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  1. Aswath Damodaran. Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (Wiley Finance). – М.: , 2012. – 974 с.
  2. Aswath Damodaran. Investment Valuation: Tools and Techniques for Determining the Value of any Asset, University Edition (Wiley Finance Series). – М.: , 2012. – 974 с.
  3. Anthony F. Herbst. Capital Asset Investment: Strategy, Tactics and Tools. – М.: , 0. – 0 с.
  4. Jerry Marlow, Jerry Marlow. Option Pricing: Black-Scholes Made Easy (With CD-ROM). – М.: , 0. – 0 с.
  5. Manuel Ammann. Credit Risk Valuation. – М.: , 0. – 0 с.
  6. Richard Rendleman. Applied Derivatives: Options, Futures and Swaps. – М.: , 0. – 0 с.
  7. David A. Dubofsky, Thomas W. Miller. Derivatives: Valuation and Risk Management. – М.: , 0. – 0 с.
  8. Stephen Figlewski, Richard M. Levich. Risk Management: The State of the Art. – М.: , 0. – 0 с.
  9. Robert Buff. Uncertain Volatility Models - Theory and Application. – М.: , 0. – 0 с.
  10. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – М.: , 0. – 0 с.
  11. David F. DeRosa. Currency Derivatives : Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering). – М.: , 0. – 0 с.
  12. Pablo Koch Medina, Sandro Merino. Mathematical Finance and Probability: A Discrete Introduction. – М.: , 0. – 0 с.
  13. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с.
  14. Werner Rosenberger. Risk-adjusted Lending Conditions : An Option Pricing Approach (The Wiley Finance Series). – М.: , 0. – 0 с.
  15. 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.
  16. Paul Glasserman. Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). – М.: Springer, 2005. – 616 с.
  17. Daniel J. Duffy. Financial Instrument Pricing Using C++. – М.: John Wiley and Sons, Ltd, 2004. – 432 с.
  18. Thomas Mikosch. Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6). – М.: , 0. – 0 с.
  19. Keith Cuthbertson, Dirk Nitzsche. Financial Engineering: Derivatives and Risk Management. – М.: , 0. – 0 с.
  20. L. C. G. Rogers, D. Talay. Numerical Methods in Finance (Publications of the Newton Institute). – М.: , 0. – 0 с.
  21. Joseph L. McCauley. Dynamics of Markets: Econophysics and Finance. – М.: , 0. – 0 с.
  22. Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr. Equity Derivatives: Theory and Applications. – М.: , 0. – 0 с.
  23. Satyajit Das. Swaps and Financial Derivatives : Products, Pricing, Applications and Risk Management (Wiley Finance). – М.: , 0. – 0 с.
  24. Les Clewlow, Chris Strickland. Implementing Derivative Models. – М.: John Wiley and Sons, Ltd, 1998. – 318 с.
  25. Richard Dobbins, Stephen F. Witt, John Fielding. Portfolio Theory and Investment Management. – М.: Blackwell Business, 1994. – 192 с.
  26. M. Anthony Wong. Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing. – М.: , 0. – 0 с.
  27. Courtney D. Smith. Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options. – М.: John Wiley and Sons, Ltd, 1996. – 336 с.
  28. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с.
  29. Robert T. Daigler. Advanced Options Trading: The Analysis and Evaluation of Trading Strategies, Hedging Tactics & Pricing Models. – М.: McGraw-Hill, 1993. – 300 с.
  30. Philip Ryland. Essential Investment. – М.: , 0. – 0 с.
  31. Ralf Korn, Elke Korn. Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics, 31). – М.: , 0. – 0 с.
  32. John Knight. Linear Factor Models in Finance (Quantitative Finance Series). – М.: , 2005. – 0 с.
  33. Wim Schoutens. Levy Processes in Finance : Pricing Financial Derivatives (Wiley Series in Probability and Statistics). – М.: , 2003. – 0 с.
  34. Adonis Yatchew. Semiparametric Regression for the Applied Econometrician (Themes in Modern Econometrics). – М.: , 2003. – 0 с.
  35. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  36. Angelika Esser. Pricing in (In)complete Markets : Structural Analysis and Applications (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  37. Alexandre Ziegler. A Game Theory Analysis of Options. – М.: , 2004. – 0 с.
  38. Marcelo Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 2003. – 0 с.
  39. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с.
