Написать рефераты, курсовые и дипломы самостоятельно.  Антиплагиат.
Студенточка.ru: на главную страницу. Написать самостоятельно рефераты, курсовые, дипломы  в кратчайшие сроки
Рефераты, курсовые, дипломные работы студентов: научиться писать  самостоятельно.
Контакты Образцы работ Бесплатные материалы
Консультации Специальности Банк рефератов
Карта сайта Статьи Подбор литературы
Научим писать рефераты, курсовые и дипломы.


подбор литературы периодические источники литература по предмету

Воспользуйтесь формой поиска по сайту, чтобы подобрать полный список использованной литературы.
Если вы хотите выбрать для списка литературы книги определенного года издания, достаточно дописать его к поисковому запросу.

Результаты поиска

Поиск материалов

Лучшие результаты

  1. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с.
  2. Douglas M. Patterson, Richard A. Ashley. A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial (DYNAMIC MODELING AND ECONOMETRICS IN ECONOMICS AND). – М.: , 0. – 0 с.
  3. Laurent E. Calvet, Adlai J. Fisher. Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance) (Academic Press Advanced Finance). – М.: , 2008. – 264 с.
  4. Mehmet Ali KARADAG and Huseyin SENTURK. Regime Switching Volatility Models. – М.: LAP Lambert Academic Publishing, 2010. – 100 с.

Дополнительные результаты

  1. 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.
  2. Nataliya Esakova. European Energy Security: Analysing the EU-Russia Energy Security Regime in Terms of Interdependence Theory (Globale Gesellschaft und internationale Beziehungen). – М.: , 2012. – 280 с.
  3. Michel M. Dacorogna, Ramazan Gencay, Ulrich A. Muller, Richard B. Olsen, Olivier V. Pictet. An Introduction to High-Frequency Finance. – М.: Academic Press, 2001. – 416 с.
  4. Forecasting Volatility in the Financial Markets (Quantitative Finance Series). – М.: , 0. – 0 с.
  5. Tariq Aziz, Ehtesham Husain Abbasi. Islamic Banking and Finance: Theoretical and Practical Applications of the Western and Islamic Business, Finance, Investment, Models. – М.: , 2012. – 88 с.
  6. Irina Gotsch. Libor Market Model: Theory and Implementation. – М.: , 2012. – 124 с.
  7. Kashi Kafle. Exchange rate volatility and bilateral agricultural trade flows: The case of the United States and OECD countries. – М.: , 2012. – 124 с.
  8. Judith Modell. A Town Without Steel: Envisioning Homestead. – М.: , 0. – 0 с.
  9. David Model. Corporate Rule: Understanding and Challenging the New World Order. – М.: , 0. – 0 с.
  10. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с.
  11. Chang-Jin Kim, Charles R. Nelson. State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications. – М.: , 0. – 0 с.
  12. Douglas M. Patterson, Richard A. Ashley. A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial (DYNAMIC MODELING AND ECONOMETRICS IN ECONOMICS AND). – М.: , 0. – 0 с.
  13. Robert Buff. Uncertain Volatility Models - Theory and Application. – М.: , 0. – 0 с.
  14. Advanced Lectures in Quantitative Economics II. – М.: , 0. – 0 с.
  15. Luc Bauwens, Pierre Giot. Econometric Modelling of Stock Market Intraday Activities. – М.: , 0. – 0 с.
  16. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – М.: , 0. – 0 с.
  17. 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.
  18. Sandrine Lardic, Valerie Mignon. Recent Developments on Exchange Rates (Applied Econometrics Association Series). – М.: , 0. – 0 с.
  19. William Mark Crain. Volatile States: Institutions, Policy, and the Performance of American State Economies. – М.: , 0. – 0 с.
