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  • Berlin  (18)
  • Berlin International  (13)
  • BHT  (5)
  • Potsdam Museum ARHB
  • SB Oranienburg
  • Bibliothek Lübbenau - Vetschau
  • 2000-2004  (18)
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  • 1
    UID:
    b3kat_BV035413895
    Format: 1 Online-Ressource (viii, 168 Seiten) , Illustrationen , 24 cm
    Edition: Online_Ausgabe Boulder, Colo NetLibrary 2004 E-Books von NetLibrary Sonstige Standardnummer des Gesamttitels: 22382847
    ISBN: 1417526483
    Series Statement: Innovative technology series : Information systems and networks
    Note: Includes bibliographical references and index , How to understand friction and wear in mechanical working processes /D.A. Taminiau and J.H. Dautzenberg --Friction during flat rolling of metals /John G. Lenard --Friction in modelling of metal forming processes /F. Klocke and H.-W Raedt --Friction and wear in hot forging /Claudio Giardini ... [et al.] --Basic aspects and modelling of friction in cutting /E. Ceretti, L. Filice and F. Micari --Experimental investigation and prediction of frictional responses in the orthogonal cutting process /Wit Grzesik --Variable tool-chip interfacial friction in 2-D and 3-D machining operations /A.K. Balaji and I.S. Jawahir --Sensing friction: methods and devices /J. Jeswiet and P. Wild --The problem of constitutive equations for the modelling of chip formation: towards inverse methods /F. Meslin and J.C. Hamann --Rheological behaviour in multi-step hot forging conditions /Paolo F. Bariani ... [et al.] --Measurement of flow stress and critical damage value in cold forging /Victor Varquez and Tayla
    Additional Edition: Reproduktion von Friction & flow stress in forming & cutting 2003
    Language: English
    Subjects: Engineering
    RVK:
    Keywords: Schmieden ; Flachwalzen ; Reibung ; Fließgrenze ; Konferenzschrift ; Electronic books. ; Electronic books. ; Electronic books ; Konferenzschrift ; Electronic books.
    URL: Volltext  (Deutschlandweit zugänglich)
    URL: Volltext  (Deutschlandweit zugänglich)
    URL: Full text  (Click to View (Currently Only Available on Campus))
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  • 2
    UID:
    b3kat_BV035413967
    Format: 1 Online-Ressource (xviii, 137 Seiten) , 20 cm
    Edition: Online_Ausgabe Boulder, Colo NetLibrary 2002 E-Books von NetLibrary Sonstige Standardnummer des Gesamttitels: 22382847
    ISBN: 0807047147
    Uniform Title: Boston review
    Note: Includes bibliographical references , A basic income for all / Philippe van Parijs -- What about reciprocity? / William A. Galston -- UBI and the flat tax / Herbert A. Simon -- Falling in love again / Wade Rathke -- Security and laissez-faire / Emma Rothschild -- Subsidize wages / Edmund S. Phelps -- UBI and the work ethic / Brian Barry -- Optional freedoms / Elizabeth Anderson -- Good for women / Anne L. Alstott -- Dignity and deprivation / Ronald Dore -- Why pay Bill Gates? / Fred Block -- Something for nothing / Robert E. Goodin -- A debate we need / Katherine McFate -- The big picture / Peter Edelman -- On liberty / Gar Alerovitz -- Pathways from here / Claus Offe
    Additional Edition: Reproduktion von What's wrong with a free lunch? 2001
    Language: English
    Keywords: USA ; Einkommensverteilung ; Garantiertes Mindesteinkommen ; Islam ; Toleranz ; Aufsatzsammlung ; Electronic books.
    URL: Full text  (Click to View (Currently Only Available on Campus))
    Author information: Parijs, Philippe van 1951-
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  • 3
    Online Resource
    Online Resource
    Amsterdam ; New York : North-Holland | New York, N.Y., U.S.A : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co
    UID:
    b3kat_BV036962373
    Format: 1 Online-Ressource (3 v) , ill , 23 cm
    Edition: Online-Ausgabe Elsevier e-book collection on ScienceDirect Sonstige Standardnummer des Gesamttitels: 041169-3
    ISBN: 0444828915 , 9780444828910
    Series Statement: Studies in mathematics and its applications v. 20, 27, 29
    Note: Includes bibliographical references and indexes. - Vol. 3: 1st ed
    Additional Edition: Reproduktion von Mathematical elasticity 1988 - 2000
    Language: English
    Subjects: Physics , Mathematics
    RVK:
    RVK:
    Keywords: Elastizitätstheorie ; Mathematik
    Author information: Ciarlet, Philippe G. 1938-
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  • 4
    UID:
    almafu_BV013717543
    Format: XIII, 207 S. : Ill., graph. Darst., Kt.
