Sabtu, 24 Desember 2011

[J544.Ebook] Get Free Ebook CCNA Discovery Course Booklet: Networking for Home and Small Businesses, Version 4.0 1st edition

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CCNA Discovery Course Booklet: Networking for Home and Small Businesses, Version 4.0 1st edition

  • Published on: 1709
  • Binding: Paperback

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Jumat, 23 Desember 2011

[P218.Ebook] Ebook Free Hamlet, by William Shakespeare

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Hamlet, by William Shakespeare

Hamlet is a tragedy by William Shakespeare, believed to have been written between 1599 and 1601. The play, set in Denmark, recounts how Prince Hamlet exacts revenge on his uncle Claudius, who has murdered Hamlet's father, the King, and then taken the throne and married Hamlet's mother. The play vividly charts the course of real and feigned madness—from overwhelming grief to seething rage—and explores themes of treachery, revenge, incest, and moral corruption.

  • Sales Rank: #958604 in Books
  • Published on: 2015-08-14
  • Original language: English
  • Dimensions: 11.00" h x .29" w x 8.50" l,
  • Binding: Paperback
  • 126 pages

From Library Journal
The big H comes to Penguin's great revamped "Pelican Shakespeare" line. What else do you need to know? Buy it!
Copyright 2002 Cahners Business Information, Inc.

Review
"Hapgood's careful scholarship and engaging writing throughout result in a volume that all libraries will want to own." Choice

"...[an] impressive volume..." American Theatre

"Robert Hapgood presents Hamlet, with the most extensive stage history of all. This is a massive acheivement of a book and addresses the interpretation of major and minor characters and also direction and stage design. Every actor and director must read this." Bibliotheque D'Humanisme

From the Publisher
Founded in 1906 by J.M. Dent, the Everyman Library has always tried to make the best books ever written available to the greatest number of people at the lowest possible price. Unique editorial features that help Everyman Paperback Classics stand out from the crowd include: a leading scholar or literary critic's introduction to the text, a biography of the author, a chronology of her or his life and times, a historical selection of criticism, and a concise plot summary. All books published since 1993 have also been completely restyled: all type has been reset, to offer a clarity and ease of reading unique among editions of the classics; a vibrant, full-color cover design now complements these great texts with beautiful contemporary works of art. But the best feature must be Everyman's uniquely low price. Each Everyman title offers these extensive materials at a price that competes with the most inexpensive editions on the market-but Everyman Paperbacks have durable binding, quality paper, and the highest editorial and scholarly standards.

Most helpful customer reviews

84 of 87 people found the following review helpful.
Arden Shakespeare Hamlet
By Nathan Records
I am currently working on my MFA/Directing. I directed Hamlet and am now writing my defense of it. I have two thoughts on this third edition.

After going through this edition, from a point of view of the script, I'm not sure I understand the need to update Harold Jenkins's 2d edition. The script itself was easier to navigate in the 2d edition and I thought Jenkins's notes were more helpful. I also disagree with some of what Thompson and Taylor have to say in their editorial notes below the script. That said, I am biased because I used the 2d edition as a sort of "Hamlet Bible" as I directed the piece. Jenkins's notes were extremely insightful and useful. I became very comfortable with it.

On the other hand, this third edition has some different insight into the play in performance than does the second edition, as well as information on casting and music that was not included in Jenkins. Obviously there is much written about William Shakespeare in the world, and this 3rd edition of Arden is probably the most up-to-date resource for bibliographic material (as well as some photos of past productions of the play). Jenkins edition is 24 years old, ancient in the scholastic world's "what's new" when it comes to sifting the vast quantity of material written on Shakespeare and Hamlet.

Obviously, the needs of the theatrical world for playing Hamlet are different than that of the scholastic world (of which I am currently stuck in both). I think Jenkins is more user-friendly for the theatrician while Thompson & Taylor suit the needs of the scholastic better. My final thought is that a scholar/student of Shakespeare will want to have both the second and third editions for the differences they have to offer.