  20. David Model. Corporate Rule: Understanding and Challenging the New World Order. – М.: , 0. – 0 с.
  21. NATO Advanced Study Institute on Deposit and Geoenvironmental Models f, Gabor Gaal, Richard B. McCammon. Deposit and Geoenvironmental Models for Resource Exploitation and Environmental Security (NATO Science Series. Partnership Sub-Series 2, Environmental Security, V. 80.). – М.: , 0. – 0 с.
  22. Charles S. Tapiero. Applied Stochastic Models and Control for Finance and Insurance. – М.: , 0. – 0 с.
  23. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с.
  24. Workshop on the Life of a Process Model--From Conception to Action, S. Macchietto, S. P. Asprey. Dynamic Model Development: Methods, Theory and Applications (Computer-Aided Chemical Engineering). – М.: , 0. – 0 с.
  25. Phillipe Aghion. Volatility And Growth (Clarendon Lectures in Economics). – М.: , 2005. – 0 с.
  26. Sardar M.N. Islam. Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets (Contributions to Economics). – М.: , 2004. – 0 с.
  27. Stefan Kokot. The Econometrics of Sequential Trade Models : Theory and Applications Using High Frequency Data (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  28. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  29. Nikolaus Hautsch. Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  30. Imad A. Moosa. Exchange Rate Regimes : Fixed, Flexible or Something in Between. – М.: , 2005. – 0 с.
  31. Angelika Esser. Pricing in (In)complete Markets : Structural Analysis and Applications (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с.
  32. Daniel Straumann. Estimation in Conditionally Herteroscedastic Time Series Models. – М.: , 2004. – 0 с.
  33. The Best of Wilmott 2. – М.: , 2005. – 0 с.
  34. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с.
  35. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 0 с.
  36. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с.
  37. Paul De Grauwe, Marianna Grimaldi. The Exchange Rate in a Behavioral Finance Framework. – М.: Princeton University Press, 2006. – 216 с.
  38. Jim Gatheral. The Volatility Surface: A Practitioner's Guide. – М.: Wiley, 2006. – 208 с.
  39. Suhejla Hoti, Michael McAleer. Modelling the Riskiness in Country Risk Ratings: An Empirical Analysis of the Trends and Volatilities in Country Risk Ratings and Risk Returns (Contributions ... (Contributions to. – М.: , 2005. – 512 с.
  40. Gunnar Bardsen, Oyvind Eitrheim, Eilev S. Jansen, Ragnar Nymoen. The Econometrics of Macroeconomic Modelling (Advanced Texts in Econometrics). – М.: , 2005. – 360 с.
  41. Eric Zivot, Jiahui Wang. Modeling Financial Time Series with S-PLUSA®. – М.: , 2006. – 1002 с.
  42. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с.
  43. Piet Sercu, Raman Uppal. Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes (Japan-US Center UFJ Bank Monographs on International Financial Markets). – М.: , 2006. – 176 с.
  44. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с.
  45. John Knight, Stephen Satchell. Forecasting Volatility in the Financial Markets (Quantitative Finance) (Quantitative Finance). – М.: , 2007. – 432 с.
  46. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с.
  47. Euan Sinclair. Volatility Trading, + CD-ROM (Wiley Trading). – М.: , 2008. – 212 с.
  48. Laurent E. Calvet, Adlai J. Fisher. Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance) (Academic Press Advanced Finance). – М.: , 2008. – 264 с.
  49. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с.
  50. Jason R. Rich. Mac Migration: The Small Business Guide to Switching to the Mac. – М.: , 2008. – 288 с.
  51. Carol Alexander. Market Risk Analysis: Volume IV: Value at Risk Models (v. 4). – М.: Wiley, 2009. – 492 с.
  52. A. Eydeland, Krzysztof Wolyniec. Energy And Power Risk Management: New Developments in Modeling, Pricing, And Hedging (Wiley Finance). – М.: , 2009. – 700 с.
