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Sökning: swepub > Ukrainska > (2012)

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1.
  • Elleström, Lars, 1960- (författare)
  • Teoretychnyi pidkhid do media transformatsii (A Theoretical Approach to Media Transformations)
  • 2012
  • Ingår i: <em>Zakhid--Skhid</em>. - Donetsk : Landon–XXI. - 9789662569902 ; , s. 38-48
  • Bokkapitel (refereegranskat)abstract
    • In this article, I will firstly sketch a fundamental distinction between representation and mediation, or, more specifically, between representation of media and transmediation. After that, I will discuss media characteristics that can be called “transmedial”, meaning that they can be successfully transferred from one medium to another. The aim is to establish a framework from which to develop a comprehensive theory of transmediality that has the capacity to include a wide range of phenomena that are characterized by transfers of media characteristics. To date, there has been no systematic account of all these phenomena. Existing research is characterized by compartmentalization, which does not favor a general understanding of transmedial relations. Most existing studies focus either on only a few media and their specific interrelations, or on limited study areas such as adaptation and ekphrasis. At the present time, adaptation is probably the most vigorous research area dedicated to the study of transmediality.
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2.
  • Jonsson, Stefan, 1961- (författare)
  • ЗАПАКОВАНІ
  • 2012
  • Ingår i: Spilne (Commons -- Journal for social critique). - Kiev. ; :5
  • Tidskriftsartikel (populärvet., debatt m.m.)
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3.
  • Yeleyko, Yaroslav, et al. (författare)
  • Main mathematical characteristics of payment functional
  • 2012
  • Ingår i: Bulletin of the Lviv University, Series in Mathematics & Informatics. - Lviv, Ukraine : University of Lviv. - 2078-3744. ; :18, s. 157-164
  • Tidskriftsartikel (refereegranskat)abstract
    • The aim of our work was to calculate basic mathematical characteristics of payment functional, such as mathematical expectation, variation and expected risk in discrete and continuous market models. In our paper we present a model of financial market in which the entire time interval in the continuous model is divided into steps with exponential distribution, and in the discrete model into steps of length 1. Using the appropriate ergodic theorems for continuous and discrete Markov chains we have found the mathematical expectation, variation and expected risk. The results have theoretical and practical application in verifying the accuracy of modeling prices of derivative securities in the economy and finance.
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  • Resultat 1-4 av 4

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