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1. |
Record Nr. |
UNISA996205075003316 |
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Titolo |
The Cambridge companion to the Spanish novel : from 1600 to the present / / edited by Harriet Turner and Adelaida López de Martínez [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2003 |
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ISBN |
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1-139-81625-X |
1-139-00022-5 |
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Descrizione fisica |
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1 online resource (xxxv, 304 pages) : digital, PDF file(s) |
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Collana |
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Cambridge companions to literature |
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Disciplina |
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Soggetti |
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Spanish fiction - History and criticism |
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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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Title from publisher's bibliographic system (viewed on 09 Nov 2015). |
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Nota di bibliografia |
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Nota di contenuto |
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On the novel : mirror and text / Adelaida López de Martínez and Harriet Turner -- The legacy of Don Quijote and the picaresque novel / Anthony J. Close -- The Enlightenment and fictional form / Rebecca Haidt -- The regional novel : evolution and consolation / Alison Sinclair -- The folletín : Spain looks to Europe / Elisa Martí-López -- The realist novel / Harriet Turner -- History and fiction / Geoffrey Ribbans -- Gender and beyond : nineteenth-century Spanish women writers / Lou Charnon-Deutsch -- Decadence and innovation in fin de siglo Spain / Noël Valis -- From the Generation of 1898 to the vanguard / Roberta Johnson -- The testimonial novel and the novel of memory / Gonzalo Sobejano -- Questioning the text / Bradley Epps -- Women and fiction in post-Franco Spain / Akiko Tsuchiya -- Cultural alliances : film and literature in the socialist period, 1982-1995 / Isolina Ballesteros -- The novel beyond modernity / Teresa M. Vilarós -- Writing about writing / Randolph D. Pope. |
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Sommario/riassunto |
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The Cambridge Companion to the Spanish Novel presents the development of the modern Spanish novel from 1600 to the present. Drawing on the combined legacies of Don Quijote and the traditions of the picaresque novel, these essays focus on the question of invention and experiment, on what constitutes the singular features of evolving fictional forms. It examines how the novel articulates the relationships between history and fiction, high and popular culture, art and ideology, |
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and gender and society. Contributors highlight the role played by historical events and cultural contexts in the elaboration of the Spanish novel, which often takes a self-conscious stance toward literary tradition. Topics covered include the regional novel, women writers, and film and literature. This companionable survey, which includes a chronology and guide to further reading, conveys a vivid sense of the innovative techniques of the Spanish novel and of the debates surrounding it. |
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2. |
Record Nr. |
UNINA9910789716503321 |
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Autore |
Rachev S. T (Svetlozar Todorov) |
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Titolo |
Advanced stochastic models, risk assessment, and portfolio optimization [[electronic resource] ] : the ideal risk, uncertainty, and performance measures / / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
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Pubbl/distr/stampa |
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Hoboken, N.J., : Wiley |
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[Chichester, : John Wiley, distributor], 2008 |
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ISBN |
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1-281-21730-1 |
0-470-25360-6 |
9786611217303 |
1-283-27295-4 |
9786613272959 |
1-118-08614-7 |
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Descrizione fisica |
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1 online resource (39 p.) |
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Collana |
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The Frank J. Fabozzi series |
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Altri autori (Persone) |
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StoyanovStoyan V |
FabozziFrank J |
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Disciplina |
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Soggetti |
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Stochastic processes |
Mathematical optimization |
Risk assessment - Mathematical models |
Portfolio management - 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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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; 1.1 INTRODUCTION; 1.2 BASIC CONCEPTS; 1.3 DISCRETE PROBABILITY DISTRIBUTIONS; 1.4 CONTINUOUS PROBABILITY DISTRIBUTIONS; 1.5 STATISTICAL MOMENTS AND QUANTILES; 1.6 JOINT PROBABILITY DISTRIBUTIONS; 1.7 PROBABILISTIC INEQUALITIES; 1.8 SUMMARY; BIBLIOGRAPHY; Chapter 2 Optimization; 2.1 INTRODUCTION; 2.2 UNCONSTRAINED OPTIMIZATION; 2.3 CONSTRAINED OPTIMIZATION; 2.4 SUMMARY; BIBLIOGRAPHY; Chapter 3 Probability Metrics; 3.1 INTRODUCTION |
3.2 MEASURING DISTANCES: THE DISCRETE CASE3.3 PRIMARY, SIMPLE, AND COMPOUND METRICS; 3.4 SUMMARY; 3.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 4 Ideal Probability Metrics; 4.1 INTRODUCTION; 4.2 THE CLASSICAL CENTRAL LIMIT THEOREM; 4.3 THE GENERALIZED CENTRAL LIMIT THEOREM; 4.4 CONSTRUCTION OF IDEAL PROBABILITY METRICS; 4.5 SUMMARY; 4.6 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 5 Choice under Uncertainty; 5.1 INTRODUCTION; 5.2 EXPECTED UTILITY THEORY; 5.3 STOCHASTIC DOMINANCE; 5.4 PROBABILITY METRICS AND STOCHASTIC DOMINANCE; 5.5 SUMMARY; 5.6 TECHNICAL APPENDIX; BIBLIOGRAPHY |
Chapter 6 Risk and Uncertainty6.1 INTRODUCTION; 6.2 MEASURES OF DISPERSION; 6.3 PROBABILITY METRICS AND DISPERSION MEASURES; 6.4 MEASURES OF RISK; 6.5 RISK MEASURES AND DISPERSION MEASURES; 6.6 RISK MEASURES AND STOCHASTIC ORDERS; 6.7 SUMMARY; 6.8 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 7 Average Value-at-Risk; 7.1 INTRODUCTION; 7.2 AVERAGE VALUE-AT-RISK; 7.3 AVaR ESTIMATION FROM A SAMPLE; 7.4 COMPUTING PORTFOLIO AVaR IN PRACTICE; 7.5 BACKTESTING OF AVaR; 7.6 SPECTRAL RISK MEASURES; 7.7 RISK MEASURES AND PROBABILITY METRICS; 7.8 SUMMARY; 7.9 TECHNICAL APPENDIX; BIBLIOGRAPHY |
Chapter 8 Optimal Portfolios8.1 INTRODUCTION; 8.2 MEAN-VARIANCE ANALYSIS; 8.3 MEAN-RISK ANALYSIS; 8.4 SUMMARY; 8.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 9 Benchmark Tracking Problems; 9.1 INTRODUCTION; 9.2 THE TRACKING ERROR PROBLEM; 9.3 RELATION TO PROBABILITY METRICS; 9.4 EXAMPLES OF r.d. METRICS; 9.5 NUMERICAL EXAMPLE; 9.6 SUMMARY; 9.7 TECHNICAL APPENDIX; BIBLIOGRAPHY; Chapter 10 Performance Measures; 10.1 INTRODUCTION; 10.2 REWARD-TO-RISK RATIOS; 10.3 REWARD-TO-VARIABILITY RATIOS; 10.4 SUMMARY; 10.5 TECHNICAL APPENDIX; BIBLIOGRAPHY; Index |
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Sommario/riassunto |
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This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers. |
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