  40. Juergen Topper. Financial Engineering with Finite Elements (The Wiley Finance Series). – М.: , 2005. – 0 с.
  41. Rama Cont. Financial Modelling with Jump Processes. – М.: , 2003. – 0 с.
  42. Fred E. Benth. Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance (Universitext). – М.: , 2004. – 0 с.
  43. David Stirzaker. Stochastic Processes And Models. – М.: , 2005. – 0 с.
  44. Rolf Hellermann. Capacity Options for Revenue Management: Theory and Applications in the Air Cargo Industry (Lecture Notes in Economics and Mathematical Systems). – М.: , 2006. – 199 с.
  45. Espen Gaardner Haug. The Complete Guide to Option Pricing Formulas. – М.: McGraw-Hill, 2006. – 536 с.
  46. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с.
  47. The Economics of Online Markets and ICT Networks (Contributions to Economics). – М.: , 2006. – 267 с.
  48. Steven E. Shreve. Stochastic Calculus Models for Finance: Continuous Time Models. – М.: Springer, 2004. – 576 с.
  49. John H. Cochrane. Asset Pricing: (Revised). – М.: , 2005. – 568 с.
  50. Steven Roman. Introduction to the Mathematics of Finance: From Risk Management to Options Pricing (Undergraduate Texts in Mathematics). – М.: , 2004. – 354 с.
  51. Daniel J. Duffy. Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series). – М.: , 2006. – 440 с.
  52. Encyclopedia of Finance. – М.: , 2006. – 1116 с.
  53. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с.
  54. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с.
  55. Simon Benninga. Financial Modeling, 3rd Edition. – М.: The MIT Press, 2008. – 1168 с.
  56. R. Stafford Johnson. Introduction to Derivatives: Options, Futures, and Swaps. – М.: , 2008. – 816 с.
  57. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с.
  58. Euan Sinclair. Volatility Trading, + CD-ROM (Wiley Trading). – М.: , 2008. – 212 с.
  59. Walter A. Rosenkrantz. Introduction to Probability and Statistics for Science, Engineering, and Finance. – М.: , 2008. – 680 с.
  60. Isil Erol. Housing Finance and Inflation-Indexed Mortgages in Turkey: Default Risk in the Turkish Mortgage Market. – М.: , 2008. – 152 с.
  61. Bing Cheng, Howell Tong. Asset Pricing: A Structural Theory and Its Applications. – М.: , 2008. – 92 с.
  62. Sami Finne, Hanna Sivonen. The Retail Value Chain: How to Gain Competitive Advantage through Efficient Consumer Response (ECR) Strategies. – М.: , 2009. – 368 с.
  63. Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal. – М.: , 2009. – 450 с.
  64. Elie Ayache. The Blank Swan: The End of Probability. – М.: , 2010. – 496 с.
  65. Guillermo Benavides. Commodity Prices, Options and Futures Behaviour: The Cases of Corn and Wheat with an Application to the Mexican (ASERCA) Scheme. – М.: , 2010. – 308 с.
  66. 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.
  67. Jerry Marlow. Option Pricing. – М.: , 2001. – 352 с.
  68. Jeff Augen. Microsoft Excel for Stock and Option Traders: Build Your Own Analytical Tools for Higher Returns. – М.: , 2011. – 208 с.
  69. J. Kelly Flory. American Cars, 1960-1972: Every Model, Year by Year. – М.: McFarland & Company, 2004. – 938 с.
  70. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с.
  71. Yue-Kuen Kwok. Mathematical Models of Financial Derivatives (Springer Finance). – М.: , 2008. – 386 с.
  72. Evdokia Xekalaki. ARCH Models for Financial Applications. – М.: , 2010. – 558 с.
  73. Huu Tue Huynh, Van Son Lai, Issouf Soumare. Stochastic Simulation and Applications in Finance with MATLAB Programs. – М.: Wiley, 2008. – 356 с.
  74. Les Clewlow. Option Pricing Models. – М.: , 1998. – 128 с.
  75. Andrea Pascucci. PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series). – М.: , 2011. – 738 с.
  76. Simon Benninga. Financial Modeling (+ CD-ROM). – М.: The MIT Press, 2013. – 1166 с.
  77. Rene Aubach. Design of a microclimate for improving thermal quality. – М.: LAP Lambert Academic Publishing, 2014. – 112 с.
