Kamis, 16 Februari 2012

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  • Sales Rank: #6346736 in Books
  • Published on: 2011-06-07
  • Binding: Hardcover

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Rabu, 15 Februari 2012

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Designed to offer a clear, concise, and accessible way to explore the familiar and unfamiliar territories of world literature, this two-volume version of The Bedford Anthology of World Literature offers students and teachers a broad and carefully balanced selection of literary works supported by extensive historical background and generous contextual materials.

  • Sales Rank: #36042 in Books
  • Published on: 2008-11-21
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.20" h x 1.99" w x 7.02" l, 3.76 pounds
  • Binding: Paperback
  • 1872 pages

About the Author
Paul Davis (Ph.D., University of Wisconsin), professor emeritus of English at the University of New Mexico, has been the recipient of several teaching awards and academic honors, including that of Master teacher. He has taught courses since 1962 in composition, rhetoric, and nineteenth-century literature and has written and edited many scholarly books, including The Penguin Dickens Companion (1999), Dickens A to Z (1998), and The Lives and Times of Ebenezer Scrooge (1990). He has also written numerous scholarly and popular articles on solar energy and Victorian book illustration. His most recent book is Critical Companion to Charles Dickens (2007).

Gary Harrison (Ph.D., Stanford University), professor and director of graduate studies at the University of New Mexico, has won numerous fellowships and awards for scholarship and teaching. He has taught courses in world literature, British Romanticism, and literary theory at the University of New Mexico since 1987. Harrison's publications include a critical study of William Wordsworth, Wordsworth's Vagrant Muse: Poetry, Poverty, and Power (1994); as well as several articles on topics such as John Clare's poetry, Romanticism and Ecology, nineteenth-century culture, and teaching world literature.

David M. Johnson (Ph.D., University of Connecticut), professor emeritus of English at the University of New Mexico, has taught courses in world literature, mythology, the Bible as literature, philosophy and literature, and creative writing since 1965. He has written, edited, and contributed to numerous scholarly books and collections of poetry, including Fire in the Fields (1996) and Lord of the Dawn: The Legend of Quetzalcoatl (1987). He has also published scholarly articles, poetry, and translations of Nahuatl myths. His most recent book of poetry is Rebirth of Wonder: Poems of The Common Life (University of New Mexico Press, 2007).

John F. Crawford (Ph.D., Columbia University; postdoctoral studies, Yale University), associate professor of English emeritus at the University of New Mexico, has taught medieval, world, and other literature courses since 1965 at a number of other institutions including California Institute of Technology and Hunter College and Herbert Lehmann College of CUNY. The publisher of West End Press, an independent literary press with 120 titles, Crawford has also edited This Is About Vision: Interviews with Southwestern Writers (1990) and written articles on multicultural literature of the Southwest.

Most helpful customer reviews

4 of 4 people found the following review helpful.
Great selections and organization in book
By Ms. Lemon
This book carries a great selection of classic works by tradition
I used this book for my World Lit course in January(required text), but have decided not to sell it back and keep it for reading sake.

I am used to reading from Norton Anthologies, so was a bit skeptical about reading from the Bedford Anthology. Surprisingly, in the end, I actually enjoyed the Bedford collection more. The context is given in the "in-between" blue pages of the book and gives excellent articles, short stories, and historical background for the main stories themselves. They were extremely helpful and expanded both my knowledge of significant historical events as well as influential literature.

Although, this product is considered the "compact" edition, the book is still considerably large and thick.
It is definitely not a book you would carry around in your purse or take everywhere with you for leisure reading.

1 of 1 people found the following review helpful.
Recommend
By APR
It is a really great product in which I really enjoyed it and I would recommend it to anyone to purchase. Went beyond my expectations!

0 of 0 people found the following review helpful.
not bad
By Mic
It said it was a used a book. It ment it. All the pages were there; however, there v was something sticky on the cover I wish had been cleaned off. But it shipped quickly so it wasn't bad

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Minggu, 12 Februari 2012

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Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance), by Laurent E. Calvet, Adlai J. Fisher

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of their book is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters.

