945 resultados para German letters.
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The bulk of the collection consists of circular letters of the Jewish orthodox organization Mekor Chajim in Frankfurt/Main and of issues of ‘Feldbrief der Agudas Jisroel Jugendorganisation’, sent to Jewish soldiers during World War I; 1915-1918
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Typescript about Julius and Paula (née Hirsch) Briske and their three children, Hans, Elisabeth, and Julius. Also included are Judge Briske’s letters of appointment.
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Letters to Ira Goldberg from Dora Edinger (1955), Paul P. Homburger (1955), The New York Public Library (1956) in reference to Bertha Pappenheim; article about stamp dedication by the German postal service honoring Bertha Pappenheim (in Allgemeine Wochenzeitung der Juden in Deutschland, 11/5/1954)
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Two letters from Rabbi Leo Baeck in London to Mrs. Fred Alexander in Belmont, MA pertaining to common acquaintances in Theresienstadt; Dec. 10, 1945 and Jan 3, 1947.
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The Eva Stroh Family Collection provides material on the lives and family history of members of the Sondheimer and Stroh families. The collection consists of numerous photos and several photo albums, family trees, official documents, correspondence, published articles and clippings and some notes, a notebook documenting cultural activities and some daily calendars.
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Articles by Fuchs; letters to his son; obituaries.
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Letters from Max Warburg (May 1938) and Otto Hirsch (March 1939), thanking him for his contributions to Reichsvertretung and Hilfsverein. Also included are pages from a Jewish calendar for Wuerttemberg 1932/33.
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Schutzbrief and marriage permit for Bonuit Hayum, granted by Friedrich August, Herzog zu Nassau, Wiesbaden, manuscript and seal; includes English translation
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Bound courtship letters from Julius Fröhlich to his bride, Regina, April to July 1883
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The use of different time units in option pricing may lead to inconsistent estimates of time decay and spurious jumps in implied volatilities. Different time units in the pricing model leads to different implied volatilities although the option price itself is the same.The chosen time unit should make it necessary to adjust the volatility parameter only when there are some fundamental reasons for it and not due to wrong specifications of the model. This paper examined the effects of option pricing using different time hypotheses and empirically investigated which time frame the option markets in Germany employ over weekdays. The paper specifically tries to get a picture of how the market prices options. The results seem to verify that the German market behaves in a fashion that deviates from the most traditional time units in option pricing, calendar and trading days. The study also showed that the implied volatility of Thursdays was somewhat higher and thus differed from the pattern of other days of the week. Using a GARCH model to further investigate the effect showed that although a traditional tests, like the analysis of variance, indicated a negative return for Thursday during the same period as the implied volatilities used, this was not supported using a GARCH model.