1.

Record Nr.

UNINA9910451470803321

Autore

Vees-Gulani Susanne <1970->

Titolo

Trauma and guilt [[electronic resource] ] : literature of wartime bombing in Germany / / Susanne Vees-Gulani

Pubbl/distr/stampa

Berlin ; ; New York, : W. de Gruyter, 2003

ISBN

1-282-19569-7

9786612195693

3-11-020203-4

Descrizione fisica

1 online resource (228 p.)

Disciplina

830.9/358

Soggetti

German literature - 20th century - History and criticism

World War, 1939-1945 - Germany - Literature and the war

World War, 1939-1945 - Aerial operations

World War, 1939-1945 - Psychological aspects

World War, 1939-1945 - Germany

Psychic trauma in literature

Electronic books.

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

Front matter -- Contents -- Introduction -- Trauma and Its Consequences -- Confronting the Past? The Role of Guilt and Shame in Postwar Germany -- The View from Within: The Air War in German Writing -- A Welcome Catastrophe: Jewish-German Voices -- International Reactions to the Bombings -- Conclusion -- Back matter

Sommario/riassunto

This book analyzes postwar literary works on large area bombings of German cities both in the context of trauma theory and questions of guilt and shame about Germany's Nazi past, embedding the recent debate surrounding the air war of World War II and its influence on German culture in a broader historical, societal, and psychological context.



2.

Record Nr.

UNINA9910786024703321

Autore

Diebold Francis X. <1959->

Titolo

Yield curve modeling and forecasting [[electronic resource] ] : the dynamic Nelson-Siegel approach / / Francis X. Diebold and Glenn D. Rudebusch

Pubbl/distr/stampa

Princeton, : Princeton University Press, c2013

ISBN

1-299-05121-9

1-4008-4541-6

Edizione

[Course Book]

Descrizione fisica

1 online resource (225 p.)

Collana

The Econometric and Tinbergen Institutes lectures

Altri autori (Persone)

RudebuschGlenn D. <1959->

Disciplina

332.63/2042

Soggetti

Bonds - Mathematical models

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

Front matter -- Contents -- Illustrations -- Introduction -- Preface -- Additional Acknowledgment -- 1. Facts, Factors, and Questions -- 2. Dynamic Nelson-Siegel -- 3. Arbitrage-Free Nelson-Siegel -- 4. Extensions -- 5. Macro-Finance -- 6. Epilogue -- Appendixes -- Appendix A: Two-Factor AFNS Calculations -- Appendix B: Details of AFNS Restrictions -- Appendix C: The AFGNS Yield-Adjustment Term -- Bibliography -- Index

Sommario/riassunto

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient-markets aspects, they pay



special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.