81 of 85 people found the following review helpful.
Middle aged and finally able to read Shakespeare
By Gilgamesh
I cannot more highly recommend this particular book, No Fear Shakespeare's Hamlet.

I am approaching 50 years old and my only real experience trying to read Shakespeare was in high school where we were assigned roles in class and made to read, without comprehension, Romeo and Juliet and Julius Cesar. In the interim, I tried watching a few plays and dragged my kids to see the play Taming of the Shrew, which they hated because they couldn't understand the language nor the plot. Rather than becoming a Shakespeare hater, I've always felt inadequate and dumb for this huge hole in my education.

My current inspiration to try Shakespeare again was my desire to try and help my high school aged son become more educated and cultured than I have been.

I tried first with the Folger annotated editions of Shakespeare. They look excellent and define the unfamiliar words, but I still could not make sense of a substantial portion of the dialogue. I guess maybe I'm just dumb, I don't know.

Anyway, I saw good reviews about this No Fear series, and I ordered several. So far I have read the modern English translations of Hamlet, Macbeth, Othello, King Lear, and The Tempest. While I feel a bit like I'm 'cheating', I actually have really enjoyed all the plays and at least now I know the plots and the characters and even some of the more subtle themes. I can't answer the complaints that the translations don't adequately translate Shakespeare's meanings. There are a few side notes that point out double meanings and things like that, though there are not extensive footnotes or sidenotes.

To answer those who rate these books one or two stars, my answer is that they are at least a door into the world of Shakespeare for those of us unable to navigate the originals on our own. And they only take a couple of hours to read. It's not like this is a lifetime commitment or anything. The book only costs five bucks, so why not invest a couple of hours and read it? And, for me, I liked the plays so much that I AM now going to dig out the Folger editions and read the originals, with the No Fear books available in case I get in trouble. These modalities of trying to appreciate Shakespeare are not mutually exclusive.

Well, hopefully that's helpful to someone. I wanted to write this so that people would know that these books are not just for lazy students hoping to avoid reading the originals or somehow 'cheat' in their English classes. I'm not a Shakespeare scholar or teacher and never will be, just an ordinary guy, but for me, these books were the window of opportunity that I had been searching for. Two thumbs up, most definitely.

41 of 41 people found the following review helpful.
Best Shakespeare Edition Available: Arden
By Drew
The Arden editions of Shakespeare are the best available. While they cost a lot more than the standard cheap editions, they have so much more. The Folger editions (probably the most widely available editions of Shakespeare) have footnotes that are quite general and never do they have enough. In addition, they really don't have that much extra information on the play--only a small essay analyzing the modern issues of the play. The Arden editions are truly the scholarly editions of Shakespeare. Ninety percent of the time that I have a question on the text, a footnote provides more information. In addition, a lengthy introduction is included. Everything is documented. While at this point I don't care that much about how the quarto version of Hamlet said "no", when the folio version said "so", it's nice to know that if I have a specific question, the answers in there. My thoughts on Hamlet: Don't fret about understanding the material, just dive in. Shakespeare offers interesting plots to the beginners and vivid prose to pick over to the advanced scholar.

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Kamis, 22 Desember 2011

[C836.Ebook] PDF Ebook US Army Ranger 1983-2002: Sua Sponte - Of Their Own Accord (Warrior, Vol.65, by Mir Bahmanyar

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US Army Ranger 1983-2002: Sua Sponte - Of Their Own Accord (Warrior, Vol.65, by Mir Bahmanyar

This study of the US Army Ranger takes the reader through the distinct stages of training and acceptance, including the Ranger Indoctrination Program and Ranger Battalion training, and details the developments in Ranger weaponry, equipment and clothing since the early 1980s. Using first hand accounts, it shows what it was like to fight in Panama in 1989, in raid missions in Iraq in 1991 and Somalia in 1993, and brings the unit up to date with the 3rd Battalion's deployment to Afghanistan in Operation Enduring Freedom. It also covers the culture of the Rangers, from their special language and terminology, to the rites of passage that lie behind the formal training program.

