Воспользуйтесь формой поиска по сайту, чтобы подобрать полный список использованной литературы.
Результаты поиска Лучшие результаты Jeffrey A. Frankel. On Exchange Rates. – М.: , 0. – 0 с. Cheng F. Lee. Advances in Financial Planning and Forecasting Volume 10. – М.: , 0. – 0 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. The Econometrics of Financial Markets. – М.: Princeton University Press, 0. – 632 с. Andrew J. G. Cairns. Interest Rate Models: An Introduction. – М.: Princeton University Press, 2004. – 288 с. Wayne L. Winston, Wayne Winston. Financial Models Using Simulation and Optimization II: Investment. – М.: , 0. – 0 с. Keith Cuthbertson, Dirk Nitzsche. Financial Engineering: Derivatives and Risk Management. – М.: , 0. – 0 с. Paul Wilmott, Henrik Rasmussen, Paul Wilmott. New Directions in Mathematical Finance. – М.: , 0. – 0 с. Charles S. Tapiero. Applied Stochastic Models and Control for Finance and Insurance. – М.: , 0. – 0 с. Simona Svoboda. Interest Rate Modelling (Finance and Capital Markets Series). – М.: , 0. – 0 с. Iftekhar Hasan, William C. Hunter, I. Hasan, W. Hunter. Research in Banking and Finance, Volume 2. – М.: , 0. – 0 с. Carol Alexander. Risk Management and Analysis, New Markets and Products (Wiley Series in Financial Engineering). – М.: , 0. – 0 с. Christian L. Dunis. Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series). – 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. Frank J. Fabozzi. Advances in Fixed Income Valuation Modeling and Risk Management (Frank J. Fabozzi Series). – М.: , 0. – 0 с. M. Anthony Wong. Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing. – М.: , 0. – 0 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. Ramaprasad Bhar. Empirical Techniques in Finance (Springer Finance). – М.: , 2005. – 0 с. Moorad Choudhry. Bond and Money Markets : Strategy, Trading, Analysis. – М.: , 2003. – 0 с. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 0 с. Donald R. Van Deventer, Kenji Imai, Mark Mesler. Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Managements. – М.: John Wiley and Sons, Ltd, 2005. – 670 с. Financial Forecasting (International Library of Critical Writings in Economics). – М.: , 2003. – 0 с. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с. R. Stafford Johnson. Introduction to Derivatives: Options, Futures, and Swaps. – М.: , 2008. – 816 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с. Jacques Janssen, Raimondo Manca, Ernesto Volpe. Mathematical Finance: Stochastic Models. – М.: , 2008. – 352 с. Yongli Zhang. Three Essays on Asset Pricing: A Bayesian Approach. – М.: , 2008. – 116 с. Mr Geoff Chaplin, Jim Aspinwall, Mark Venn. Life Settlements and Longevity Structures: Pricing and Risk Management (Wiley Finance). – М.: , 2009. – 274 с. Sanjay K. Nawalkha. Interest Rate Risk Modeling. – М.: , 2005. – 396 с. Huu Tue Huynh, Van Son Lai, Issouf Soumare. Stochastic Simulation and Applications in Finance with MATLAB Programs. – М.: Wiley, 2008. – 356 с. Matiullah Matiullah and . Shafi-ur-Rehman. Radon Measurements using CR-39 Based Detectors. – М.: LAP Lambert Academic Publishing, 2011. – 116 с. Oleg Kritski. Introduces Stochastic Processes in Mathematical Finance. – М.: LAP Lambert Academic Publishing, 2012. – 172 с. Narendra Varma. Sensitivity Analysis of VaR and CVaR. – М.: LAP Lambert Academic Publishing, 2012. – 116 с. Ayhan Yuksel. Credit Risk Modeling. