Rabu, 30 Juli 2014

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Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series), by Lorenzo Bergomi

Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:

  • Which trading issues do we tackle with stochastic volatility?
  • How do we design models and assess their relevance?
  • How do we tell which models are usable and when does calibration make sense?

This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, Risk’s 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Société Générale’s equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices.

  • Sales Rank: #515467 in Books
  • Published on: 2016-01-05
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.30" h x 1.20" w x 6.10" l, .0 pounds
  • Binding: Hardcover
  • 522 pages

About the Author

Lorenzo Bergomi heads the quantitative research group at Société Générale, covering all asset classes. A quant for over 15 years, he is well known for his pioneering work on stochastic volatility modeling, some of which has appeared in the Smile Dynamics series of articles in Risk magazine. He was also the magazine’s 2009 Quant of the Year. Originally trained as an electrical engineer and with a PhD in theoretical physics, he was active as a physicist in the condensed matter theory group at IphT, CEA, before moving to finance.

Most helpful customer reviews

3 of 3 people found the following review helpful.
Excellent and pleasant to read..
By Jonathan Amiel
An excellent book to better understand both local and stochastic volatility models with relevant case studies.
Strengths and weaknesses of the local volatility model are described in detail using concrete examples
Each chapter ends with a synthetic overview which helps the reader to remind all the key points of the book.

Anybody working in derivatives will benefit from reading and re-reading this book!

2 of 2 people found the following review helpful.
An indispensable reference for practitioners
By Ramon Verastegui
This book is bound to become a reference on the subject. It is self-contained, reads easily, and is focused on results. It discusses a vast range of topics and it includes material hardly found in other publications that is key to volatility trading. Specifically you will find the state of art in volatility smile,and option hedging; many relevant examples on volatility surfaces, VIX indices and options, and the models beyond Black-Scholes that are currently used in the industry.

0 of 1 people found the following review helpful.
Review
By Ronald Woode
Clear writing on a difficult subject to explain

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[B782.Ebook] Ebook The Devil Is a Part-Timer, Vol. 3 - light novel, by Satoshi Wagahara

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The Devil Is a Part-Timer, Vol. 3 - light novel, by Satoshi Wagahara

Do you want fries with your hellfire?
A portal opens in the courtyard of the Devil's Castle (a tiny walk-up). From it emerges a little girl who calls the Devil King "papa" and the Hero "mama." Ashiya and Chiho are shocked to discover that Maou and Emi had that kind of relationship, but nobody's more surprised than the two new "parents." Will Maou the breadwinner be able to make the grade when it comes to child rearing? And will this spell the end of the starry-eyed Emi's romantic ambitions?

  • Sales Rank: #34557 in Books
  • Published on: 2015-12-15
  • Released on: 2015-12-15
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.25" h x .83" w x 5.50" l, .62 pounds
  • Binding: Paperback
  • 272 pages

About the Author
029 (Oniku) is the illustrator for the series The Devil is a Part-timer!

Satoshi Wagahara is the author behind the hilarious fantasy light novel series, The Devil is a Part-timer!

Most helpful customer reviews

13 of 15 people found the following review helpful.
Entertaining and quick read
By Megan
The Devil is a Part-Timer, Volume 3 was quite entertaining to read. I could barely put it down. While there weren't as many battles as the previous two novels, we got a pleasant amount of character development and backstory, which I have been wanting more of after reading the first two novels and watching the anime adaptation (which I recommend, it's hilarious). I honestly couldn't get enough of Alas Ramus and the characters' interactions with her. The latest installment to the Devil is a Part-Timer series was both funny and heartwarming. I recommend this novel to any fan (or potential fan) of this series.
Also, since I bought this at Barnes and Noble, I'll submit a photo of the cover to verify the purchase and to assure potential buyers that this is the light novel, not the manga adaptation.

6 of 6 people found the following review helpful.
Five Stars
By No Just No
This is the Volume you want to read if you finished watching the anime. It touches on how Maou became the Devil King and hints at what happened to Emilia's parents. Additionally, we get Alas Ramus who is an adorable character that bridges the relationship between Emilia and Maou further. Sadly, Chiho gets little spotlight here even after confessing her love to Maou in Volume 2. So if you were looking forward for that progression, expect it in the next few Volumes.

