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  • Berlin International  (69)
  • Moses Mendelssohn Zentrum  (40)
  • ÖB Kleinmachnow  (38)
  • GB Fredersdorf-Vogelsdorf  (6)
  • GB Hohenleipisch  (5)
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Region
Library
Virtual Catalogues
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  • 1
    Book
    Book
    Frankfurt am Main :Fischer,
    UID:
    almafu_BV008250351
    Format: 205 S.
    ISBN: 3-10-046308-0
    Uniform Title: Hitler et les juifs
    Language: German
    Subjects: History
    RVK:
    Keywords: 1889-1945 Hitler, Adolf ; Judenvernichtung ; Judenverfolgung
    Author information: Burrin, Philippe 1952-
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Online Resource
    Online Resource
    Cambridge : Cambridge University Press
    UID:
    kobvindex_INT68618
    Format: 1 online resource (234 pages)
    Edition: 1st ed.
    ISBN: 9780521782326 , 9780511151255
    Content: Summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. Of interest to physicists, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance
    Note: Cover -- Half-title -- Title -- Copyright -- Contents -- Foreword -- Preface -- Acknowledgements -- 1 Probability theory: basic notions -- 1.1 Introduction -- 1.2 Probabilities -- 1.2.1 Probability distributions -- 1.2.2 Typical values and deviations -- 1.2.3 Moments and characteristic function -- 1.2.4 Divergence of moments-asymptotic behaviour -- 1.3 Some useful distributions -- 1.3.1 Gaussian distribution -- 1.3.2 Log-normal distribution -- 1.3.3 Lévy distributions and Paretian tails -- 1.3.4 Other distributions (*) -- 1.4 Maximum of random variables-statistics of extremes -- 1.5 Sums of random variables -- 1.5.1 Convolutions -- 1.5.2 Additivity of cumulants and of tail amplitudes -- 1.5.3 Stable distributions and self-similarity -- 1.6 Central limit theorem -- 1.6.1 Convergence to a Gaussian -- 1.6.2 Convergence to a Lévy distribution -- 1.6.3 Large deviations -- 1.6.4 The CLT at work on a simple case -- 1.6.5 Truncated Lévy distributions -- 1.6.6 Conclusion: survival and vanishing of tails -- 1.7 Correlations, dependence and non-stationary models (*) -- 1.7.1 Correlations -- 1.7.2 Non-stationary models and dependence -- 1.8 Central limit theorem for random matrices (*) -- 1.9 Appendix A: non-stationarity and anomalous kurtosis -- 1.10 Appendix B: density of eigenvalues for random correlation matrices -- 1.11 References -- 2 Statistics of real prices -- 2.1 Aim of the chapter -- 2.2 Second-order statistics -- 2.2.1 Variance, volatility and the additive-multiplicative crossover -- 2.2.2 Autocorrelation and power spectrum -- Power spectrum -- 2.3 Temporal evolution of fluctuations -- 2.3.1 Temporal evolution of probability distributions -- The elementary distribution P -- Maximum likelihood -- Convolutions -- Tails, what tails? -- 2.3.2 Multiscaling-Hurst exponent (*) -- 2.4 Anomalous kurtosis and scale fluctuations , 2.5 Volatile markets and volatility markets -- 2.6 Statistical analysis of the forward rate curve (*) -- 2.6.1 Presentation of the data and notations -- 2.6.2 Quantities of interest and data analysis -- 2.6.3 Comparison with the Vasicek model -- 2.6.4 Risk-premium and the... -- The average FRC and value-at-risk pricing -- The anticipated trend and the volatility hump -- 2.7 Correlation matrices (*) -- 2.8 A simple mechanism for anomalous price statistics (*) -- 2.9 A simple model with volatility correlations and tails (*) -- 2.10 Conclusion -- 2.11 References -- Scaling and Fractals in Financial Markets -- The interest rate curve -- Percolation, collective models and self organized criticality -- Other recent market models -- 3 Extreme risks and optimal portfolios -- 3.1 Risk measurement and diversification -- 3.1.1 Risk and volatility -- 3.1.2 Risk of loss and 'Value at Risk' (VaR) -- 3.1.3 Temporal aspects: drawdown and cumulated loss -- Worst low -- Cumulated losses -- Drawdowns -- 3.1.4 Diversification and utility-satisfaction thresholds -- 3.1.5 Conclusion -- 3.2 Portfolios of uncorrelated assets -- 3.2.1 Uncorrelated Gaussian assets -- Effective asset number in a portfolio -- 3.2.2 Uncorrelated 'power-law' assets -- 3.2.3 'Exponential' assets -- 3.2.4 General case: optimal portfolio and VaR (*) -- 3.3 Portfolios of correlated assets -- 3.3.1 Correlated Gaussian fluctuations -- The CAPM and its limitations -- 3.3.2 'Power-law' fluctuations (*) -- 'Tail covariance' -- Optimal portfolio -- 3.4 Optimized trading (*) -- 3.5 Conclusion of the chapter -- 3.6 Appendix C: some useful results -- 3.7 References -- Statistics of drawdowns and extremes -- Portfolio theory and CAPM -- Optimal portfolios in a Lévy world -- Generalization of the covariance to Lévy variables -- 4 Futures and options: fundamental concepts -- 4.1 Introduction , 4.1.1 Aim of the chapter -- 4.1.2 Trading strategies and efficient markets -- 4.2 Futures and forwards -- 4.2.1 Setting the stage -- 4.2.2 Global financial balance -- 4.2.3 Riskless hedge -- Dividends -- Variable interest rates -- 4.2.4 Conclusion: global balance and arbitrage -- 4.3 Options: definition and valuation -- 4.3.1 Setting the stage -- 4.3.2 Orders of magnitude -- 4.3.3 Quantitative analysis-option price -- Bachelier's Gaussian limit -- Dynamic equation for the option price -- 4.3.4 Real option prices, volatility smile and 'implied' kurtosis -- Stationary distributions and the smile curve -- Non-stationarity and 'implied' kurtosis -- 4.4 Optimal strategy and residual risk -- 4.4.1 Introduction -- 4.4.2 A simple case -- 4.4.3 General case... -- Cumulant corrections to... -- 4.4.4 Global hedging/instantaneous hedging -- 4.4.5 Residual risk: the Black-Scholes miracle -- The 'stop-loss' strategy does not work -- Residual risk to first order in kurtosis -- Stochastic volatility models -- 4.4.6 Other measures of risk-hedging and VaR (*) -- 4.4.7 Hedging errors -- 4.4.8 Summary -- 4.5 Does the price of an option depend on the mean return? -- 4.5.1 The case of non-zero excess return -- 'Risk neutral' probability -- Optimal strategy in the presence of a bias -- 4.5.2 The Gaussian case and the Black-Scholes limit -- Ito calculus -- 4.5.3 Conclusion. Is the price of an option unique? -- 4.6 Conclusion of the chapter: the pitfalls of zero-risk -- 4.7 Appendix D: computation of the conditional mean -- 4.8 Appendix E: binomial model -- 4.9 Appendix F: option price for (suboptimal)... -- 4.10 References -- Some classics -- Market efficiency -- Optimal filters -- Options and futures -- Stochastic differential calculus and derivative pricing -- Option pricing in the presence of residual risk -- Kurtosis and implied cumulants -- Stochastic volatility models , 5 Options: some more specific problems -- 5.1 Other elements of the balance sheet -- 5.1.1 Interest rate and continuous dividends -- Systematic drift of the price -- Independence between price increments and interest rates-dividends -- Multiplicative model -- 5.1.2 Interest rates corrections to the hedging strategy -- 5.1.3 Discrete dividends -- 5.1.4 Transaction costs -- 5.2 Other types of options: 'Puts' and 'exotic options' -- 5.2.1 'Put-call' parity -- 5.2.2 'Digital' options -- 5.2.3 'Asian' options -- 5.2.4 'American' options -- American puts -- 5.2.5 'Barrier' options -- Other types of option -- 5.3 The 'Greeks' and risk control -- 5.4 Value-at-risk for general non-linear portfolios (*) -- 5.5 Risk diversification (*) -- 'Portfolio' options and 'exogenous' hedging -- Option portfolio -- 5.6 References -- More on options, exotic options -- Stochastic volatility models and volatility hedging -- Short glossary of financial terms -- Index of symbols -- Index
    Additional Edition: Print version Bouchaud, Jean-Philippe Theory of Financial Risks Cambridge : Cambridge University Press,c2000 ISBN 9780521782326
    Language: English
    Keywords: Electronic books
    URL: FULL  ((OIS Credentials Required))
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  • 3
    UID:
    kobvindex_INT0002540
    Format: 1 DVD video (circa 70 minutes) : , sound (Dolby Digital 5.1 + 2.0) ; colour with black & white sequences ; , 12 cm ; image format : 16:9.