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Sheng Wang. Dynamic Speculative Behaviors and Mortgage Bubbles. – М.: LAP Lambert Academic Publishing, 2013. – 76 с. Mykhailo Syrotenko. EXPORT DIVERSIFICATION IN UKRAINE. – М.: LAP Lambert Academic Publishing, 2010. – 48 с. Zbynek Stork. Term Structure of Interest Rates. – М.: LAP Lambert Academic Publishing, 2014. – 124 с. Anna Fattor and Ackis Grammenidis. ZERO IMPACT OR ZERO RELIABILITY?. – М.: LAP Lambert Academic Publishing, 2010. – 144 с. Boriana Borissova. Divergence of Risk Measures across Different Market Conditions. – М.: LAP Lambert Academic Publishing, 2011. – 56 с. Swayam Prava Mishra. Corporate Credit Risk of Indian Manufacturing Companies. – М.: LAP Lambert Academic Publishing, 2012. – 220 с. Nombulelo Gumata,Mthuli Ncube and Eliphas Ndou. How are the US financial shocks transmitted into South Africa?. – М.: LAP Lambert Academic Publishing, 2013. – 60 с. Mariya Gubareva. Financial instability through the prism of Flight-to-Quality. – М.: LAP Lambert Academic Publishing, 2014. – 352 с. Stan Maes. Modeling the Term Structure of Interest Rates Across Countries. – М.: LAP Lambert Academic Publishing, 2009. – 264 с. Joseph Okumu Ayieye. Investment in Shares. – М.: LAP Lambert Academic Publishing, 2013. – 68 с. Rossano Giandomenico. Quantitative Models For Financial Markets. – М.: LAP Lambert Academic Publishing, 2014. – 60 с. Jesus Perez Colino. Dynamic Interest-Rate Modelling in Incomplete Markets. – М.: LAP Lambert Academic Publishing, 2012. – 168 с. Mthuli Ncube and . Sambulo Malumisa. Jump Diffusion and Stochastic Volatility Models in Securities Pricing. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Luminita Ion and Laurentiu Fratila. Risk - Important part of banking management. – М.: LAP Lambert Academic Publishing, 2013. – 60 с. Дополнительные результаты Christian Bluhm, Ludger Overbeck, Christoph Wagner. An Introduction to Credit Risk Modeling. – М.: , 0. – 0 с. Lionel Martellini, Philippe Priaulet, StA©phane Priaulet. Fixed-Income Securities : Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series). – М.: , 0. – 0 с. John J. Stephens. Managing Interest Rate Risk : Using Financial Derivatives (Institute of Internal Auditors Risk Management Series). – 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. Alastair Day. Mastering Risk Modelling : A Practical Guide to Modelling Uncertainty with Excel. – М.: , 0. – 0 с. Glenn R. Koller. Risk Modeling for Determining Value and Decision Making. – М.: , 0. – 0 с. Eddie Cade. Managing Banking Risks: Reducing Uncertainty to Improve Bank Performance. – М.: , 0. – 0 с. Frank J. Fabozzi. Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series). – М.: , 0. – 0 с. Jie Lu, Lakhmi C Jain, Guangquan Zhang. Handbook on Decision Making: Vol 2: Risk Management in Decision Making (Intelligent Systems Reference Library). – М.: , 2012. – 472 с. Irina Gotsch. Libor Market Model: Theory and Implementation. – М.: , 2012. – 124 с. Makaiko Gonapanyanja Khonje, Adbi Khalil Edriss, Barnabas Amooti Kiiza. Food Inflation in Malawi: Implications for the Economy: Evidence from Error Correction Model. – М.: , 2012. – 104 с. Ali Ahmadov. Bayesian Estimation of a Small Open Economy DSGE Model for Azerbaijan. – М.: , 2012. – 64 с. Michael Prietula, Kathleen, Les Gasser, Kathleen Carley, Leslie George Gasser. Simulating Organizations: Computational Models of Institutions and Groups. – 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. Louis-Philippe Rochon, Matias Vernengo. Credit, Interest Rates and the Open Economy: Essays on Horizontalism. – М.: , 0. – 0 с. Roland Demmel. Fiscal Policy, Public Debt and the Term Structure of Interest Rates (Lecture Notes