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Counting Kisses: A Kiss & Read Book
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Where Is Baby's Belly Button?
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The Going-To-Bed Book
ASIN: 068985658X |
Book Description
How many kisses does a tired baby need?
Count and
kiss
along with this bedtime book, now in a sturdy format perfect for the youngest readers.
Customer Reviews:
GREAT !.......2007-10-14
GREAT BOOK ! MY DAUGHTER ENJOYS COUNTING AND GETTING KISSES AT THE SAME TIME. FUN READING FOR BOTH PARENT AND CHILD.
love this book!.......2007-10-11
I love this book and I can't wait to give it to my 7 month old nephew! His mommy, daddy and everyone who reads this to him will love it too. I would suggest this for anyone with a sweet little one in their life.
best part of the day.......2007-09-11
This book is brilliant. I have read it over and over to my 4 year old son since he was born, and my 18 month old daughter - and it is because of the wonderful results. They squeal with delight and anticipation as they know where the kisses are coming next- holding there feet out, or hiding their chin. And we all love every page and closeness of a laughing, if not squirmy, goodnight.
Besides being one of the best ways to end the day, I also like how the book outlines the different people who make up the family sharing in kissing goodnight, and I suppose there must be some learning in there of body parts as you read the next line of where the kisses are going. But even without these additional features, the book is great and highly recommend it to any family with a newborn to toddler.
Very Sweet and Endearing Read.......2007-08-10
This has become a staple in our household. We read it every night and of course, play it out too! My daughter loves this book and counting the kisses!
Excellent book for Mommy and Baby!!!.......2007-06-27
I have purchased this for my daughter and as gifts. It is a wonderful board book, which invites interaction between momma and baby with plenty of playful kisses!!!
Book Description
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.
The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Customer Reviews:
Excellent introductory book to financial math.......2006-11-03
This book takes you through the math of finance step-by-step, passing through very simple examples first and then slowly adding complexity to the models studied. It is written very clearly and the prerequisites to reading this book are only some basic notions of probabilities (sigma-fields, probability measures).
Sometimes, the problem with math books is that they are "dry" and contain only a succession of theorems and proofs. In this one, the authors make a point of explaining in detail how different theorems and models relate to each other, and make extensive comparisons between them so that you get a better feel for how they work in practice.
The book is primarily a math book and can be light on market specifics. Do not buy this book as a practical "howto" in derivatives trading.
At the Forefront of Modern Mathematical Finance.......2005-05-23
This advanced text provides an excellent account of the current state-of-the art of options pricing/hedging models and interest rate term structure models. The book is accessible to both advanced practitioners of mathematical finance as well as to pure researchers in the field.
The book is in written in a mathematical style and contains rigorous proofs of many results. However, the main focus of the text is to describe the frontier of knowledge in the subject. Each section contains copious references to the literature and is so current that several references are to working papers. Many sections detail open problems and other areas suitable for scholarly research.
In their second edition, the authors provide an extremely useful critique of each modeling paradigm that they investigate. They also provide evidence for their position in the form of literature references which instruct the reader as to the shortcomings/limitations of a particular model. This information should prove quite valuable to model practitioners and implementers.
The authors assume an advanced background from the field of stochastic analysis, although they do provide an appendix which summarizes key results needed from the field. For the stochastic calculus prerequisites, I recommend Rogers & Williams "Diffusions, Markov Processes and Martingales" volumes I and II. Suitable prerequisites are also covered by Karatzas and Shreve in "Brownian Motion and Stochastic Calculus" 2nd edition. A good foundation in arbitrage pricing theory is also needed. I recommend the nice treatment by Bjork in "Arbitrage Theory in Continuous Time" 2nd edition.
The book is divided into two parts. The first part deals with options pricing in equity markets. Chapter 1 sets premlinaries required for the arbitrage theoretic framework, while Chapter 2 has a very nice treatment of discrete time models and finite financial markets.
In Chapter 3, the authors develop the Black-Scholes model along with the Bachelier model using arbitrage techniques. The models are compared and used as benchmark continuous time models and form the basis for all subsequent analysis.
