Francesco Martinelli – författare

In the course of almost a century, European jazz musicians not only produced a corpus of work worthy of much wider appreciation, but also adopted strategies to adapt to the varied reception that the music evoked, which ranged from joyful acceptance to outright prohibition, the latter often involving survival and protest in equal measure. As the first organic overview of the history of jazz in Europe and covering the subject from its inception to the present day, the volume provides a unique, authoritative addition to the musicological literature. Entries are written in a narrative style and are presented on a country-by-country basis. Each article is authored by a jazz history specialist from the specific country who contextualizes the music in the cultural landscape of that country, discussing the most influential figures of its development, and referencing the sometimes considerable literature available in the national language. This unprecedented pool of authors makes much of this information available in English for the first time. Further chapters cover related subjects: the history of African-American entertainers before jazz, the cross-national traditions of Gypsy and Jewish music, festivals, films, and avant-garde music. The book also draws on the newly available resources created by the extensive work being done nationally by various jazz archives. Chapters contain in-depth bibliographies, rare photographs and illustrations and suggested listening lists. Supported by the Europe Jazz Network with funding from the Creative Europe programme of the European Union, this volume will serve as an inspiration for new generations of listeners and musicians.

This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.