in Economics and Mathematical Systems, 476). – М.: , 0. – 0 с. Ghassem A. Homaifar. Managing Global Financial and Foreign Exchange Rate Risk. – М.: , 0. – 0 с. Meher Manzur. Exchange Rates, Interest Rates and Commodity Prices. – М.: , 0. – 0 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. Benton E. Gup. The Bank Director's Handbook: The Board Member's Guide to Banking & Bank Management. – М.: Irwin Professional Publishing, 1996. – 364 с. John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay. The Econometrics of Financial Markets. – М.: Princeton University Press, 0. – 632 с. Andrew J. G. Cairns. Interest Rate Models: An Introduction. – М.: Princeton University Press, 2004. – 288 с. Frank J. Fabozzi. Bond Portfolio Management, 2nd Edition. – М.: , 0. – 0 с. Frank J. Fabozzi. Duration, Convexity, and Other Bond Risk Measures. – М.: Wiley, 1999. – 258 с. Bernd Schmid. Credit Risk Pricing Models: Theory and Practice. – М.: Springer, 2004. – 384 с. Wayne L. Winston, Wayne Winston. Financial Models Using Simulation and Optimization II: Investment. – М.: , 0. – 0 с. Mary S. Ludwig. Understanding Interest Rate Swaps. – М.: , 0. – 0 с. Keith Cuthbertson, Dirk Nitzsche. Financial Engineering: Derivatives and Risk Management. – М.: , 0. – 0 с. Paul Wilmott, Henrik Rasmussen, Paul Wilmott. New Directions in Mathematical Finance. – М.: , 0. – 0 с. Charles S. Tapiero. Applied Stochastic Models and Control for Finance and Insurance. – М.: , 0. – 0 с. Simona Svoboda. Interest Rate Modelling (Finance and Capital Markets Series). – М.: , 0. – 0 с. Iftekhar Hasan, William C. Hunter, I. Hasan, W. Hunter. Research in Banking and Finance, Volume 2. – М.: , 0. – 0 с. Carol Alexander. Risk Management and Analysis, New Markets and Products (Wiley Series in Financial Engineering). – М.: , 0. – 0 с. Christian L. Dunis. Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series). – М.: , 0. – 0 с. David F. Babbel, Frank J. Fabozzi. Investment Management for Insurers (Frank J. Fabozzi Series). – М.: Wiley, 1999. – 570 с. N. H. Bingham, Rudiger Kiesel, Nicholas Bingham. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives (Springer Finance). – М.: , 2004. – 0 с. Les Clewlow, Chris Strickland. Implementing Derivative Models. – М.: John Wiley and Sons, Ltd, 1998. – 318 с. Frank J. Fabozzi. Advances in Fixed Income Valuation Modeling and Risk Management (Frank J. Fabozzi Series). – М.: , 0. – 0 с. Susan Karp. Smart Guide to Profiting from Mutual Funds. – М.: , 0. – 0 с. M. Anthony Wong. Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing. – М.: , 0. – 0 с. R. Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit, Rob Kaas. Modern Actuarial Risk Theory. – М.: , 0. – 0 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. Ramaprasad Bhar. Empirical Techniques in Finance (Springer Finance). – М.: , 2005. – 0 с. Moorad Choudhry. Bond and Money Markets : Strategy, Trading, Analysis. – М.: , 2003. – 0 с. Rob Kaas. Modern Actuarial Risk Theory. – М.: , 2004. – 0 с. Karen A. Horcher. Essentials of Financial Risk Management (Essentials Series). – М.: , 2005. – 0 с. Townsend Walker. Managing Lease Portfolios : How to Increase Return and Control Risk. – М.: , 2005. – 0 с. Gary C. Guthrie. Mathematics of Interest Rates and Finance. – М.: , 2003. – 0 с. Satyajit Das. The Swaps & Financial Derivatives Library:Products, Pricing, Applications and Risk Management3rd Edition Revised(Boxed Set) (Wiley Finance). – М.: John Wiley and Sons, Ltd, 2005. – 4700 с. Timothy W. Koch, S. Scott MacDonald. Bank Management. – М.: South-Western College Pub, 2005. – 576 с. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 0 с. Donald R. Van Deventer, Kenji Imai, Mark Mesler. Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Managements. – М.: John Wiley and Sons, Ltd, 2005. – 670 с. Financial Forecasting (International Library of Critical Writings in Economics). – М.: , 2003. – 0 с. Roger C. Kelly. The E-Model: Prospering Beyond the Economic Storm. – М.: , 2005. – 0 с. Harry H. Panjer. Operational Risk : Modeling Analytics. – М.: Wiley-Interscience, 2006. – 448 с. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с. Satyajit Das. Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library) (Wiley Finance). – М.: Wiley, 2005. – 1200 с. Jr., Louis Anthony Cox. Quantitative Health Risk Analysis Methods: Modeling the Human Health Impacts of Antibiotics Used in Food Animals (International Series in Operations Research & Management Science). – М.: , 2005. – 354 с. Charles Tapiero. Risk and Financial Management: Mathematical and Computational Methods. – М.: , 2004. – 358 с. John Schoenmakers, John G. M. Schoenmakers. Robust Libor Modelling and Pricing of Derivative Products. – М.: , 2004. – 224 с. Moshe A. Milevsky. The Calculus of Retirement Income: Financial Models for Pension Annuities and Life Insurance. – М.: , 2006. – 352 с. Tomasz R. Bielecki, Marek Rutkowski. Credit Risk. – М.: Springer, 2004. – 540 с. Kenneth J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. – М.: , 2006. – 536 с. Armelle Guizot. China's Economy: The Financial and Banking System, Foreign Exchange and Interest Rate Risk Policies. – М.: , 2007. – 361 с. Frank J. Fabozzi. Fixed Income Analysis. – М.: John Wiley and Sons, Ltd, 2007. – 768 с. R. Stafford Johnson. Introduction to Derivatives: Options, Futures, and Swaps. – М.: , 2008. – 816 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Frank J. Fabozzi, Vinod Kothari. Introduction to Securitization (Frank J. Fabozzi Series). – М.: , 2008. – 366 с. Lars Oxelheim, Clas Wihloborg. Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management. – М.: , 2008. – 256 с. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с. Jacques Janssen, Raimondo Manca, Ernesto Volpe. Mathematical Finance: Stochastic Models. – М.: , 2008. – 352 с. Yongli Zhang. Three Essays on Asset Pricing: A Bayesian Approach. – М.: , 2008. – 116 с. Carol Alexander. Market Risk Analysis: Volume IV: Value at Risk Models (v. 4). – М.: Wiley, 2009. – 492 с. Mr Geoff Chaplin, Jim Aspinwall, Mark Venn. Life Settlements and Longevity Structures: Pricing and Risk Management (Wiley Finance). – М.: , 2009. – 274 с. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. Kibrom Tafere. The Sources of Inflation in Ethiopia: Modeling Price Formation and Dynamics. – М.: , 2010. – 116 с. Charles Priester, Jincheng Wang. Financial Strategies for the Manager (Tsinghua University Texts). – М.: , 2010. – 210 с. Mike Goldberg, Eric Palladini. Managing Risk and Creating Value With Microfinance. – М.: , 2010. – 136 с. Christine Helliar. Interest Rate Risk Management. – М.: CIMA Publishing, 2005. – 112 с. Susan Karp. Smart GuideTM to Profiting from Mutual Funds. – М.: , 1998. – 174 с. Applied Time Series Econometrics (Themes in Modern Econometrics). – М.: , 2004. – 350 с. Managing Global Financial and Foreign Exchange Rate Risk. – М.: , 2004. – 400 с. Gary Klopfenstein. Trading Currency Cross Rates. – М.: , 1993. – 176 с. Sanjay K. Nawalkha. Interest Rate Risk Modeling. – М.: , 2005. – 396 с. Amir Sadr. Interest Rate Swaps and Their Derivatives. – М.: , 2009. – 248 