Judith Butler



The Role of Judeo-Spanish in Sephardic identity
Mustanoğlu Alten, Aslı; Aydıngün, Ayşegül; Department of Middle East Studies (2012)
This study focuses on understanding the reasons for the consciousness emerged towards Judeo-Spanish starting from the late seventies. This consciousness was followed by the establishment of several institutions, centers and even departments at Universities mainly in Israel, later in Turkey and all over the world aimed at maintenance of Judeo-Spanish by perceiving it as the unique medium of the continuance of the Sepahardic cultural heritage. The mentioned awareness towards Judeo-Spanish has become salient t...
Aubrey Beardsley’in tuhaf masal kahramanları
Gürsel, Bahar (Tarih Vakfı, 2017-02-01)
Dynamic complex hedging and portfolio optimization in additive markets
Polat, Onur; Hayfavi, Azize; Department of Financial Mathematics (2009)
In this study, the geometric Additive market models are considered. In general, these market models are incomplete, that means: the perfect replication of derivatives, in the usual sense, is not possible. In this study, it is shown that the market can be completed by new artificial assets which are called “power-jump assets” based on the power-jump processes of the underlying Additive process. Then, the hedging portfolio for claims whose payoff function depends on the prices of the stock and the power-jump ...
Charlotte Turner Smith: a harbinger of romantic poetry?
Sert, Gökçe; Birlik, Nurten; Department of English Literature (2018)
Charlotte Smith, a prolific and prominent poet of the late 18th century, inspired many of her successors with the innovative poetic genres and subject matter that she introduced. Although her literary legacy was largely forgotten for centuries, she has been recently rediscovered by feminist scholars of Romanticism and is nowadays being cited as the first Romantic poet. Despite the many innovations in her poetry, this study, however, intends to problematize this labelling, by arguing that Smith’s poetry fail...
Some extensions to CreditRisk+ : FFT, FFT-Panjer and Poisson-INAR process
Nazlıben, Kamil Korhan; Körezlioğlu, Hayri; Department of Financial Mathematics (2007)
The various versions of CreditRisk+ have widely been used in the financial industry. We compute the loss distribution under CreditRisk+ model by fast fourier transform technique in order to have faster and more stable results. Moreover, we link the parameters of the model to the exogenously observed variables which could be obtained from the financial markets by the use of Poisson INAR process. It is shown that the estimation of the parameters become available under this setup. This enables us to build a sy...
Citation Formats
F. İbrahimhakkıoğlu, Judith Butler. 2018, p. 80.