2 of 2 people found the following review helpful.
Fun Read!
By Victoria
This was a fun read. Since I had watched the anime first, I decided to start reading this volume. I have heard that the story is repetitive, but I think the plot here adds another interesting twist in the story. We hear more about Sadao's back story from before he became the Devil King, which I thought was really cool. This was the first light novel I read and I'm pretty satisfied. Since I already saw the anime, I decided to read Vol. 3 so I wouldn't be bored with the repetitiveness expressed by other reviewers and I wasn't. So I would suggest to people who have seen it, to start here.

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Minggu, 27 Juli 2014

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  • Published on: 1656
  • Binding: Paperback

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Rabu, 23 Juli 2014

[N650.Ebook] Free Ebook Legislative Law and Statutory Interpretation: Cases and Materials

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Minggu, 20 Juli 2014

[S126.Ebook] Download PDF Civilization and Its Discontents, by Sigmund Freud

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Civilization and Its Discontents, by Sigmund Freud

Freud’s seminal volume of twentieth-century cultural thought grounded in psychoanalytic theory, now with a new introduction by Christopher Hitchens.

Written in the decade before Freud’s death, Civilization and Its Discontents may be his most famous and most brilliant work. It has been praised, dissected, lambasted, interpreted, and reinterpreted. Originally published in 1930, it seeks to answer several questions fundamental to human society and its organization: What influences led to the creation of civilization? Why and how did it come to be? What determines civilization’s trajectory? Freud’s theories on the effect of the knowledge of death on human existence and the birth of art are central to his work. Of the various English translations of Freud’s major works to appear in his lifetime, only Norton’s Standard Edition, under the general editorship of James Strachey, was authorized by Freud himself. This new edition includes both an introduction by the renowned cultural critic and writer Christopher Hitchens as well as Peter Gay’s classic biographical note on Freud.

  • Sales Rank: #4638 in Books
  • Published on: 2010-08-09
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.30" h x .60" w x 5.50" l, .35 pounds
  • Binding: Paperback
  • 192 pages

About the Author
Sigmund Freud (1856-1939) is one of the twentieth century's greatest minds and the founder of the psychoanalytic school of psychology. His many works include The Ego and the Id; An Outline of Psycho-Analysis; Inhibitions; Symptoms and Anxiety; New Introductory Lectures on Psycho-Analysis; Civilization and Its Discontent, and others.

Christopher Hitchens (1949–2011) is the author of God Is Not Great, Hitch-22, and Why Orwell Matters.

Peter Gay (1923―2015) was the author of more than twenty-five books, including the National Book Award winner The Enlightenment, the best-selling Weimar Culture, and the widely translated Freud: A Life for Our Time.

Most helpful customer reviews

108 of 118 people found the following review helpful.
Freud as psychoanalytic sociologist.
By Augustus Caesar, Ph.D.
Sigmund Freud, whatever the variations in his posthumous reputation, remains the most compelling, daring, and persuasive analyst of the human condition we have. His psychoanalytic theories of sexuality, sublimation, repression, etc., offer original insights that profoundly influenced the course of Western consciousness in the 20th century. In addition to his gifts as a thinker, Freud was a master stylist, a man whose luminous prose and skillful argumentation make reading him a genuine pleasure.
"Civilization and Its Discontents," one of Freud's last works, remains one of his most vital and important. Don't be fooled by its brevity; this is a deeply complex and wide-ranging examination of Western civilization and its tensions. Freud speculates about the origins of our modern societies, the difficulties of assimilating ourselves to them given our own individual psyches, and ends the book with a rather pessimistic look forward. Clearly, Freud felt that civilization's "discontents" were an unresolvable fact of life.
What makes "Civilization and Its Discontents" so fascinating is Freud's application of psychoanalysis to Western society as whole. He examines how the factors at play in our own psyches--family conflicts, sexual desire, guilt, the "death instinct," and the eternal battle between our own self-interest and the interests of the human species at large--cause the problems that human beings encounter on a daily basis. As always with Freud, his ideas are put forward not as a final statement, but as a tentative first step.
This is one of Freud's indispensable texts, and its accessible and absorbing style make it an ideal introduction for those who are seeking to discover this colossal mind for the first time. A must read.