с. Mark Britten-Jones. Fixed Income and Interest Rate Derivative Analysis. – М.: , 2010. – 220 с. Stefan Trueck. Rating Based Modeling of Credit Risk. – М.: , 2010. – 280 с. George A. Christodoulakis. The Analytics of Risk Model Validation. – М.: , 2010. – 216 с. Interest Rate, Term Structure, and Valuation Modeling. – М.: , 2002. – 514 с. Gerald W. Buetow. Valuation of Interest Rate Swaps and Swaptions. – М.: , 2000. – 248 с. Perspectives on Interest Rate Risk Management for Money Managers and Traders. – М.: , 1998. – 272 с. John Schoenmakers. Advanced Modeling for Complex Interest Rate Products. – М.: , 2012. – 416 с. Riccardo Rebonato. Interest–Rate Option Models. – М.: , 1998. – 546 с. Huu Tue Huynh, Van Son Lai, Issouf Soumare. Stochastic Simulation and Applications in Finance with MATLAB Programs. – М.: Wiley, 2008. – 356 с. Ken O. Kortanek. Building and Using Dynamic Interest Rate Models. – М.: , 2001. – 236 с. Jessica James. Interest Rate Modelling. – М.: , 2000. – 672 с. Arbib. Interest Rate Modelling. – М.: , 2008. – 224 с. Siddhartha Jha. Interest Rate Markets. – М.: , 2011. – 368 с. The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies In The Global Capital Markets. – М.: , 2011. – 528 с. Temesgen Kebede. Determinants of Interest Rate Spread in Ethiopia. – М.: LAP Lambert Academic Publishing, 2012. – 80 с. Nauman Ahmad Syed. Crude Oil Price & Canadian-US Exchange Rate. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Sulaiman Oladokun Olanrewaju,Ab Saman Abd Kader and Adi Maimun. Safety and Environmental Risk Model for Inland Water Transportation. – М.: LAP Lambert Academic Publishing, 2012. – 200 с. Eva Kvasnickova. Arbitrage analysis on the futures & forwards interest rate markets. – М.: LAP Lambert Academic Publishing, 2013. – 76 с. Ayhan Yuksel. Credit Risk Modeling. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Hyun Choi. Inference About Masking Probabilities in the Competing Risks Model. – М.: LAP Lambert Academic Publishing, 2010. – 68 с. Henry Obeng Tawiah and Peterson Owusu Junior. Interest Rate Derivatives. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Reuben David and Chibuike Ngene Nnamani. Modelling Exchange Rate Volatility:. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Michal Rychnovsky. Portfolio Credit Risk Models. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Mithilesh Dronavalli. Risk models for heart failure patients in the Royal Adelaide Hospital. – М.: LAP Lambert Academic Publishing, 2012. – 52 с. Dorothy Nampewo. Determinants of Interest Rate Spreads in Uganda''s banking Sector. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Jubril Olukayode Lasisi. Structure and impact of interest rate on Nigeria Economy (1970-2002). – М.: LAP Lambert Academic Publishing, 2012. – 76 с. P.A. Naidu. Risk Management Through VaR Models. – М.: LAP Lambert Academic Publishing, 2013. – 180 с. Zbynek Stork. Term Structure of Interest Rates. – М.: LAP Lambert Academic Publishing, 2014. – 124 с. Lidija Barjaktarovic and Maja Dimic. Assessment of interest rates in SEE countries during crisis. – М.: LAP Lambert Academic Publishing, 2014. – 108 с. Pih Nee Tai and Siok Kun Sek. The Dynamic of Interest Rate Pass-through. – М.: LAP Lambert Academic Publishing, 2011. – 80 с. Niyati Bhanja. Exchange Rate Risk and Labour Intensive Export Demand. – М.: LAP Lambert Academic Publishing, 2013. – 84 с. Mads Gjedsted Nielsen. Structural Credit Risk Models. – М.: LAP Lambert Academic Publishing, 2011. – 120 с. Muhammd Naeem Akhtar. Relationship between Interest Rates and