Chapter 4 provides a nice survey of techniques used to price/hedge options in foreign equity and currency markets. The authors assume familarity of the basic workings of foriegn markets.
Chapter 5 is a terrific chapter on valuing American-style options. The American call option is thoroughly studied and approximation techniques for the American put option are introduced. The explicit derivations of the formulas are referenced to the literature.
Chapter 6 provides an introduction to exotic options, although the authors vary their use of the term 'exotic' to meaning 'not a standard European-style or American-style' in this chapter to meaning 'no readily available liquid market' in Chapter 7. The descriptions are quite accessible and the basic properties of the options are described along with pricing formulas (assuming the Black-Scholes framework).
Chapter 7 provides as complete an accounting as I have ever seen of the generalizations of the Black-Scholes model and motivates this from the point of view of volatility surfaces. Many of the well-known models are studied in detail, such as CEV, local volatility, and mixture models. The strengths and weaknesses of each model are analyzed. The stochastic volatility models of Wiggins (via Orenstien-Uhlenbeck processes), Hull-White, and Heston are studied, as is the SABR model. The chapter wraps up with a study of the SIV models, describes how the stochastic volatility models can be obtained via limits of GARCH models and surveys Jump-diffusion processes and Levy processes.
The second part of the book is concerned with term structure models and interest rate derivatives. The authors are quite well-know for their many contributions to this study and their treatment is authoritative.
Martingales & Finance.......2003-04-12
I have used this book for two courses in my MSc degree in Financial Maths...well this book is hard to understand at first glance, but, once you are introduced with a good course on stochastic analysis and applied probability, this is an illuminating book...I particularly enjoyed the part on foreing equity derivatives and exotic derivatives.....Harmed with patience this is definitely the book by which you can effectively gain a sound a knowledge on modern mathematical finance theory....reading in conjunction with Bingham-Kiesel book, could help understanding the foundation of the subject.
yes, but ..........2000-03-17
I've been using this book on and off over the last year. At first I was very impressed with the level of detail in the mathematics, especially as it was the only book at the time focussing on risk-neutral methods and covering BGM. But I've become increasing disillusioned with it of late. It's difficult to explain, but although the whole book is written in traditional theorem-proof style, there are no real proofs! (I have a PhD in math and have done research for 10 years so I should know a little about proofs.) The only "proofs" provided are basically symbol shifting, but the heart of the math is strangely absent. This is especially strange given the Springer series in which it appears.
In short, if you want a catalogue of methods this book does the job, but if you want a deeper understanding try Lars Nielsens book.
excellent book for post-John-Hull readers.......1999-08-17
This book covers essentially everything needed for a serious financial math study. It captures the spirit of modern financial math. For people with math, physics or engineering background, when you feel comfortable woth John Hull's books, then this book is right one, and a must one.
Book Description
The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time.
This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques.
The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.
Book Description
This digital document is a journal article from Economic Modelling, published by Elsevier in 2007. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
A dynamic model is set up to explore monetary policy in the presence of asset price volatility. If the probability for the asset price to increase or decrease in the next period is taken as an exogenous variable, the monetary policy rule turns out to be a linear function of state variables. We also explore a monetary policy rule assuming that the probability for the asset price to decrease or increase can be affected by monetary policy and asset price bubbles, and find that a state-dependent monetary policy rule might arise. We further consider monetary policy with asset prices in the presence of a zero-interest-rate bound. Our study shows that a financial market depression can make a deflation and an economic recession worse, implying that policy actions aiming at escaping a liquidity trap should not ignore asset prices.