  • Sales Rank: #2142112 in Books
  • Brand: Warrior - Post World War II
  • Published on: 2003-02-19
  • Released on: 2003-02-19
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.71" h x .14" w x 7.23" l, .49 pounds
  • Binding: Paperback
  • 64 pages

From the Publisher
Insights into the real lives of history's fighting men, packed with full colour illustrations, highly detailed cutaways, exploded artwork of weaponry and armour, and action-packed battle scenes.

About the Author
Mir Bahmanyar served in the US Army from 1986-89, and currently is an independent film producer and writer. He received a BA in history from the University of California, Berkeley, and specializes in US Army Ranger history. Along with fellow ex-servicemen has set up www.suasponte.com, a site dedicated to the history of the Rangers. Mir lives in Los Angeles, California, with his Pitbull and Akita dogs.

Most helpful customer reviews

5 of 7 people found the following review helpful.
Not Worthy of Osprey's Standards
By David Gideon
My wife purchased a stack of 14 Osprey books as my anniversary gift (one per year). All the books deal with the modern military and most have some references to the ongoing war in Afghanistan since I deployed there in 2004. Of the books, three were by Mir Bahmanyar and each was unworthy of Osprey's otherwise fine standards.

This book didn't not provide an objective look at Rangers, but rather a 'rah rah' account of their lives and missions. Some of the pictures were evidently personal photos and poorly chosen. I understand the desire to infuse personal photos to capture the Rangers' daily lives, but they showed these fine young men as clowns. The web is awash with great photos of Rangers in training and in action, but they chose to use pictures of hazing and guys in a bar? Granted, it's a part of the troops' lifestyle and fits under that chapter title, but the web and Army is awash with much better, more professional pictures of Rangers in training and in action.

Slanted, unprofessional, and hard to read. Pass on this one.

3 of 4 people found the following review helpful.
Not a bad read
By Nicholas Alexander Hamm
As one who does not know much about the Rangers, I read this book to learn. I found it to be informative, and the pictures are great; but it seems to not have as much information as it could. What I mean is, for example, as far as the specifics of, let's say, training, it does not give much. There are times where the detail is great, and it definately pays homage to the Rangers and allows the reader to understand the mindset and culture; however, I just felt that it was not as informative as it could have been. Regardless, for someone who is looking for information, or at least a starting point of information, this book is a worthy addition to anyone's library.

0 of 1 people found the following review helpful.
A good read
By Blue Roman
This book is as reliable as any in the osprey series. I will continue to get osprey books such as this one.

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Minggu, 18 Desember 2011

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Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications for important financial applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to extract information from raw data are introduced. Extensive multiscale empirical statistics provide a solid benchmark of stylized facts (heteroskedasticity, long memory, fat-tails, leverage…), in order to assess various mathematical structures that can capture the observed regularities. The author introduces a broad range of processes and evaluates them systematically against the benchmark, summarizing the successes and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with long memory, discrete multiplicative structures and non-normal innovations are able to capture correctly the empirical properties. In particular, only a discrete time series framework allows to capture all the stylized facts in a process, whereas the stochastic calculus used in the continuum limit is too constraining. The present volume offers various applications and extensions for this class of processes including high-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book discusses many practical implications and is addressed to practitioners and quants in the financial industry, as well as to academics, including graduate (Master or PhD level) students. The prerequisites are basic statistics and some elementary financial mathematics.