· Presents a powerful new technique for forecasting volatility
· Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities.
· The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research

  • Sales Rank: #1575974 in Books
  • Published on: 2008-09-16
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.02" h x .63" w x 5.98" l, 1.25 pounds
  • Binding: Hardcover
  • 272 pages

Review
Advance Praise for Multifractal Volitility

“I thoroughly enjoyed reading the book and highly recommend it. The authors masterfully present their work on the Markov-Switching Multifractal model and its implications for Asset Pricing. This is a wonderful contribution to the field of Financial Economics.”
-Ravi Bansal, J.B. Fuqua Professor of Finance, Duke University Durham, NC

“I have always been intrigued by the multi-fractal approach to volatility modeling, forecasting and pricing pioneered by Calvet and Fisher. This book does a wonderful job in gathering together all of the fundamental ideas and results in a coherent framework, and I highly recommend it to anybody interested in learning more about these novel techniques and how they compare to the more traditional GARCH and stochastic volatility based modeling procedures.”
-Tim Bollerslev, Juanita and Clifton Kreps Professor of Economics, Duke University, NC

“This starkly original work defines a key part of the research frontier, developing a ‘multifractal’ perspective on volatility that unifies regime-switching and long memory, in discrete and continuous time, univariate and multivariate. Simultaneously and astonishingly, it is of immediate practical relevance for asset management, asset pricing and risk management. This book is required reading, for academics and practitioners alike.”
-Francis X. Diebold, J.M. Cohen Professor of Economics, University of Pennsylvania

"Calvet and Fisher have fashioned the definitive treatment of multi-fractal models of return volatility. Since Mandelbrot first challenged the standard paradigm, evidence supporting the parsiomony and flexibility of the multifractal approach has accumulated. Calvet and Fisher are uniquely positioned to finally unify this progress, much of which is based on their own research. The result is masterful and convincing, particularly for capturing return risk over multiple time horizons. I highly recommend their book."
-Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University, CA

“This book offers a unified treatment of multifractal volatility, a remarkable approach developed by the authors in a series of earlier papers. The idea is to capture in a single, coherent framework the set of observed features of financial data, whether seen as “jumps” in continuous-time models, “fat tails” in data discretely sampled over short intervals, different characterizations of volatility persistence over intermediate and long horizons, and nonlinearities and skewness in the conditional distributions. The underlying framework is a Markov-switching model with a very large number of different regimes, with the nature of different regimes summarized by a much smaller set of parameters. The book provides an excellent illustration of just how successful this flexible yet parsimonious approach can be in terms of describing a wide variety of the characteristics of financial time series.”
-James Hamilton, Professor of Economics, University of California, San Diego

“Calvet and Fisher provide a valuable and thorough development of a novel class of models of financial market volatility. The methods and models exposited so nicely in their book should be part of the toolkit of researchers interested in understanding and characterizing the stochastic nature of volatility fluctuations. Their book is simultaneously accessible and complete. It shows how to use these models in practice, and it provides a rigorous foundation for their application.”
-Lars Hansen, Livingston Distinguished Service Professor, University of Chicago, IL

“Volatility is a central concern of modern financial econometrics, challenging econometricians to build plausible models and practical methods of inference. Calvet and Fisher draw together the ingredients of a promising new research agenda, integrating a decade of work on multifractal modeling into a masterful overview of the field of volatility, demonstrating the advantages of Markov switching multifractals in aggregating components of differing persistence and showing us how rare events need not be studied in isolation as curiosa. A compelling read for financial theorists and practitioners.”
-Peter C. B. Philips, Sterling Professor of Economics & Statistics, Yale University, CT

“To accommodate the high persistence and variability of volatility in financial time series, Calvet and Fisher developed the class of Markov-Switching Multifractal models. This book, which summarizes ten years of their research, is of great interest to researchers in asset pricing and essential reading for practitioners working on risk management or volatility forecasting.”
-Jose Scheinkman, Theodore Wells '29 Professor of Economics, Princeton University, NJ

From the Back Cover
Advance Praise for Multifractal Volitility

“I thoroughly enjoyed reading the book and highly recommend it. The authors masterfully present their work on the Markov-Switching Multifractal model and its implications for Asset Pricing. This is a wonderful contribution to the field of Financial Economics.”
-Ravi Bansal, J.B. Fuqua Professor of Finance, Duke University Durham, NC