Book Description
This digital document is a journal article from Economic Modelling, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
Although the use of Hamilton's [Hamilton, J.D., 1989. A new approach to the economic analysis of nonstationary time series and the business cycle, Econometrica 54, 357-384.] Markov-switching model to date U.S. business cycles has recently gained respect as a reliable tool, the model failed to date the business cycle of Taiwan, a developing country, since model-dated recession indicated a recession for the whole post-1990 period, which clearly is not true. A lot of effort has been devoted to solve this identification problem of Taiwan's business chronology, but, even so, the puzzle remains. This paper uses an extended multivariate Markov-switching factor model to solve this puzzle. We first consider a second-state variable, the variance, in addition to the conventional one-state variable, the mean. We then employ four variables to assist in the identification of the business cycles. It is determined that the new model successfully dates Taiwan's business cycles.
Book Description
This digital document is a journal article from Economic Modelling, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
South Africa has experienced considerable currency volatility in recent years, despite strong economic fundamentals. This paper empirically analyses the existence and extent of contagion in explaining volatility of the South African Rand. Misfortunes in Zimbabwe and other emerging-market countries (such as Argentina) have often been blamed for the recent volatility. In this paper two alternative contagion channels are investigated: (i) real interdependence, i.e. trade links, through bilateral trade and trade competition in third markets and (ii) financial contagion. Empirical results confirm the presence of financial, but not trade contagion.
Book Description
This digital document is a journal article from Economic Modelling, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
Cross-country correlation coefficients indicate that the U.S. economy has become less correlated with that of the rest of the world during the last 40 years. However, once adjustments for the lower variability experienced in the U.S. since the early 1980s are made, the cross-country correlation coefficient for output is revealed to have increased. A simple time series model is also presented to challenge the widely held view that lower (or higher) volatility causes correlations to be biased downward (or upward). This model could yield higher correlations in an environment with lower variability and vice versa, and empirical evidence, among some of the macroeconomic variables studied in this paper, is provided for the model.
Book Description
This digital document is a journal article from Economic Modelling, published by Elsevier in 2007. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
This study aims to clarify how the interrelationships among financial asset prices have changed after the Korean currency crisis in 1997. The empirical analysis shows that volatility of the financial asset prices increases substantially in the case of stock price shock and exchange rate shock. Strong effects of a stock price shock on the won/dollar exchange rate and the call rate implies that stabilization of the stock market is important for sustaining financial stability. Therefore, these results support imperfect substitutability between stocks and bonds in the framework of an asset market approach to exchange rate determination in Korea.
Book Description
This digital document is a journal article from Emerging Markets Review, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
In times of uncertainty, the risks associated with engaging in international operations have increased substantially. Moreover, such risks have become more difficult to analyse and predict for decision makers in the international financial community. Country risk reflects the ability and willingness of a country to service its foreign financial obligations. Such risk may be prompted by country-specific and regional economic, financial, political and composite factors. The paper provides a novel analysis of four risk ratings using multivariate conditional volatility models for six countries, namely Albania, Bulgaria, Greece, Romania, Serbia and Montenegro, and Turkey, situated in the Balkan Peninsula. These ratings are compiled by the International Country Risk Guide, the only risk rating agency to provide consistent monthly data for a large number of countries since 1984. The empirical results show that these models are able to capture the dynamics in the conditional variance and the country spillover effects in the country risk ratings.
Book Description
This digital document is a journal article from Journal of Empirical Finance, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
In this paper, we compare the performance of a daily ARCH type model (which uses daily returns) with the performance of a model based on the daily realized volatility (which uses intraday returns) when the 1-day ahead value-at-risk (VaR) is to be computed. While the VaR specification based on a long memory skewed Student model for the daily realized volatility provides adequate 1-day-ahead VaR forecasts for two stock indexes (the CAC40 and SP500) and two exchange rate returns (the YEN-USD and DEM-USD), it does not really improve on the performance of a VaR model based on the skewed Student APARCH model and estimated using daily data only. Thus both methods seem to be equivalent. This paper also shows that daily returns standardized by the square root of the 1-day-ahead forecast of the daily realized volatility are not normally distributed.
