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• Sales Rank: #3406987 in Books
• Published on: 1999-01
• Original language: English
• Binding: Hardcover
• 320 pages

Most helpful customer reviews

8 of 9 people found the following review helpful.
Ultra Deluxe Edition - by Publisher
By B. Scalera
The Ultimate Triumph brings together classic American author Robert E. Howard, universally acknowledged master of the adventure tale, with Frank Frazetta, the master of fantasy art. The reuniting of these two giants has produced an exciting masterpiece incomparable to anything previously published. Just imagine a perfect match... Frazetta's fierce art equalling Howard's powerful storytelling.

Collected in this volume are seven stories and five poems which represent some of the best of Howard's work featuring barbarians. Also included is a forward by Frank Frazetta; an essay from the noted French scholar, Patrice Louinet; a section with excepts from Howard's letters to H.P. Lovecraft in which he discusses "barbarism vs. civilization;" and... a complete set of textual notes, creating a record of any deviations from the meticulously restored and unexpurgated text. Click here for Contents

The book includes unpublished text by Howard and never before published art and illustrations by Frazetta, in three different lavish hardback editions:

* A Classic Edition - featuring over 120 black and white illustrations.

* A Collector's Edition - featuring all black and white illustrations found in the Classic edition, plus four previously unpublished color water-color plates, gilt-edged paper, a golden foil stamped cover, durable stitch binding, an embossed slipcase cover, and a numbered book mark. Each book is individually numbered and limited to one thousand five hundred copies.

* An Ultra Deluxe Edition - This ultra deluxe edition is complete with all the features of the Collector's Edition, plus one additional unpublished color plate, and a beautiful fine leather binding with matching slipcase. Each book is individually numbered, and only one hundred copies will be printed.

Contents

Fiction:

Beyond the Black River - The original classic Conan.

The House of Arabu - According to Howard authority Glenn Lord, the first published version of the story, from which all subsequent publications derived, was likely have been "reworked" by Howard's agent, Oscar Friend. BUT - we have an earlier draft of the story from Howard's own typescript. The Ultimate Triumph will feature Pyrrhas the Argive entirely in Howard's own words, for the first time.

Spears of Clontarf - Celtic and Viking warriors: it doesn't get any more Howardian than that! This is Howard's rarely reprinted, original (historical, rather than fantasy) version of the story he later revised as "The Grey God Passes."

The Night of the Wolf - Picts against Viking warriors, with an Irish reaver thrown in for good measure.

Spear and Fang - Cro-Magnon man versus Neanderthal: how much more barbaric can you get? This story was Howard's first professional sale.

The Valley of the Worm - Howard's mythic storytelling at his best.

Lord of Samarcand - The warring Mongols were barbarians, too! But Donald MacDeesa was more so.

Poetry:

An Echo from the Iron Harp - A recently discovered final version of the poem. Differing slightly from its previously published form, this version will appear here for the first time.

A Word from the Outer Dark

The Song of the Last Briton

Viking's Trail

A Song of the Naked Lands - very hard to find poem, rarely reprinted

2 of 3 people found the following review helpful.
The Riddle of Steel
By Vincent L. Smith
If Ernest Hemingway wrote fantasy short stories he might have written like Robert E. Howard. But he didn't. No matter we have Robert E. Howard instead. And this deluxe edition of fantasy stories featuring the characters Bran Mak Morn and Conan are illustrated throughout by none other than Frank Frazetta. It just doesn't get much better than that.

The stories are old, but stil thrill. The drawings seem to make each page come to life. And it is all presented in a hardcover of such quality that it is a collector's item. Glad I bought it when I first saw it in Bud Plant Catalog many years ago.

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Modelling Fixed Income Securities and Interest Rate Options (2nd Edition), by Robert Jarrow

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This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned “on the job,” Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding while avoiding repetition. The author’s pricing model is widely used in today’s securities industry.

In this revised edition, the author has added new chapters to enrich coverage, and has modified the order of chapters slightly to smooth the progression of material from simple to complex. Online material will be available with the text, replacing the diskette included in the first edition; lecture notes for instructors will be available on PowerPoint slides. MathWorks has provided a free online, limited version of the MATLAB’s financial derivatives toolbox, with which users of the book can apply the theory presented in each chapter.