  53. Paula Hernandez-Verme. Essays on Exchange Rate Regimes and International Financial Crises: Exchange rate, financial crises, monetary integration in small open economies. – М.: , 2010. – 168 с.
  54. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с.
  55. Ryan Suleimann Lemand. Indices boursiers internationaux et la crise de nouvelle technologie: Approches switching et DCC-MVGARCH (French Edition). – М.: , 2010. – 184 с.
  56. Roland Shami. Bayesian Analysis of a Structural Model with Switching Regime: The Exponential Smoothing Method with Switching Regime. – М.: , 2010. – 208 с.
  57. The Dentsu Way: Secrets Of Cross Switch Marketing From The World’S Most Innovative Advertising Agency. – М.: , 2011. – 320 с.
  58. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с.
  59. Vladimir Anisimov. Switching Processes in Queueing Models. – М.: , 2008. – 352 с.
  60. Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. – М.: , 2010. – 472 с.
  61. Evdokia Xekalaki. ARCH Models for Financial Applications. – М.: , 2010. – 558 с.
  62. Ken Nyholm. Strategic Asset Allocation in Fixed Income Markets. – М.: , 2008. – 186 с.
  63. Peter H. Rossi. Modelling Stock Market Volatility. – М.: , 2010. – 485 с.
  64. Arnold H Modell. Imagination & the Meaningful Brain. – М.: , 2003. – 272 с.
  65. Mitchell L Model. Bioinformatics Programming Using Python. – М.: , 2010. – 522 с.
  66. Arnold H Modell. Imagination and the Meaningful Brain. – М.: , 2006. – 272 с.
  67. Arnold H Modell. The Private Self. – М.: , 1993. – 262 с.
  68. Arnold H Modell. The Private Self (Paper). – М.: , 1996. – 262 с.
  69. Chang–kim Kim. State–Space Models with Regime Switching – Classical & Gibbs–Sampling Approaches with Applications. – М.: , 1999. – 302 с.
  70. John Modell. Other Times, Other Realities – Toward a Theory of Psychoanalytic Treatment. – М.: , 1990. – 208 с.
  71. Arnold H Modell. Other Times, Other Realities – Toward a Theory of Psychoanalytic Treatment (Paper). – М.: , 1996. – 192 с.
  72. Eric Model. Beyond the Interstate. – М.: , 1989. – 242 с.
  73. Andrea Pascucci. PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series). – М.: , 2011. – 738 с.
  74. I Nyoman Suprapta Winaya. Fluidized Bed Combustion of High Volatile Matter Fuels. – М.: LAP Lambert Academic Publishing, 2012. – 104 с.
  75. Saber Ahmed,M. G. Rasul and R. J. Brown. Computational Fluid Dynamics Modelling. – М.: LAP Lambert Academic Publishing, 2013. – 52 с.
  76. Mezgebu Mewded. River Flow Regimes and Rainfall-Runoff Modeling. – М.: LAP Lambert Academic Publishing, 2012. – 96 с.
  77. Nencho Deliiski. Modelling of the Energy Needed for Heating of Capillary Porous Bodies. – М.: Scholars' Press, 2013. – 116 с.
  78. Eliana Arango,Javier Calvente and Roberto Giral. Asymmetric interleaved DC-DC switching converters. – М.: LAP Lambert Academic Publishing, 2010. – 160 с.
  79. C. E. Carrejo Gonzales,E.V. Idiarte and C.A. Ramos Paja. Digital current control of DC-DC switching converters. – М.: LAP Lambert Academic Publishing, 2010. – 152 с.
  80. Sanjar Ali Khan. Optoelectronic Models and Teaching Aids. – М.: LAP Lambert Academic Publishing, 2011. – 136 с.
  81. Angsuman Sarkar. Subthreshold Modeling of Submicron MOSFETs. – М.: LAP Lambert Academic Publishing, 2011. – 104 с.
  82. Aron Michael and Chee Yee Kwok. Novel Micro-bridge Actuator For Optical Switching Application. – М.: LAP Lambert Academic Publishing, 2011. – 304 с.