Book Description
This digital document is a journal article from Environmental Modelling and Software, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
As environmental issues have become increasingly important in economic research and policy for sustainable development, firms in the private sector have introduced environmental and social issues in conducting their business activities. Such behaviour is tracked by the Dow Jones Sustainable Indexes (DJSI) through financial market indexes that are derived from the Dow Jones Global Indexes. The sustainability activities of firms are assessed using criteria in three areas, namely economic, environmental and social. Risk (or uncertainty) is analysed empirically through the use of conditional volatility models of investment in sustainability-driven firms that are selected through the DJSI. The empirical analysis is based on financial econometric models to determine the underlying conditional volatility, with the estimates showing that there is strong evidence of volatility clustering, short and long run persistence of shocks to the index returns, and asymmetric leverage between positive and negative shocks to returns.
Book Description
This 18th edition of Real World Macro is a lively and thought-provoking supplement to introductory and intermediate macroeconomics textbooks. Real World Macro asks the questions that standard textbooks largely neglect: What's so great about growth? Is unemployment "natural"? What's so new about the "New Economy"?
Along with covering the basics -- monetary and fiscal policy, productivity and investment, inflation and unemployment -- this edition includes a chapter on major controversies in macroeconomics, such as the legacy of Keynesianism in the United States and the basics of Marxist economic theory.
Real World Macro's readable articles are drawn from the pages of Dollars & Sense, the bimonthly magazine of popular economics.
Product Description
Real World Macro, 24th edition, is a lively, thought-provoking alternative to mainstream economics textbooks.
Real World Macro asks the questions that standard textbooks try to avoid: What's so great about growth? Is unemployment "natural"? Why should inequality matter? Along with covering the basics--monetary and fiscal policy, productivity and investment, inflation and unemployment--Real World Macro includes a chapter on major controversies in macroeconomics, such as the legacy of Keynesianism in the United States and the basics of Marxist economic theory. It also takes a look at international trade and finance, covering such topics as the debt crisis and arguments for and against "free trade." The thoroughly updated and revised 24th edition contains new chapter introductions reviewing the concepts examined in each article, discussion questions relating them to a standard textbook, and new articles addressing the latest real world issues and controversies, including topics like Social Security, the bursting of the housing bubble, offshoring, the declining dollar, tax cuts, and the persistence of the racial and gender gap in jobs and income. While
Real World Macro is a great supplement to any mainstream text, its articles have been keyed to David Colander's popular textbook, Economics, and its macroeconomics "split."
Real World Macro's engaging articles are drawn from the pages of
Dollars & Sense, the award-winning magazine of popular economics.
Dollars & Sense also publishes Real World Micro, Current Economic Issues, The Wealth Inequality Reader, Real World Globalization, Grassroots Journalism, Striking a Balance: Work, Family, Life, Real World Banking, The Environment in Crisis, Introduction to Political Economy, and Unlevel Playing Fields: Understanding Wage Inequality and Discrimination.
Average customer rating:
- Women on their nerves are world wide
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Mujeres Alteradas 1-2-3-4-5
Maitena
Manufacturer: Sudamericana
ProductGroup: Book
Binding: Hardcover
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ASIN: 9500727757 |
Customer Reviews:
Women on their nerves are world wide.......2007-02-16
Excellent book. The more honest book about psycology of women ever. I got it from a female friend, women enjoy it, but men will enjoy and learn from it.
From the book I learned and confirmed so much about being in a relationship with a woman (Mother, girlfriend, syster, daughter, wife, coworker). This book reflects in a humorous, concise and graphical way, the daily and simple adventures of modern women, while getting bottom line without offending anybody.
This book would prevent many problems between couples beforehand. Maitena goes deep into the reality of every possible serious situation from dating to parenting with the magic of creating laughs as eventually you will get yourself in it ( and hopefully safe out of it).
Maitena the argentinian female writer is a master of words and painting. I hope the english translation be ready soon.
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Mujeres Alteradas 4
Manufacturer: Sudamericana
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Mujeres Alteradas 3
ASIN: 1400099692
Release Date: 2004-09-14 |
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Mujeres Alteradas 4 (Maitena)
Maitena Ines Burundarena
Manufacturer: Lumeneditorial
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