“I have always been intrigued by the multi-fractal approach to volatility modeling, forecasting and pricing pioneered by Calvet and Fisher. This book does a wonderful job in gathering together all of the fundamental ideas and results in a coherent framework, and I highly recommend it to anybody interested in learning more about these novel techniques and how they compare to the more traditional GARCH and stochastic volatility based modeling procedures.”
-Tim Bollerslev, Juanita and Clifton Kreps Professor of Economics, Duke University, NC

“This starkly original work defines a key part of the research frontier, developing a ‘multifractal’ perspective on volatility that unifies regime-switching and long memory, in discrete and continuous time, univariate and multivariate. Simultaneously and astonishingly, it is of immediate practical relevance for asset management, asset pricing and risk management. This book is required reading, for academics and practitioners alike.”
-Francis X. Diebold, J.M. Cohen Professor of Economics, University of Pennsylvania

"Calvet and Fisher have fashioned the definitive treatment of multi-fractal models of return volatility. Since Mandelbrot first challenged the standard paradigm, evidence supporting the parsiomony and flexibility of the multifractal approach has accumulated. Calvet and Fisher are uniquely positioned to finally unify this progress, much of which is based on their own research. The result is masterful and convincing, particularly for capturing return risk over multiple time horizons. I highly recommend their book."
-Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University, CA

“This book offers a unified treatment of multifractal volatility, a remarkable approach developed by the authors in a series of earlier papers. The idea is to capture in a single, coherent framework the set of observed features of financial data, whether seen as “jumps” in continuous-time models, “fat tails” in data discretely sampled over short intervals, different characterizations of volatility persistence over intermediate and long horizons, and nonlinearities and skewness in the conditional distributions. The underlying framework is a Markov-switching model with a very large number of different regimes, with the nature of different regimes summarized by a much smaller set of parameters. The book provides an excellent illustration of just how successful this flexible yet parsimonious approach can be in terms of describing a wide variety of the characteristics of financial time series.”
-James Hamilton, Professor of Economics, University of California, San Diego

“Calvet and Fisher provide a valuable and thorough development of a novel class of models of financial market volatility. The methods and models exposited so nicely in their book should be part of the toolkit of researchers interested in understanding and characterizing the stochastic nature of volatility fluctuations. Their book is simultaneously accessible and complete. It shows how to use these models in practice, and it provides a rigorous foundation for their application.”
-Lars Hansen, Livingston Distinguished Service Professor, University of Chicago, IL

“Volatility is a central concern of modern financial econometrics, challenging econometricians to build plausible models and practical methods of inference. Calvet and Fisher draw together the ingredients of a promising new research agenda, integrating a decade of work on multifractal modeling into a masterful overview of the field of volatility, demonstrating the advantages of Markov switching multifractals in aggregating components of differing persistence and showing us how rare events need not be studied in isolation as curiosa. A compelling read for financial theorists and practitioners.”
-Peter C. B. Philips, Sterling Professor of Economics & Statistics, Yale University, CT

“To accommodate the high persistence and variability of volatility in financial time series, Calvet and Fisher developed the class of Markov-Switching Multifractal models. This book, which summarizes ten years of their research, is of great interest to researchers in asset pricing and essential reading for practitioners working on risk management or volatility forecasting.”
-Jose Scheinkman, Theodore Wells '29 Professor of Economics, Princeton University, NJ

About the Author
By Laurent E. Calvet and Adlai J. Fisher

Most helpful customer reviews

15 of 15 people found the following review helpful.
Great source on state-of-the-art volatility modeling in Finance
By N. Tuzov
This book reflects a significant step in volatility modeling with a clear focus on financial applications. It offers a nice combination of theoretical results combined with fitting the corresponding models to real financial data.

From a practical point of view, it has been long known that (log) asset prices are not adequately described by Brownian Motion (BM) or Fractional BM. For instance, take the fact that typically, low-frequency (weekly or monthly) return distribution has much thinner tails than high-frequency (daily or hourly) return distribution. Such absence of "self-similarity" across frequencies is not consistent with BM or Fractional BM.

To capture this effect (among many others), they propose to model the (log) asset price as a Multifractal Process. Such process is characterized by so-called "scaling function" which can be estimated from the data. One may think of Multifractal Processes as an extended class of stochastic processes that includes self-similar BM / Fractional BM. In particular, for self-similar processes the scaling function has to be linear. However, estimations based on real currency and equity data (see Chapter 8) do not produce a linear scaling function. Therefore, the hypothesis of self-similarity (also called "unifractality") of the (log) asset price doesn't hold.

