323,283 research outputs found
Cantate // del // Scarlatti
No full textTitre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Amor, Mitilde è morta. H 49]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Dove fuggi, o bella Clori ?. H 210]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [O sol degl'occhi miei. H 498]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Langue Clori vezzosa. H 367]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Sanno, o Filli adorata. H 629]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Ecco ch'a voi ritorno, un tempo liete al core. H 243]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Lascia di tormentarmi, Amor tiranno. H 370]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Dal dì che l'empio fato. H 169]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Benché vezzosa Irene. H 85]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [In bel sonno profondo. H 322]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Nel dolce tempo. H 449]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Piagge fiorite, ameni prati. H 556]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Piagge fiorite e amene, io parto. H 557]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Deh torna amico sonno. H 181]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Clori vezzosa e bella. H 134]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Bella per te d'amore. H 76]Titre propre pris à la pièce de titre. - Réunit 16 cantates d'Alessandro Scarlatti. - Plusieurs copistes. - Mention au crayon au contreplat : "IX Rec. G". - Foliotation ajoutée. - F. 6, 19 v°, 20, 28 v°, 34, 40, 45 v°, 46, 53 v°, 54, 58 v°, 66 v°, 74 v°, 80, 86, 90, 95 v°, 96 et 102 vierges. - Chaque cantate est numérotée (d'une autre main). - Mention au f. 45 v° : "S 13 A5 90 68". - Mention à la fin (f. 106 v°) : "AJ. J6. 69. // J 3. 90 // 2. S. 11." et signature : "Damiano Argenti [?]". - Texte gratté sur le dernier f.. - Reliure en parchemin ; dos long reproduisant des compartiments, titre gravé à froid dans le 2e compartiment ; tranche rougePrésentation musicale : [Partition réduite]Appartient à l’ensemble documentaire : RISM2Appartient à l’ensemble documentaire : Chambure1Appartient à l’ensemble documentaire : RISMMssCantates pour soliste -- +* 1700......- 1799......+:18e siècle:Cantates -- +* 1700......- 1799......+:18e siècle
Exchange option pricing under stochastic volatility: a correlation expansion
No full textEfficient valuation of exchange options with random volatilities while challenging at analytical level, has strong practical implications: in this paper we present
a new approach to the problem which allows for extensions of previous known results. We undertake a route based on a multi-asset generalization of a methodology developed in Antonelli and Scarlatti (Finan Stoch 13:269–303, 2009) to handle simple European one-asset derivatives with volatility paths described by Ito’s diffusive equations. Our method seems to adapt rather smoothly to the evaluation of Exchange options involving correlations among all the financial quantities that specify the model and it is based on expanding and approximating the theoretical evaluation formula with respect to correlation parameters. It applies to a whole range of models and does not require any particular distributional property. In order to test the quality of our approximation numerical simulations are provided in the last part of the paper
[Arias extraites de "La caduta de' Decemviri" / Alessandro Scarlatti]
No full textAncien possesseur : Thibault, Geneviève (1902-1975). Ancien possesseurTitre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri]. extraitsTitre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Ma il mio ben che fa dov'è]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Mio bene oh Dio]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Saprò scherzar con l'armi]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Chi amar ben vuol non doni]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Io ti giurai mercé]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. S'io non t'amassi tanto]Titre uniforme : [Sai tu solo il mio pensiero]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Bella ingrata rapita]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Del caro mio tesoro]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Perdonami o bella]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. In mezzo a tanti affanni]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Nei vezzi tu sei