Book Description
Super Achiever Mindsets is a mental software upgrade that loads immediately. It is a new virus removal tool for improved decision making, a book of Velocity Acceleration and Momentum for the mind - the latest publication from best selling author of Money Magic, Living Life as a Super Achiever, and Perfection "CAN" Be Had!
Customer Reviews:
WOW.......2006-11-06
BJ Dohrmann has captured what it takes to be a Super Achiever. He has taught us the secrets to super achieve and to be our best.
BJ Dohrmann knows his stuff.
A waste of time, money, ink and paper; see below for sample.......2006-08-17
This is easily the most badly written book I've read in years. Here is an example of one of the better parts -- a paragraph that begins at the bottom of page 174:
"Super Achievers believe that a free will demands eddies in the stream of creative conscious behavior; as all forms of creative endeavor struggle to flow back to an increasingly closer relationship to the creative source (in awareness). Awareness is a personal Gameboy that never runs low on batteries as you play your own game. Awareness is a one operator Gameboy. Each plays his own game and records his own score. It's more fun to play by those with similar scores. We call angels Super Achievers. The natural order is the most exciting of all games; we call this game Life."
If you want 236+ pages of that and worse, go ahead and read it.
A man with a legacy.......2005-01-25
I first met Mr. Dohrmann in 1996 and was inspired by his knowledge and his integrity in wanting to truly make a difference in the world. I purchased this book as soon as I heard it was available and was able to get Mr. Dohrmann to autograph my copy.
BJ is a man with a quest and his legacy will live on many years after he is gone. I will strongly suggest that those who have the opportunity to purchase this book do so. It will guide those who follow the principals offered to new heights of achievement.
Of course, this book is a threat to those who want to continue to have Americans living in need of government to take care of them and be their safety net in life. I am not sure if those who believe in safety nets have really thought about this, but nets have holes between every strand. With BJ's book people will be able to take charge of their own lives and have a future filled with abundance.
This is a book that certain political groups do not want you to read. Once you acquire this book and start to use the principals within and learn to become a part of an ever growing circle of entrepreneurs, investors, and thousands of other people whose goal is to help dreams become a reality you will be able to break free of want and live in the law of abundance.
Dohrmann is a better speaker than writer.......2004-09-13
I'm not sure whether to recommend Dohrmann's Super Achiever Mindsets, or not. Dohrmann is the founder of a group called IBI (http://www.ibiglobal.com), and I have heard him speak on a couple of occasions. I was impressed with his speaking ability and enthusiasm, which is what lead me to get this book.
It was a major disappointment.
BJ Dorhmann is a much better speaker than he is a writer. I think part of the problem is that he attempts to write in exactly the same style as he speaks, which just doesn't come out very good. Another thing I noticed after I read the book, and went back and listened carefully to him speak again, is that he tends to speak in platitudes that are lacking in any real meaning, and he is prone to non sequitur. The faithful, of course, will insist that every word is deathless prose (and no doubt they will take issue with this review!)
This book, UNFORTUNATELY, is a HARD READ because of the pointless EMPHASIS (using CAPITAL letters just like that) that he SCATTERS at RANDOM throughout the FIRST 2/3rds of THE book. He doesn't even consistently write in complete grammatically-correct sentences until near the end, where he goes off on a political tangent that resembles some of the ramblings I've seen on "Trilateralist" conspiracy theories.
Book Description
The electricity, natural gas, and other energy markets are on the brink of becoming THE hot opportunity for institutional investors worldwide. In fact, the growth in volume for NYMEX and IPE energy contracts is the only proof you need of the enormous potential in trading these markets. Now, for the first time, this book gives you step-by-step directions on taking advantage of this developing resource. Energy Risk walks you through properly assessing and evaluating the enormous opportunities that are unique to this complex yet vibrant market. It provides not only an expert overview of energy trading but also the philosophies and specific investment strategies you need. Harvard-trained physicist Dragana Pilipovic reveals the intricacies and mechanics of today's energy markets, provides practical answers on how best to get a foothold in energy trading, and also discusses: In-depth explanations of the primary factors that influence energy risk, such as spot price behavior, volatility, and the forward price curve; A detailed introduction to the fundamental price drivers of energy markets including electricity, natural gas, and heating and crude oil; Clearly defined ways that you can use tools introduced throughout the book to achieve your company's crucial risk/return goals. Containing unique trading models that were custom-designed for managing risk in energy and commodity trading, and with over 175 charts and graphs that illustrate key features of the market's equations, correlations, and methodologies. Energy Risk will be the standard energy market reference for many years to come.
