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Результаты поиска Лучшие результаты Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Дополнительные результаты Luc Bauwens, Christian M. Hafner, Sebastien Laurent. Handbook of Volatility Models and Their Applications (Wiley Handbooks in Financial Engineering and Econometrics). – М.: , 2012. – 568 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. Luc Bauwens, Michel Lubrano, Jean-Francois Richard, Jean Francois Richard. Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics). – М.: , 0. – 0 с. Peter M. Robinson. Time Series With Long Memory (Advanced Texts in Econometrics). – М.: , 0. – 0 с. Robert Buff. Uncertain Volatility Models - Theory and Application. – М.: , 0. – 0 с. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – М.: , 0. – 0 с. Callum Henderson. Currency Strategy: A Practitioner's Guide to Currency Trading, Hedging and Forecasting. – 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. Frank K. Sonnenberg. Managing with a Conscience: How to Improve Performance Through Integrity, Trust, and Commitment. – М.: McGraw-Hill Book Company, Inc., 1994. – 288 с. Fabio Fornari, Antonio Mele. Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance). – М.: , 0. – 0 с. Polly Reynolds Allen, Peter B. Kenan. Asset Markets and Exchange Rates: Modeling an Open Economy; Parts I, Ii, and III of Asset Markets, Exchange Rates, and Economic Integration: A Synth. – М.: , 0. – 0 с. Patrick L. Anderson. Business, Economics, and Finance with Matlab, GIS, and Simulation Models. – 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. Mark S. Joshi. The Concepts and Practice of Mathematical Finance. – М.: Cambridge University Press, 2004. – 492 с. LeRoy Gross, Marketplace Books. The Conservative Investor's Guide to Trading Options (A Marketplace Book). – М.: , 0. – 0 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. Real R & D Options: Theory, Practice and Implementation (Quantitative Finance Series). – М.: , 2003. – 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. 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. 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. George A. Fontanills, Tom Gentile. The Volatility Course Workbook: Step-by-Step Exercises to Help You Master the Volatility Course. – М.: Wiley, 2002. – 168 с. Laura D. Cooper. Insurance Solutions- Plan Well, Live Better: A Workbook for People with Chronic Disease or Disability. – М.: , 0. – 0 с. D. N. Shanbhag, C. Radhakrishna Rao. Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation. – М.: , 0. – 0 с. The Complex Dynamics of Economic Interaction : Essays in Economics and Econophysics (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 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. Costas Courcoubetis. Pricing Communication Networks : Economics, Technology and Modelling (Wiley Interscience Series in Systems and Optimization). – М.: , 2003. – 0 с. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Angelika Esser. Pricing in (In)complete Markets : Structural Analysis and Applications (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Daniel Straumann. Estimation in Conditionally Herteroscedastic Time Series Models. – М.: , 2004. – 0 с. Alexandre Ziegler. A Game Theory Analysis of Options. – М.: , 2004. – 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. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 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. Steven E. Shreve. Stochastic Calculus Models for Finance: Continuous Time Models. – М.: Springer, 2004. – 576 с. Jim Gatheral. The Volatility Surface: A Practitioner's Guide. – М.: Wiley, 2006. – 208 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. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с. Alan Kirman. Long Memory in Economics. – М.: , 2006. – 320 с. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 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. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 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. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. James Vercammen. Agricultural Marketing: Structural Models for Price Analysis (Routledge Textbooks in Environmental and Agricultural Economics). – М.: , 2010. – 256 с. Kibrom Tafere. The Sources of Inflation in Ethiopia: Modeling Price Formation and Dynamics. – М.: , 2010. – 116 с. Jerry Marlow. Option Pricing. – М.: , 2001. – 352 с. Peter V. Schaeffer. Commodity Modeling and Pricing. – М.: , 2008. – 298 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с. Harold J. Kushner. Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications). – М.: , 2008. – 282 с. Yue-Kuen Kwok. Mathematical Models of Financial Derivatives (Springer Finance). – М.: , 2008. – 386 с. Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. – М.: , 2010. – 472 с. Evdokia Xekalaki. ARCH Models for Financial Applications. – М.: , 2010. – 558 с. Euan Sinclair. Option Trading. – М.: , 2010. – 298 с. Don Kulasiri. Stochastic Dynamics. Modeling Solute Transport in Porous Media. – М.: , 2010. – 252 с. SHANBHAG. STOCHASTIC PROCESSES; MODELING AND SIMULATION HSHANDBOOK OF STATISTICS VOLUME 21 (HS). – М.: , 2010. – 0 с. Reed Holden. Pricing with Confidence. – М.: , 2008. – 240 с. Jay Kaeppel. The Option Trader?s Guide to Probability, Volatility, and Timing. – М.: , 2002. – 272 с. Les Clewlow. Option Pricing Models. – М.: , 1998. – 128 с. Michael Batty. Cities and Complexity – Understanding Cities with Cellular Automata, Agent–Based Models, and Fractals. – М.: , 2007. – 542 с. Nancy Stokey. The Economics of Inaction – Stochastic Control Models with Fixed Costs. – М.: , 2008. – 288 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. Value-Based Pricing: Drive Sales And Boost Your Bottom Line By Creating, Communicating And Capturing Customer Value. – М.: , 2011. – 288 с. Simon Benninga. Financial Modeling (+ CD-ROM). – М.: The MIT Press, 2013. – 1166 с. Yogita Parulekar. Seismic Response Control of Structures with Shape Memory Alloy Dampers. – М.: LAP Lambert Academic Publishing, 2013. – 212 с. Nurgul Gokgoz. Development of Tools for Modeling Hybrid Systems with Memory. – М.: LAP Lambert Academic Publishing, 2010. – 116 с. Nadhem Selmi and Nejib Hachicha. Asian Financial Crisis and Subprime Crisis : Econometric Mehodology. – М.: LAP Lambert Academic Publishing, 2014. – 84 с. Alice Kvale. Examination of patients with long-lasting musculoskeletal pain. – М.: LAP Lambert Academic Publishing, 2011. – 112 с. Antonio Mura. Non-Markovian Stochastic Processes and their Applications. – М.: LAP Lambert Academic Publishing, 2011. – 296 с. Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Kunchi Madhavi and Tirupathi Rao Padi. Stochastic Modeling & Optimization Methods. – М.: LAP Lambert Academic Publishing, 2013. – 140 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. Mosisa Aga. Parametric Bootstrap for Linear Regression with Long-memory Errors. – М.: LAP Lambert Academic Publishing, 2010. – 64 с. Abdulwahab Bukhari and Christopher Jablonowski. Relating Price Model Assumptions to Decisions. – М.: LAP Lambert Academic Publishing, 2012. – 200 с. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с. Brian Oduor,Benard Okelo and Silas Onyango. Financial mathematics. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Mohammad Ashraf. Long Memory Parameter in the Presence of Additive Outliers and Inliers. – М.: LAP Lambert Academic Publishing, 2012. – 68 с. Alberto Barola. Monte Carlo Methods for American Option Pricing. – М.: LAP Lambert Academic Publishing, 2014. – 160 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 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. Karl Shen. A Glimpse at the Mathematics of Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2010. – 80 с. Honaida Malaikah. Stochastic Processes with Memory. – М.: LAP Lambert Academic Publishing, 2012. – 152 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. Julien Guyon. Probabilistic Modeling in Finance and Biology. – М.: LAP Lambert Academic Publishing, 2010. – 172 с. Wen Cheng. Analytical Green's Function Approximation and Option Pricing. – М.: LAP Lambert Academic Publishing, 2011. – 180 с. Liang Tan. Numerical Evaluation of American Options. – М.: LAP Lambert Academic Publishing, 2009. – 176 с. Chun Man CHAN. Applied Statistical Methods in Weak Unsteady Signals. – М.: LAP Lambert Academic Publishing, 2009. – 144 с. Gayk Dzharayan and Elena Voronova. Pricing of exotic options under Kou model by using Laplace transform. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Olugbenga Oluwagbemi. A Stochastic Computational Model for Anopheles metapopulation dynamics. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Anna Walaszek-Babiszewska. Fuzzy Modeling in Stochastic Environment. – М.: LAP Lambert Academic Publishing, 2011. – 144 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. Radek Janhuba. Volatility Spillovers in New Member States: A Bayesian Model. – М.: LAP Lambert Academic Publishing, 2013. – 84 с. IOANNIS NEOKOSMIDIS. VOLATILITY MODELLING AND TIME SERIES ANALYSIS. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Jeremy Berros. AMERICAN OPTION PRICING IN A JUMP-DIFFUSION MODEL. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Prabhath Jayasinghe. Time-Varying Exchange Rate Exposure. – М.: LAP Lambert Academic Publishing, 2011. – 92 с. Krassimir Petrov. A Bayesian Vector Autoregresive Model of the U.S. Dairy Industry. – М.: LAP Lambert Academic Publishing, 2009. – 176 с. Peter O''Connor. Black-Scholes and Augmented Option Pricing Models. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Giovanni Schiesari. Volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 140 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. Rania Jammazi. Understanding the Oil price–Stock market return nexus. – М.: Scholars' Press, 2014. – 180 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. Ravindra Chitlangi. Hedging & Pricing of Options using least squares through simulation. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. Taiwo Mafimisebi. SPATIAL PRICE EQUILIBRIUM AND FISH MARKET INTEGRATION IN NIGERIA. – М.: LAP Lambert Academic Publishing, 2011. – 176 с. Prashant Joshi. Volatility and Volatility Models with R. – М.: LAP Lambert Academic Publishing, 2014. – 100 с. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с. shoaib shafiq. Stock Price Volatility. – М.: LAP Lambert Academic Publishing, 2012. – 128 с. Mthuli Ncube and . Sambulo Malumisa. Jump Diffusion and Stochastic Volatility Models in Securities Pricing. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Stephane Chretien. Essays on Asset Pricing with Stochastic Discount Factors. – М.: LAP Lambert Academic Publishing, 2012. – 136 с. Лучшие результаты Ничего не найдено Дополнительные результаты Long list угроз. Д. Штыков, "Риск-менеджмент", № 7-8, июль-август 2007. 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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Ольга Александрова Получила 5. Спасибо огромное. Ваша заслуга!