  78. Oleg Kritski. Introduces Stochastic Processes in Mathematical Finance. – М.: LAP Lambert Academic Publishing, 2012. – 172 с.
  79. Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с.
  80. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с.
  81. Mohamed Kharrat. American Option Pricing Using Malliavin Calculus. – М.: LAP Lambert Academic Publishing, 2014. – 108 с.
  82. Delia Teselios and Mihaela Albici. Probability and stochastic processes used in assessing options. – М.: LAP Lambert Academic Publishing, 2010. – 104 с.
  83. Petr Veverka. Pricing of Real Options based on exponential mean reverting processes. – М.: LAP Lambert Academic Publishing, 2010. – 80 с.
  84. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с.
  85. Brian Oduor,Benard Okelo and Silas Onyango. Financial mathematics. – М.: LAP Lambert Academic Publishing, 2011. – 72 с.
  86. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с.
  87. Patrycja Przytula and Natalia Chudzikiewicz. The impact of estimation errors on the option pricing. – М.: LAP Lambert Academic Publishing, 2011. – 92 с.
  88. Gabriella Piscopo. Variable Annuities and Embedded Options. – М.: LAP Lambert Academic Publishing, 2012. – 112 с.
  89. Emilio Russo. Path-dependent contingent claims and insurance policies. – М.: LAP Lambert Academic Publishing, 2012. – 208 с.
  90. Nana Boateng. Numerical Partial Differential Solution Of The Black-scholes Equation. – М.: LAP Lambert Academic Publishing, 2013. – 92 с.
  91. Emmanuel Deogratias. Methods for Pricing and Hedging Plain Vanilla Barrier Options. – М.: LAP Lambert Academic Publishing, 2013. – 124 с.
  92. Sicong Hou and Melike Baykal-Gursoy. Optimal Procurement Policy For Cost Conscious Retailer. – М.: LAP Lambert Academic Publishing, 2013. – 76 с.
  93. Peihan Xiong. Evaluation of Various Numerical Methods of Option Pricing. – М.: LAP Lambert Academic Publishing, 2014. – 68 с.
  94. Wen Cheng. Analytical Green's Function Approximation and Option Pricing. – М.: LAP Lambert Academic Publishing, 2011. – 180 с.
  95. Mario Dell'Era. Geometrical Approximation and Perturbative methods for PDEs in Finance. – М.: LAP Lambert Academic Publishing, 2012. – 148 с.
  96. Robert Slepaczuk and Grzegorz Zakrzewski. High-Frequency and Model-Free Volatility Estimators. – М.: LAP Lambert Academic Publishing, 2013. – 60 с.
  97. Daniel Alemayehu Chekol. Determinants of Abortion Decision. – М.: LAP Lambert Academic Publishing, 2012. – 144 с.
  98. Pietro Cassara. Pricing Schemes for Emerging Telecommunication Market. – М.: LAP Lambert Academic Publishing, 2012. – 124 с.
  99. Gayk Dzharayan and Elena Voronova. Pricing of exotic options under Kou model by using Laplace transform. – М.: LAP Lambert Academic Publishing, 2011. – 72 с.
  100. Guillermo Benavides. Commodity Prices, Options and Futures Behaviour. – М.: LAP Lambert Academic Publishing, 2010. – 308 с.
  101. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с.
  102. Anandadeep Mandal. Pricing of Weather Derivatives. – М.: LAP Lambert Academic Publishing, 2010. – 76 с.
  103. Ibrahim Ethem Guney. A Market Model For Pricing Inflation Indexed Bonds. – М.: LAP Lambert Academic Publishing, 2011. – 96 с.
  104. Szymon Kaminski. The pricing of options on WIG20 using GARCH models. – М.: LAP Lambert Academic Publishing, 2013. – 56 с.
  105. Jeremy Berros. AMERICAN OPTION PRICING IN A JUMP-DIFFUSION MODEL. – М.: LAP Lambert Academic Publishing, 2010. – 60 с.
  106. Olena Martynenko and Aracelly Holst. Default Risk in Equity Returns. – М.: LAP Lambert Academic Publishing, 2011. – 96 с.
  107. Peter O''Connor. Black-Scholes and Augmented Option Pricing Models. – М.: LAP Lambert Academic Publishing, 2010. – 60 с.
