Download Ebook How to Hygge: The Nordic Secrets to a Happy Life, by Signe Johansen
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How to Hygge: The Nordic Secrets to a Happy Life, by Signe Johansen
Download Ebook How to Hygge: The Nordic Secrets to a Happy Life, by Signe Johansen
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Review
"Throughout, Johansen’s tone is an embodiment of the philosophy: she encourages readers to appreciate the small moments, taking baby steps and savoring the ride rather than racing to the finish line. Readers interested in simplifying their homes and lives are sure to find plenty of practical recipes and suggestions here that they can implement immediately." ―Publishers Weekly
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About the Author
SIGNE JOHANSEN is a writer and cook who grew up in Norway. After graduating from the University of Cambridge, she trained at Leiths School of Food and Wine in London, worked in several of the UK’s top restaurants, and then completed a master's degree at the University of London. The author of the critically acclaimed Scandilicious cookbooks and contributor to a dozen other books on food and restaurants, her recipes have appeared in The Times, Sunday Times, and Marie Claire. Johansen lives in London.
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Product details
Hardcover: 192 pages
Publisher: St. Martin's Griffin (January 3, 2017)
Language: English
ISBN-10: 1250122031
ISBN-13: 978-1250122032
Product Dimensions:
6.8 x 1 x 9.1 inches
Shipping Weight: 1.5 pounds (View shipping rates and policies)
Average Customer Review:
4.2 out of 5 stars
47 customer reviews
Amazon Best Sellers Rank:
#60,527 in Books (See Top 100 in Books)
I think those who discredit this for being more of a cookbook than a "lifestyle" book have missed the point of hygge and weren't paying attention to Johansen's writing. She constantly mentions food in each chapter and the vital role it plays into fueling an active lifestyle, maintaining a wholesome diet, how it brings loved ones together, how making more sustainable food choices affects nature and your body, etc. Simply put, the recipes are a big part of the book because it's a big part of hygge.I also understand some of these ingredients aren't readily available at a local supermarket--but we're all on Amazon right now, aren't we? With it and the Internet with countless shops and stores and items online, we really don't have the excuse of saying, "This is just too exotic, I can't possibly find it, I can't possibly try this, it's too much work to find this."Give it a shot! This is a great book with lovely insights, and I guarantee everyone will take something away from it.
Get comfortable and snuggle up with this book about “Danish coziness." I swear I felt myself relax with every page! This book encourages the reader to eat well, get out in nature, find a sport to enjoy no matter your age and spend time with your "community." The Hygge principles pair beautifully with the Autoimmune Protocol lifestyle principles that I've embraced for years.
This book has added joy to my life. This book tells how to bring coziness and warmth into you home and life. If you love being home, you'll love this book.
I love the cozy feeling abs winter so I love Hygge books. This was great and full of info for not just home but how to hygge at work and other places . Lots of information, well written and enjoyable to read. Doesn't read simply like a How To Book .
Beautiful book! I’m trying to incorporate some Hygge into my life and home without spending gobs of money...little things like clearing spaces, candles, lighter picture frames... These little things do make my home more cozy. But just reading the book alone makes you feel more relaxed and cozy. I really love the book and am sending to friends for gifts.
I got this from the library first and loved it so much I had to buy it. I enjoyed the author’s focus on the outdoors, something often glossed over in other books on hygge, and her empowering take on life. She seems very at ease in her body, and her body positivity was bolstering and inspiring. Other books talk decor and downtime, which the author definitely covers as well; but I love how much further she took it.
Lots of recipes involving specialized items which would involve complicated trips to far-off specialty stores, kind of a Hygge-killer right there. But the photos are gorgeous and the non-recipe commentary is excellent. Skol!
I thought this book is well written, with equal attention to all the nordic cultures. Its very interesting, and i would love for her to write something more in depth.
