Kooperativer Bibliotheksverbund

UID:

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

Keywords: Schmieden ; Flachwalzen ; Reibung ; Fließgrenze ; Konferenzschrift ; Electronic books. ; Electronic books. ; Electronic books ; Konferenzschrift ; Electronic books.

URL: Volltext

URL: Volltext  (Deutschlandweit zugänglich)

URL: Volltext  (Deutschlandweit zugänglich)

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UID:

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: Volltext

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Author information: Parijs, Philippe van 1951-

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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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Format: 127 S , zahlr. Ill., Kt , 22 cm

Edition: 1. Aufl

ISBN: 3785544723

Series Statement: Helden - Mythen - Abenteuer

Uniform Title: Sur les traces des fondateurs de Rome 〈dt.〉

Language: German

Subjects: History

Keywords: Vergilius Maro, Publius v70-v19 Aeneis ; Rom ; Gründung ; Jugendbuch ; Jugendsachbuch

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Format: 1 online resource (398 pages)

Edition: 1st ed.

ISBN: 9780521806428 , 9780511148378

Content: This book provides an in-depth treatment of the overlapping generations model in economics incorporating production. Methodological emphasis is put on using general preferences and technologies, on the global study of dynamic aspects of the model, and on furnishing adequate tools to analyze policies involving inter-generational transfers