• Sales Rank: #735289 in Books
• Published on: 2002-07-01
• Original language: English
• Number of items: 1
• Dimensions: 9.25" h x .80" w x 6.13" l, 1.28 pounds
• Binding: Hardcover
• 368 pages

Review
Review of the First Edition
"Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow's new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area."—Journal of Finance

"The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling—from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."—Andrew Jeffrey, Yale School of Management

"One feature of the revised edition that I find particularly appealing to instructors and students is that each chapter starts with an example demonstrating the new concepts in the chapter. This is very useful for MBA students. The revision is carefully written and well organized, with an emphasis on risk management."—Zsuzsanna Fluck, Department of Finance, Eli Broad Graduate School of Management, Michigan State University

From the Inside Flap
This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned “on the job,” Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding while avoiding repetition. The author’s pricing model is widely used in today’s securities industry.
In this revised edition, the author has added new chapters to enrich coverage, and has modified the order of chapters slightly to smooth the progression of material from simple to complex. Online material will be available with the text, replacing the diskette included in the first edition; lecture notes for instructors will be available on PowerPoint slides. MathWorks has provided a free online, limited version of the MATLAB’s financial derivatives toolbox, with which users of the book can apply the theory presented in each chapter.

From the Back Cover
Review of the First Edition
“Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow’s new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area.”—Journal of Finance
“The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling—from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."—Andrew Jeffrey, Yale School of Management

Most helpful customer reviews

6 of 6 people found the following review helpful.
Incomplete
By A Customer
This book is at its best when explaining the theory. Jarrow provides lots of very explicit examples that really help to illuminate the ideas. Unfortunately, the reader is left to fend for himself when it comes to implementing the theory. The author simply breezes over how to estimate and calibrate these models. There is a rich--but abstruse--literature on how to apply HJM models. This book would be greatly improved if it covered this aspect of the topic with the same care and detail as is devoted to the theoretical segment of the book.

8 of 8 people found the following review helpful.
HMJ model of interest-rate derivatives
By A Customer
This book is a must for any financial engineer interested in learning the HMJ model of interest-rate instruments. The HMJ model is an arbitrage model based on the instaneous forward rates. The book starts with a brief introduction to fixed-income securities followed by a rigorous treatment of binomial trees. Claim replication is then addressed through trading strategies. The instruments treated are coupon bonds,forward,futures,options and exotics. I found useful to derive the mathematical statements as I was reading the book to acquaint myself with the notation and the mathematical concepts. The beauty of the model is worth the effort. It would have been nice to include a more thorough treatment of mortage-backed securities and derivatives subject to default. Other models ( Ho-Lee , Hull-White , Vasicek ) are also briely mentioned. The parameter estimation also deserved more space since a correct estimation is more important to pricing than a clever choice of the model. To conclude: a recommended introduction to HJM + additional readings will allow the financial engineer to grasp the fundamentals of the fixed-income universe.

7 of 7 people found the following review helpful.
At last a real well written Book on Interest Rate Modeling!
By KDutta
This book will definitely replace all the books on interest rate modeling- Brigo Murcurio etc. The book starts at an elementary level, explains every details of the concept, and then develop the subject matter one needs to know to be a pro in interest rate modeling. Even the simple concepts like duration, convexity are clearly explained that many other books take pages, and even then not very clear. Buy it, Read it! After all you will be learning from a master! The clarity and the writing style are simply great! Good job Prof. Jarrow!
BTW: Neither Prof.Jarrow knows me nor I know him personally

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• Published on: 2008
• Binding: Audio CD

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The Handbook and Atlas of Curves describes available analytic and visual properties of plane and spatial curves. Information is presented in a unique format, with one half of the book detailing investigation tools and the other devoted to the Atlas of Plane Curves. Main definitions, formulas, and facts from curve theory (plane and spatial) are discussed in depth. They comprise the necessary apparatus for examining curves.
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The book provides numerous application examples, descriptions of mechanisms for drawing various curves, and discussions of geometric spline possibilities. It includes more than 20 various geometric and linguistic indices and an update on world literature on curve theory. The Handbook and Atlas of Curves will be an invaluable reference for researchers, practitioners, students, and amatuers of mathematics.

• Sales Rank: #4716339 in Books
• Brand: Brand: CRC Press
• Published on: 1995-04-27
• Original language: English
• Number of items: 1
• Dimensions: 9.75" h x 6.75" w x 1.50" l, 2.12 pounds
• Binding: Hardcover
• 560 pages

Features

• Used Book in Good Condition

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1 of 2 people found the following review helpful.
Review on "Handbook and Atlas of Curves"
By A Customer
This book is a good reference book on curves. Its only caveat is that there is nothing in the book about history or geometrical properties of the curves listed in this work. However, the analytic propertis\es of the curves are listed, as well as other representations of the curves (e.g. polar, parametric). I'd say this book is good for looking at the analytic properties.

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