    ISBN: 3-8263-3347-0
    Language: German
    Subjects: Agriculture, Forestry, Horticulture, Fishery, Domestic Science
    RVK:
    Keywords: Plenterwald
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  • 5
    UID:
    almafu_BV023037906
    Format: 1 DVD-Video (ca. 120 min) ; , 1 Beiblatt (gefaltet) , 12 cm
    Note: Orig.: USA 2003. - Farbe, Bildformat: 1.85:1 (16:9 widescreen), DVD-9. - Enth. Regiekommentar ; Filmdokumentationen ; Wissenswertes über Tim Burton ; Quiz , Deutsch, Englisch ; Untertitel: Deutsch, Englisch, Türkisch
    Language: German
    Subjects: American Studies , General works
    RVK:
    RVK:
    Keywords: 1959- Big fish Wallace, Daniel ; Vater ; Sohn ; Sterbender ; Lügenerzählung ; Literatur ; Verfilmung ; Fantastischer Film ; DVD-Video ; DVD-Video ; DVD-Video ; Kommentar ; DVD-Video ; Film
    Author information: Burton, Tim 1958-
    Author information: McGregor, Ewan 1971-
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  • 6
    UID:
    b3kat_BV035266226
    Format: 1 DVD, Ländercode 2, 115 Min., farb., stereo, Dolby digital , Beil. , 12 cm
    Uniform Title: Extension du domaine de la lutte
    Content: Ein Computer-Programmierer kann seinem Lebensdrang nicht mehr folgen und versinkt in tiefe Depression. Er bereist die Provinz, um neuen Kunden die firmeneigene Software zu erläutern, wobei er bei seinem nicht minder verzweifelten Kollegen zu einer teuflischen Einflüsterung ansetzt: Um das Gleichgewicht der Welt wieder herzustellen, müsse dieser die Frauen, die sich ihm verweigern, umbringen. Komplexe Verfilmung des Erstlingsromans von Michel Houellebecq, dessen Dimension absoluter Trostlosigkeit durch Humor leicht sarkastischer Spielart aufgehellt wird. Ein sehr präzise gespielter und inszenierter Film, der in vielen Szenen Mitleid und Erbarmen, aber auch Heiterkeit erregt. [film-dienst]
    Note: Bildformat 1.85:1 (anamorph) , Orig.: Frankreich 1999 , Enth. Audiokommentar des Regis[s]eurs & Autors (optional dt. Untertitel) ; Original-Kino-Trailer ; alternative Artworks , Dt., franz. - Untertitel: dt.
    Language: German
    Keywords: Kommentar ; DVD-Video ; Kommentar
    Author information: Houellebecq, Michel 1958-
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  • 7
    AV-Medium
    AV-Medium
    Berlin : Absolut Medien
    UID:
    b3kat_BV019662740
    Format: 1 DVD, PAL, Ländercode 0, 104 Min., farb. , 12 cm
    ISBN: 9783898487474
    Series Statement: arte-Edition
    Uniform Title: Être et avoir
    Content: Dokumentarfilm über eine Dorfschule in den französischen Bergen, wo zwölf Kinder zwischen vier und elf Jahren von einem Lehrer unterrichtet werden. Die oft humorvollen Begebenheiten beim Lernen und Spielen verdichten sich zu einfühlsamen Porträts der Kinder und ihres Lehrers sowie des Lebens auf dem Land, die viel Raum geben, sich an die eigene Kindheit zu erinnern. Durch seine ruhige, unprätentiöse und doch spannende Art macht der Film sensibel für die kleinen magischen Momente des Alltags. [film-dienst]
    Note: Bildformat 1.66:1 , Orig.: Frankreich 2002 , Enth. Interview mit Nicolas Philibert ; Fotogalerie ; Kartengalerie ; Kritiken ; Filmografie ; Informationen zum französischen Schulsystem ; Ausschnitte aus "Im Land der Stille" , Franz. - Untertitel dt.
    Language: French
    Subjects: Education , Romance Studies
    RVK:
    RVK:
    Keywords: Frankreich ; Ländlicher Raum ; Unterricht ; Dokumentarfilm ; Frankreich ; Ländlicher Raum ; Weniggegliederte Schule ; Film ; DVD-Video
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  • 8
    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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  • 9
    UID:
    kobvindex_INTNLM003533204
    Format: 1 online resource (188 p) , ill , 24 cm
    Edition: Boulder, Colo NetLibrary 2004 Reproduction
    ISBN: 030647722X
    Series Statement: Kluwer international series in electronic materials: science & technology
    Note: Reproduction
    Additional Edition: Available in another form a
    Language: English
    Keywords: Electronic books.
    URL: Full text  (Click to View (Currently Only Available on Campus))
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  • 10
    UID:
    kobvindex_INT0000443
    Format: 575 pages : , chiefly illustrations ; , 26 cm.
    ISBN: 9783822860526 (semi-hbk.) , 3822860522 (semi-hbk.)
    Series Statement: Bibliotheca universalis / Taschen
    Content: MACHINE-GENERATED SUMMARY NOTE: "Taschen's Decorative Art series, whose six installments now span the 20th century up through the 1970s, carefully reproduces the best of Studio Magazine's Decorative Art yearbook. Published annually from 1906 until 1980, the yearbook was dedicated to the latest currents in architecture, interiors, furniture, lighting, glassware, textiles, metalware, and ceramics. Since the publication went out of print, the now hard-to-find yearbooks have become highly prized by collectors and dealers. So how can the rest of us have a look? Taschen, of course! Preserving the yearbooks' original page layouts, Taschen's new Decorative Art books bring you an authentic experience of each decade's design trends and styles. Collect them all! Decorative art in the 1930s and '40s experienced a great shift from romanticism to rationalism, from the opulent Art Deco style to pared-down, pragmatic Modernism. Having made its debut in the late 1920s, the Modern Movement continued with force through the 1930s, championed most notably by Le Corbusier and Richard Neutra. Modernism's stark minimalism and use of industrial materials, which had previously seemed cold and threatening, became more accepted as a rational response to a time of great economic hardship. Excess and luxury were largely replaced by economy and simplicity as the Modernist style became more and more common. Through the end of the 1930s up until the postwar period, Modernism's original coolness was gradually replaced by more warm and human characteristics. Incorporating factors such as nature and psychology, as in the work of Charles Eames and Alvar Aalto, became a crucial part of Modernist design. This fascinating transition from hard-edgedModernism to its softer, more organic descendent is faithfully reproduced in Decorative Arts 1930s & 1940s. An essential reference for anyone interested in this period!"
    Note: INDEX NOTE: includes index. , LANGUAGE NOTE: text in English, German, and French.
    Language: English
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