Note: Cover -- Half-title -- Series-title -- Tilte -- Copyright -- Dedication -- Contents -- Introduction -- OVERLAPPING GENERATIONS AND MACRO-ECONOMICS -- OVERLAPPING GENERATIONS IN OTHER FIELDS -- OUTLINE OF THE BOOK -- Acknowledgments -- ONE Competitive Equilibria -- 1.1 THE MODEL -- 1.1.1 Two-period-lived Individuals -- 1.1.2 Neo-classical Technology -- 1.1.3 Firms -- 1.2 MAIN ASSUMPITIONS -- 1.2.1 The Assumptions on the Utility Function -- 1.2.2 The Assumptions on the Production Function -- 1.3 THE BEHAVIOR OF THE AGENTS AT PERIOD t -- 1.3.1 The Young Individuals -- 1.3.2 The Inter-temporal Elasticity of Substitution -- 1.3.3 The Properties of the Savings Function -- 1.3.4 The Old Individuals -- 1.3.5 The Firms -- 1.4 THE TEMPORARY EQUILIBRIUM -- 1.5 THE INTER-TEMPORAL EQUILIBRIUM WITH PERFECT FORESIGHT -- 1.5.1 Existence of Equilibria -- 1.5.2 Uniqueness of the Inter-temporal Equilibrium -- 1.6 CAPITAL DYAMICS AT A RATIONAL INTER-TEMPORAL EQUILIBRIUM -- 1.6.1 Steady States and Stability -- 1.6.2 Dynamics -- 1.6.3 The Behavior Near 0 -- 1.6.4 A Quick Look at the Empirics of Growth -- 1.7 COMPARISON OF MYOPIC AND PERFECT FORESIGHT -- 1.7.1 The Steady States -- 1.7.2 Local Stability -- 1.7.3 Uniqueness of the Steady State -- 1.8 APPLICATIONS AND EXTENSIONS -- 1.8.1 Myopic and Perfect Foresight in an Example -- 1.8.2 A Demographic Shock -- 1.8.3 Non-separable Utility Function -- 1.8.4 Homothetic Preferences -- 1.8.5 Heterogeneous Agents -- 1.8.6 Technical Progress -- 1.8.7 Imperfect Credit Market -- 1.8.8 Three-period-lived Households -- 1.8.9 Borrowing Constraints in the Three-period Model -- 1.9 CONCLUSION -- TWO Optimality -- 2.1 OPTIMALITY OF STATIONARY PATHS -- 2.1.1 Feasible Long-run Capital Stock -- 2.1.2 The Optimal Stationary Path: The Golden Age -- 2.1.3 Under-and Over-accumulation of Capital -- 2.2 OPTIMALITY OF THE DYNAMICS , 2.2.1 Dynamic Efficiency -- 2.2.2 Pareto Optimality of Dynamics -- 2.3 THE PLANNING PROBLEM -- 2.3.1 The Objective Function -- 2.3.2 Properties of the Value Function -- 2.3.3 Existence and Monotonicity of Optimal Paths -- 2.3.4 Limit of the Optimal Path and Optimal Steady State -- 2.4 MARGINAL ANALYSIS OF OPTIMAL SOLUTIONS -- 2.4.1 The Optimality Conditions -- 2.4.2 The Planner's Stationary Solution -- 2.4.3 Local Dynamics -- 2.4.4 A Graphical Exposition -- 2.5 UNBOUNDED OPTIMAL GROWTH -- 2.5.1 Existence of Optimal Paths When sigma andgt -- 1 -- 2.5.2 Existence of Optimal Paths When sigma andlt -- 1 (and y... -- 2.5.3 Existence of Optimal Paths When sigma = 1 -- 2.5.4 General Result -- 2.5.5 The Long-run Growth Rate -- 2.6 APPLICATIONS AND EXTENSIONS -- 2.6.1 Properties of the Policy Functions When f (0) andgt -- 0 -- 2.6.2 Application: The Optimal Speed of Convergence -- 2.6.3 Application: Rise in Beta -- 2.6.4 A Mixed CES-Linear Production Function -- 2.6.5 Optimal Growth in the Ak Model -- 2.7 CONCLUSION -- THREE Policy -- 3.1 LUMP-SUM TRANSFERS AND THE SECOND WELFARE THEOREM -- 3.1.1 Equilibrium with Lump-sum Transfers -- 3.1.2 The Second Welfare Theorem -- 3.1.3 The Direction of Optimal Transfers in the Long Run -- 3.1.4 Reversal of Optimal Transfers Over Time: An Example -- 3.2 PENSIONS -- 3.2.1 Fully Funded System -- 3.2.2 Pay-as-you-go System: Existence of Equilibrium -- 3.2.3 Pay-as-you-go Systems with Constant Pensions -- 3.2.4 Capital Accumulation and Pay-as-you-go Pensions -- 3.2.5 Further Comments -- 3.3 PUBLIC SPENDING -- 3.3.1 Public Spending in the Competitive Economy -- 3.3.2 Public Spending: Optimal Financing -- 3.3.3 Second-best Policies -- 3.4 STUDY OF THE SECOND-BEST PROBLEM -- 3.4.1 Restating the Problem -- 3.4.2 Three Issues -- 3.4.3 A Standard Approach to the Problem -- 3.4.4 An Auxiliary Problem -- 3.5 APPLICATIONS AND EXTENSIONS , 3.5.1 Optimal Growth Rate of Population -- 3.5.2 Application: The Tax on the First Old Generation -- 3.5.3 Application: Financing Future Spending -- 3.5.4 Proportional Government Spending -- 3.6 CONCLUSION -- FOUR Debt -- 4.1 DIAMOND'S MODEL WITH DEBT -- 4.1.1 The Model -- 4.1.2 The Temporary Equilibrium -- 4.1.3 The Inter-temporal Equilibrium with Perfect Foresight -- 4.2 THE INTER-TEMPORAL BUDGET CONSTRAINT OF THE GOVERNMENT -- 4.2.1 Debt with the Two Types of Lump-sum Taxes -- 4.2.2 Debt with a Restriction of Only One Type of Lump-sum Tax -- 4.2.3 Ponzi Games -- 4.3 CONSTANT DEFICIT POLICIES -- 4.3.1 Balanced Budget Policies: Local Analysis -- 4.3.2 Balanced Budget Policies: Graphical Illustration -- 4.3.3 Non-zero Deficit: Local Analysis -- 4.3.4 Non-zero Deficit: Graphical Illustration -- 4.3.5 Ponzi Debt, Money, and Bubbles -- 4.4 CONSTANT DEBT POLICIES -- 4.4.1 Sustainability in the Short Run -- 4.4.2 Sustainability in the Long Run -- 4.4.3 Characteristics of Inter-temporal Equilibria -- 4.4.4 Policy Implications -- 4.5 APPLICATIONS AND EXTENSIONS -- 4.5.1 Constant Debt-Output Ratio -- 4.5.2 Deficits and Cycles -- 4.6 CONCLUSION -- Five Further Issues -- 5.1 DYNASTIC ALTRUISM: A BEQUEST MOTIVE -- 5.1.1 Modeling Voluntary Bequests -- 5.1.2 Marginal Analysis of Bequests -- 5.1.3 Altruism and the Neutrality of Economic Policy -- 5.1.4 When are Bequests Positive? -- 5.2 HUMAN CAPITAL AND EDUCATION -- 5.2.1 Modeling Education -- 5.2.2 Parental Funding: Private vs Public Education -- 5.2.3 Market Funding -- 5.2.4 The Tradeoff between Studying and Working -- 5.3 INTER-GENERATIONAL EXTERNALITIES -- 5.3.1 Inter-generational Taste Externalities in the Competitive Economy -- 5.3.2 The Optimal Allocation -- 5.3.3 Extensions -- 5.3.4 Conclusion -- 5.4 MACRO-ECONOMICS AND GENERAL EQUILIBRIUM -- 5.4.1 Modeling Arrow-Debreu Market Equilibria , 5.4.2 Arrow-Debreu Market Equilibria from... -- 5.4.3 Sequence Equilibrium from... -- 5.4.4 Arrow -Debreu Equilibria from... -- 5.4.5 Example -- 5.4.6 Conclusion -- Technical Appendices -- A.1 production functions -- A.1.1 Homogeneity -- A.1.2 Limits of f(k)and f(k) -- A.1.3 The Marginal Productivity of Labor -- A.1.4 The Limit of ω(k)/k -- A.1.5 The Cobb-Douglas Function as a Limit Case -- A.2 CALCULUS -- A 2.1 The Mean Value Theorem for Derivatives -- A.2.2 The Implicit Function Theorem -- A.2.3 Limits, lim sup, and lim inf -- A.2.4 Limit Points of Multi-dimensional Sequences -- A.3 DYNAMICAL ANALYSIS -- A.3.1 Monotonic Dynamics -- A.3.2 Local Stability (Dimension One) -- A.3.3 Linear Dynamics in the Plane -- A.3.4 Local Stability of Non-linear Dynamics (Dimension 2) -- A.3.5 Bifurcations of Monotonic Dynamics -- A.4 DYNAMIC OPTIMIZATION -- A.4.1 The Value Function -- A.4.2 Necessary and Sufficient Conditions for Optimality -- A.5 CALIBRATION AND SIMULATION -- A.5.1 The Cobb-Douglas Model -- A.5.2 The Model with a CES Production Function -- A.5.3 Introduction of Policies in the Model with CES Production -- A.5.4 Numerical Solution to Non-linear Forward-looking Models -- A.6 STATISTICS -- A.6.1 Dynamics of Distributions -- A.6.2 Normal and Log-normal Distributions -- A.1 PRODUCTION FUNCTIONS -- A.1.1 Homogeneity -- A.1.2 Limits off f(k) and f(k) -- A.1.3 The Marginal Productivity of Labor -- A.1.4 The Limit of omega (k)/k -- A.1.5 The Cobb-Douglas Function as a Limit Case -- List of Definitions -- List of Propositions -- List of Assumptions -- Bibliography -- Author Index -- Subject Index