Stock Prices. – М.: LAP Lambert Academic Publishing, 2012. – 96 с. Kheswar Chandan Jankee. Interest rate policies and economic management in emerging economies. – М.: LAP Lambert Academic Publishing, 2013. – 336 с. Ihor Kruchynenko. Financial Risk and Models of its Measurement: Altman's Z-Score review. – М.: LAP Lambert Academic Publishing, 2012. – 104 с. Mariya Gubareva. Financial instability through the prism of Flight-to-Quality. – М.: LAP Lambert Academic Publishing, 2014. – 352 с. Huseyin SENTURK and Mehmet Ali KARADAG. INTEREST RATE MODELS FOR PRICING ZERO COUPON BOND OPTIONS. – М.: LAP Lambert Academic Publishing, 2010. – 100 с. Stan Maes. Modeling the Term Structure of Interest Rates Across Countries. – М.: LAP Lambert Academic Publishing, 2009. – 264 с. George Oreku. THE IMPACT OF HIGH INTEREST RATE TO THE GROWTH OF SMEs THE CASE STUDY TANZANIAN BANKS. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Jaskaran Singh Dhillon and Ramita Verma. Asset - Liability Management in Banking Sector. – М.: LAP Lambert Academic Publishing, 2012. – 244 с. Leonard Langat,Bernard K. Rop and Bellah Chepkulei. Effect of Interest Rates Spread on Performance. – М.: LAP Lambert Academic Publishing, 2013. – 84 с. Harpreet Kaur Kohli and Arvinder Singh Chawla. Asset Liability Management in Banks. – М.: LAP Lambert Academic Publishing, 2013. – 356 с. Rossano Giandomenico. Quantitative Models For Financial Markets. – М.: LAP Lambert Academic Publishing, 2014. – 60 с. Kamelia Assenova. Interest Rates and Economic Growth. – М.: LAP Lambert Academic Publishing, 2013. – 132 с. Jesus Perez Colino. Dynamic Interest-Rate Modelling in Incomplete Markets. – М.: LAP Lambert Academic Publishing, 2012. – 168 с. Mthuli Ncube and . Sambulo Malumisa. Jump Diffusion and Stochastic Volatility Models in Securities Pricing. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Mona Fayed. Interest Rate Spreads & Efficiency in the Egyptian Banking Market. – М.: LAP Lambert Academic Publishing, 2013. – 132 с. Panu Immonen. Macroeconomics in interest rate term structure modelling. – М.: LAP Lambert Academic Publishing, 2012. – 64 с. Faith Kandie. A handbook on the determinants of interest rates in Kenya. – М.: LAP Lambert Academic Publishing, 2014. – 88 с. James Odongo and Samuel Odeke. Interest rate risk exposure&Fin.Performance of commercial banks-Uganda. – М.: LAP Lambert Academic Publishing, 2014. – 52 с. Luminita Ion and Laurentiu Fratila. Risk - Important part of banking management. – М.: LAP Lambert Academic Publishing, 2013. – 60 с. Akmal Shahzad,Tanvir Ahmed and Irfan Ahmed. Determinants of Interest Rate Spread. – М.: LAP Lambert Academic Publishing, 2012. – 68 с. Vikas Srivastava. Project Finance and Measurement of Risk. – М.: LAP Lambert Academic Publishing, 2012. – 496 с. Parixit Mehta. Forex and Interest Rate Risk Management. – М.: LAP Lambert Academic Publishing, 2011. – 76 с. Лучшие результаты Ничего не найдено Дополнительные результаты Обзор конференций. Начало торгов фьючерсами на процентные ставки MosIBOR и MosPrime Rate. Н. Бутузова, "Международные банковские операции", № 3, май-июнь 2006. Индекс MosPrime Rate - за и против. Д. Назаркин, "Банковское дело в Москве", № 12, декабрь 2005. 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. Кто вы, CHIEF RISK OFFICER. М. Уилкинсон, "Риск-менеджмент", № 9-10, сентябрь-октябрь 2008. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Сергей, 07.06 Чуть не забыл! От всего сердца хотел поблагодарить за перевод - cдал на ОТЛИЧНО!!! Миллион благодарностей!!!! Вы просто МОЛОДЕЦ!!!