bella]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. O se sperar un dì potessimo]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Larve fremiti terrore]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Se tu de la mia morte]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Io fingo tirannia]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Io vi chieggio che far degg'io]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Care luci voi piangete]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. L'infido mio sole]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Coralline labbra care]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Idolo mio cor del mio core]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Certe terrestri furie]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Ne conosco cento e cento]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Ogni donna quand'è scaltra]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La caduta de' Decemviri. Larve fremiti terrore]Réunit 25 arias, dont 22 extraites de "La caduta de' Decemviri" d'Alessandro Scarlatti, 1 duo extrait du même opéra et les parties instrumentales d'une des arias. - Livret de Silvio Stampiglia. - 1re représentation : Naples, Théâtre S. Bartolomeo, 15 décembre 1697. - Plusieurs copistes ; les p. 1-23 et 37-40 sont de la main de Felix Benedictus de Massis. - Ms. très endommagé, le haut de plusieurs pages est mal lisible. - Reliure cartonnéePrésentation musicale : [Partition réduite]Appartient à l’ensemble documentaire : RISM2Appartient à l’ensemble documentaire : Chambure1Appartient à l’ensemble documentaire : RISMMssAirs d'opéra -- +* 1600......- 1699......+:17e siècle
Exchange options with stochastic volatility
No full textIn a recent paper by Antonelli and Scarlatti, the problem of pricing plain vanilla options under quite general stochastic dynamics for the volatility of the underlying asset was approached in a novel way. Namely, they developed the option price in a power series of the correlation coefficient between the asset price and the volatility processes around zero. In the present work we perform a first attempt to extend such a technique to a multidimensional setting. Namely, we consider the case of an exchange or Margrabe option, written on two assets whose processes are assumed to be of log-normal type but with stochastic volatilities. In our model, the two assets are correlated and the volatilities follow each an Ornstein-Uhlenbeck dynamics. We first solve the
option pricing problem when the correlation is zero and then develop an expansion in powers of the correlation in order to find an approximation of the pricing formula for the case of general correlation values
Panayis Lyras, Semi-finals (Part 3, Selections), 6th Van Cliburn Competition (1981)
No full textKeyboard sonata in D minor, K. 32 / Scarlatti -- Piano sonata in B minor, S. 178 / Liszt (PARTIAL)
Mikhail Voskresenski, Semi-finals (Part 2), 1st Van Cliburn Competition (1962)
No full textKeyboard sonata in D minor, K. 1 / Scarlatti -- Keyboard sonata in B-flat major, K. 551 / Scarlatti -- Piano sonata no. 1 in G minor, op. 45. Largo maestoso / MacDowell -- Mephisto waltz no. 1, S. 514 / Liszt
Alessandro Scarlatti – »der fruchtbarste und origenellste Komponist von Kammerkantaten«
No full textIl saggio presenta le cantate da camera di Alessandro Scarlatti dai punti di vista storico e analitico, prendendo in considerazione fonti differenti. Ponendo l'attenzione ai collezionisti e agli storiografi attivi in Italia e altrove nel XVIII e nel XIX secolo, la prima parte del saggio (Giulia Giovani, pp. 294-320) analizza le diverse opinioni sulle cantate di Scarlatti. A una riflessione sull'attuale disseminazione dei manoscritti scarlattiani nelle biblioteche corrisponde una nuova prospettiva di ricerca, che consiste nella disamina delle fonti custodite in collezioni private, identificabili tramite l'analisi di cataloghi d'asta stampati fin dal 1740. Il saggio propone una panoramica sulle fonti a stampa, descrivendo quattro cantate attribuite a Scarlatti (op. 1) e stampate da Roger nel 1701. La seconda parte del saggio (Simone Ciolfi, pp. 320-353) analizza varie tipologie di arie che caratterizzano il repertorio, molto più varie di quanto ci si possa aspettare. I recitativi di queste cantate, inoltre, sono un universo musicale particolarmente sofisticato. A partire dalle opinioni dei contemporanei di Scarlatti, guardando ai manoscritti di teoria musicale scritti da Scarlatti stesso, il saggio tenta di dare coerenza alla forma aperta dei recitativi scarlattiani, il