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1. |
Record Nr. |
UNINA9910451470803321 |
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Autore |
Vees-Gulani Susanne <1970-> |
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Titolo |
Trauma and guilt [[electronic resource] ] : literature of wartime bombing in Germany / / Susanne Vees-Gulani |
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Pubbl/distr/stampa |
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Berlin ; ; New York, : W. de Gruyter, 2003 |
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ISBN |
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1-282-19569-7 |
9786612195693 |
3-11-020203-4 |
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Descrizione fisica |
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1 online resource (228 p.) |
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Disciplina |
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Soggetti |
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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. |
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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 and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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. |
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2. |
Record Nr. |
UNINA9910786024703321 |
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Autore |
Diebold Francis X. <1959-> |
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Titolo |
Yield curve modeling and forecasting [[electronic resource] ] : the dynamic Nelson-Siegel approach / / Francis X. Diebold and Glenn D. Rudebusch |
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Pubbl/distr/stampa |
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Princeton, : Princeton University Press, c2013 |
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ISBN |
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1-299-05121-9 |
1-4008-4541-6 |
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Edizione |
[Course Book] |
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Descrizione fisica |
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1 online resource (225 p.) |
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Collana |
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The Econometric and Tinbergen Institutes lectures |
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Altri autori (Persone) |
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RudebuschGlenn D. <1959-> |
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Disciplina |
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Soggetti |
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Bonds - Mathematical models |
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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 and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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 |
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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. |
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