  83. Omer Ileri. Dynamic Spectrum Access Models:. – М.: LAP Lambert Academic Publishing, 2010. – 92 с.
  84. Mahmoud Imed. Design and modelling of a LSRM for biomedical applications. – М.: LAP Lambert Academic Publishing, 2012. – 56 с.
  85. Giovanni Betti Beneventi. Characterization and Modeling of Phase-Change Memories. – М.: LAP Lambert Academic Publishing, 2012. – 92 с.
  86. Emilio Hugues Salas. Design of Optical Buffer Architectures for Packet-Switched Networks. – М.: LAP Lambert Academic Publishing, 2010. – 216 с.
  87. Manuel Madrigal. Modelling of Power Electronics Controllers for Harmonic Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 236 с.
  88. Hilmi Armoush. Business Model Innovation For Shipbrokers In The Drybulk Industry. – М.: LAP Lambert Academic Publishing, 2014. – 60 с.
  89. Dr. Abdulnaser Alshoaibi. Computational Modeling. – М.: LAP Lambert Academic Publishing, 2011. – 108 с.
  90. Amr Guaily. Viscoelastic Fluids: Mathematical Modeling and Numerical Simulation. – М.: LAP Lambert Academic Publishing, 2011. – 156 с.
  91. P. Rajeev Kumar and D.N. Singh. Centrifuge modelling of contaminant transport through soils. – М.: LAP Lambert Academic Publishing, 2013. – 132 с.
  92. Anita Chattopadhyay Gupta. BIOECONOMIC MODELLING FOR FISH BIODIVERSITY AND PROFITABILITY. – М.: LAP Lambert Academic Publishing, 2010. – 264 с.
  93. Amiya K. Samanta and Prof. Somnath Ghosh. A 3D Hypoelastic Model of RC Structure using lower order EAS elements. – М.: LAP Lambert Academic Publishing, 2011. – 260 с.
  94. Jacques Scheepers and Edison Muzenda. The Solubility of Volatile Organic Compounds in Biodiesel. – М.: LAP Lambert Academic Publishing, 2013. – 240 с.
  95. Fatemeh Osanloo. Sediment Transport in the Creeping and Saltation Regimes. – М.: LAP Lambert Academic Publishing, 2011. – 100 с.
  96. Santiago Cortes and Itzhak Roditi. Local Composite Operators and the Mass Gap of the Gross-Neveu Model. – М.: LAP Lambert Academic Publishing, 2012. – 92 с.
  97. Harleen Dahiya. Chiral Constituent Quark Model. – М.: LAP Lambert Academic Publishing, 2010. – 140 с.
  98. Jinzhuo Wu. Economic Analysis Models for Woody Biomass to Biofuels. – М.: Scholars' Press, 2013. – 136 с.
  99. Dadson Awunyo-Vitor. FARMERS’ ACCESS TO FINANCIAL SERVICES:THEORY,CONCEPT AND APPLICATION. – М.: LAP Lambert Academic Publishing, 2013. – 148 с.
  100. Rodrigo Lilla Manzione. REGIONALIZED SPATIO-TEMPORAL MODELLING OF WATER TABLE DEPTHS. – М.: LAP Lambert Academic Publishing, 2010. – 120 с.
  101. Boateng Ampadu,Nick A. Chapple and Wlodek Tych. DHR Modelling of Cycles in Rainfall and Riverflow across Ghana. – М.: LAP Lambert Academic Publishing, 2014. – 116 с.
  102. Hugo Silva. Quantum Effects for Spintronic Devices Optimization. – М.: LAP Lambert Academic Publishing, 2013. – 196 с.
  103. Farooq Ahmad Tahir. Electromagnetic Modeling of Reflectarray Antennas. – М.: LAP Lambert Academic Publishing, 2012. – 160 с.