cui stile è basato sulle tensioni del testo in accordo con soluzioni armoniche che agiscono come topoi in relazione a specifica espressioni testuali. Formule retoriche, armoniche, testuali, sono combinate nei recitativi per ricreare una prosa ricca. Nella parte finale del saggio, sono descritte le caratteristiche principali delle cantate attribuite a Scarlatti e stampate da Roger.The essay presents Alessandro Scarlatti’s chamber cantatas from both historical and analytical perspectives, taking different sources into consideration. Placing the focus on collectors and historiographers active in Italy and elsewhere in the 18th and 19th centuries, the first part of the essay (by Giulia Giovani, pp. 294-320) analyzes the different views on Scarlatti’s cantatas. A reflection on the current dissemination of Scarlatti manuscripts in libraries is matched by a new research perspective, which consists in the examination of sources held in private collections, identifiable through the analysis of auction catalogs printed since 1740. The essay offers an overview of printed sources, describing four cantatas attributed to Scarlatti (op. 1) and printed by Roger in 1701. The second part of the essay (by Simone Ciolfi, pp. 320-353) analyzes various types of arias that characterize the repertoire, which are much more varied than one might expect. The recitative of these cantatas, moreover, are a particularly sophisticated musical universe. Beginning with the views of Scarlatti’s contemporaries and looking at music theory manuscripts written by Scarlatti himself, the essay attempts to give coherence to the open form of Scarlatti’s recitatives, whose style is based on the tensions of the text in accordance with harmonic solutions that act as topoi in relation to specific textual expression. In the final part of the essay, the main features of the cantatas attributed to Scarlatti and printed by Roger are described
CVA and vulnerable options pricing by correlation expansions
No full textWe consider the problem of computing the credit value adjustment (CVA) of a European option in presence of the wrong way risk in a default intensity setting. Namely we model the asset price evolution as solution to a linear equation that might depend on different stochastic factors and we provide an approximate evaluation of the option’s price, by exploiting a correlation expansion approach, introduced in Antonelli and Scarlatti (Finance Stoch 13:269–303, 2009). We also extend our theoretical analysis to include some further value adjustments, for instance due to collateralization and funding costs. Finally, in the CVA case, we compare the numerical performance of our method with the one recently proposed by Brigo and Vrins (Eur J Oper Res 269:1154–1164, 2018) and Brigo et al. (Innovations in insurance, risk and asset management, WSPC proceedings, 2018), in the case of a call option driven by a GBM correlated with a CIR default intensity. We additionally compare with the numerical evaluations obtained by other methods
Motet à une voix / Legrenzi, comp.. Partiro : ariette ; La tua pena...[etc.] : ariette / A. Scarlatti, comp. ; Maria Castellazzi-Bovy, S ; Yvonne Thibout, vlc ; Claude Crussard, clav.
No full textTitre uniforme : Legrenzi, Giovanni (1626-1690). Auteur ou responsable intellectuel. [Motet à une voix. Voix, basse continue]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Partirò. Voix, basse continue]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [La tua pena. Voix, basse continue]Titre uniforme : Scarlatti, Alessandro (1660-1725). Compositeur. [Speranza. Voix, basse continue]Comprend : Motet à une voix / Legrenzi, comp. ; Maria Castellazzi-Bovy, S ; Yvonne Thibout, vlc ; Claude Crussard, clav. ; Partirò / A. Scarlatti, comp. ; Maria Castellazzi-Bovy, S ; Yvonne Thibout, vlc ; Claude Crussard, clav. ; La tua pena / A. Scarlatti, comp. ; Maria Castellazzi-Bovy, S ; Yvonne Thibout, vlc ; Claude Crussard, clav. ; Speranza / A. Scarlatti, comp. ; Maria Castellazzi-Bovy, S ; Yvonne Thibout, vlc ; Claude Crussard, clav.Enregistrement : (France) Paris, 13-01-193
Alexander Mndoyants, Semi-finals, 5th Van Cliburn Competition (1977)
No full textKeyboard sonata in G major, K. 470 / Scarlatti -- Keyboard sonata in D minor, K. 32 / Scarlatti -- Keyboard sonata in G major, K. 125 / Scarlatti -- Novelletten, op. 21. No. 8 in F-sharp minor / R. Schumann -- Ballade, op. 46 / Barber -- Pictures at an exhibition / Mussorgsky -- Piano quintet in E-flat major, op. 44. Allegro brillante / R. Schumann
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