions -- 2.2 Speci?cation of a Futures Contract -- 2.3 Convergence of Futures Price to Spot Price -- 2.4 The Operation of Margin Accounts -- 2.5 OTC |
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Markets -- 2.6 Market Quotes -- 2.7 Delivery -- 2.8 Types of Trader and Types of Order -- 2.9 Regulation -- 2.10 Accounting and Tax -- 2.11 Forward vs. Futures Contracts -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 3: Hedging Strategies Using Futures -- 3.1 Basic Principles -- 3.2 Arguments for and Against Hedging -- 3.3 Basis Risk -- 3.4 Cross Hedging -- 3.5 Stock Index Futures -- 3.6 Stack and Roll -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Review of Key Concepts in Statistics and the CAPM -- Chapter 4: Interest Rates -- 4.1 Types of Rates -- 4.2 Measuring Interest Rates -- 4.3 Zero Rates -- 4.4 Bond Pricing -- 4.5 Determining Treasury Zero Rates -- 4.6 Forward Rates -- 4.7 Forward Rate Agreements -- 4.8 Theories of the Term Structure of Interest Rates -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Exponential and Logarithmic Functions -- Chapter 5: Determination of Forward and Futures Prices -- 5.1 Investment Assets vs. Consumption Assets -- 5.2 Short Selling -- 5.3 Assumptions and Notation. |
5.4 Forward Price for an Investment Asset -- 5.5 Known Income -- 5.6 Known Yield -- 5.7 Valuing Forward Contracts -- 5.8 Are Forward Prices and Futures Prices Equal? -- 5.9 Futures Prices of Stock Indices -- 5.10 Forward and Futures Contracts on Currencies -- 5.11 Futures on Commodities -- 5.12 The Cost of Carry -- 5.13 Delivery Options -- 5.14 Futures Prices and the Expected Spot Prices -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 6: Interest Rate Futures -- 6.1 Day Count and Quotation Conventions -- 6.2 Treasury Bond Futures -- 6.3 Eurodollar Futures -- 6.4 Duration -- 6.5 Duration-Based Hedging Strategies Using Futures -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 7: Swaps -- 7.1 Mechanics of Interest Rate Swaps -- 7.2 Day Count Issues -- 7.3 Confirmations -- 7.4 The Comparative-Advantage Argument -- 7.5 The Nature of Swap Rates -- 7.6 Overnight Indexed Swaps -- 7.7 Valuation of Interest Rate Swaps -- 7.8 Estimating the Zero Curve for Discounting -- 7.9 Forward Rates -- 7.10 Valuation in Terms of Bonds -- 7.11 Term Structure E?ects -- 7.12 Fixed-for-Fixed Currency Swaps -- 7.13 Valuation of Fixed-for-Fixed Currency Swaps -- 7.14 Other Currency Swaps -- 7.15 Credit Risk -- 7.16 Other Types of Swap -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 8: Securitization and the Credit Crisis of 2007 -- 8.1 Securitization -- 8.2 The U.S. Housing Market -- 8.3 What Went Wrong? -- 8.4 The Aftermath -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 9: Mechanics of Options Markets -- 9.1 Types of Option -- 9.2 Option Positions -- 9.3 Underlying Assets -- 9.4 Speci?cation of Stock Options -- 9.5 Trading -- 9.6 Commissions -- 9.7 Margin Requirements. |
9.8 The Options Clearing Corporation -- 9.9 Regulation -- 9.10 Taxation -- 9.11 Warrants, Employee Stock Options, and Convertibles -- 9.12 Over-the-Counter Options Markets -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 10: Properties of Stock Options -- 10.1 Factors Affecting Option Prices -- 10.2 Assumptions and Notation -- 10.3 Upper and Lower Bounds for Option Prices -- 10.4 Put-Call Parity -- 10.5 Calls on a Non-Dividend-Paying Stock -- 10.6 Puts on a Non-Dividend-Paying Stock -- 10.7 Effect of Dividends -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 11: Trading Strategies Involving Options -- 11.1 Principal-Protected Notes -- 11.2 Strategies Involving a Single Option and a Stock -- 11.3 Spreads -- |
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11.4 Combinations -- 11.5 Other Pay o?s -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 12: Introduction to Binomial Trees -- 12.1 A One-Step Binomial Model and a No-Arbitrage Argument -- 12.2 Risk-Neutral Valuation -- 12.3 Two-Step Binomial Trees -- 12.4 A Put Example -- 12.5 American Options -- 12.6 Delta -- 12.7 Determining u and d -- 12.8 Increasing the Number of Time Steps -- 12.9 Using DerivaGem -- 12.10 Options on Other Assets -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Derivation of the Black-Scholes-Merton Option Pricing Formula from Binomial Tree -- Chapter 13: Valuing Stock Options: The Black-Scholes-Merton Model -- 13.1 AssumptionsaboutHowStockPricesEvolve -- 13.2 Expected Return -- 13.3 Volatility -- 13.4 Estimating Volatility from Historical Data -- 13.5 Assumptions Underlying Black-Scholes-Merton -- 13.6 The Key No-Arbitrage Argument -- 13.7 The Black-Scholes-Merton Pricing Formulas -- 13.8 Risk-Neutral Valuation -- 13.9 Implied Volatilities. |