    Content: MACHINE-GENERATED SUMMARY NOTE: "A cinematic meditation about architect Erich Mendelsohn based on his letters and a memoir by his wife Louise. As a young man, he drew sketches on tiny pieces of paper and sent them, from the trenches, to the young cellist waiting for him in Berlin. She believed in his genius and after World War 1, she helped him become the busiest architect in Germany. When she planned to leave him for a communist poet, he built a perfect house for her. When the Nazis came to power, the couple escaped the house and Germany, and he turned his talents to creating buildings in England, the U.S. and Israel.--Container"
    Content: MACHINE-GENERATED SUMMARY NOTE: "Ein junger Architekt schickt seiner 16-jährigen Geliebten von der Front des Ersten Weltkriegs Briefe mit Zeichnungen organischer Gebilde und philosophischen Gedanken. Daraus entsteht eine lebenslange Verbindung, in der Erich Mendelsohn zu einem der wichtigsten Architekten des 20. Jahrhunderts reift. Duki Dror erzählt sein Mendelsohn-Porträt als Liebesgeschichte, festgehalten in Briefen und Memoiren, in Spuren und Details berühmter Bauwerke, bei deren Entstehung Luise Mendelsohn das 'zweite Auge' ihres Mannes war. ERICH MENDELSOHN - VISIONEN FÜR DIE EWIGKEIT ist poetische Doppelbiografie und präzise Werkdokumentation in einem, eine bewegte Erzählung, fern jedes abgesicherten, trockenen Architekturvortrags -- als Beispiel lebendiger und filmischer Architekturgeschichte." -- "A young architect sends his 16-year-old lover from the front of the First World War letters with drawings of organic structures and philosophical thoughts. The result is a lifelong connection in which Erich Mendelsohn matures into one of the most important architects of the 20th century. Duki Dror tells his Mendelsohn portrait as a love story, captured in letters and memoirs, in traces and details of famous buildings, in whose emergence Luise Mendelsohn was her husband's 'second eye'. ERICH MENDELSOHN - VISIONS FOR ETERNITY is a poetic double biography and precise work documentation in one, a moving narrative, far from any secure, dry architectural lecture - as an example of living and cinematic architectural history."
    Content: MACHINE-GENERATED SUMMARY NOTE: "Mendelsohn's Incessant Visions is a 2011 documentary film directed by Duki Dror. The film takes as its focus the German-Jewish architect Erich Mendelsohn, exposing the complexities and intricacies of Mendelsohn's life and work through a series of letters with Louise, the young cellist who would eventually become his wife. Dror's film is at once an examination of Mendelsohn's seminal architectural work as well as an exploration of the German-Jewish experience during and after World War II seen through Mendelsohn's journey from Germany to England, British Mandate Palestine and the US. [...] The film follows the trajectory of Mendelsohn's career, bringing to life the stories (and, in interviews with other architects and experts, the impact) of his many influential buildings such as the Einstein Tower observatory in Potsdam and the Universum (the modern day Schaubühne building), believed to be the first modern cinema in the world. Though Mendelsohn enjoyed the status of one of Germany's most important and successful architects, the outbreak of World War II led him to flee Germany. Utilizing over 1,200 personal letters penned between Mendelsohn and the 16-year-old cellist Louise who would later become his wife, the film brings to life both the historical context in which Mendelsohn lived and worked as well as the architect's personal struggles and eccentricities. The letters between Mendelsohn and Louise also serve to bring to life other famous characters of Mendelsohn's era, including the German poet and playwright Ernst Toller whose affair with Louise provides the film with additional drama."