  • Published on: 2014-10-15
  • Released on: 2014-10-15
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.25" h x .81" w x 6.10" l, 1.06 pounds
  • Binding: Paperback
  • 322 pages

Review

“The layout of the book is well done and very easy to read. From my experience, there are not many books of a similar approach; I believe it is quite unique in its nature. … it provides an incredible amount of information that researchers interested in both mathematical and applied finance will find it a useful resource to learn basic asset behavior. The level is right for all researchers in the area with a master’s degree in statistics.” (Stergios B. Fotopoulos, Technometrics, Vol. 58 (3), August, 2016)

“The book aims to synthesize the present status of the field, but it also represents a subjective snapshot of the current situation, as viewed by the author. It is written in a very concise and elegant way, explaining the notation used as it is required. … This book is definitely recommended to anyone (practitioners, quants, academics or graduate students) interested in attaining a deeper understanding of the dynamics of prices, as well as the corresponding stylized facts … .” (Omar Rojas, MAA Reviews, January, 2013)

From the Back Cover

Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts.

This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications for important financial applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to extract information from raw data are introduced. Extensive multiscale empirical statistics provide a solid benchmark of stylized facts (heteroskedasticity, long memory, fat-tails, leverage…), in order to assess various mathematical structures that can capture the observed regularities. The author introduces a broad range of processes and evaluates them systematically against the benchmark, summarizing the successes and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with long memory, discrete multiplicative structures and non-normal innovations are able to capture correctly the empirical properties. In particular, only a discrete time series framework allows to capture all the stylized facts in a process, whereas the stochastic calculus used in the continuum limit is too constraining. The present volume offers various applications and extensions for this class of processes including high-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book discusses many practical implications and is addressed to practitioners and quants in the financial industry, as well as to academics, including graduate (Master or PhD level) students. The prerequisites are basic statistics and some elementary financial mathematics.

Gilles Zumbach has worked for several institutions, including banks, hedge funds and service providers and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH processes and financial applications.

About the Author

Gilles Zumbach has worked for several institutions, including banks, hedge funds and service providers, while continuing to engage in research on many topics in finance, including tick-by-tick time series, market risk evaluations and option pricing, as well as long-term forecasts, bond portfolio construction, and real-time optimization of market orders. His primary areas of interest are volatility, ARCH processes and financial applications.

 

Most helpful customer reviews

3 of 3 people found the following review helpful.
Dark horse
By Dimitri Shvorob
I consider myself a fairly moderate grammar Nazi, and when I see a book littered with typos and grammar errors, I do accuse the author and the publisher of being disrespectful to the reader, and do (rhetorically) ask myself if an author and a publisher who did not bother to hire a proof-reader would bother to involve an editor or a peer reviewer - but do not automatically black-ball the book, and try to keep an open mind.

In this case, it will be appropriate to note that out of the 171 references in the book's bibliography, 25 have been written or co-written by the author (and are split about equally between SSRN links and publications in the (esteemed) Quantitative Finance journal); this helps quantify the author's relative disinterest in the work of others, and a certain eclecticism in the book's composition. The book's central theme isn't discreteness - I have no idea why Springer went with "Discrete time series, processes and applications in finance" - but subjecting a small set of univariate volatility models (several GARCH flavors, and a couple of token SV models) to a diagnostic check based primarily on (required lack of) time reversibility.

Personally, I do not find the exercise convincing - for starters, the author's empirical stylized facts come from a handful of FX series, and the model-implied counterparts are obtained with god-knows-how-selected parameter values, with both statistical and "model-based" robustness never discussed - and do not recommend the book as a reference on volatility models. (Regime-switching models get 1 page (!) of text, and the broader SV approach is not treated much fairer).

1 of 1 people found the following review helpful.
On Discrete Time Series and the construction of financial models
By Omar G. Rojas Altamirano
The main focus of the book Discrete Time Series, Processes and Applications in Finance, as Gilles Zumbach, the author states in the introduction, is the construction of mathematical processes describing financial time series. The construction of such processes relies, first of all, on describing some of the statistical empirical stylized facts exhibited by the financial time series, whereas of returns or volatilities. For this purpose, the most relevant graphs are summarized in the mug shots, which constitutes a collection of graphs that summarize the most important stylized facts of a given time series. Such a name comes from the mug shot, which, in police slang, is the pair of pictures of someone face, one front, and one profile. After presenting such facts in full color graphs, which are also available to the interested reader at the companion website [...], the author gets into constructing mathematical processes that can reproduce some, possibly all, stylized facts.