  108. MAYANK GUPTA. The Promises and Perils of Real Options Valuation Technique. – М.: LAP Lambert Academic Publishing, 2011. – 76 с.
  109. Huseyin SENTURK and Mehmet Ali KARADAG. INTEREST RATE MODELS FOR PRICING ZERO COUPON BOND OPTIONS. – М.: LAP Lambert Academic Publishing, 2010. – 100 с.
  110. Paul Lajbcygier. MODERN OPTION PRICING. – М.: LAP Lambert Academic Publishing, 2010. – 676 с.
  111. Andrea Bottasso. Stable Levy Processes In Finance. – М.: LAP Lambert Academic Publishing, 2011. – 140 с.
  112. Ozgenay Cetinkaya. Pricing Default and Prepayment Risks of Fixed Rate Mortgages in Turkey. – М.: LAP Lambert Academic Publishing, 2010. – 120 с.
  113. Giuseppe Alesii. Assessing LSMC for the KT General Real Options Pricing Model. – М.: LAP Lambert Academic Publishing, 2010. – 96 с.
  114. Carlos Alberto Palomino Lazo and Aimee R. Kanyankogote. Extraction of Market Expectations from Option Prices. – М.: LAP Lambert Academic Publishing, 2011. – 96 с.
  115. Ravindra Chitlangi. Hedging & Pricing of Options using least squares through simulation. – М.: LAP Lambert Academic Publishing, 2011. – 64 с.
  116. Moh'd Mahmoud Ajlouni. Insider Trading: Information Contents and Managerial Incentives. – М.: LAP Lambert Academic Publishing, 2013. – 400 с.
  117. DANIEL LAZAR and K. M. Yaseer. Capital Asset Pricing Model. – М.: LAP Lambert Academic Publishing, 2011. – 204 с.
  118. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с.
  119. Rossano Giandomenico. Quantitative Models For Financial Markets. – М.: LAP Lambert Academic Publishing, 2014. – 60 с.
  120. Dumisani Hompashe. Is Inflation targeting a viable option in developing countries. – М.: LAP Lambert Academic Publishing, 2010. – 100 с.
  121. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с.
  122. Innocent Bayai,Cloudio Kumbirai Chikeya and Taonga Hudson Magora. Share Price Response to Rights Issue in Zimbabwe (2009-2012). – М.: LAP Lambert Academic Publishing, 2013. – 100 с.
  123. Mohammad Osman Abdul Qadeer,Konstantinos Tolikas and Searat Ali. Use of Derivatives in Risk Management. – М.: LAP Lambert Academic Publishing, 2012. – 80 с.

Дополнительные результаты

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  2. Anthony F. Herbst. Capital Asset Investment: Strategy, Tactics and Tools. – М.: , 0. – 0 с.
  3. Jerry Marlow, Jerry Marlow. Option Pricing: Black-Scholes Made Easy (With CD-ROM). – М.: , 0. – 0 с.
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  8. David F. DeRosa. Currency Derivatives : Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering). – М.: , 0. – 0 с.
  9. Pablo Koch Medina, Sandro Merino. Mathematical Finance and Probability: A Discrete Introduction. – М.: , 0. – 0 с.
  10. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с.
  11. Werner Rosenberger. Risk-adjusted Lending Conditions : An Option Pricing Approach (The Wiley Finance Series). – М.: , 0. – 0 с.
  12. 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.
  13. Daniel J. Duffy. Financial Instrument Pricing Using C++. – М.: John Wiley and Sons, Ltd, 2004. – 432 с.
  14. Bernd Schmid. Credit Risk Pricing Models: Theory and Practice. – М.: Springer, 2004. – 384 с.
  15. Thomas Mikosch. Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6). – М.: , 0. – 0 с.
  16. L. C. G. Rogers, D. Talay. Numerical Methods in Finance (Publications of the Newton Institute). – М.: , 0. – 0 с.
  17. Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr. Equity Derivatives: Theory and Applications. – М.: , 0. – 0 с.
  18. Richard G. Newman. Supplier Price Analysis. – М.: , 0. – 0 с.
  19. G. Kallianpur, Rajeeva L. Karandikar, Gopinath Kallianpur, R. L. Karandikar. Introduction to Option Pricing Theory. – М.: , 0. – 0 с.
