Sebastian wilde (13 Ergebnisse)

PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Zustand: New. In.

Paperback. Zustand: Brand New. 356 pages. 8.00x5.00x0.89 inches. In Stock.

Zustand: New. In.

Hardcover. Zustand: Very Good. Zustand des Schutzumschlags: Poor. 1928 First American Edition. Privately Printed 1928. Translated by Oscar Wilde, under the pseudonym of Sebastian Melmoth. Large 8vo, 438pp, Nice deckled page edging. Beautiful almost scandalous (for its time) frontispiece with tissue guard paper. Pictorial endpapers, bound in purple cloth with gold gilt title on the spine. Dust jacket is present but has quite a few chips at edges. Top edge gilt. BR (Box 190).…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2021 in the subject Economics - Finance, grade: 1,3, University of Hagen (Fakultät für Wirtschaftswissenschaft, Lehrstuhl für Angewandte Statistik), language: English, abstract: The CAPM provides a single state, single factor, general equilibrium theory of the risk-return relation. However, in the 1960s, Mandelbrot (1963) already observed stock returns to have a very peaked distribution with heavy tails and also periods of persistent volatility, which contradicts the CAPM. In response to these observations, the Conditional CAPM (C-CAPM) has been discussed by several authors. In a C-CAPM investors can price an asset or portfolio conditional on the available information at a point in time. This is done by replacing the unconditional by conditional moments of returns. Statistically, processes of ¿Generalized Autoregressive Conditional Heteroscedasticity¿ (GARCH) can capture the so called ¿stylized facts¿, some observed by Mandelbrot (1963). GARCH models were developed by Engle (1982) and Bollerslev (1986) and try to model time-varying second moments of asset returns. If a GARCH process is assumed for the disturbance term in a C-CAPM, a GARCH-in mean model (GARCH-M) can be estimated, where the conditional variance or covariance impacts the conditional expectation of (excess) returns. The GARCH-M can model time-varying conditional moments, but also time-varying risk premia and the implied beta factor. As for this seminar paper, I mostly follow the comprehensive dissertation ¿Das CAPM mit zeitabhängigen Beta-Faktoren¿ of Linnenbrink (1998) and the paper of Bollerslev et al. (1988). First, the theoretical foundations of the CAPM, the C-CAPM, GARCH processes and the GARCH-M extension are presented. Then, in the empirical part, I estimate a (univariate) GARCH-M representation of the C-CAPM. I compare its performance to a traditional CAPM with a single stock portfolio of an investor (selected stock: Tesla, Inc.).…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Master's Thesis from the year 2022 in the subject Economics - Finance, grade: 1,7, University of Hagen (Fakultät für Wirtschaftswissenschaft, Lehrstuhl für Bank- und Finanzwirtschaft), language: English, abstract: Corporate bond credit spreads are much larger than historical default rates, which leads to an unexplained gap between the default premium component and total credit spread. This gap is referred to as the 'credit spread puzzle' in the literature and has driven the discussion of the components of credit spreads in the past decades. The size of each component affects the decision of whether to purchase a particular class of bonds; this underlines its importance in risk management, portfolio management, and valuation. The first goal of the thesis is to provide a comprehensive review of the current state of research on how to decompose credit spreads and estimate their parts. Second, in an empirical study, the systematic risk in current EUR-denominated credit spreads is estimated and compared to the results of Elton et al. (2001). Furthermore, I analyze the regime-dependence of credit spreads for different cross-sections, as systematic risk has proven important in crisis periods. Finally, implications for the calculation of debt beta are derived as in business valuations it is possible to use a debt beta if the debt of the valuation object is subject to a systematic risk that leads to a signifcant risk premium demanded by debt providers. I show that the systematic part of the credit spread for observed EUR-denominated bond spreads from 2009 to 2021 can be assumed higher than in the US bond market, is regime-dependent and would have direct implications on the calculation and relevance of a debt beta for business valuations. …

Zustand: Very Good.

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Deutsch | Produktart: Bücher | Studienarbeit aus dem Jahr 2012 im Fachbereich BWL - Marketing, Unternehmenskommunikation, CRM, Marktforschung, Social Media, Note: 2,5, , Sprache: Deutsch, Abstract: Inhalt1. Einführung in die Problemstellung 11.1 Ziele der Arbeit 11.2 Vorgehensweise 12. Zielgruppe ¿Jugendliche¿ 22.1 Definition Begriff ¿Jugendliche¿ bzw. ¿Wer ist das überhaupt?¿ 22.2 Wünsche und Erwartungen der Jugendlichen an die Sparkasse 32.3 Einflussfaktoren auf das Konsumverhalten 43. Marktpotential der Zielgruppe ¿Kinder und Jugendliche¿ 53.1 Vermögen von Kindern und Jugendlichen 53.2 Kaufkraft von Kindern und Jugendlichen 64. Bedeutung des Jugendmarktes für die Sparkassen 74.1 Gründe und Nutzen des Jugendmarktes für die Sparkassen 74.2 Angebote der Sparkassen für Kinder und Jugendliche 84.3 Vertriebsformen im Jugendmarkt 94.4 Medienpräsenz und Werbung 105. Herausforderungen und Schwierigkeiten des Jugendmarktes 115.1 Chance oder Risiko? 115.2 Demografischer Wandel und Konkurrenz 115.3 Fazit 126. Anhänge 136.1 Anhang 1: Übersichten und Grafiken 13 146.2 Anhang 2: Literaturverzeichnis 156.3 Anhang 3: Persönliche Erklärung 16.…

vellum. Zustand: Very Good. First edition thus. One of 500 unnumbered copies "for private circulation only, among friends and subscribers". Full vellum line and lettered in black, title on spine and large "O.W." on front cover. Top edge stained red and other edges uncut. Title page printed in red and black. Translated into English by Sebastian Melmoth (pseudonym of Oscar Wilde). This is now considered to be a spurious Wilde piece; the Paris bookseller who printed it, Charles Carrington, apparently invented the Wilde connection in order to spur sales. The four page foreword has Wilde (who had died two years earlier) as its subject. A tight, very good or a bit better example, spine a bit darkened and some very light soilning to the vellum. Carrington's bookshop label is affixed to the rear free endpaper.…

Paris, Privately Printed [Charles Carrington], 1902. Un vol. au format gd in-12 (193 x 135 mm) de 360 pp. Reliure de l'époque de pleine percaline satinée pourpre, premier plat orné d'une large croix dorée et des initiales O W, dos lisse orné d'un fleuron doré, titre doré, date dorée en queue, tête dorée sur témoins, sous rhodoïd. Edition originale de la traduction anglaise ; attribuée à Oscar Wilde. Exemplaire revêtu d'une agréable reliure du temps. En regard de la page de titre à la typographie très soignée, cette mention : ''Edition limited to 500 copies for private circulation only, among friends and suscripters''. Petite perte de coloration en marge supérieure du premier plat. Rares et claires rousseurs dans le corps d'ouvrage. Dernier feuillet légèrement oxydé. Nonobstant, belle condition.…