Apparently, the limitations of self-similar processes have been known for a while, and many popular volatility models (such as GARCH or FIGARCH) address them to a certain degree. However, numerical results show that the Multifractal Model is a better fit to the data in terms of scaling function.

In practice, the multifractal approach is implemented as so-called Markov-Switching Multifractal model (MSM) in discrete time. Markov-Switching models (pioneered by Hamilton, see Time Series Analysis) are based on the idea is that volatility (and possibly drift) are dependent on the unobserved state variable that follows a Markov process. MSM extends that idea by imposing certain restrictions on the transition matrix, thus reducing the dimensionality. The physical meaning of the restrictions is that different economic factors (technology shocks, business cycles, liquidity shocks) affect the volatility on different time scales. The volatility impact from one economic factor can be a lot more lasting than that from another factor.

The authors demonstrate that MSM model accounts for such data features as:

1) short- and long-range dependence in volatility;
2) fat tails of return distribution;
3) volatility jumps.

Again, many previously known models account for these effects to a certain extent, so a comparison to some benchmark models is necessary. Fitting MSM model to daily currency data via Maximum Likelihood (Chapter 3) shows that MSM is superior to:

1) GARCH-t ("t" means that the error term has a t-distribution)
2) Markov-Switching GARCH-t
3) FIGARCH-t

Personally, I would have liked to see how well MSM competes with some models based on Extreme Value Distribution, but no examples are provided.

There have been many complaints in the reviews of the popular book of Mandelbrot (see The Misbehavior of Markets: A Fractal View of Financial Turbulence) that few "implementation details" had been provided. Numerical examples in Calvet and Fisher clearly show how to apply Mandelbrot's ideas to real data and where exactly the new framework surpasses the existing volatility models.

Other chapters include multivariate volatility modeling (again, MSM is superior to multivariate CC-GARCH) and application of MSM to asset pricing theory. Therefore, I can highly recommend this book to people interested in the latest advances in volatility modeling.

11 of 11 people found the following review helpful.
An excellent review of an important topic
By Aaron C. Brown
With all due respect to the other reviewers, there's not much point discussing how good a job this book does explaining multifractal volatility. It's the only book on that subject. I think it's more useful to describe why someone who doesn't already know what MV is might want to read this excellent book.

A lot of financial data series (and non-financial as well) exhibit apparently erratic behavior such as sudden jumps or periods of high and low volatility. These have caused many disasters, but also present tempting opportunity for anyone who can understand them. The tricky part is that simple models don't provide good fits, and complicated models are too hard to calibrate.

There are some standard approaches to this problem and the authors have come up with one they think is better. But you don't need to accept that to find this book useful. It lays out a general mathematical framework and covers a wide range of models, comparing them both mathematically and with financial data. The mathematics is only moderately difficult, and the clear presentation explains the main ideas for people who cannot follow each step of the formalism. Whether or not you like MV, and it is a small group so far that does, this book is the best up-to-date introduction to this field. There are extensive references to a wide range of approaches. The material is presented as a set of tools and ideas, you can take the ones you find useful and combine them as you like.

It would be even better if the book included data and computer code, either on a CD or at a website. More discussion of data would be helpful, as would some applications that go beyond data fitting (for example, it would be nice to see MV make money, or warn of disasters). The charts and tables are ugly, and the charts absurdly small for the information they are intended to convey. Some of the chapters could have used better editing to smooth over their origins as journal articles.

However, those are minor criticisms compared to the outstanding job the authors have done of summarizing important work in time series modeling, with rigor and depth, but without making the work inaccessible to a wide audience.

9 of 10 people found the following review helpful.
time scale sensitive discussion of a new volatiltiy theory
By Bachelier
Calvet & Fisher's "Multifractal Volatility: Theory, Forecasting, and Pricing" is a welcome addition to the conversation in mathematical finance on volatility modeling expectations and tractable and practical models.

