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Результаты поиска Лучшие результаты Philipp J. Schonbucher, P.J. Schonbucher. Credit Derivatives Pricing Models: Model, Pricing and Implementation. – М.: , 0. – 0 с. Darrell Duffie, Kenneth J. Singleton. Credit Risk: Pricing, Management, and Measurement. – М.: Princeton University Press, 2003. – 464 с. Manuel Ammann. Credit Risk Valuation. – М.: , 0. – 0 с. Damiano Brigo, Fabio Mercurio. Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance). – М.: Springer, 2006. – 982 с. Paul Dalziel. Money, Credit and Price Stability (Routledge International Studies in Money and Banking). – М.: , 0. – 0 с. Paul Glasserman. Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). – М.: Springer, 2005. – 616 с. Andrew J. G. Cairns. Interest Rate Models: An Introduction. – М.: Princeton University Press, 2004. – 288 с. Bernd Schmid. Credit Risk Pricing Models: Theory and Practice. – М.: Springer, 2004. – 384 с. Mark J. P. Anson. Credit Derivatives. – М.: Wiley, 1999. – 224 с. Keith Cuthbertson, Dirk Nitzsche. Financial Engineering: Derivatives and Risk Management. – М.: , 0. – 0 с. Satyajit Das. Swaps and Financial Derivatives : Products, Pricing, Applications and Risk Management (Wiley Finance). – М.: , 0. – 0 с. N. H. Bingham, Rudiger Kiesel, Nicholas Bingham. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives (Springer Finance). – М.: , 2004. – 0 с. Moorad Choudhry. Fixed Income Securities and Derivatives Handbook: Analysis and Valuation. – М.: Bloomberg Press, 2005. – 384 с. Angelo Arvanitis, Jon Gregory. Credit: The Complete Guide to Pricing, Hedging and Risk Management. – М.: , 0. – 0 с. Frank Skinner. Pricing and Hedging Interest and Credit Risk Sensitive Instruments. – М.: , 2004. – 0 с. Antulio N. Bomfim. Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance Series). – М.: , 2004. – 0 с. Gunter Meissner. Credit Derivatives: Application, Pricing, and Risk Management. – М.: , 2005. – 248 с. Richard Bruyere, Rama Cont, Regis Copinot, Loic Fery, Christophe Jaeck, Thomas Spitz. Credit Derivatives and Structured Credit: A Guide for Investors (The Wiley Finance Series). – М.: , 2006. – 294 с. Dominic O'Kane. Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series). – М.: , 2008. – 514 с. Greg N. Gregoriou, Paul U. Ali. Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers (McGraw-Hill Finance & Investing). – М.: , 2008. – 528 с. Mark J. Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen. Credit Derivatives: Instruments, Applications, and Pricing. – М.: John Wiley and Sons, Ltd, 2004. – 344 с. Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda. Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance). – М.: , 2010. – 254 с. Philipp J. Schonbucher. Credit Derivatives Pricing Models. – М.: , 2003. – 396 с. Oleg Kritski. Introduces Stochastic Processes in Mathematical Finance. – М.: LAP Lambert Academic Publishing, 2012. – 172 с. Ravi Gor. Management of Perishable Inventory: A Mathematical Modelling Approach. – М.: LAP Lambert Academic Publishing, 2011. – 144 с. David Carfi and Francesco Musolino. Game Theory Models for Derivative Contracts. – М.: LAP Lambert Academic Publishing, 2012. – 172 с. Hana Hejlova. Efficiency of Regulation on Spanish Housing Market. – М.: LAP Lambert Academic Publishing, 2011. – 76 с. Jesus Perez Colino. Dynamic Interest-Rate Modelling in Incomplete Markets. – М.: LAP Lambert Academic Publishing, 2012. – 168 с. Дополнительные результаты Marek Capinski, Ekkehard Kopp. Discrete Models of Financial Markets (Mastering Mathematical Finance). – М.: , 2012. – 192 с. Janet M. Tavakoli. Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition. – М.: Wiley, 2001. – 312 с. Philipp J. Schonbucher, P.J. Schonbucher. Credit Derivatives Pricing Models: Model, Pricing and Implementation. – М.: , 0. – 0 с. Christian Bluhm, Ludger Overbeck, Christoph Wagner. An Introduction to Credit Risk Modeling. – М.: , 0. – 0 с. Darrell Duffie, Kenneth J. Singleton. Credit Risk: Pricing, Management, and Measurement. – М.: Princeton University Press, 2003. – 464 с. Morton Glantz. Managing Bank Risk: An Introduction to Broad-Base Credit Engineering (+ CD-ROM). – М.: Academic Press, 0. – 600 с. Jerry Marlow, Jerry Marlow. Option Pricing: Black-Scholes Made Easy (With CD-ROM). – М.: , 0. – 0 с. Domingo Tavella. Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance. – М.: , 0. – 0 с. Alexander Lipton. Mathematical Methods for Foreign Exchange: A Financial Engineer's Approach. – М.: , 0. – 0 с. Anthony Saunders, Linda Allen. Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, 2nd Edition. – М.: , 0. – 0 с. Manuel Ammann. Credit Risk Valuation. – М.: , 0. – 0 с. Victor Goodman, Joseph Stampfli. The Mathematics of Finance: Modeling and Hedging. – М.: , 0. – 0 с. John L. Daly. Pricing for Profitability: Activity-Based Pricing for Competitive Advantage. – М.: , 0. – 0 с. Frank J. Fabozzi. The Use of Derivatives in Tax Planning (Frank J. Fabozzi Series). – М.: , 0. – 0 с. Irina Gotsch. Libor Market Model: Theory and Implementation. – М.: , 2012. – 124 с. Robert Buff. Uncertain Volatility Models - Theory and Application. – 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. Paul Dalziel. Money, Credit and Price Stability (Routledge International Studies in Money and Banking). – М.: , 0. – 0 с. Shu-Heng Chen. Evolutionary Computation in Economics and Finance. – М.: , 0. – 0 с. Charles W. Smithson. Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization. – М.: McGraw-Hill, 1998. – 664 с. Laurent L. Jacque, Paul M. Vaaler. Financial Innovations and the Welfare of Nations: How Cross-Border Transfers of Financial Innovations Nurture Emerging Capital Markets. – М.: , 0. – 0 с. Erik Banks. The Credit Risk of Complex Derivatives (Finance and Capital Markets Series). – М.: , 0. – 0 с. Mark S. Joshi. The Concepts and Practice of Mathematical Finance. – М.: Cambridge University Press, 2004. – 492 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. Bernd Schmid. Credit Risk Pricing Models: Theory and Practice. – М.: Springer, 2004. – 384 с. Jamil Baz, George Chacko. Financial Derivatives: Pricing, Applications, and Mathematics. – М.: , 0. – 0 с. Mark J. P. Anson. Credit Derivatives. – М.: Wiley, 1999. – 224 с. Richard G. Newman. Supplier Price Analysis. – М.: , 0. – 0 с. Carol Alexander. Risk Management and Analysis, New Markets and Products (Wiley Series in Financial Engineering). – М.: , 0. – 0 с. Moorad Choudhry. Fixed Income Securities and Derivatives Handbook: Analysis and Valuation. – М.: Bloomberg Press, 2005. – 384 с. Israel Nelken. Implementing Credit Derivatives: Strategies and Techniques for Using Credit Derivatives in Risk Management (Irwin Library of Investment & 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. Angelo Arvanitis, Jon Gregory. Credit: The Complete Guide to Pricing, Hedging and Risk Management. – М.: , 0. – 0 с. Mark Joshi, Mark Broadie, Sam Howison, Neil Johnson, George Papanicolaou. C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk). – М.: , 0. – 0 с. Moorad Choudhry. Capital Market Instruments : Analysis and Valuation (Finance and Capital Markets). – М.: , 2005. – 0 с. Asset Pricing Theory and Tests (International Library of Critical Writings in Economics). – М.: , 2003. – 0 с. Frank Milne. Finance Theory and Asset Pricing. – М.: , 2003. – 0 с. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с. Johannes Voit. The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics). – М.: , 2003. – 0 с. Edited by Hal S. Scott. Capital Adequacy Beyond Basel: Banking, Securities, and Insurance. – М.: Oxford University Press, 2005. – 354 с. Claudio Albanese. Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance Series) (Academic Press Advanced Finance Series). – М.: , 2005. – 0 с. Antulio N. Bomfim. Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance Series). – М.: , 2004. – 0 с. Fred E. Benth. Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance (Universitext). – М.: , 2004. – 0 с. Ambar Sengupta. Pricing Derivatives (McGraw-Hill Library of Investment and Finance). – М.: , 2005. – 0 с. Robert J. Elliott. Mathematics of Financial Markets (Springer Finance). – М.: , 2004. – 0 с. Moorad Choudhry. The Credit Default Swap Basis. – М.: Bloomberg Press, 2006. – 196 с. George Chacko, Anders Sjoman, Hideto Motohashi, Vincent Dessain. Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments. – М.: Wharton School Publishing, 2006. – 272 с. George Pennacchi. Theory of Asset Pricing (The Addison-Wesley Series in Finance). – М.: , 2007. – 0 с. The Credit Market Handbook: Advanced Modeling Issues (Wiley Finance). – М.: , 2006. – 256 с. Chris Harris. Electricity Markets: Pricing, Structures and Economics (The Wiley Finance Series). – М.: , 2006. – 542 с. Satyajit Das. Credit Derivatives: CDOs and Structured Credit Products. – М.: Wiley, 2005. – 850 с. Gunter Meissner. Credit Derivatives: Application, Pricing, and Risk Management. – М.: , 2005. – 248 с. John Schoenmakers, John G. M. Schoenmakers. Robust Libor Modelling and Pricing of Derivative Products. – М.: , 2004. – 224 с. Richard Bruyere, Rama Cont, Regis Copinot, Loic Fery, Christophe Jaeck, Thomas Spitz. Credit Derivatives and Structured Credit: A Guide for Investors (The Wiley Finance Series). – М.: , 2006. – 294 с. Satyajit Das. Structured Products Volume 2: Equity; Commodity; Credit and New Markets. – М.: Wiley, 2005. – 1200 с. William T. Bernhard, David Leblang. Democratic Processes and Financial Markets: Pricing Politics. – М.: , 2006. – 272 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. Multi-moment Asset Allocation and Pricing Models (The Wiley Finance Series). – М.: , 2006. – 258 с. William Bernhard, David Leblang. Democratic Processes and Financial Markets: Pricing Politics. – М.: , 2006. – 272 с. Daniel J. Duffy. Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series). – М.: , 2006. – 440 с. Yvan Lengwiler. Microfoundations of Financial Economics: An Introduction to General Equilibrium Asset Pricing (Princeton Series in Finance). – М.: , 2006. – 304 с. Hai Yang, Hai-Jun Huang. Mathematical and Economic Theory of Road Pricing. – М.: , 2005. – 486 с. Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot. Loss Models: From Data to Decisions, Second Edition. – М.: , 2004. – 720 с. Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot. Loss Models, Solutions Manual: From Data to Decisions (Wiley Series in Probability and Statistics). – М.: , 2004. – 264 с. Kenneth J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. – М.: , 2006. – 536 с. Oz Shy. How to Price: A Guide to Pricing Techniques and Yield Management. – М.: Cambridge University Press, 2008. – 448 с. R. Stafford Johnson. Introduction to Derivatives: Options, Futures, and Swaps. – М.: , 2008. – 816 с. Laurie S. Goodman, Shumin Li, Douglas J. Lucas, Thomas A. Zimmerman, Frank J. Fabozzi. Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series). – М.: , 2008. – 334 с. Juerg M. Syz. Property Derivatives: Pricing, Hedging and Applications (The Wiley Finance Series). – М.: , 2008. – 252 с. Dominic O'Kane. Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series). – М.: , 2008. – 514 с. Greg N. Gregoriou, Paul U. Ali. Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers (McGraw-Hill Finance & Investing). – М.: , 2008. – 528 с. Cristian Voicu. Systematic Risk in the Housing Markets. – М.: , 2008. – 92 с. Christian Seeber. Over- and Underreactions on Capital Markets: How Investor Sentiment Leads to Irrational Price Behavior. – М.: , 2008. – 92 с. Isil Erol. Housing Finance and Inflation-Indexed Mortgages in Turkey: Default Risk in the Turkish Mortgage Market. – М.: , 2008. – 152 с. Yongli Zhang. Three Essays on Asset Pricing: A Bayesian Approach. – М.: , 2008. – 116 с. Bing Cheng, Howell Tong. Asset Pricing: A Structural Theory and Its Applications. – М.: , 2008. – 92 с. C. C. Mounfield. Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk). – М.: , 2009. – 386 с. Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal. – М.: , 2009. – 450 с. Jean-Philippe Bouchaud, Marc Potters. Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management. – М.: , 2009. – 400 с. Editor Andrew H. Chen. Research in Finance: Volume 23. – М.: Elsevier Science, 2007. – 324 с. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. Elie Ayache. The Blank Swan: The End of Probability. – М.: , 2010. – 496 с. Financial Institutions in Turmoil (Banking and Banking Developments). – М.: , 2010. – 202 с. Ilya Gikhman. Alternative Derivatives Pricing: Formal Approach. – М.: , 2010. – 164 с. Claudio Albanese. Advanced Derivatives Pricing and Risk Management. – М.: , 2010. – 426 с. Mark J. Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen. Credit Derivatives: Instruments, Applications, and Pricing. – М.: John Wiley and Sons, Ltd, 2004. – 344 с. Jerry Marlow. Option Pricing. – М.: , 2001. – 352 с. Yue-Kuen Kwok. Mathematical Models of Financial Derivatives (Springer Finance). – М.: , 2008. – 386 с. Geoff Chaplin. Credit Derivatives. – М.: , 2010. – 408 с. Robert L. Navin. The Mathematics of Derivatives. – М.: , 2007. – 208 с. RM BARNES. Barnes ?commodity Profits? Through Trend Trading – A Price Model & Strategies. – М.: , 1982. – 276 с. Joao Garcia. The Art of Credit Derivatives. – М.: , 2009. – 250 с. Walter Mosley. Multi–moment Asset Allocation and Pricing Models. – М.: , 1996. – 100 с. Domingo Tavella. Quantitative Methods in Derivatives Pricing. – М.: , 2002. – 304 с. Vinod Kothari. Credit Derivatives and Structured Credit Trading (Revised Edition). – М.: , 2009. – 512 с. David Loader. An Introduction to Credit Derivatives. – М.: , 2006. – 256 с. Darrell Duffie. Credit Risk – Pricing, Measurement, & Management. – М.: , 2003. – 464 с. Les Clewlow. Option Pricing Models. – М.: , 1998. – 128 с. Philipp J. Schonbucher. Credit Derivatives Pricing Models. – М.: , 2003. – 396 с. Satyajit Das. Credit Derivatives and Credit Linked Notes. – М.: , 2000. – 964 с. Pramode K. Verma, Ling Wang. Voice over IP Networks: Quality of Service, Pricing and Security (Lecture Notes in Electrical Engineering). – М.: , 2011. – 200 с. Value-Based Pricing: Drive Sales And Boost Your Bottom Line By Creating, Communicating And Capturing Customer Value. – М.: , 2011. – 288 с. Salih N. Neftci. Introduction to the Mathematics of Financial Derivatives. – М.: Academic Press, 2000. – 528 с. Satyajit Das. Credit Derivatives. – М.: , 2005. – 850 с. Andrea Vigliotti. Constitutive Models for Lattice Materials. – М.: LAP Lambert Academic Publishing, 2014. – 136 с. W.L. Lee and Y.W. Fung. Price Models Development for Architectural and Environmental Quality. – М.: LAP Lambert Academic Publishing, 2014. – 128 с. Oleg Kritski. Introduces Stochastic Processes in Mathematical Finance. – М.: LAP Lambert Academic Publishing, 2012. – 172 с. Ayhan Yuksel. Credit Risk Modeling. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Subrata Paul,Shaik Ahmed Ullah and Sharif Ullah Mozumder. On Binomial Asset Pricing Model. – М.: LAP Lambert Academic Publishing, 2010. – 72 с. Abdulwahab Bukhari and Christopher Jablonowski. Relating Price Model Assumptions to Decisions. – М.: LAP Lambert Academic Publishing, 2012. – 200 с. Petr Veverka. Pricing of Real Options based on exponential mean reverting processes. – М.: LAP Lambert Academic Publishing, 2010. – 80 с. Brian Oduor,Benard Okelo and Silas Onyango. Financial mathematics. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Camille Krisca Roncal and Anne Marie Go. Forecasting Day-Ahead Electricity Prices of Singapore. – М.: LAP Lambert Academic Publishing, 2011. – 56 с. Gabriella Piscopo. Variable Annuities and Embedded Options. – М.: LAP Lambert Academic Publishing, 2012. – 112 с. Emilio Russo. Path-dependent contingent claims and insurance policies. – М.: LAP Lambert Academic Publishing, 2012. – 208 с. Peihan Xiong. Evaluation of Various Numerical Methods of Option Pricing. – М.: LAP Lambert Academic Publishing, 2014. – 68 с. Wen Cheng. Analytical Green's Function Approximation and Option Pricing. – М.: LAP Lambert Academic Publishing, 2011. – 180 с. Hassan Khazem. Forecasting Crude Oil Prices. – М.: LAP Lambert Academic Publishing, 2011. – 104 с. Zhanhai Gao. Modelling Human Immunodeficiency Virus and Hepatitis C Virus Epidemics. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Pietro Cassara. Pricing Schemes for Emerging Telecommunication Market. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Jacome Cunha. Model-based Spreadsheet Engineering. – М.: LAP Lambert Academic Publishing, 2012. – 220 с. Jason Chang. Choice of Market Proxy in the Capital Asset Pricing Model. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Saravanakumar V and Jain D.K. Production Efficiency and Pricing Policy for Milk. – М.: LAP Lambert Academic Publishing, 2010. – 192 с. Anandadeep Mandal. Pricing of Weather Derivatives. – М.: LAP Lambert Academic Publishing, 2010. – 76 с. Ibrahim Ethem Guney. A Market Model For Pricing Inflation Indexed Bonds. – М.: LAP Lambert Academic Publishing, 2011. – 96 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. Antonios Printezis. PRICING MODELS FOR ADMISSION IN SERVICE SYSTEMS. – М.: LAP Lambert Academic Publishing, 2010. – 124 с. Peter O''Connor. Black-Scholes and Augmented Option Pricing Models. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Lukas Recka. Shadow Price of Air Pollution Emissions in the Czech Energy Sector. – М.: LAP Lambert Academic Publishing, 2012. – 68 с. Chyi Lin Lee. Lower Partial Moment-Capital Asset Pricing Model. – М.: LAP Lambert Academic Publishing, 2010. – 312 с. Mario Di Carlo. Credit Derivatives and Credit Rating. – М.: LAP Lambert Academic Publishing, 2013. – 180 с. Giuseppe Alesii. Assessing LSMC for the KT General Real Options Pricing Model. – М.: LAP Lambert Academic Publishing, 2010. – 96 с. Ilya Gikhman. Alternative Derivatives Pricing. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. DANIEL LAZAR and K. M. Yaseer. Capital Asset Pricing Model. – М.: LAP Lambert Academic Publishing, 2011. – 204 с. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с. Katarzyna Piela. Evaluation of the CAPM and the Fama-French Asset Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 76 с. Mohammad Osman Abdul Qadeer,Konstantinos Tolikas and Searat Ali. Use of Derivatives in Risk Management. – М.: LAP Lambert Academic Publishing, 2012. – 80 с. Лучшие результаты Ничего не найдено Дополнительные результаты Автоматизация функционально-стоимостного управления с применением Hyperion Business Modeling. Д. Исаев, М. Перьков, "Финансовая газета. Региональный выпуск", № 41, 42, октябрь 2004. Risk-based pricing: посткризисные тенденции. А.В. Гидулян, "Банковское кредитование", N 1, январь-февраль 2012 г. Образцы работ
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МаринаК., 27.12 В прошлом году Вы мне написали диплом, все замечательно и хорошо, защитилась на пять, огромное Вам спасибо!
