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[null,"1.","Record Nr.",null,"UNINA9910154624103321"]
[null,null,"Autore",null,"Kolker Robert Phillip"]
[null,null,"Titolo",null,"The Extraordinary Image : Orson Welles, Alfred Hitchcock, Stanley Kubrick, and the Reimagining of Cinema / / Robert P. Kolker"]
[null,null,"Pubbl/distr/stampa",null,"New Brunswick, NJ : , : Rutgers University Press, , [2016]"]
[{"$nulls":4},"©2017"]
[null,null,"ISBN",null,"0-8135-8311-X"]
[{"$nulls":4},"0-8135-8312-8"]
[null,null,"Descrizione fisica",null,"1 online resource (246 pages) : illustrations"]
[null,null,"Disciplina",null,"791.430973"]
[null,null,"Soggetti",null,"Motion pictures - United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Inlcudes filmography."]
[{"$nulls":4},"Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Frontmatter -- CONTENTS -- List of Illustrations -- Acknowledgments -- Prelude -- The Passion of Film -- What We Talk about When We Talk about Film -- The Body of Work -- Origins -- The Films They Made -- The Work of the Body -- Hunger Artists -- Apollo, Dionysus, and Nemesis -- Embodiment and Performance -- Form, Time, and Space -- Spatial Illusions -- Conventional Spaces -- Against Realism -- Touch of Evil and Psycho -- Labyrinths, Lost Time, Dying Falls -- Hitchcock and the Abyss -- The Dreamworld -- The Spaces of Space Fiction -- Cycles and Symmetry -- Photograph of a Photograph -- Power and Sexuality -- The Art of Feeling -- Coda: An Immense Shadow -- Chronology of Films by Welles, Hitchcock, and Kubrick -- Notes -- Select Bibliography -- Index"]
[null,null,null,"Sommario/riassunto","Welles. Hitchcock. Kubrick. These names appear on nearly every list of the all-time greatest filmmakers. But what makes these directors so great? Despite their very different themes and sensibilities, is there a common genius that unites them and elevates their work into the realm of the sublime?    The Extraordinary Image takes readers on a fascinating journey through the lives and films of these three directors, identifying the qualities that made them cinematic visionaries. Reflecting on a lifetime of teaching and writing on these filmmakers, acclaimed film scholar Robert P. Kolker offers a deeply personal set of insights on three artists who have changed the way he understands movies. Spotlighting the many astonishing images and stories in films "]
[{"$nulls":4},"by Welles, Hitchcock, Kubrick, he also considers how they induce a state of amazement that transports and transforms the viewer.    Kolker's accessible prose invites readers to share in his own continued fascination and delight at these directors' visual inventiveness, even as he lends his expertise to help us appreciate the key distinctions between the unique cinematic universes they each created. More than just a celebration of three cinematic geniuses, The Extraordinary Image is an exploration of how movies work, what they mean, and why they bring us so much pleasure."]
[null,"2.","Record Nr.",null,"UNINA9910733712103321"]
[null,null,"Autore",null,"Sen Rituparna"]
[null,null,"Titolo",null,"Computational Finance with R / / by Rituparna Sen, Sourish Das"]
[null,null,"Pubbl/distr/stampa",null,"Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023"]
[null,null,"ISBN",null,"981-19-2008-7"]
[null,null,"Edizione",null,"[1st ed. 2023.]"]
[null,null,"Descrizione fisica",null,"1 online resource (352 pages)"]
[null,null,"Collana",null,"Indian Statistical Institute Series, , 2523-3122"]
[null,null,"Disciplina",null,"332.028553"]
[null,null,"Soggetti",null,"Statistics"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Stochastic analysis"]
[{"$nulls":4},"Machine learning"]
[{"$nulls":4},"Statistics - Computer programs"]
[{"$nulls":4},"Statistics in Business, Management, Economics, Finance, Insurance"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Stochastic Analysis"]
[{"$nulls":4},"Machine Learning"]
[{"$nulls":4},"Statistical Software"]
[{"$nulls":4},"Enginyeria financera"]
[{"$nulls":4},"R (Llenguatge de programació)"]
[{"$nulls":4},"Llibres electrònics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Part I. Numerical Methods -- 1. Preliminaries -- 2. Solving a System of Linear Equations -- 3. Solving Non-Linear Equations -- 4. Numerical Integration -- 5. Numerical Differentiation -- 6. Numerical Methods for PDE -- 7. Optimization -- Part II. Simulation Methods -- 8. Monte-Carlo Methods -- 9. Lattice Models -- 10. Simulating Brownian Motion -- 11. Variance Reduction -- 12. Bayesian Computation with Stan -- 13. Resampling -- Part III. Statistical Methods -- 14. Descriptive Methods -- 15. Inferential Statistics -- 16. Statistical Risk Analysis -- 17. Multivariate Analysis -- 18. Univariate Time Series -- 19. Multivariate Time Series -- 20. High Frequency Data -- 21. Supervised Learning -- 22. Unsupervised Learning -- Appendix -- A. Basics of Mathematical Finance -- B. Introduction to R -- C. Extreme Value Theory in Finance -- Bibliography. ."]
[null,null,null,"Sommario/riassunto","This book prepares students to execute the quantitative and computational needs of the finance industry. The quantitative methods are explained in detail with examples from real financial problems like option pricing, risk management, portfolio selection, etc. Codes are provided in R programming language to execute the methods. Tables and figures, often with real data, illustrate the codes. References to related work are intended to aid the reader to pursue areas of specific interest in further detail. The comprehensive background with economic, statistical, mathematical, and computational theory strengthens the understanding. The coverage is broad, and linkages between different sections are explained. The primary audience is graduate students, while it should also be accessible to advanced undergraduates. Practitioners working in the finance industry will also benefit."]