39 of 42 people found the following review helpful.
This book changed my life
By Timothy J. Phipps
I read this book at age 18 after getting interested in psychiatry by an author named Karl Menninger. Freud's essay, Civilization and Its Discontents, has had the greatest impact on my life out of any book or experience. Within this short book he had taken my whole view of the world, turned it upside-down, and added an exclamation point. To understand this book doesn't require great intellectual power but rather mental capacity i.e, a capacity to receive a massive dose of pessimism! I would add almost as a warning that Freud's implied philosophy is almost conducive to depression in a maladjusted mind! If you want hope or faith, this is not for you. Regardless, everybody should read this book.

42 of 47 people found the following review helpful.
Ultimate Summation of Freud's Thought
By Steiner
`Civilization and its Discontents' is Freud's miniature opus. It is a superficial masterpiece that stretches further than any of his other works; he is reaching for an explanation for human nature in terms of the id-ego-superego structure of the individual as he exists in civilization. For Freud, human beings are characterized by Eros (Sex Drive) and Thanatos (Death Drive), which remain in opposition to one another. This small book is filled with as many interesting ideas as any work of modern philosophy. Freud adopts (perhaps a bit hastily), a Nietzschean position with regard to the role of religion and institutions of social morality which curb and shape primordial human drives. As a result, human beings, and civilizations as a whole remain unsatisfied and suffer from neuroses. He concludes with a discussion of human aggression, which manifests itself in the form of communalized human aggression. He wonders as to whether or not human beings will be able to overcome this drive. It seems to me that this question remains the most important for human beings in the 21st century. Will we be able to overcome our Thanatos and survive the destructive powers that we have created? I suspect that Freud will be better remembered as a thinker and philosopher than as an analyst or doctor precisely because he asks the questions that remain relevant for civilization today, and are likely to remain imperative in the future.

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Sabtu, 19 Juli 2014

[O527.Ebook] Ebook Free Language Mixing and Code-Switching in Writing: Approaches to Mixed-Language Written Discourse (Routledge Critical Studies in Multilingualis

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Language Mixing and Code-Switching in Writing: Approaches to Mixed-Language Written Discourse (Routledge Critical Studies in Multilingualis

"Code-switching," or the alternation of languages by bilinguals, has attracted an enormous amount of attention from researchers. However, most research has focused on spoken language, and the resultant theoretical frameworks have been based on spoken code-switching. This volume presents a collection of new work on the alternation of languages in written form.

Written language alternation has existed since ancient times. It is present today in a great deal of traditional media, and also exists in newer, less regulated forms such as email, SMS messages, and blogs. Chapters in this volume cover both historical and contemporary language-mixing practices in a large range of language pairs and multilingual communities.

The research collected here explores diverse approaches, including corpus linguistics, Critical Discourse Analysis, literacy studies, ethnography, and analyses of the visual/textual aspects of written data. Each chapter, based on empirical research of multilingual writing, presents methodological approaches as models for other researchers. New perspectives developed in this book include: analysis specific to written, rather than spoken, discourse; approaches from the new literacy studies, treating mixed-language literacy from a practice perspective; a focus on both "traditional" and "new" media types; and the semiotics of both text and the visual environment.

  • Sales Rank: #1982623 in Books
  • Published on: 2014-07-19
  • Released on: 2014-07-17
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.02" h x .66" w x 5.98" l, .0 pounds
  • Binding: Paperback
  • 300 pages

Review
"A laudable collection of articles in terms of showcasing viable methodologies for researching multilingualism in general, and written language mixing in particular... Overall, the book is a great resource for anyone interested in studying multilingual semiotic practices in the written medium." - LINGUIST List

About the Author

Mark Sebba is Reader in Sociolinguistics and Language Contact at Lancaster University. 

Shahrzad Mahootian is Professor of Linguistics at Northeastern Illinois University.

Carla Jonsson is Assistant Professor of Languages and Language Development at Stockholm University.