Customer Reviews:
waste of time and money.......2007-06-14
Someone , in his review, said that 50% was useless and another reader added that "I wouldn't buy it with my money": I disagee: 99% of the book is utterly useless and would noy buy it with my worst enemy's money. I'd rather spend it on something else.
I saw that there is a new edition: Please do yourself a favor: DO NOT BUY IT!
A good general introduction but needs more case studies.......2005-04-12
It is now a tautology to say that energy derivatives are very important financial instruments. Energizing a market of billions of dollars, they are useful to many different organizations and find their place in myriads of both business and personal portfolios. This book is written for those readers who are just entering the field of energy derivatives, but yet who still have a background in other areas of financial engineering. It emphasizes risk minimization, and also gives some of the author's unique perspective on the subject. Only the first six chapters were read by this reviewer and so only these will be reviewed here.
The first chapter of the book discusses the general properties of energy derivatives and the concept of risk management. The author distinguishes between `quantitative' analysis, which emphasizes the construction of models that replicate market behavior, and `fundamental' analysis, which is an attempt to understand and describe market behavior in terms of the economics of supply and demand. The author emphasizes fundamental analysis in the book. She also outlines what makes energy derivatives unique in their analysis, i.e. what makes them different from interest rate and equity markets in terms of these different analysis categories. Energy markets exhibit stronger mean reversion, she argues, and supply constraints can "shock" the system. These differences motivate the introduction of the topics of `convenience yield' and seasonality that do not have to be used in other types of markets.
Chapter 2 gets into the actual construction of financial models, with the author emphasizing the need for effective benchmarking of these models. She constructs some elementary stochastic price models and introduces some of the basic modeling terminology to be used in the book. One of these concepts is the `convenience yield' that represents the benefit that a holder of a commodity receives by holding the commodity, and is a measure of the balance between the available supply and the existing demand. Defining the convenience yield is difficult, but dominates the mathematical modeling of the energy markets. The author spends a fair amount of time discussing the mean-reversion process with more to come in later chapters. She also discusses the difference between yield and forward rate curves, a forward curve geared toward short-term interest rates, while a yield curve is a discount rate curve representing average rates from the present to points along the time axis.
In chapter 3 the author discusses some of the mathematical/statistical tools involved in energy derivatives, with the analysis of time series and distribution analysis being the two dominant tools that are examined. Time series are used to monitor day-to-day changes in prices, while distribution analysis deals with price levels over extended intervals of time. The material in the chapter is standard, and should be helpful to readers who need a review of it.
Chapter 4 is an introduction to the modeling of spot prices, with the assumption that supply and demand effects converge in the spot market prices. Derivative contracts are bought and sold with the belief that this convergence holds. After a quick look at actual time series of spot prices, the author constructs a lognormal price model and two mean-reverting models. Lognormal price models are of course standard constructions in financial engineering, and are popular for their simplicity and for enforcing positive-definiteness. Negative autocorrelation between spot prices are characteristic of energy markets, and is satisfied in mean-reverting models. The author also introduces one of her models, a two-factor model, with the first factor being the spot price, and the second factor a long-term equilibrium price, which when the latter is zero gives a single-factor model for the energy commodity spot price. Time series analysis is used to obtain the model parameters and distribution analysis is used to test the models over extended time periods. The distribution analysis involves Monte Carlo simulation, and the results showing the differences between actual and sample model simulated distributions.
Recognizing the importance of forward prices in derivatives pricing and risk management, the author gives a detailed treatment of them in chapter 5. The author points out, interestingly, that there is no correlation between energy futures prices to interest rates in the energy commodity markets. The futures and forward prices are valued in an identical manner in energy markets, and energy future price and forward price can be used interchangeably. She also uses the no-arbitrage market condition to show that spot and forward prices are different, and derives partial differential equations for the forward price, both with and without dividends.
