1.

Record Nr.

UNINA9910457850103321

Titolo

Branding post-communist nations : marketizing national identities in the "new" Europe / / edited by Nadia Kaneva

Pubbl/distr/stampa

New York : , : Routledge, , 2012

ISBN

1-283-44139-X

9786613441393

0-203-80681-6

1-136-65800-9

Descrizione fisica

1 online resource (260 p.)

Collana

Routledge research in cultural and media studies ; ; 33

Altri autori (Persone)

KanevaNadia

Disciplina

306.20947

Soggetti

Political culture - Europe, Eastern

Nationalism - Europe, Eastern

Electronic books.

Europe, Eastern Politics and government 1989-

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

pt. 1. Promises and problems of post-Communist nation branding -- pt. 2. Agents, institutions, practices -- pt. 3. Representations, mediations, narrations.

Sommario/riassunto

Nation branding--a set of ideas rooted in Western marketing--gained popularity in the post-communist world by promising a quick fix for the identity malaise of ""transitional"" societies. Since 1989, almost every country in Central and Eastern Europe has engaged in nation branding initiatives of varying scope and sophistication. For the first time, this volume collects in one place studies that examine the practices and discourses of the nation branding undertaken in these countries. In addition to documenting various rebranding initiatives, these studies raise important questions about their



2.

Record Nr.

UNINA9910145033603321

Autore

Lin X. Sheldon

Titolo

Introductory stochastic analysis for finance and insurance [[electronic resource] /] / X. Sheldon Lin

Pubbl/distr/stampa

Hoboken, N.J., : John Wiley, c2006

ISBN

1-280-41150-3

9786610411504

0-470-36217-0

0-471-79321-3

0-471-79320-5

Edizione

[1st edition]

Descrizione fisica

1 online resource (250 p.)

Collana

Wiley series in probability and statistics

Disciplina

332.01/51923

368.010151922

Soggetti

Finance - Mathematical models

Insurance - Mathematical models

Stochastic analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 217-219) and index.

Nota di contenuto

Introductory Stochastic Analysis for Finance and InsuranceIntroductory Stochastic Analysis for Finance and Insurance; CONTENTS; List of Figures; List of Tables; Preface; 1 Introduction; 2 Overview of Probability Theory; 2.1 Probability Spaces and Information Structures; 2.2 Random Variables, Moments and Transforms; LIST OF FIGURES; 2.1. The price of a stock over a two-day period.; 2.3 Multivariate Distributions; 2.4 Conditional Probability and Conditional Distributions; 2.2. The probability tree of the stock price over a two-day period.; 2.5 Conditional Expectation

2.3. The expectation tree of the stock price over a two-day period.2.6 The Central Limit Theorem; 3 Discrete-Time Stochastic Processes; 3.1 Stochastic Processes and Information Structures; 3.2 Random Walks; 3.1. The tree of a standard random walk.; 3.2. The binomial model of the stock price.; 3.3 Discrete-Time Markov Chains; 3.3. The binomial tree of the stock price.; 3.4 Martingales and Change of Probability Measure; 3.5 Stopping Times; 3.6 Option Pricing with Binomial Models;



3.4. The returns of a stock and a bond.; 3.5. The payoff function of a call.; 3.6. The payoff function of a put.

3.7. The payoff function of a strangle.3.7 Binomial Interest Rate Models; LIST OF TABLES; 3.1. A sample of quotes on U.S. Treasuries.; 3.8. Treasury yield curve, Treasury zero curve, and Treasury forward rate curve based on the quotes in Table 3.1.; 3.2. The market term structure.; 3.9. Constructing a short rate tree: step one.; 3.10. Constructing a short rate tree: step two.; 3.11. The complete short rate tree.; 4 Continuous-Time Stochastic Processes; 4.1 General Description of Continuous-Time Stochastic Processes; 4.2 Brownian Motion

4.1. A sample path of standard Brownian motion (μ = 0 and σ = 1).4.3 The Reflection Principle and Barrier Hitting Probabilities; 4.2.  A sample path of Brownian motion with μ = 1 and σ = 1.; 4.3. A sample path of Brownian motion with μ = -1 and σ = 1.; 4.4. A sample path of Brownian motion with μ = 0 and σ = 2.; 4.5. A sample path of Brownian motion with μ = 0 and σ = 0.5.; 4.6. A path of standard Brownian motion reflected after hitting.; 4.7. A path of standard Brownian motion reflected before hitting.; 4.4 The Poisson Process and Compound Poisson Process

4.8. A sample path of a compound Poisson process.4.9. A sample path of the shifted Poisson process {Xτ(t)}.; 4.5 Martingales; 4.6 Stopping Times and the Optional Sampling Theorem; 5 Stochastic Calculus: Basic Topics; 5.1 Stochastic (Ito) Integration; 5.2 Stochastic Differential Equations; 5.3 One-Dimensional Ito's Lemma; 5.1. The product rules in stochastic calculus.; 5.4 Continuous-Time Interest Rate Models; 5.5 The Black-Scholes Model and Option Pricing Formula; 5.6 The Stochastic Version of Integration by Parts; 5.7 Exponential Martingales; 5.8 The Martingale Representation Theorem

6 Stochastic Calculus: Advanced Topics

Sommario/riassunto

Incorporates the many tools needed for modeling and pricing in finance and insuranceIntroductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory.Consequently, the text is of interest to graduate



3.

Record Nr.

UNIORUON00071520

Autore

JANSSEN, Jac J.

Titolo

Annual egyptological bibliography = Bibliographie egyptologique annuelle 1978 / Compiled by Jac. J. Janssen with the collaboration of Inge Hofmann and L.M.J. Zonhoven

Pubbl/distr/stampa

X, 221 p. ; 24 cm

ISBN

08-566-8204-7

Edizione

[Warminster : Aris & Phillips]

Descrizione fisica

In testa al front.: International Association of Egyptologists

Altri autori (Persone)

HOFMANN, Inge

ZONHOVEN, L. M. J.

Disciplina

016.932

Soggetti

EGITTOLOGIA - Bibliografia

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia