Sökning: "derivative literature"
Visar resultat 1 - 5 av 21 avhandlingar innehållade orden derivative literature.
1. Into the Isle of Self : Nietzschean Patterns and Contrasts in D. H. Lawrence's The Trespasser
Sammanfattning : This thesis is based on a close reading of Lawrence's novel The Trespasser from a Nietzschean point of view. By adopting this perspective it aims at giving the novel the sense of unity it has so far been alleged to lack. The analysis is preceded by a detailed discussion of the concept of literary influence. LÄS MER
2. Tillbaka till texten : derivativt skrivande i en svensk gymnasieklass
Sammanfattning : This licentiate thesis investigates fiction writing and reading in up- per secondary school in Sweden. Inspired by fanfiction I created a teaching project of derivative writing in which the students in a se- cond-year social science class wrote short stories derived from 20th century novels. They also gave peer response, both orally and in writing. LÄS MER
3. Linguistic Images of Emotions in Translation from Polish into Swedish : Henryk Sienkiewicz as a Case in Point
Sammanfattning : The purpose of this study is to investigate differences in manifesting emotions in the Polish writer Henryk Sienkiewicz's texts and their Swedish translations, as well as the translation strategies used in this area. The empirical base material for the dissertation consists of three short stories (Janko Muzykant, Jamioł, Bądź błogosławiona) and one novel (Ogniem i mieczem). LÄS MER
4. Nordiska ortnamn på -und
Sammanfattning : In this thesis, an investigation and classification of Scandinavian place-names in -und is undertaken. The thesis comprises two main sections: Part 1, containing a review of earlier research and discussions of broader issues, and Part 2, consisting of studies of, individual names, arranged inalphabetical order. LÄS MER
5. Essays in Quantitative Finance
Sammanfattning : This thesis contributes to the quantitative finance literature and consists of four research papers.Paper 1. This paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function that allows the model to simultaneously fit the implied volatility of commodity and interest rate options. LÄS MER