Additional Edition: Print version de la Croix, David A Theory of Economic Growth Cambridge : Cambridge University Press,c2002 ISBN 9780521806428

Language: English

Keywords: Electronic books

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UID:

Format: 1 online resource (288 pages)

Edition: 1st ed.

ISBN: 9780700716128 , 9781136869464

Content: Regional cooperation and integration have emerged as key issues for East Asia following the financial crisis. This book explores these issues, and examines the degree to which a new paradigm is emerging

Note: Cover -- Regionalism in East Asia -- Title Page -- Copyright Page -- Table of Contents -- List of contributors -- List of abbreviations -- Preface -- Prologue: Whither regionalism in East Asia? -- Part I The critical review of regional concepts and theories of regionalism -- 1 East Asian regionalism: Theoretical perspectives -- 2 The post-Cold War development of regionalism in East Asia -- 3 Economic cooperation in East Asia: Revisiting regional concepts and the subregional case of ASEAN -- Part II Regional cooperation in practice in East Asia and encountering regional theories -- 4 East Asian regionalism and the evolution of a fragmented region: A conceptual approach towards the political sector of security -- 5 Regionalism and subregional cooperation: The ASEAN experience -- 6 Regionalism and regional governance in Northeast Asia -- 7 Northeast Asia: Developmental political economy and the prospects for regional economic integration -- Part III The new direction of East Asia regionalism -- 8 The impact of the financial crises on East Asian regionalism -- 9 The concept of 'Greater China' and East Asia -- 10 Sovereignty at bay? Business networking and democratic politics of informal integration between Taiwan and Mainland China in the 1990s -- 11 Regionalism through interregionalism: East Asia and ASEM -- 12 Conclusion: The renewal of regionalism and an East Asian new order -- Bibliography -- Index

Additional Edition: Print version Liu, Fu-Kuo Regionalism in East Asia Oxford : Taylor & Francis Group,c2002 ISBN 9780700716128

Language: English

Keywords: Electronic books

URL: FULL  ((OIS Credentials Required))

UID:

Format: 119 S. : Ill. (farb.)

Edition: 2. Aufl.

Series Statement: Mein Arena Kinderwissen

Note: Aus d. Franz. übers.

Language: German

UID:

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))

UID:

Format: 119 S. ; 22 cm

ISBN: 3800028565

Uniform Title: En pleine lucarne

Language: German

UID:

Format: 575 pages : , chiefly illustrations ; , 26 cm.

ISBN: 9783822860502 (semi-hbk.) , 3822860506 (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! Out with the old and in with the new... Decorative Art 1900s & 1910's highlights the exciting period that marked the aesthetic transition from the Victorian Era to the Modern Age. Concepts of simplicity, utility and beauty ushered out the heavy ornamentation of High Victorian style. Beginning in 1906, the Decorative Art yearbook's first year of publication, Taschen's look at interior design from the first two decades of the 20th century gives us a look at the avant-garde work of designers such as Charles Rennie Mackintosh, Charles Voysey, and Mackay Hugh Baillie Scott. From Britain to Austria to the Americas, the Decorative Art yearbook served as a communicator of styles and ideas as the ""New Art"" movement began its rise. This crucial period was not only documented in the yearbooks, but promoted and affected by them as well. This was a time when "modern" was truly a new concept, one that many designers had to fight for; the evolution of styles and ideas moved at afast pace, punctuated dramatically by the First World War, whose effects on society and architecture were vast. This volume faithfully reproduces the best examples from the yearbooks of the 1900s and 1910s, bringing you an excellent guide through the founding years of Modernism in decorative art."

Note: INDEX NOTE: includes index. , LANGUAGE NOTE: text in English, German, and French.

Language: English