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[J135.Ebook] PDF Download Arts with the Brain in Mind by Eric Jensen (2001-01-01), by Eric Jensen;

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  • Published on: 1800
  • Binding: Paperback

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Jumat, 18 Juli 2014

[B167.Ebook] Download Ebook Planet of the Apes as American Myth: Race, Politics, and Popular Culture, by Eric Greene

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Planet of the Apes as American Myth: Race, Politics, and Popular Culture, by Eric Greene

A lively exploration of the Planet of the Apes films as racial allegory. In 1968, Planet of the Apes became a megahit movie both in the US and abroad, inspiring four film sequels, two TV series, several comic series, and hundreds of millions of dollars in worldwide merchandising. The Apes films confronted some of the most controversial issues of the time, including Vietnam and the Black Power movement, all the while remaining crowd pleasing box office hits. Eric Greene uses rare photographs, transcripts, and extensive interviews with the writers, directors, actors, and producers to read the Apes saga as a profoundly American myth. Greene also looks at the attempts of filmmakers like Oliver Stone and James Cameron to remake the myth for the 90s. This enjoyable and meticulous book gives the reader an insider's look at the complex relationships between race, politics and popular culture in America.

  • Sales Rank: #1687370 in Books
  • Brand: Brand: Wesleyan
  • Published on: 1998-12-15
  • Ingredients: Example Ingredients
  • Original language: English
  • Number of items: 1
  • Dimensions: .83" h x 6.04" w x 9.02" l, .94 pounds
  • Binding: Paperback
  • 286 pages
Features
  • Used Book in Good Condition

Review
Mr. Greene thoughtfully examined the racial politics that made the pictures both tough-minded and slightly repugnant. -- from the New York Times review of Burton's remake

From the Publisher
6 x 9 trim. 52 illus. LC 98-31193

About the Author
ERIC GREENE is a freelance writer and student now at Stanford Law School. Originally published in 1996, the book won the Golden Scroll Award of Merit for Outstanding Achievement from the Academy of Science Fiction Fantasy and Horror Films.

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4 of 5 people found the following review helpful.
The "Sacred Scroll" for serious Ape-o-philes!
By Paul McComas
I can count on the fingers (and fully-opposable thumb) of one hand the number of books that have impressed, entertained, and inspired me as much as this one.

It doesn't hurt that I grew up as a hardcore Ape-o-phile. Still, had "Planet of the Apes as American Myth" been a mere nostalgic retrospective, it would not have riveted me as it did. Something strange happened as I read Greene's lucid, insightful and cogent commentary. I came to understand, finally, just why the Apes series and the world it evoked had, during my pre-teen and teen years, intrigued me on so many levels at once...and why the series' admittedly outlandish sci-fi premise always had to it the ring of truth. Reading this book, I felt vindicated. It was as if the author said, "You were right all along, Paul. These films really DID matter -- and here's why."

Like the final scene in the original 1968 film, Greene's book forces you to look back at all that preceded it (in this case, the POTA films & TV series) in an entirely new light. For Apes fans this is, quite simply, a MUST-READ.

(Paul McComas is the author of UNPLUGGED, TWENTY QUESTIONS, and the upcoming comedic coming-of-age novel PLANET OF THE DATES.)

5 of 7 people found the following review helpful.
Not just about race...
By Michael Valdivielso
The Ape movies were not just mirrors to show us our racial problems but also to show solutions to them. But it wasn't just about race, but also about foreign affairs such as the Cold War and the Vietnam Conflict, religion vs. science, nature vs. nurture, the fears of a nuclear holocaust, even our treatment of animals and how we treat women.

The book really helped me to understand the movies with a detailed background about the times in which the movies were created. The book also has a touch of humor even while explaining about what the films were trying to say or show. Sometimes without even knowing it.

25 of 27 people found the following review helpful.
Excellent
By A Customer
In film and telelvision, very few things happen by pure accident. Although Greene may seem at times to "read too much" into 'Planet of the Apes', in reality he presents a clear and very detailed analysis of the series and films in relation to the time in which they were produced. The connections between the two cannot be overlooked, and whether or not you agree with all of Greene's points, it is necessary to have all possible ideas presented in this type of study. This is exactly what we do with Shakespeare, for example--analyze his "art" in historical context. Whether Shakespeare intended all of the possible connections is, ultimately, irrelevent. Television and film, as a modern art form, can be examined in the same way. This book is a fine example of such analysis. Greene is a talented young writer and I look forward to more of his work.

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