    Note: BONUS MATERIAL: trailer; features: Mendelsohn in San Francisco, Briefe von Unterwegs, Haifa, Der 'Synagogen-Architekt'. , LANGUAGE NOTE: English original, German version, subtitles in German, English, French. Polnisch.
    Language: English
    Keywords: Documentary films
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  • 4
    Journal/Serial
    Journal/Serial
    Strasbourg :Avant-Propos
    Show associated volumes
    UID:
    kobvindex_MMZz0000209+1
    Series Statement: Sommet du Yiddish : livre
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  • 5
    UID:
    kobvindex_MMZz0000209
    Note: Standort: Handbibliothek 1/02
    Language: French
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  • 6
    Book
    Book
    [München] : Hueber
    UID:
    kobvindex_VBRD-i97831964959660013
    Format: [13] Bl. : überw. Ill. (farb.)
    ISBN: 9783196495966
    Series Statement: NordSüd bi libri
    Content: Warum weint die kleine Eule bloß? Alle Tiere im Wald sorgen sich und versuchen dem Vogelkind zu helfen. Eine Geschichte auf Deutsch und Englisch. Ab 3.
    Content: Die kleine Eule sitzt im Wald und heult erbärmlich. Die Tiere nehmen großen Anteil und versuchen sie mit allen Mitteln zu beruhigen. Doch weder die Nuss vom Eichhörnchen, noch die hübsche Kette aus Wiesenblumen vom Maulwurf haben Erfolg. Auch das Schaukelnetz vom Raben bringt keine Änderung. Erst als Mama Eule dazukommt und fragt, warum ihr Kind denn so bitterlich weint, hört die kleine Eule auf zu heulen, denkt kurz nach und verblüfft dann alle mit der Antwort. 2-sprachige Ausgabe des Bilderbuchs (vgl. BA 10/04) auf Deutsch und Englisch (vgl. 6 weitere 2-sprachige Ausgaben, in dieser Nr.). Über den beigefügten Hörbuch-Code kann das MP3-Hörbuch in 8 Sprachen kostenlos heruntergeladen werden. [ha]
    Note: Text dt. und engl.
    Language: German
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  • 7
    UID:
    kobvindex_VBRD-i97838337293930004
    Format: 4 CD & Beih. in Doppelbox
    Edition: Autoris. Audiofassung
    ISBN: 9783833729393
    Content: Philippe ist ein erfolgreicher Geschäftsmann, doch sein Leben ändert sich, als er nach einem Gleitschirmunfall an den Rollstuhl gefesselt ist. Er sucht nach einem Pfleger und findet in dem arbeitslosen Ex-Sträfling Abdel nach vielen Höhen und Tiefen einen "ziemlich besten Freund".
    Note: StO Schöne Literatur mini
    Language: German
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  • 8
    Book
    Book
    München :Deutscher Taschenbuch Verl.,
    UID:
    kobvindex_MMZa0011285
    Format: 274 S.
    ISBN: 3-423-10634-4
    Series Statement: Zeugen und Zeugnisse
    Language: German
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  • 9
    UID:
    kobvindex_MMZa0066010
    Format: 334 S. : Kt.
    ISBN: 978-3-86754-511-2
    Language: English
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  • 10
    UID:
    kobvindex_MMZa0043285
    Note: Standort: Handbibliothek 4/01 , Bitte beachten: Vorbestellung erforderlich
    In: Compact, (2014)3, S. 46-47
    Language: German
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