Multifractal Volatility (MV) covers novel techniques outside of more traditional GARCH and stochastic volatility models (the controlling state variable is unobserved), and builds on the thinking of Benoit Mandelbrot on a sub-set of mathematics known as fractals, which are systems of non-linear equations that exhibit such characteristics as self-similarity (linear, non-linear, or statistical), scale invariance, and a (usually) non-integer Hausdorff dimension. Capturing fractals over multiple time horizons is the game.

(Note: there is a tedious back-and-forth about how Mandelbrot fractals are nothing but Elliott wave principal dressed up as higher mathematics. If your idea of fun is reading about cranks snarking at each other, G--gle it all up and have fun reading).

MV holds that both market returns and volatility exhibit strong kurtosis in the distribution of measured outcomes (i.e. there is a strong and sticky tendency for returns to stay either very close to the mean or far from it).

MV addresses the curse of dimensionality of regime switching state models (because the number of parameters increases with the square of the number of states) buy using a Markov-Switching Multifractal (MSM) model, where volatility is assumed to be drawn from a large discrete distribution, each of which can randomly switch to a new value drawn from a common distribution. The variable order is along regime switching probability, and increases smoothly for low to high frequency observations, but allows volatility major jumps when a regime switch occurs.

The first section introduces MSM in discrete time, followed by a section extending (or restating) the model in Continuous Time, followed by an examination of information arrival and Equilibrium Pricing.

This work is for specialists and persons well-trained in mathematical finance who are familiar with date measure and distributions. It assumes knowledge of Brownian Motion, Markov chains, equilibrium pricing, information theory, and regime switching (knowledge from fluid mechanics on viscosity would also help). It introduces and argues for fractal distributions of volatility for higher goodness of fit, and makes a strong case.

MV is well-written and clear, and even those who are not familiar or highly trained in the intricacies of Mandelbrot sets and other fractals can comprehend the arguments Calvet and Fisher make. This is a curious and interesting book and deserves a front-row seat in the continuing conversation in mathematical finance.

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Senin, 06 Februari 2012

[K758.Ebook] Free Ebook Biotechnology: Academic Cell Update Edition, by David P. Clark, Nanette J. Pazdernik

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Now available with the most current and relevant journal articles from Cell Press, Biotechnology Academic Cell Update Edition approaches modern biotechnology from a molecular basis, which grew out of the increasing biochemical understanding of physiology. Using straightforward, less-technical jargon, Clark and Pazdernik manage to introduce each chapter with a basic concept that ultimately evolves into a more specific detailed principle. This up-to-date text covers a wide realm of topics, including the forensics used in crime scene investigations, the burgeoning field of nanobiotechnology, bioethics and other cutting edge topics in today’s world of biotechnology.



  • An easy-to-use study guide that incorporates the most current, relevant journal articles from Cell Press 

  • Full supplements including text and journal test bank, image gallery and online self quizzing

  • Basic concepts followed by more detailed, specific applications with clear, color illustrations of key topics and concepts

  • Sales Rank: #1175269 in eBooks
  • Published on: 2011-01-06
  • Released on: 2011-01-06
  • Format: Kindle eBook

Most helpful customer reviews

0 of 1 people found the following review helpful.
Good but can improve (especially for KINDLE Readers)
By R. Wolfcastle
For this review I am referring to the Kindle edition. I like the book and it could be 4-5 stars but there is a lot of room for improvement in my opinion.

For kindle readers... the pictures are tiny. It is very difficult to read this book from a phone or a tablet because kindle refuses to let you zoom in on the pictures.

From a text perspective... the material is good and the author explains things very clearly. My only gripe is that the author references future chapters quite often, and it's not easy to read from cover to cover. I think in the 'intro' parts like chapters 1-3, he could explain things in a little more detail so you don't have to keep flipping to the next chapter.

Otherwise I like it!

0 of 1 people found the following review helpful.
Great book for my classes
By Juan Rodriguez Fernandez
I teach a high school class of Biotechnology and I found this book to be a great resource to use. It covers a lot of information regarding most of the basic biotechnological topics. I don't like the illustrations and how kindle doesn't really support the zoom in for this book, so the images sometimes look very fuzzy and unclear.
Other than that the book is highly recommended.

0 of 1 people found the following review helpful.
Great bargain
By Justin Standridge
As most students know, saving money is important. I couldn't believe the money I saved buying this item here versus the college bookstore or any local bookstore. This book had everything that was required by the teacher and I paid about $100 less than the person sitting next to me in class.