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How to Hygge: The Nordic Secrets to a Happy Life, by Signe Johansen PDF
How to Hygge: The Nordic Secrets to a Happy Life, by Signe Johansen PDF
Download Ebook Enchanting Borneo
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Enchanting Borneo
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About the Author
David Bowden is a writer living in Malaysia, specializing in travel and the environment. While Australian, he's been living in Asia longer than he can remember, and returns to his home country as a tourist. When not travelling the world, he enjoys relaxing with his equally adventurous wife Maria and daughter Zoe.
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Product details
Series: Enchanting
Paperback: 80 pages
Publisher: John Beaufoy Publishing; Second Edition,New edition edition (August 24, 2017)
Language: English
ISBN-10: 190961274X
ISBN-13: 978-1909612747
Product Dimensions:
8.5 x 0.2 x 10.2 inches
Shipping Weight: 13.4 ounces (View shipping rates and policies)
Average Customer Review:
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Amazon Best Sellers Rank:
#4,101,968 in Books (See Top 100 in Books)
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PDF Ebook Fixed Income Securities: Tools for Today's Markets
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Fixed Income Securities: Tools for Today's Markets
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Amazon.com Review
From the Authors: Five Ways to Deepen Your Knowledge of Fixed Income Markets in the Wake of the Financial Crisis By Bruce Tuckman and Angel Serrat 1. Get to know the 'big picture' of markets and institutions. When markets are calm, you can get away with focusing on your products, your markets, and your customers or trading partners. During a crisis, however, everyone and everything reacts to the same macro forces. To take one example from the '07-'09 crisis, the deterioration of the housing market put stress on structured mortgage products and on the balance sheets of financial institutions, which, in turn, led to the collapse of a seemingly unrelated market, namely that for municipal auction rate securities. Weakened financial institutions were not in a position to support the auctions, which were failing as investors abandoned nearly all short-term investments in structured products. 2. Understand financing. Financial businesses lose money by bets on some market going bad, but they most often fail because they lose their financing. For example, at the start of the financial crisis, many hedge funds that invested exclusively in mortgage-backed securities on a levered basis were forced to unwind and cease operations. This was in part due to portfolio losses, but mostly due to depletion of capital from having to post more and more collateral in support of their borrowing. An even more important example, of course, was the threat to broker-dealers during the crisis, whose repo and commercial paper funding evaporated. 3. Be aware of money market spreads, basis swaps, and credit risk. Perhaps the single most telling icon of the financial crisis is the graph of the three-month LIBOR-OIS spread. This spread, which can be thought of as the cost of locking up funds for three months relative to borrowing at the overnight fed funds rate, became a key metric of financial stress during the crisis. From 2005 to 2007, the average of the USD and EUR LIBOR-OIS spreads were about eight and six basis points, respectively; at the height of the crisis, these spreads peaked at about 365 and 200 basis points, respectively. Of course, locking in the fed funds rate plus the LIBOR-OIS spread is achieved by borrowing at LIBOR and paying LIBOR vs. OIS in a basis swap. More broadly speaking, this all means that credit risk, even at short maturities and even for historically solid counterparties, can no longer be assumed away. 4. Learn how the practice of discounting has changed. Until relatively recently, the cash flows of swaps were discounted at rates derived from par swap rates. This was never a perfectly sound methodology in theory, but so long as LIBOR was not too different from the cost of funding, the methodology was good enough. During the crisis, however, when LIBOR rose way above the cost of funding, discounting at par swap rates gave significantly misleading results. As a result, the most sophisticated practitioners completed their conversion to a two-curve pricing methodology, and, in June 2010, LCH Clearnet converted to OIS discounting. 5. Follow regulatory changes to derivatives markets. The Dodd-Frank law and other regulatory initiatives set out to require that certain swaps be cleared and that others be subject to new rules and capital requirements. Despite the significant passage of time, however, many of the details of the new regulatory regime, including the criteria for mandated clearing and the extent of capital requirements for non-cleared swaps, remain in flux. As a result, significant uncertainties exist with respect to the costs of using and of making markets in swaps. Fixed Income Securities: Tools for Today's Markets, Third Edition, was revised, among other reasons, to discuss these and other issues that have assumed greater importance as a result of the financial crisis.