Chapter 6 is extremely important, especially for the development of practical trading strategies, for it concerns measures of volatility for price processes. The volatility of the spot price gives information about the degree of randomness in the returns of the spot price over short intervals of time. Traders are of course very interested in volatilities, since the width of the price distribution is related to the probability of the option expiring in-the-money. This is well-known in financial modeling of derivatives, but there are some peculiarities in energy markets, such as "volatility term structure", that make the modeling process more difficult. The author discusses how to calculate historical, market-implied, and model-implied volatilities, and introduces the (two-dimensional) `discrete volatility matrix', the latter of which is due to the author. Several justifications are given for using a two-dimensional matrix of volatilities rather than a single-volatility term structure. The author does not however give any practical reasons for using this matrix or case studies that would illustrate its advantages. Reference is given to a commercial product that uses it, but it would have been helpful to the reader if the author had given more details on its use in practical everyday trading.
Not for newcomers.......2003-06-26
I work in the energy products/generation industry and thought this will help explain what the whole energy-risk field is about. I'm still as confused now as I was before I bought the book .. probably because I dont have a strong background in computational finance. This is defintely not for newcomers and is really geared to the quants.
Not for newcomers.......2003-06-26
I work in the energy products/generation industry and thought this will help explain what the whole energy-risk field is about. I'm still as confused now as I was before I bought the book .. probably because I dont have a strong background in computational finance. This is defintely not for newcomers and is really geared to the quants.
For the Technically Minded Only........2002-03-05
This is a very useful book for those who are looking for a basic primer on risk management tools where the examples are specific to energy related derviatives.
The test is technical so this is appropriate for those who can understand sophisticated mathematical and statistical concepts. BR>Unfortunately, for someone in that audience the information is not very much different from what they already understand.
However, since it uses specific energy examples throughout the text it is useful for those looking for techniques to apply to th energy markets. Also derivatives of the energy markets are reviewed.
Book Description
Based on class-tested material, this book is an excellent introduction to global financial markets. The authors link theory and real world issues in their coverage of equity, bond and FX strategies including methods such as chartism, neural networks and chaos theory. This practical approach is also applied to topics in corporate finance, including valuation of companies using NPV and other techniques such as economic value added (EVA), adjusted present value (APV) and real options theory. Raising funds in the money markets and via equity and debt securities, as well as dividend and merger policy provide further practical illustrations of theoretical ideas. Futures, options and swaps and their use in speculation, hedging and arbitrage are also examined.
Features include:
* Topic boxes on current policy issues and newspaper extracts, giving practical applications and real world context of the ideas presented
* 2 colour in-text design
* Clear, simple and consistent mathematical notation, with worked examples and end of chapter questions
* Supporting website including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software
The text covers behaviour in financial markets, decisions in corporate finance and wider public policy issues. It is aimed at final year undergraduates, MBA and MSc students and those undertaking professional qualifications in finance.
For those wishing to deepen their knowledge of financial markets, the authors have written a companion book Financial Engineering: Derivatives and Risk Management.
Customer Reviews:
A hidden jewel of quantitative finance books.......2002-08-27
This wonderful book and its companion book "Financial Engineering: Derivatives and Risk Management" have been on the markets more than one year, but still didn't draw sufficient attention from the readers in either academic or practical world. FinMath.com didn't add any of them on its bestseller list, and there's no single reader's review on Amazon.com.
I have both books for a while and like them very much. I consider them as the hidden jewels of quantitative finance books. This book definitely beats the "Investments" by Bodie, Kane and Marcus, and its companion book does the same thing to John Hull's "Options, Futures, and Other Derivatives". If you can find any of them in the bookstore you patronize frequently, I bet you will take it/them to home the same day. Both are published by John Wiley, but priced as [inexpensively] as computer books on mass markets. In addition, the supporting Website has related Excel, GAUSS and PowerPoint files for downloading. The PowerPoint slides have professional quality. The only thing I don't like is the GAUSS program code on the books. I can't imagine anybody would take time to learn GAUSS just for those 2 books, and never understand why the authors didn't give VBA or pseudo code for majority's interest.
Both are written as textbooks, but contain lot of useful information on practical consideration, such as "The market maker Buys the Base currency at the Bid rate - which is the 'low'figure(usually the figure which comes first in the quote)".