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[R840.Ebook] Free PDF Scribbler of Dreams, by Mary E. Pearson

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Scribbler of Dreams, by Mary E. Pearson

Kaitlin Malone has been raised to hate the Crutchfields, relatives the Malones have feuded with for as long as Kaitlin can remember. This legacy of hatred has never been questioned--until Kaitlin meets a boy and begins to fall in love with him before she discovers that he is a Crutchfield . . . and the son of the man her father has gone to prison for killing.
To give the relationship a chance, Kaitlin lies about her identity. But what was supposed to be one temporary untruth leads to yet another, and soon she finds herself tangled in a complicated web of deceit. In the course of her deception, she discovers an even bigger lie: The Crutchfields are not the monsters her family has always portrayed them to be. When Maggie Crutchfield, the matriarch who started the feud, reaches out from the past to right a wrong, she offers Kaitlin a legacy worth holding on to-if she can.

  • Sales Rank: #2833865 in Books
  • Published on: 2001-04-01
  • Released on: 2001-04-01
  • Original language: English
  • Number of items: 1
  • Dimensions: .90" h x 5.80" w x 8.50" l,
  • Binding: Hardcover
  • 240 pages

Amazon.com Review
It's the Crutchfields v. the Malones in this lush Romeo and Juliet story about two related California families that have hated each other for generations, even though (or perhaps because) they own adjacent tracks of ocean-view land. Like the rest of her family, 17-year-old Kait Malone blames the Crutchfields for everything, particularly now that her father's in jail for killing Robert Crutchfield in what the Malones claim was an accident. Money is short, because the Malones refuse to sell any of their land, so Kait and her sister must transfer to the public high school under assumed names. And then the unthinkable happens: Kait falls head over heels in love with a beautiful boy named Bram--who turns out to be a Crutchfield. As their romance deepens, Kait's lies about her identity grow ever more complicated. She clings to her conviction that the Crutchfields are monsters--except for Bram--although this belief grows harder and harder to sustain as she meets his family. When Bram's mother loans her the crumbling journals of one of the two sisters who began the feud, Kait finds the truth is a source of compassion. Yet she still postpones her revelation to Bram, as tension builds and the situation finally escalates out of her control. But all ends well, and teen romantics will heave a satisfied sigh at the happily-ever-after ending. (Ages 12 and older) --Patty Campbell

From Publishers Weekly
Drawing on the all-too-familiar theme of young lovers from warring families, Pearson (David v. God) recounts the relationship between Kaitlin, a high school senior who keeps a journal, and her more well-to-do artist-boyfriend, Bram. Borrowed diaries reveal to Kaitlin that the two California families are related five generations back, when two sisters became estranged as the result of a marital infidelity. More recently, Kaitlin's father is accused of killing Bram's father, perhaps accidentally, in a feud over rights to their neighboring properties and, further straining credibility, Kaitlin manages to win Bram over by concealing her identity. The whole maudlin tale is never fully sorted out and, in a highly unlikely denouement, Kaitlin gives a confused speech to her class about escaping the past and being honest. This seems to win back Bram, who says, "I never did care much for history." The story also suffers from repetitiveness (readers are reminded many times that Kaitlin is a "proud Malone") and the writing is filled with platitudes and clich‚d writing ("my footsteps kept time with my beating heart"). Heavy on formula, it seems more like a romance novel than a trenchant adolescent love story. Ages 12-up.

Copyright 2001 Cahners Business Information, Inc.

From School Library Journal

Gr 7-10-Like the Hatfields and the McCoys, the Malones and Crutchfields have always hated one another. Their long-standing feud started 100 years earlier when two sisters disagreed over one's illegitimate pregnancy. Ever since then, the Crutchfields have had the money and the power, the Malones the land, and both families are ruthless in trying to hurt the other. When Kaitlin Malone's father is put in prison for killing a Crutchfield, she and her sister are forced to go to the public high school under assumed names. There Kaitlin falls in love with a boy whose passion for drawing matches her need for writing in her journal. The only problem is that the boy is none other than the son of the man her father killed. As she waits for the right time to reveal her true identity, she gets to know Bram and his family. Suddenly, her world is turned upside down because the Crutchfields are not the villains that her family had always made them out to be. Meanwhile, her lies get more and more complicated. The truth about her identity comes out in the end, but luckily (and predictably), after initial feelings of betrayal, Bram, too, realizes their love is stronger than any family history. This is a good book to use to talk about points of view and perspectives, with believable characters and a fast-moving, if somewhat transparent, plot.-Rebecca Hogue Wojahn, Riverside Middle School, Watertown, WI

Copyright 2001 Cahners Business Information, Inc.