  20. Les Clewlow, Chris Strickland. Implementing Derivative Models. – М.: John Wiley and Sons, Ltd, 1998. – 318 с.
  21. James B. Bittman. Trading Index Options. – М.: McGraw-Hill, 1998. – 250 с.
  22. Richard Dobbins, Stephen F. Witt, John Fielding. Portfolio Theory and Investment Management. – М.: Blackwell Business, 1994. – 192 с.
  23. M. Anthony Wong. Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing. – М.: , 0. – 0 с.
  24. Courtney D. Smith. Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options. – М.: John Wiley and Sons, Ltd, 1996. – 336 с.
  25. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с.
  26. Robert T. Daigler. Advanced Options Trading: The Analysis and Evaluation of Trading Strategies, Hedging Tactics & Pricing Models. – М.: McGraw-Hill, 1993. – 300 с.
  27. Philip Ryland. Essential Investment. – М.: , 0. – 0 с.
  28. Martin Mandler. Market Expectations and Option Prices: Techniques and Applications (Contributions to Economics). – М.: , 0. – 0 с.
  29. Ralf Korn, Elke Korn. Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics, 31). – М.: , 0. – 0 с.
  30. Wim Schoutens. Levy Processes in Finance : Pricing Financial Derivatives (Wiley Series in Probability and Statistics). – М.: , 2003. – 0 с.
  31. Adonis Yatchew. Semiparametric Regression for the Applied Econometrician (Themes in Modern Econometrics). – М.: , 2003. – 0 с.
  32. Real Options and Investment under Uncertainty : Classical Readings and Recent Contributions. – М.: , 2004. – 0 с.
  33. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  34. Alexandre Ziegler. A Game Theory Analysis of Options. – М.: , 2004. – 0 с.
  35. Asset Pricing Theory and Tests (International Library of Critical Writings in Economics). – М.: , 2003. – 0 с.
  36. Marcelo Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 2003. – 0 с.
  37. Frank Milne. Finance Theory and Asset Pricing. – М.: , 2003. – 0 с.
  38. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с.
  39. Rama Cont. Financial Modelling with Jump Processes. – М.: , 2003. – 0 с.
  40. Fred E. Benth. Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance (Universitext). – М.: , 2004. – 0 с.
  41. Ambar Sengupta. Pricing Derivatives (McGraw-Hill Library of Investment and Finance). – М.: , 2005. – 0 с.
  42. David Stirzaker. Stochastic Processes And Models. – М.: , 2005. – 0 с.
  43. Espen Gaardner Haug. The Complete Guide to Option Pricing Formulas. – М.: McGraw-Hill, 2006. – 536 с.
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  73. Cristophe Profeta, Bernard Roynette, Marc Yor. Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance). – М.: , 2010. – 250 с.
  74. Evdokia Xekalaki. ARCH Models for Financial Applications. – М.: , 2010. – 558 с.
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  90. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с.
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  92. Subrata Paul,Shaik Ahmed Ullah and Sharif Ullah Mozumder. On Binomial Asset Pricing Model. – М.: LAP Lambert Academic Publishing, 2010. – 72 с.
  93. Abdulwahab Bukhari and Christopher Jablonowski. Relating Price Model Assumptions to Decisions. – М.: LAP Lambert Academic Publishing, 2012. – 200 с.
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  99. Camille Krisca Roncal and Anne Marie Go. Forecasting Day-Ahead Electricity Prices of Singapore. – М.: LAP Lambert Academic Publishing, 2011. – 56 с.
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  105. Maksym Tertychnyi. Currency Trading Markets and Pricing Their Derivatives. – М.: LAP Lambert Academic Publishing, 2014. – 128 с.
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  115. Anandadeep Mandal. Pricing of Weather Derivatives. – М.: LAP Lambert Academic Publishing, 2010. – 76 с.
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Лучшие результаты

Ничего не найдено

Дополнительные результаты

  1. Автоматизация функционально-стоимостного управления с применением Hyperion Business Modeling. Д. Исаев, М. Перьков, "Финансовая газета. Региональный выпуск", № 41, 42, октябрь 2004.
  2. Risk-based pricing: посткризисные тенденции. А.В. Гидулян, "Банковское кредитование", N 1, январь-февраль 2012 г.

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Ирина
Огромное спасибо за помощь! Без вас бы не справилась! Сорри, что сразу не отписала, просто на основной работе был аврал! Сегодня первый день передыха! :)) Спасибо еще раз!