[B590.Ebook] Ebook Kings The True Story of Chicago's Policy Kings and Numbers Racketeers, by Nathan Thompson

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Kings The True Story of Chicago's Policy Kings and Numbers Racketeers, by Nathan Thompson

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The True Story of Chicago's Policy Kings and Numbers Racketeers.
An Informal History by Nathan Thompson and published by The Bronzeville Press.
A history of Black Chicago and Bronzeville USA.

• Sales Rank: #109461 in Books
• Brand: Brand: The Bronzeville Press
• Published on: 2006-03-01
• Number of items: 1
• Binding: Paperback
• 514 pages

Features

• Used Book in Good Condition

Review
"Bronzeville's policy kings were early venture capitalists. Required reading." -- Curtis Lawrence, Chicago Sun-Times, July 7, 2003

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13 of 13 people found the following review helpful.
Chicago's forgotten moneymakers.
By The RAWSISTAZ Reviewers
When discussing the history of Chicago, several things instantly come to mind. First, there's the incredible legacy of Chicago's overzealous, long-winded, power-struggling politicians from which the nickname "Windy City" derived. There's the glorious history of Chicago's world-renowned sport teams, and infamous gangsters and law enforcement, leaving the names of such notables as Al Capone and Elliot Ness forever associated with the city. Yet, the history of Chicago seems incomplete. A city with one of the largest African-American populations in the United States, there seems to be little to no history detailing the legacy of this group. Nathan Thompson has heeded the call and has written a detailed account of how Chicago's historical South-Side was developed and run by African-Americans, due in part to the policy kings and local number racketeers.

Thompson's extensive research brings to life how the game of policy, similar to the modern day lottery, was developed by African-Americans in the South and brought to Chicago during the great southern migration. Within a short time African-Americans from all walks of life were playing the numbers. Monies generated by the gambling catapulted key policy backers into some of the first African-American tycoons of the city. In turn, many of these policy kings reinvested in their communities creating economic independence and institutions still instrumental in Chicago's African-American community today. Yet, all was not rosy and peaceful, for large sums of illegally begotten money in the hands of the African-American policy kings did not go unnoticed by crooked politicians, policemen and notorious gangsters.

Nathan Thompson should be congratulated on his comprehensive research on the development and destruction of the policy game. Thompson has helped fill a gap in Chicago's history, for the African-American can no longer be conveniently left out when discussing the development of the city. The book is also a remarkable testament to the inventive, entrepreneurial spirit of the African-American, at a time when all other doors to economic prosperity were closed. Without Thompson's research, who would have known that the county's Lottery system was invented and perfected by an African-American.

Reviewed by L. Raven James

of The RAWSISTAZ Reviewers

10 of 11 people found the following review helpful.
A Key Chapter in Black History
By A Customer
Nate Thompson has done a fabulous job telling the story of the Policy Kings, the Blacks who invented the lottery and helped underwrite significant portions of black business with its earnings. While much of the action depicted is in Chicago, "policy" had its tentacles throughout black centers in America. It is a key history lesson that reads like a fast paced action novel - I could not put it down.

3 of 3 people found the following review helpful.
Worth Reading
By Stanton Braden
This is a great book. Aside from documenting the intriguing history of policy, it also confirms the origin of the Levin guitar that Django Reinhardt is shown holding in the famous picture taken after performing with the Duke Ellington band. Freddie Guy is shown strumming what is probably the same instrument in the photo section entitled "The Rhythm of Bronzeville."

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• Sales Rank: #13298748 in Books
• Published on: 1974
• Format: Import
• Binding: Paperback
• 416 pages

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[O253.Ebook] Download Ebook Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics), by Steven Roman

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The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.

The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book contains a chapter on options.�

• Sales Rank: #2664615 in Books
• Brand: Brand: Springer
• Published on: 2012-04-24
• Original language: English
• Number of items: 1
• Dimensions: 9.21" h x .69" w x 6.14" l, 1.33 pounds
• Binding: Hardcover
• 288 pages

Features

• Used Book in Good Condition

From the Back Cover

The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed.

The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book contains a chapter on options.

About the Author
Steven Roman is currently an Emeritus Professor of Mathematics at the University of California.� He is a prolific Springer author; some of his books include Field Theory, Advanced Linear Algebra, Introduction to Coding and Information Theory, and most recently Fundamentals of Group Theory.

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1 of 1 people found the following review helpful.
A great exposition of the finite model of markets
By Itai
The first eight chapters + the two appendices introduce a finite model of a market and discuss pricing derivatives in this model. This part of the book is rigorous, elegant and lucid and a real joy to read. It is self-contained and almost all the results are proven in full with a handful of easy proofs left as exercises to the reader. If the book ended here, I would give it 5 stars. The last two chapters discuss the famous Black-Scholes formula in continuous time. The topic is not presented rigorously and I did not find the discussion as compelling as the discussion of the finite model. If you have absolutely no clue about finance and wish to get a mathematically rigorous taste of it and an introduction to the buzz-words as "option", "arbitrage", "pricing", then the first eight chapters of this book fit the bill excellently. Just be aware that the finite model is very simplistic, unrealistic and doesn't reflect the models actually used by financial analysts. But it's a great starting point.

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• Sales Rank: #11915955 in Books
• Binding: Paperback

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