Most helpful customer reviews

0 of 0 people found the following review helpful.
Sweet Romance
By Turning the Pages
This was a filler pick for me when I needed to buy something for a few bucks to make my free shipping on Amazon. I thought it sounded like a sweet romance and would be a nice change from the other books I've been reading lately. It wasn't until I wrote the author's name in my blog post that I realized why it sounded familiar. Mary E. Pearson also wrote The Adoration of Jenna Fox, one of the first YA books I read and reviewed for my blog.

Scribbler of Dreams is not a futuristic or sci-fi story along the veins of Adoration, instead it is much more grounded in the realities of a typical romance novel. Not that that is a bad thing. It was exactly what I was looking for and Pearson delivered nicely. Girl meets boy, falls in love, but they are torn apart by deception, in this case the deception is due to their warring families, a la Shakespeare's Romeo and Juliet. As a Shakespeare lover I can't say I hate the story, and Pearson resists following too closely.

The only part that bothered me was the insta-love (and yes, I know this does follow R&J), but I found in today's world it just wasn't as believable. Kaitlin feel for Bram before even speaking to him, and within a few pages she was in love and willing to defy her family for a boy who believes she is someone else. Someone who's father hadn't killed his own. **Not a spoiler, as it's clearly on the back cover** I understood her deception initially, but the further along it went the more frustrating it became. Luckily it's a quick read at only 223 pages in pocketbook size, so I didn't have time to get really annoyed.

If you're looking for a sweet romance with some tear jerking scenes this is a quick and easy read.

0 of 0 people found the following review helpful.
It was my favorite book when I was in junior High
By Amazon Customer
It came to me with a different cover on it instead. It's still the same book but a completely different cover. It was my favorite book when I was in junior High. I have now bought this book three times because it gets lost or someone hasn't returned it. It's a great book.

1 of 1 people found the following review helpful.
Oh the lying just goes on and on...
By E. Gray
Right now I on page 109 and I had to take a break. Kait's lying is getting sooo long that she has now given her best friend some terminal condition!!! Man, I just want to yell JUST TELL HIM!!!! OK, so I'm going to continue reading, but I may switch back to This Lullaby when I need something to read this evening.

I ended up finishing the book and was kind of disappointed at the end. The author seemed to get tired at the end and just seemed to want to do a quick wrap up. I felt sorry for the families and I felt that her revelations from Maggie's journals did not help the families at all. The back stories behind the colleges seemed to be unresolved. Was Bram going to go to college or not? Most likely not, but the book left many things still up in the air.

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Bloody Baron,: The story of Ungern-Sternberg,, by Vladimir Pozner

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Bloody Baron,: The story of Ungern-Sternberg,, by Vladimir Pozner

  • Sales Rank: #6100825 in Books
  • Published on: 1938
  • Number of items: 1
  • Dimensions: 1.44 pounds
  • Binding: Hardcover
  • 383 pages

Most helpful customer reviews

2 of 2 people found the following review helpful.
Fascinating, bizarre, and mostly true
By Manfred Arcane
The pseudonymous Vladimir Pozner's "Bloody Baron: The story of Ungern-Sternberg," published in 1938 was for many decades the best English language book on one of history's most fascinating and bizarre characters - Baron Roman Ungern Von Sternberg, one of the last of the White Russian warlords who briefly conquered Mongolia in 1920 with his "Asiatic Cavalry Division", restored the living Buddha (Boghd Khan) to his throne in Urga and generally behaved in brutal, strange and exotic ways. Pozner's rare and expensive book has now finally been superceded by an excellent new book, Palmer's "Bloody White Baron" which is available through Amazon.co.uk. Hopefully the Russia expert Dr. Willard Sunderland will also have a study on the good baron out soon too. Can't have too many works on this obscure but fascinating corner of Eurasian history.

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