Matching Items (4)
Description
Alfred de Musset (1810-1857) is one of the greatest playwrights of the Romantic era. The most attractive fact of his work is the diversity of topics, genres, tones, opinions and styles. Musset's theater was created in the romantic drama period, which was influenced by abroad. He sought freedom of creation and sometimes showed independence from writers taking his own initiatives to change and mix different writing styles. Throughout the different parts of this thesis, I analyzed in detail the dramatic work of Musset, especially through his two plays, Les Caprices de Marianne (1833) and On ne Badine pas avec l'Amour (1834), to study the artistic originality of such an exceptionally talented artist. He lived in the Romantic period but never forgot his predecessors to whom he paid tribute. He was influenced by them while preserving his work's originality. This thesis consists of two chapters, the first is devoted to the Romanticism and its influence on Musset's dramatic work, and the second is about the different literary doctrines that have left their mark on Musset's theater. By studying them, I show how Musset used his talent to mix and match these several types of doctrines to create a unique artwork that is still alive and interesting today.
ContributorsAlavi, Azadeh (Author) / Canovas, Frédéric (Thesis advisor) / Cruse, Markus (Committee member) / Gallais, Sylvain (Committee member) / Arizona State University (Publisher)
Created2011
Description
In this paper the interest yield curve will be plotted at three points based upon three models that were found appropriate for each rate. Knowledge of the term structure of interest yield curves is helpful in the understanding of bond pricing, investment decisions, and public policy (ANG). This paper will examine the intricacies of the yield curve by developing three individual reference rates -a 2-year, 5-year, and 10-year- with the use of financial instruments and multivariate linear regression. Based upon the example of Nelson and Siegel (1987), Black, Derman, and Toy (1990), Mishkin (1990), Ang and Piazzesi (2002) and Diebold et al. (2005) the models will feature various financial assets as well as macroeconomic variables in order to gain an understanding of which factors have the most significant effect on interest rates.
ContributorsKim, A. Minyu (Author) / Mendez, J. Vincent (Author) / Tram, T. Dan (Author) / Gallais, Sylvain (Thesis director) / Budolfson, Arthur (Committee member) / Gopalan, Ramu (Committee member) / Barrett, The Honors College (Contributor) / W. P. Carey School of Business (Contributor)
Created2012-12
Description
In this thesis I use reliable economic data and political reasoning to unravel the motive behind the collapse in oil and natural gas prices, which began in the summer of 2014. In the first two sections of this paper, I use economic data to disclose that the success and failure of the Russian economy has invariably depended on oil and natural gas prices. With this fact in mind, I go on to elucidate that high oil and gas prices from 1998-2008 attributed to Russia's robust economic growth during this period. I then assert that Russia's strong economy enabled Moscow to politically and/or military intervene in countries such as Georgia, Syria and Ukraine. With rising Russian aggression threatening the world and America's interests, I then claim that the significant increase in the production of U.S. oil and natural gas is probably prompted by the U.S. government, which is looking to debilitate the Russian economy by suppressing prices, and U.S. firms that want to maximize profits. Finally in section six, I assert that Russia's economy will eventually collapse as long as oil and gas prices remain below Russia's breakeven price. With Russia's economy in shambles, I then deduce that Moscow's power and global influence will also subside.
ContributorsShawil, Banipal (Author) / Gallais, Sylvain (Thesis director) / McDaniel, Cara (Committee member) / Barrett, The Honors College (Contributor)
Created2015-05
Description
In this paper the interest yield curve will be plotted at three points based upon three models that were found appropriate for each rate. Knowledge of the term structure of interest yield curves is helpful in the understanding of bond pricing, investment decisions, and public policy (ANG). This paper will examine the intricacies of the yield curve by developing three individual reference rates \u2014 a 2-year, a 5-year, and a 10-year \u2014 with the use of financial instruments and multivariate linear regression. Based upon the example of Nelson and Siegel (1987), Black Derman, and Toy (1990), Mishkin (1990), Ang and Piazzesi (2002), and Diebol et al. (2005), the models will feature various financial assets as well as macroeconomic variable in order to gain an understanding of which factors have the most significant effect on interest rates.
ContributorsTram, Dan (Author) / Gallais, Sylvain (Thesis director) / Budolfson, Arthur (Committee member) / Gopalan, Ramu (Committee member) / Barrett, The Honors College (Contributor)
Created2012-05