The construction of processes in finance is similar to the description of the laws of nature by mathematical formulas as pursued in physics. Such is the approach of the book. To construct the mathematical processes describing financial time series, since several chapters of the book are devoted to collecting empirical statistics, trying to extract the leading empirical facts while not using any models or processes. The focus point then is on the mathematical structure, as the parameters in a model can be modified to accommodate quantitatively one or another particular time series.

The description of financial time series by various models followed an explosive growth in the last two or three decades. The book aims to synthesize the present status of the field, but it also represents a subjective snapshot of the current situation, as viewed by the author.

The book is divided in 20 chapters of different lengths and subjects of interest. A brief review of each chapter is as follows:
Chapter 1. Introduction. In here, the author states the main focus of the book, the approach taken, the time scale used, and explains the mathematical and statistical point of view used in the construction of the processes describing financial time series.
Chapter 2. Notation, Naming, and General Definitions. It fixes the notation and gives some general definitions of returns, volatility, time series and operators of time series. A distinction between time and time intervals is made, fixing convenient notations for both of them. The problem of deseasonalizing empirical high-frequency data is also address. For a given time interval [δt], and at a specific moment it time, t, the return time series is denoted by r[δt](t). This notation, though more cumbersome than the usual r(t), becomes handy once one starts changing the time intervals in order to observe different stylized facts of financial time series.
Chapter 3. Stylized Facts. The general statistical properties that are expected to be present in the returns or asset prices of financial time series, regardless of the instruments, markets or time periods, are called stylized facts. Although there is not a general consensus about the complete list (if any) of those facts, the ones that appear most often are related to the probability density function (pdf) and the autocorrelation function (acf). The goal of such facts, extracted from empirical data, is to have enough information in order to build processes that describe accurately financial time series. Color graphs of great detail and quality are much appreciated from the reader.
Chapter 4. Empirical mug shots. In order to summarize the key findings (empirical facts) in one page that characterizes best empirical time series and processes used to model them, a mug shot is introduced. According to a footnote, a mug shot, in police slang, is the pair of pictures of someone face, one front, one profile. These empirical mug shots consist of eight pictures that characterize the heteroscedasticity, the convergence toward a Gaussian distribution, the volatility clustering, the dependency structure between time horizons, the asymmetry with respect to time reversal invariance and the dynamics of the volatility evolution. All these graphs, using foreign exchange data of some main currencies, can be obtained from the website [...]. Even if the reader appreciates the graphs, some computer code in Matlab or R would be of better use. However, as the author kindly replied to me by email when asked about it, the mug shots where created with a large C++ program and then, using scripts, the plots where created using the commercial software Tecplot.
Chapter 5. Process Overview. Having presented some stylized facts, this chapter serves as an introduction to the next goal of the book: to construct mathematical processes that can reproduce some, possibly all, stylized facts. The reasons to use discrete forms over continuous, are presented here. Amongst them, it is argued that the empirical data are known with a finite time increment. On the other hand, the problem of the continuum limit is discussed, as is the discrete nature of Monte Carlo simulations.
Chapter 6. Logarithmic Versus Relative Random Walks. Given that a random walk can be discretized in two forms, logarithmic and geometric, in this chapter a comparison between their similarities and differences is presented. Three definitions of the returns are also given (difference, logarithmic and relative). It is clearly stated that the logarithmic return definition, the most widely used in finance, is better due to its analytical tractability. Two important statements are made in this chapter: that the simplest random walk with constant volatility and Gaussian innovations is nowadays not accurate enough to be satisfactory, using computer power and financial data to describe empirical time series in a better way; secondly, the shift from analytical to simulation tools in financial time series.
Chapter 7. ARCH Processes. The core idea of the ARCH (Auto Regressive Conditional Heteroscedastic) process is to have an effective volatility depending on the recent returns. They where introduced by Robert Engle in 1982, obtaining the Nobel Memorial Prize in Economical Sciences in 2003, "for methods of analyzing economic time series with time-varying volatility (ARCH)". The underlying intuition behind such models is that large moves in the market trigger other market participants to trade, hence creating subsequent volatility. In this chapter, ARCH models and some generalizations, like GARCH, EGARCH, FIGARCH and GARTCH, are discussed.
Chapter 8. Stochastic Volatility Processes. Some processes are introduced, like the Exponential and the Heston Stochastic Volatility Processes, along with their corresponding mug shots. The basic idea for such processes is that the volatility is a genuine independent process.