13.10 Dividends -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: The Early Exercise of American Call Options on Dividend-Paying Stocks -- Chapter 14: Employee Stock Options -- 14.1 Contractual Arrangements -- 14.2 Do Options Align the Interests of Shareholders and Managers? -- 14.3 AccountingIssues -- 14.4 Valuation -- 14.5 Backdating Scandals -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 15: Options on Stock Indices and Currencies -- 15.1 Options on Stock Indices -- 15.2 Currency Options -- 15.3 Options on Stocks Paying Known Dividend Yields -- 15.4 Valuation of European Stock Index Options -- 15.5 Valuation of European Currency Options -- 15.6 American Options -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 16: Futures Options -- 16.1 Nature of Futures Options -- 16.2 Reasons for the Popularity of Futures Options -- 16.3 European Spot and Futures Options -- 16.4 Put-Call Parity -- 16.5 Bounds for Futures Options -- 16.6 Valuation of Futures Options Using Binomial Trees -- 16.7 A Futures Price as an Asset Providing a Yield -- 16.8 Black's Model for Valuing Futures Options -- 16.9 Using Black's Model Instead of Black-Scholes-Merton -- 16.10 American Futures Options vs. American Spot Options -- 16.11 Futures-Style Options -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 17: The Greek Letters -- 17.1 Illustration -- 17.2 Naked and Covered Positions -- 17.3 A Stop-Loss Strategy -- 17.4 Delta Hedging -- 17.5 Theta -- 17.6 Gamma -- 17.7 Relationship Between Delta, Theta, and Gamma -- 17.8 Vega -- 17.9 Rho -- 17.10 The Realities of Hedging -- 17.11 Scenario Analysis -- 17.12 Extension of Formulas -- 17.13 Creating Options Synthetically for Portfolio Insurance. |
17.14 Stock Market Volatility -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 18: Binomial Trees in Practice -- 18.1 The Binomial Model for a Non-Dividend-Paying Stock -- 18.2 Using the Binomial Tree for Options on Indices, Currencies, and Futures Contracts -- 18.3 The Binomial Model for a Dividend-Paying Stock -- 18.4 Extensions of the Basic Tree Approach -- 18.5 Alternative Procedure for Constructing Trees -- 18.6 Monte Carlo Simulation -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 19: Volatility Smiles -- 19.1 Foreign Currency Options -- 19.2 Equity Options -- 19.3 The Volatility Term Structure and Volatility Surfaces -- 19.4 When a Single Large Jump Is Anticipated -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Why the Put Volatility Smile is the Same as the Call Volatility Smile -- Chapter 20: Value at |
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Risk -- 20.1 The VaR Measure -- 20.2 Historical Simulation -- 20.3 Model-Building Approach -- 20.4 Generalization of Linear Model -- 20.5 Quadratic Model -- 20.6 Estimating Volatilities and Correlations -- 20.7 Comparison of Approaches -- 20.8 Stress Testing and Back Testing -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 21: InterestRateOptions -- 21.1 Exchange-Traded Interest Rate Options -- 21.2 Embedded Bond Options -- 21.3 Black's Model -- 21.4 European Bond Options -- 21.5 Interest Rate Caps -- 21.6 European Swap Options -- 21.7 Term Structure Models -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 22: Exotic Options and Other Nonstandard Products -- 22.1 Exotic Options -- 22.2 Agency Mortgage-Backed Securities -- 22.3 Nonstandard Swaps -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions. |
Chapter 23: Credit Derivatives. |
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Sommario/riassunto |
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For undergraduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. A reader-friendly book with an abundance of numerical and real-life examples. Based on Hull's Options, Futures and Other Derivatives, Fundamentals of Futures and Options Markets presents an accessible and student-friendly overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides students through the material while helping them prepare for the working world. |
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