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Результаты поиска Лучшие результаты Paul Malliavin, Anton Thalmaier. Stochastic Calculus of Variations in Mathematical Finance. – М.: , 2005. – 120 с. Mohamed Kharrat. American Option Pricing Using Malliavin Calculus. – М.: LAP Lambert Academic Publishing, 2014. – 108 с. Дополнительные результаты Marek Capinski, Ekkehard Kopp. Discrete Models of Financial Markets (Mastering Mathematical Finance). – М.: , 2012. – 192 с. Jerry Marlow, Jerry Marlow. Option Pricing: Black-Scholes Made Easy (With CD-ROM). – М.: , 0. – 0 с. Lenos Trigeorgis. Real Options: Managerial Flexibility and Strategy in Resource Allocation. – М.: , 0. – 0 с. Marion A. Brach. Real Options in Practice. – М.: Wiley Publishing, Inc, 2002. – 320 с. Laurie Blum. Free MoneyA® When You're Unemployed. – М.: , 0. – 0 с. Brian C. Hosmer. American Indians in the Marketplace: Persistence and Innovation Among the Menominees and Metlakatlans, 1870-1920. – М.: , 0. – 0 с. Vijay Prashad, Vijay Prashad. Fat Cats and Running Dogs. – М.: , 0. – 0 с. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – М.: , 0. – 0 с. David F. DeRosa. Currency Derivatives : Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering). – М.: , 0. – 0 с. Dorothea Johnson, James Norwood Pratt, Susan Jerde. Tea & Etiquette: Taking Tea for Business and Pleasure (Capital Lifestyles Book). – М.: , 0. – 0 с. Dorothea Johnson, James Norwood Pratt. Tea & Etiquette: Taking Tea for Business and Pleasure. – М.: , 0. – 0 с. Rod Hoagland. Funding & Financial Execution for Early-Stage Companies. – М.: , 0. – 0 с. Gary W. Eldred, Gary W. Eldred. Make Money with Fixer-Uppers and Renovations. – М.: , 0. – 0 с. Pablo Koch Medina, Sandro Merino. Mathematical Finance and Probability: A Discrete Introduction. – М.: , 0. – 0 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. Werner Rosenberger. Risk-adjusted Lending Conditions : An Option Pricing Approach (The Wiley Finance Series). – М.: , 0. – 0 с. Thomas S. Y. Ho, Sang Bin Lee. The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions. – М.: Oxford University Press, 2004. – 736 с. Paul Glasserman. Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). – М.: Springer, 2005. – 616 с. Daniel J. Duffy. Financial Instrument Pricing Using C++. – М.: John Wiley and Sons, Ltd, 2004. – 432 с. Thomas Mikosch. Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6). – М.: , 0. – 0 с. L. C. G. Rogers, D. Talay. Numerical Methods in Finance (Publications of the Newton Institute). – М.: , 0. – 0 с. Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr. Equity Derivatives: Theory and Applications. – М.: , 0. – 0 с. Dennis Wong, D. Wong. Generalized Optimal Stopping Problems and Financial Markets. – М.: , 0. – 0 с. Jean-Luc Prigent. Weak Convergence of Financial Markets. – М.: , 0. – 0 с. G. Kallianpur, Rajeeva L. Karandikar, Gopinath Kallianpur, R. L. Karandikar. Introduction to Option Pricing Theory. – М.: , 0. – 0 с. Michael C. Thomsett. The Mathematics of Investing : A Complete Reference. – М.: , 0. – 0 с. Paul D. Kadavy. Put Option Writing Demystified: Earn Double-Digit Cash Returns While Waiting to Buy Stocks at a Discount. – М.: , 0. – 0 с. Les Clewlow, Chris Strickland. Implementing Derivative Models. – М.: John Wiley and Sons, Ltd, 1998. – 318 с. James B. Bittman. Trading Index Options. – М.: McGraw-Hill, 1998. – 250 с. Richard Dobbins, Stephen F. Witt, John Fielding. Portfolio Theory and Investment Management. – М.: Blackwell Business, 1994. – 192 с. M. Anthony Wong. Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing. – М.: , 0. – 0 с. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с. Robert T. Daigler. Advanced Options Trading: The Analysis and Evaluation of Trading Strategies, Hedging Tactics & Pricing Models. – М.: McGraw-Hill, 1993. – 300 с. Philip Ryland. Essential Investment. – М.: , 0. – 0 с. Martin Mandler. Market Expectations and Option Prices: Techniques and Applications (Contributions to Economics). – М.: , 0. – 0 с. Ralf Korn, Elke Korn. Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics, 31). – М.: , 0. – 0 с. Roger D. Blackwell. From Mind to Market : Reinventing the Retail Supply Chain. – М.: , 0. – 0 с. Irwin T. Vanderhoof, Edward I. Altman. The Fair Value of Insurance Liabilities (New York University Salomon Center Series on Financial Markets and Institutions, Vol 1). – М.: , 0. – 0 с. Wim Schoutens. Levy Processes in Finance : Pricing Financial Derivatives (Wiley Series in Probability and Statistics). – М.: , 2003. – 0 с. Adonis Yatchew. Semiparametric Regression for the Applied Econometrician (Themes in Modern Econometrics). – М.: , 2003. – 0 с. Anatoly B. Schmidt. Quantitative Finance for Physicists : An Introduction (2academic Press Advanced Finance Series). – М.: , 2004. – 0 с. Real Options and Investment under Uncertainty : Classical Readings and Recent Contributions. – М.: , 2004. – 0 с. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Alexandre Ziegler. A Game Theory Analysis of Options. – М.: , 2004. – 0 с. Marcelo Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 2003. – 0 с. Dale S. Borowiak. Financial and Actuarial Statistics: An Introduction (Statistics, a Series of Textbooks and Monographs). – М.: , 2003. – 0 с. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с. Rama Cont. Financial Modelling with Jump Processes. – М.: , 2003. – 0 с. Fred E. Benth. Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance (Universitext). – М.: , 2004. – 0 с. David Stirzaker. Stochastic Processes And Models. – М.: , 2005. – 0 с. Espen Gaardner Haug. The Complete Guide to Option Pricing Formulas. – М.: McGraw-Hill, 2006. – 536 с. John C. Hull. Fundamentals of Futures and Options Markets and Derivagem Package (6th Edition). – М.: , 2007. – 0 с. Jeffrey A. Engel. Cold War at 30,000 Feet: The Anglo-American Fight for Aviation Supremacy. – М.: Harvard University Press, 2007. – 384 с. Paolo M. Panteghini. Corporate Taxation in a Dynamic World. – М.: , 2007. – 232 с. Paul Malliavin, Anton Thalmaier. Stochastic Calculus of Variations in Mathematical Finance. – М.: , 2005. – 120 с. John H. Cochrane. Asset Pricing: (Revised). – М.: , 2005. – 568 с. Steven Roman. Introduction to the Mathematics of Finance: From Risk Management to Options Pricing (Undergraduate Texts in Mathematics). – М.: , 2004. – 354 с. Daniel J. Duffy. Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series). – М.: , 2006. – 440 с. Encyclopedia of Finance. – М.: , 2006. – 1116 с. Simon Benninga. Financial Modeling, 3rd Edition. – М.: The MIT Press, 2008. – 1168 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Euan Sinclair. Volatility Trading, + CD-ROM (Wiley Trading). – М.: , 2008. – 212 с. John Bowe. Nobodies: Modern American Slave Labor and the Dark Side of the New Global Economy. – М.: , 2008. – 336 с. Don Shapray, Paul G. Ellsworth. Anxiety Free Option Investing: Using Covered Spreads as a Hedge vs. Downside Risk. – М.: , 2008. – 190 с. Walter A. Rosenkrantz. Introduction to Probability and Statistics for Science, Engineering, and Finance. – М.: , 2008. – 680 с. Isil Erol. Housing Finance and Inflation-Indexed Mortgages in Turkey: Default Risk in the Turkish Mortgage Market. – М.: , 2008. – 152 с. Martin Krekel. Portfolio Optimization and Option Pricing: Selected Problems and Efficient Methods. – М.: , 2008. – 184 с. Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal. – М.: , 2009. – 450 с. Editor Andrew H. Chen. Research in Finance: Volume 23. – М.: Elsevier Science, 2007. – 324 с. Ilya Gikhman. Alternative Derivatives Pricing: Formal Approach. – М.: , 2010. – 164 с. Jerry Marlow. Option Pricing. – М.: , 2001. – 352 с. John C. Hull. Fundamentals of Futures and Options Markets. – М.: , 2004. – 576 с. Alison & David Price. Introducing Psychology of Success: А Practical Guide. – М.: Icon Books, 2011. – 218 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с. Larry E. Knop. Linear Algebra: A First Course with Applications (Textbooks in Mathematics). – М.: , 2008. – 752 с. Yue-Kuen Kwok. Mathematical Models of Financial Derivatives (Springer Finance). – М.: , 2008. – 386 с. Cristophe Profeta, Bernard Roynette, Marc Yor. Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance). – М.: , 2010. – 250 с. Harold I. Morrow, Robert P. Kokernak. Statics and Strength of Materials (7th Edition). – М.: , 2010. – 528 с. Max Riegel, Aik Chindapol, Dirk Kroeselberg. Deploying Mobile WiMAX. – М.: , 2010. – 318 с. Evdokia Xekalaki. ARCH Models for Financial Applications. – М.: , 2010. – 558 с. Euan Sinclair. Option Trading. – М.: , 2010. – 298 с. Mr. Iain Clark. Foreign Exchange Options Pricing – A Practitioners Guide. – М.: , 2010. – 256 с. Anonymous. American Book Prices Current, Page 3. – М.: , 2010. – 656 с. Anonymous. American Book Prices Current, Volume 98, part 1 - volume 101, part 1. – М.: , 2010. – 536 с. Anonymous. American Book Prices Current, Volume 9. – М.: , 2010. – 792 с. Anonymous. American Book Prices Current, Volume 14. – М.: , 2010. – 710 с. Anonymous. American Book Prices Current, Volume 8. – М.: , 2010. – 686 с. Huu Tue Huynh, Van Son Lai, Issouf Soumare. Stochastic Simulation and Applications in Finance with MATLAB Programs. – М.: Wiley, 2008. – 356 с. Les Clewlow. Option Pricing Models. – М.: , 1998. – 128 с. Andrea Pascucci. PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series). – М.: , 2011. – 738 с. The Complete Guide To Option Pricing Formulas. – М.: , 2007. – 0 с. Trading Options As A Professional: Techniques For Market Makers And Experienced Traders. – М.: , 2011. – 0 с. All About Options, 3E. – М.: , 2011. – 256 с. All About Derivatives Second Edition. – М.: , 2011. – 288 с. Value-Added Selling: How To Sell More Profitably, Confidently, And Professionally By Competing On Value, Not Price 3/E. – М.: , 2011. – 288 с. Suvir Saran, Stephanie Lyness. Indian Home Cooking : A Fresh Introduction to Indian Food, with More Than 150 Recipes. – М.: Clarkson Potter Publishers, 2004. – 272 с. Michael Leo Owens. God and Government in the Ghetto: The Politics of Church-State Collaboration in Black America. – М.: University of Chicago Press, 2007. – 326 с. Monique Jeanblanc, Marc Yor, Marc Chesney. Mathematical Methods for Financial Markets (Springer Finance). – М.: , 2009. – 757 с. Sheldon M. Ross. An Elementary Introduction to Mathematical Finance. – М.: , 2011. – 328 с. Clare Steel. Step by Step Home Design & Decorating. – М.: Дорлинг Киндерсли, 2012. – 400 с. Simon Benninga. Financial Modeling (+ CD-ROM). – М.: The MIT Press, 2013. – 1166 с. Benefit Onu. Waste Management Practices in Bayelsa State. – М.: Scholars Press, 2014. – 340 с. Prof. (Dr.) Bharat Raj Singh. Development and Analysis of a Novel Air Engine. – М.: LAP Lambert Academic Publishing, 2011. – 292 с. Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с. Mohamed Kharrat. American Option Pricing Using Malliavin Calculus. – М.: LAP Lambert Academic Publishing, 2014. – 108 с. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Alberto Barola. Monte Carlo Methods for American Option Pricing. – М.: LAP Lambert Academic Publishing, 2014. – 160 с. Patrycja Przytula and Natalia Chudzikiewicz. The impact of estimation errors on the option pricing. – М.: LAP Lambert Academic Publishing, 2011. – 92 с. Adriana Ocejo. American option pricing. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Adem Kilicman. Generalized Functions Using Neutrix Calculus. – М.: LAP Lambert Academic Publishing, 2012. – 100 с. Sunday Fadugba. On Some Numerical Methods for Options Valuation. – М.: LAP Lambert Academic Publishing, 2012. – 168 с. Nana Boateng. Numerical Partial Differential Solution Of The Black-scholes Equation. – М.: LAP Lambert Academic Publishing, 2013. – 92 с. Peihan Xiong. Evaluation of Various Numerical Methods of Option Pricing. – М.: LAP Lambert Academic Publishing, 2014. – 68 с. Maksym Tertychnyi. Currency Trading Markets and Pricing Their Derivatives. – М.: LAP Lambert Academic Publishing, 2014. – 128 с. Farai Julius Mhlanga and R.I Becker. Computation of Greeks using Malliavin calculus. – М.: LAP Lambert Academic Publishing, 2011. – 200 с. Wen Cheng. Analytical Green's Function Approximation and Option Pricing. – М.: LAP Lambert Academic Publishing, 2011. – 180 с. Mario Dell'Era. Geometrical Approximation and Perturbative methods for PDEs in Finance. – М.: LAP Lambert Academic Publishing, 2012. – 148 с. Liang Tan. Numerical Evaluation of American Options. – М.: LAP Lambert Academic Publishing, 2009. – 176 с. Chen-Song Zhang. Adaptive Methods For Variational Inequalities. – М.: LAP Lambert Academic Publishing, 2010. – 204 с. Emil Setic. Tax implications of transfer pricing use: Transfer pricing regulation in the world, European union and Republic Croatia. – М.: LAP Lambert Academic Publishing, 2014. – 214 с. Ruth Williams-Hooker,Barbara Mullins Nelson and Pamela S. Hinds. A New Model for Explaining Obesity in African American women. – М.: Scholars' Press, 2013. – 104 с. Berat Baser. Turkish and American Address Forms in the Family. – М.: LAP Lambert Academic Publishing, 2012. – 200 с. Pietro Cassara. Pricing Schemes for Emerging Telecommunication Market. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Darren Sandler. Preferential Trade Agreements and Developing Country use of Antidumping. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Anandadeep Mandal. Pricing of Weather Derivatives. – М.: LAP Lambert Academic Publishing, 2010. – 76 с. Szymon Kaminski. The pricing of options on WIG20 using GARCH models. – М.: LAP Lambert Academic Publishing, 2013. – 56 с. Jeremy Berros. AMERICAN OPTION PRICING IN A JUMP-DIFFUSION MODEL. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Peter O''Connor. Black-Scholes and Augmented Option Pricing Models. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Huseyin SENTURK and Mehmet Ali KARADAG. INTEREST RATE MODELS FOR PRICING ZERO COUPON BOND OPTIONS. – М.: LAP Lambert Academic Publishing, 2010. – 100 с. Paul Lajbcygier. MODERN OPTION PRICING. – М.: LAP Lambert Academic Publishing, 2010. – 676 с. Ozgenay Cetinkaya. Pricing Default and Prepayment Risks of Fixed Rate Mortgages in Turkey. – М.: LAP Lambert Academic Publishing, 2010. – 120 с. Giuseppe Alesii. Assessing LSMC for the KT General Real Options Pricing Model. – М.: LAP Lambert Academic Publishing, 2010. – 96 с. Carlos Alberto Palomino Lazo and Aimee R. Kanyankogote. Extraction of Market Expectations from Option Prices. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Ilya Gikhman. Alternative Derivatives Pricing. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с. Tarjei Flatmo Janbu and Kristian Aulie Mork. Underwriters Put: Evidence from Norway, Sweden and Denmark. – М.: LAP Lambert Academic Publishing, 2012. – 128 с. Mohammad Osman Abdul Qadeer,Konstantinos Tolikas and Searat Ali. Use of Derivatives in Risk Management. – М.: LAP Lambert Academic Publishing, 2012. – 80 с. Mark Ryan. Calculus For Dummies. – М.: , 2014. – с. Лучшие результаты Ничего не найдено Дополнительные результаты Risk-based pricing: посткризисные тенденции. А.В. Гидулян, "Банковское кредитование", N 1, январь-февраль 2012 г. Образцы работ
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Роман, 08.02 Защитился на отлично. Спасибо за работу. Приезжайте на выпускной ))))