Chapter 9. Regime-Switching Process. The shortest chapter of the book. The idea behind a regime-switching model is that the market can take a few states, like periods of high and low volatility. The mug shot of a three-state regime-switching process, with Student innovations and dynamics specified by a Markov chain with given transition probabilities is presented. The author concludes that the process is not a good candidate as a model for the empirical price time series, since the properties of the process are quite far from the ones of the empirical time series. However, I believe more research should be done before discrediting such processes and, if a chapter is devoted to such subject, Threshold Auto-Regressive models were in place, which have proved very fruitful in modeling non-linear financial time series of returns and volatility.
Chapter 10. Price and Volatility Using High-Frequency Data. This chapter discusses two basic models for the description at very short time of the prices. Both of these models are based on the distinction between the observed price and a hypothetical true underlying price.
Chapter 11. Time-Reversal Asymmetry. The focus of this chapter is to study various statistics related to the volatility, for time horizons ranging from 3 minutes to 3 months, in order to study the possibility of time-reversal invariance (TRI) in financial time series. The author emphasizes the systematic study of the TRI in finance and shows how the empirical time series are not TRI.
Chapter 12. Characterizing Heteroscedasticity. The goal of the chapter is to find a simple stylized description of the volatility lagged correlation that gives a good description of its shape for a broad set of time series, for lags ranging from a few days to a few days. This is achieved by performing some Monte Carlo simulations. Some very interesting conclusions with regards to the characterization of lagged correlation decay are stated and are worth a second thought from the reader.
Chapter 13. The Innovation Distributions. Another short chapter. It delves into the probability distribution for large price changes, or the tail-behavior of the prices. Such tail-behavior is widely accepted as fat-tailed. Some graphs are shown, comparing the cumulative probability function with a Student of 3 and 5 degrees of freedom, and with the standard normal distribution. I do not consider this a chapter by itself but part of the Stylized Facts chapter.
Chapter 14. Leverage Effect. The stylized fact that designates the negative correlation between historical return and realized volatility, the "leverage effect", is studied in this chapter. After performing a multiscale analysis of the leverage effect in stock time series using Monte Carlo simulations on daily close prices for the stocks of three indexes (SPI, DJ EuroStoxx, S&P 500), it is shown that the leverage effect is quantitatively important for stock and stock indexes.
Chapter 15. Processes and Market Risk Evaluation. A risk methodology is essentially an algorithm to compute the desired probability distribution forecasts, while backtesting measures the performances of the forecasts on historical data. Given the forecasted probability distribution for the returns, the computation of the actual risk measures, like Value at Risk (VaR) and Expected Shortfall (ES), is straightforward. Thus, the chapter focuses on describing the risk methodologies, and presents an example using DJIA data. It also discusses how to measure accurately shocks.
Chapter 16. Option Pricing. One of the more mathematical chapters of the book, since it presents the construction of an equivalent martingale measure in order to price a derivative. Nice computations that shown, for those that like to see the insides of the formulas, as well as Taylor expansions used to price European options.
Chapter 17. The Empirical Properties of Large Covariance Matrices. The purpose of this chapter is to extend the univariate variance to the multivariate covariance, using the stylized fact of the dynamics of the volatility, which exhibits a similar decay for the lagged correlations of all empirical time series. Of course some difficulties are raised by the multivariate extension, and they are properly stated in the introduction. An International Capital Market dataset, consisting of 340 time series that covers major asset classes and world geographical areas is used in order to study the dynamics of the covariance and correlation spectrum, as well as the spectral density of the correlation matrix.
Chapter 18. Multivariate ARCH Processes. This chapter shows how to extend the univariate ARCH processes to the multivariate setting. The natural multivariate extension is to replace the variance by the covariance matrix and some other mathematical changes. The author emphasizes that large multivariate systems are still an area of active research, where significant progresses can be expected in the forthcoming years. These kinds of comments are always well appreciated by the researcher-reader, since they point into areas of interest worth pursuing.
Chapter 19. The Processes Compatible with the Stylized Facts. This chapter presents a summary of the models or processes that are compatible with the data or which can be falsified (to reject them as descriptions of financial time series). For example, Student innovations are compatible, whereas Normal innovations are falsified, since innovations should have a fat-tailed distribution, regardless of the model for the volatility.
Chapter 20. Further Thoughts. The final chapter of the book rummages on some topics like Multi-time horizon analysis, Slow decay for the lagged correlation, Definition of volatility, the Importance of heteroscedasticity, Fat-tailed distributions, Convergence towards a Gaussian distribution, Temporal aggregation and Mean reversion and Ornstein-Uhlenbeck processes. This chapter opens the door to some questions, from the research point of view, as from the philosophical one.