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From the Inside Flap
Both working professionals and newcomers to the broad, complex, and competitive field of fixed income will appreciate the approach of authors Bruce Tuckman and Angel Serrat in this Third Edition, namely: theory and conceptual frameworks presented intuitively and without unnecessary abstraction; quantitative models and techniques developed with a minimum of mathematical complexity; institutional structures and market conventions described at a useful level of detail; and ideas clearly and profusely illustrated with market data, realistic examples, applications, and case studies. Fixed Income Securities, Third Edition begins with an overview of global fixed income markets, focusing on those in the United States, Europe, and Japan. Who borrows and who lends? How big are the various players and markets? How has the 2007–2009 financial crisis manifested itself? With the institutional background set, Part One of the book lays the foundations of fixed income pricing, namely, the arbitrage pricing of securities with fixed cash flows and the various ways to quote interest rates and returns. Part Two then describes interest rate risk and hedging, including: one-factor approaches (DV01, duration, and convexity); multi-factor approaches (key rate '01s and durations, partial '01s and PV01, and forward-bucket '01s); and empirical approaches (regression and principal component analyses). Part Three shows how to price interest rate derivatives. It starts with the fundamentals, the arbitrage pricing of contingent claims and the determination of the shape of the yield curve, and then continues on to one-factor short-rate models. Finally, the last chapter of this part presents the Gauss+ model, a three-factor model popular with relative value traders, and—in a presentation unique for its mathematical simplicity—introduces the LMM model, an approach popular with exotic derivatives traders. Part Four builds on the earlier parts of the book to present and analyze many other markets and securities, including repo, interest rate futures and derivatives, note and bond futures, interest rate and basis swaps, fixed income options, corporate bonds, credit default swaps, mortgages, and mortgage-backed securities. This part also contains a chapter explaining the industry's relatively recent shift from LIBOR to OIS discounting and another chapter on the practicalities of curve construction. Fixed Income Securities, Third Edition has been written in such a way as to bring a necessarily complex subject matter—developed over years by leading academics and practitioners—to a broad audience of investors, traders, and other working finance professionals. This audience will indeed find this book an invaluable collection of tools for today's markets.
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Product details
Hardcover: 640 pages
Publisher: Wiley; 3 edition (November 8, 2011)
Language: English
ISBN-10: 9780470891698
ISBN-13: 978-0470891698
ASIN: 0470891696
Product Dimensions:
6.1 x 2.1 x 9.1 inches
Shipping Weight: 2 pounds (View shipping rates and policies)
Average Customer Review:
3.7 out of 5 stars
14 customer reviews
Amazon Best Sellers Rank:
#243,362 in Books (See Top 100 in Books)
I got this book for my finance class. Material is good but I guess the author did not explain thing well enough. I had to watch YouTube video to understand material.
The author describes fixed income detailedly but understandably. This book is lighter than expected. This shipment is fast and the condition of this book is pretty good even like brand new!
Includes relevant topics for practitioners. It is comprehensive enough, with useful tools and avoiding extensive matemathical developments. Fair price vrs similar books. Recommended.
Tuckman and Serrat are extremely intelligent and have written a great book here. I have not gotten through all of it but this book explains the securities and markets throughout the world well.
The 3rd Edition of Bruce Tuckman's "Fixed Income Securities" is outstanding. The Introduction gives the best overview of today's fixed income market I have ever read. Part 1 to Part 3 is classic with updated examples. These three parts have educated a whole generation of MBAs and "quants." The new chapters in Part 4, on CDS and mortgage-backed securities, are extremely relevant.The authors successfully bridge theory and practice. If you want to have just one book on Fixed Income, this is the one.
Very good read, exactly what I was looking for. Focus on non-math concepts (but equally, if not more, important).
Great content but the Kindle edition is poorly done due to misaligned and improperly sized block equations and numbering, inline equations sticking out, punctuation surrounding equations occasionally overflowing to a separate line etc - definitely not an eye candy. Appears same in cloud reader and on the iPad. I wonder why couldn't they just make a PDF from the source TeX file of the book.
Unnecessarily complex. Very hard to understand so did not help for my studies at all.
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