Book Description
Medical malpractice lawsuits are common and controversial in the United States. Since early 2002, doctors' insurance premiums for malpractice coverage have soared. As Congress and state governments debate laws intended to stabilize the cost of insurance, doctors continue to blame lawyers and lawyers continue to blame doctors and insurance companies. This book, which is the capstone of three years' comprehensive research funded by The Pew Charitable Trusts, goes well beyond the conventional debate over tort reform and connects medical liability to broader trends and goals in American health policy. Contributions from leading figures in health law and policy marshal the best available information, present new empirical evidence, and offer cutting-edge analysis of potential reforms involving patient safety, liability insurance, and tort litigation.
Average customer rating:
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Looking After Your Gerbils (Looking After Your Pet)
Helen Piers
Manufacturer: Frances Lincoln Childrens Books
ProductGroup: Book
Binding: Paperback
 General
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Agriculture
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ASIN: 0711207682 |
Average customer rating:
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Mesopotamia and the Ancient Near East (Looking Back)
John Malam
Manufacturer: Evans Brothers Ltd
ProductGroup: Book
Binding: Hardcover
Agriculture
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Nonfiction
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Assyria, Babylonia & Sumer
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Reading Skills
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History of Technology
| Technology
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ASIN: 0237518856 |
Book Description
This digital document is an article from Winnipeg Free Press, published by Thomson Gale on June 13, 2007. The length of the article is 727 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Barley futures looking bright; z Price up $12.50 a tonne since Monday z Strahl's marketing proclamation discounted.(Business)
Author: Gale Reference Team
Publication:
Winnipeg Free Press (Magazine/Journal)
Date: June 13, 2007
Publisher: Thomson Gale
Page: b5
Distributed by Thomson Gale
Book Description
This digital document is an article from American Journal of Agricultural Economics, published by American Agricultural Economics Association on November 1, 1995. The length of the article is 7749 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
From the author: Key words: forward-looking behavior, forward trading, separation property, soybean processing, storage, very-short-run firm behavior.
Citation Details
Title: The behavior of forward-looking firms in the very short run.
Author: Sergio H. Lence
Publication:
American Journal of Agricultural Economics (Refereed)
Date: November 1, 1995
Publisher: American Agricultural Economics Association
Volume: v77
Issue: n4
Page: p922(13)
Distributed by Thomson Gale
Book Description
This digital document is an article from Food & Drink Weekly, published by Informa Economics, Inc. on December 4, 2000. The length of the article is 452 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Cranberry growers looking for buyers for crop and cooperative.
Publication:
Food & Drink Weekly (Newsletter)
Date: December 4, 2000
Publisher: Informa Economics, Inc.
Volume: 6
Issue: 46
Page: 4
Distributed by Thomson Gale
Book Description
This digital document is an article from Tea & Coffee Trade Journal, published by Lockwood Trade Journal Co., Inc. on June 1, 1994. The length of the article is 3094 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Europe in the looking glass. (European coffee market)
Author: Jonathan Bell
Publication:
Tea & Coffee Trade Journal (Magazine/Journal)
Date: June 1, 1994
Publisher: Lockwood Trade Journal Co., Inc.
Volume: v166
Issue: n6
Page: p14(6)
Distributed by Thomson Gale
Book Description
This digital document is an article from Frozen Food Digest, published by Thomson Gale on October 1, 2006. The length of the article is 864 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Insuring orderly progress.(Looking Back to See the Future ... From April/May, 1974 Issue)(frozen foods market, grows)(Industry overview)
Author: R.K. Pederson
Publication:
Frozen Food Digest (Magazine/Journal)
Date: October 1, 2006
Publisher: Thomson Gale
Volume: 22
Issue: 1
Page: 28(1)
Article Type: Industry overview
Distributed by Thomson Gale
Book Description
This digital document is an article from Farm Journal, published by Thomson Gale on June 23, 2006. The length of the article is 430 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: Looking ahead to next week for corn.
Publication:
Farm Journal (Magazine/Journal)
Date: June 23, 2006
Publisher: Thomson Gale
Page: NA
Distributed by Thomson Gale
Book Description
This digital document is an article from Farm Journal, published by Farm Journal Media on April 13, 2005. The length of the article is 446 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
Citation Details
Title: The market is looking for bullish news and not getting it.(market condition of corn industry)
Author: Bob Utterback
Publication:
Farm Journal (Magazine/Journal)
Date: April 13, 2005
Publisher: Farm Journal Media
Page: NA
Distributed by Thomson Gale
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