This book is definitely recommended to anyone (practitioners, quants, academics or graduate students) interested in attaining a deeper understanding of the dynamics of the prices, as well as the corresponding stylized facts, which are central to many applications like portfolio optimizations, risk evaluations, or the valuation of contingent claims.

About the reviewer:

Omar Rojas (orojas@up.edu.mx) is a mathematician turned into finance, working as a research professor at the School of Business and Economy at Panamerican University, Guadalajara, Mexico. His areas of interest are Mathematical Finance, Operations Research and Applied Dynamical Systems.

0 of 0 people found the following review helpful.
one star for effort
By QFin
I don't know where to start: the lack of clarity, the million typos, the bias towards the author's own work, I was not able to find a single good aspect about this book. I barely understood that the book is about time series just because I knew a thing or two about them. If you, whether practitioner or academic, would like to study time series in finance, this exposition is guaranteed to confuse you. What a waste

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L.I.F.E. Guide for Men, by Mark Laaser

  • Sales Rank: #2505956 in Books
  • Published on: 2002-11-01
  • Original language: English
  • Number of items: 1
  • Dimensions: 11.02" h x .40" w x 8.27" l,
  • Binding: Paperback
  • 188 pages

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  • Sales Rank: #3742459 in Books
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Jumat, 02 Desember 2011

[R632.Ebook] PDF Ebook Superstitions: Omens, Charms, Cures 1787, by Francis Grose

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Superstitions: Omens, Charms, Cures 1787, by Francis Grose

Superstitions: Omens, Charms, Cures 1787, by Francis Grose



Superstitions: Omens, Charms, Cures 1787, by Francis Grose

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Superstitions: Omens, Charms, Cures 1787, by Francis Grose

Superstitions are surprisingly enduring. From dodging black cats to crossing one’s fingers while making a wish to an aversion to staff meetings on Friday the thirteenth, it is remarkable how many superstitions remain intact—even in this age of rationalism and swift scientific advancement.

First published in 1787 as part of the disparate collection A Provincial Glossary, with a Collection of Local Proverbs, and Popular Superstitions, Francis Grose’s Superstitions represents years of careful data collection and fieldwork and presents a full catalog of ways the supernatural might be expected to interfere in one’s life. Organized thematically into chapters like “Witches, Sorcerers, and Witchcraft,” “Things Lucky and Unlucky,” “Second Sight,” “Omens,” and “Superstitious Methods of Obtaining a Knowledge of Future Events,” Superstitions offers a systematic overview of the superstitious beliefs of the day as well as those held by earlier generations. Here, Grose’s work is reproduced under its original headings and supplemented by an informative introduction by Oxford English Dictionary editor John Simpson, setting the superstitions in proper historical and cultural context.          The resulting collection is a delightfully quirky guide to traditional sayings and beliefs, many archaic but some still surprisingly common today.

