| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910463088503321 |
|
|
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 |
|
|
|
|
|
|
Soggetti |
|
Bonds - Mathematical models |
Electronic books. |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
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. |
|
|
|
|
|
|
2. |
Record Nr. |
UNINA9910789539303321 |
|
|
Autore |
Rustin Margaret |
|
|
Titolo |
Mirror to nature : drama, psychoanalysis and society / / by Margaret Rustin |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Boca Raton, FL : , : Routledge, an imprint of Taylor and Francis, , [2018] |
|
©2002 |
|
|
|
|
|
|
|
|
|
ISBN |
|
1-78049-711-3 |
0-429-91629-9 |
0-429-90206-9 |
0-429-47729-5 |
1-283-12579-X |
9786613125798 |
1-84940-360-0 |
|
|
|
|
|
|
|
|
Edizione |
[First edition.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (307 p.) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
|
|
Soggetti |
|
Psychoanalysis and art |
Psychoanalysis and literature |
Theater - Psychological aspects |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
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 |
|
COVER; CONTENTS; SERIES EDITORS' PREFACE; PREFACE; Chapter 1. |
|
|
|
|
|
|
|
|
|
|
|
Introduction: theatre, mind, and society; Chapter 2. Medea: love and violence split asunder; Chapter 3. Ion: an Athenian ""family romance""; Chapter 4. Shakespeare's Macbeth: a marital tragedy; Chapter 5. Shakespeare's A Midsummer Night's Dream: further meditations on marriage; Chapter 6. What Ibsen knew; Chapter 7. Chekhov: the pain of intimate relationships; Chapter 8. Oscar Wilde's glittering surface; Chapter 9. Arthur Miller: fragile masculinity in American society; Chapter 10. Beckett: dramas of psychic catastrophe |
Chapter 11. Psychic spaces in Harold Pinter's workREFERENCES; INDEX |
|
|
|
|
|
|
Sommario/riassunto |
|
This book brings the insights of psychoanalysis to bear on drama in the western dramatic tradition. Plays which are discussed in detail include works by Shakespeare, Ibsen, Chekhov, Wilde, and Beckett among others. The authors seek to show that the subtle understanding of conscious and unconscious emotions achieved by psychoanalytic practice can bring new ways of understanding classic works of drama. The argument of the book, set out in its introduction and exemplified in its discussion of individual dramatists and plays, is that western drama has represented the central tensions of societies as crises in the relationships of gender and generation, through dramatic explorations of the inner life of families. This is the common theme which links the book's analysis of Medea, Macbeth and A Midsummer Night's Dream amongst others. The value of this book lies in the originality of its analysis of individual plays, and the subtlety with which it brings psychoanalytic and sociological insights together. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3. |
Record Nr. |
UNINA9910820276403321 |
|
|
Titolo |
Advanced materials and structures V : selected, peer reviewed papers from the fifth International Conference on Advanced Materials and Structures (AMS 2013), October 24-25, 2013, Timișoara, Romania / / edited by Mircea Nicoara and Carmen Opris |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Pfaffikon, Switzerland : , : TTP, , 2014 |
|
©2014 |
|
|
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (338 p.) |
|
|
|
|
|
|
Collana |
|
Solid State Phenomena, , 1662-9779 ; ; Volume 216 |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Materials |
Biomedical materials |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references at the end of each chapters and indexes. |
|
|
|
|
|
|
|
|
Nota di contenuto |
|
Advanced Materials and Structures V; Preface, Committees and Sponsor; Table of Contents; Chapter 1: Advanced Materials; About Replacement of Nickel as Amorphization Element for Fabrication of Ultra-Rapidly Solidified Ti-Zr Alloys; The Effect of Mo and Al on the Corrosion Behavior of Titanium and Some of its Alloys for Biomedical Applications; Structural Characteristics of Ductile Iron at Different Rare Earth Contribution from a Magnesium Ferrosilicon Alloy; Correlation between Microstructure and Magnetic Properties on MnZn Ferrite with Bi2O3 Increasing Addition |
Composite Powder and Compacts of Iron/Iron Oxide Type Produced by Mechanosynthesis and Reactive SinteringCrystallization of Ni-Cr-Si-B and Ni-Cr-Fe-Si-B Amorphous Alloys; Implant Surface Finishing Influence on Tissue-Implant Anchoring; Mechanical Behavior of Fe60Co14Ga2P10B5Si3Al3C3 Bulk Metallic Glass; The Influence of Sulphur and Oxigen Additions in Mg-Treated Iron on the Cooling Curves Parameters; Research on the Influence of Pelleting Mixture Components on Chemical Components and Pellets Structure; Chapter 2: Materials Characterization |
Joint Quality Assessment of Three Different Laser Welded Dental |
|
|
|
|
|
|
|
|
|
|
|
AlloysDescription of Degradation Process of Rubberized Lean Concrete; Influence of Cooling Rate on the Structural Characteristics of Ca and Rare Earth Inoculated, Low-S Grey Cast Iron; Influence of the Si-Content on the High Temperature Oxidation Behaviour of NiCrBSi-Coatings; A Study on Metal-Ceramic Thermal Expansion Compatibility; An Evaluation of Sn-Cu-Ga and Sn-Cu-Ag Solder Alloys for Applications within the Electronics Industry |
Analysis of Hazards Identified within the Premises of the Electric Steelworks, to Carry out the Risk AssessmentComputation of HAZ Hardness for Low Alloyed Welded Steels Using Five-Parameter Logistic Function; Damage Detection in Flux Cored Wire Welded Structures by Using Vibration Testing; Determination of Flexural Properties of Rigid PUR Foams Using Digital Image Correlation; Effects of Silicon Carbide Proportion and Artificial Aging Parameters on Microstructure and Hardness of Al-Cu/SiCp Composites |
Experimental and Numerical Investigations of TBC Behaviour after Aging, Subjected to Tension and BendingDetermination of Mechanical Properties of Chondrocytes in Articular Cartilage Using Atomic Force Microscopy; Heat Transfer in Composites Subjected to Temperature Variations; Influence of Milling Time on the Homogeneity of the Al2O3/Ni Composite Powders Obtained by Mechanical Milling; Measurement of Young's Modulus and Shear Modulus of Some Structures Welded Using Flux Cored Wire by Vibration Tests |
Mechanical Effects of Simulated Pressure and Temperature Conditions on Porcelain Dental Bridges |
|
|
|
|
|
|
Sommario/riassunto |
|
Collection of selected, peer reviewed papers from the the Fifth International Conference on Advanced Materials and Structures (AMS 2013), 24-25 October 2013, Timişoara, Romania. The 56 papers are grouped as follows: Chapter 1: Advanced Materials, Chapter 2: Materials Characterization, Chapter 3: Modern Processing Techniques |
|
|
|
|
|
|
|
| |