  • Sales Rank: #3286605 in Books
  • Published on: 2012-04-01
  • Original language: English
  • Number of items: 1
  • Dimensions: 4.50" h x .50" w x 3.50" l, .20 pounds
  • Binding: Hardcover
  • 104 pages

Review
“A delightful glimpse into enduring English folklore and beliefs. Written in the latter part of the eighteenth century, the book delves into matters natural and supernatural to explain why ghosts never appear on Christmas Eve and the magical power hidden in ordinary toads. A charming and illuminating read that is surprising in its detail and satisfying in its scope.”

(Deborah Harkness, author of A Discovery of Witches)

About the Author

Francis Grose (1731–91) was an English antiquary and lexicographer whose other works include The Antiquities of England and Wales and A Classical Dictionary of the Vulgar Tongue.

Most helpful customer reviews

1 of 1 people found the following review helpful.
Very good and short read
By Devil7Fenix
This was a very surprisingly good and short read. There were a lot of motif's revealed to me that made other fiction and fantasy novels I've read make more sense (like the blue fire in Name of the Wind). It's also very small and can fit in your pocket for easy carry. The only drawback is that the language can be a bit archaic, but that's nothing a google search or dictionary can't solve.

0 of 0 people found the following review helpful.
Well over priced
By G
Wasn't impressed. Very little information.

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Superstitions: Omens, Charms, Cures 1787, by Francis Grose PDF
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Kamis, 01 Desember 2011

[O618.Ebook] Ebook Free Anatomy of Fitness Yoga, by Goldie Oren

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Anatomy of Fitness Yoga, by Goldie Oren

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Anatomy of Fitness Yoga, by Goldie Oren

Yoga is more than just an excellent form of exercise: it is also a spiritual and mental practice that can improve your mental outlook. Anatomy of Fitness: Yoga shows you how to build your strength and flexibility while improving your concentration and willpower. This user-friendly 192-page paperback book contains a comprehensive introduction to yoga, detailed anatomical illustrations of the muscles used in each exercise, variations to increase or lessen the challenge, and a bonus poster featuring anatomical diagrams and an easy-to-follow yoga sequence. With over 65 essential step-by-step yoga poses and a range of different yoga sequences ranging from easy to intense, including the Salutation to the Sun, anyone can tailor a program to suit their fitness requirements. Improve core strength, increase stamina, build willpower, and get greater control over your mind and body with Anatomy of Fitness: Yoga!

  • Sales Rank: #195169 in Books
  • Published on: 2013-06-01
  • Original language: English
  • Number of items: 1
  • Dimensions: .60" h x 8.40" w x 10.40" l, 1.75 pounds
  • Binding: Paperback
  • 192 pages

Most helpful customer reviews

6 of 6 people found the following review helpful.
yoga dvd
By michelle k.
Im a yoga instructor and have to say, this book and DVD is great for a beginner, intermediate or just those looking to deepen their practice. It is a visual yoga and mechanics manual. The practitioner can see and understand what physiology is involved in each movement, and further can attain a good sense of alignment once they see what is "working" in each pose. Good purchase!

1 of 1 people found the following review helpful.
Time for Yoga
By Jason Moore
This book is great! The best part is the illustration after the photo of each pose showing which muscle groups are targeted. The written instructions may need read a second or third time to get it right on the more difficult positions, but are well-written and concise. First saw a version of this at the local library, but decided it is a must-own.

1 of 1 people found the following review helpful.
Excellent book for basic positions
By JLS
This is a nice basic yoga class. It has a chart with all positions which I taped on a board to set up during exercises. Am very pleases with this book. For folks like me over 65 yrs. old i supplement with lightweight yoga blocks to get into some of the more difficult positions they diagram.

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