  104. Habtom Gebre. Modeling Awasa Lake Level Fluctuation: A Climate Change Prespective. – М.: LAP Lambert Academic Publishing, 2013. – 100 с.
  105. Jonesmus Wambua. A Statistical Approach In Modelling Maize Prices Volatility. – М.: LAP Lambert Academic Publishing, 2012. – 64 с.
  106. Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с.
  107. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с.
  108. Paichuan Chen. Extending the Quandt Ramsey Modeling to Survival Analysis. – М.: LAP Lambert Academic Publishing, 2011. – 96 с.
  109. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с.
  110. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с.
  111. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с.
  112. Henry Obeng Tawiah and Peterson Owusu Junior. Interest Rate Derivatives. – М.: LAP Lambert Academic Publishing, 2012. – 60 с.
  113. Julien Guyon. Probabilistic Modeling in Finance and Biology. – М.: LAP Lambert Academic Publishing, 2010. – 172 с.
  114. Wen Cheng. Analytical Green's Function Approximation and Option Pricing. – М.: LAP Lambert Academic Publishing, 2011. – 180 с.
  115. Reuben David and Chibuike Ngene Nnamani. Modelling Exchange Rate Volatility:. – М.: LAP Lambert Academic Publishing, 2012. – 76 с.
  116. Robert Slepaczuk and Grzegorz Zakrzewski. High-Frequency and Model-Free Volatility Estimators. – М.: LAP Lambert Academic Publishing, 2013. – 60 с.
  117. John Siam. HEDGING CANADIAN SHORT-TERM INTEREST RATES: THE BAX MARKET. – М.: LAP Lambert Academic Publishing, 2009. – 152 с.
  118. Chun Man CHAN. Applied Statistical Methods in Weak Unsteady Signals. – М.: LAP Lambert Academic Publishing, 2009. – 144 с.
  119. Roland Shami. Bayesian Analysis of a Structural Model with Switching Regime. – М.: LAP Lambert Academic Publishing, 2010. – 208 с.
  120. Mehmet Ali KARADAG and Huseyin SENTURK. Regime Switching Volatility Models. – М.: LAP Lambert Academic Publishing, 2010. – 100 с.
  121. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с.
  122. Radek Janhuba. Volatility Spillovers in New Member States: A Bayesian Model. – М.: LAP Lambert Academic Publishing, 2013. – 84 с.
  123. IOANNIS NEOKOSMIDIS. VOLATILITY MODELLING AND TIME SERIES ANALYSIS. – М.: LAP Lambert Academic Publishing, 2010. – 88 с.
  124. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с.
  125. Giovanni Schiesari. Volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 140 с.
  126. Marjan Petreski. Monetary-regime switch from exchange-rate to inflation targeting. – М.: LAP Lambert Academic Publishing, 2011. – 300 с.
  127. Joakim Skoog and David Enocksson. Evaluating VaR (Value-at-Risk). – М.: LAP Lambert Academic Publishing, 2012. – 52 с.
  128. Refk Selmi. Exchange Rate Volatility and Trade Flows in Small Open Economies. – М.: LAP Lambert Academic Publishing, 2014. – 200 с.
  129. Veli-Matti Ahoranta. Implied Volatility Functions. – М.: LAP Lambert Academic Publishing, 2010. – 72 с.
  130. Calvin Atewamba. Management of Nonrenewable Natural Resources under the Hotelling Rule. – М.: Scholars' Press, 2013. – 128 с.
  131. Ahammad Hossain,Ayub Ali and Md. Kamruzzaman. Volatility Analysis and Forecasting Volume Data of DSE. – М.: LAP Lambert Academic Publishing, 2015. – 176 с.
  132. Daniel Bencik. Range-based Volatility Estimation and Forecasting. – М.: LAP Lambert Academic Publishing, 2012. – 96 с.
  133. Ravindra Chitlangi. Hedging & Pricing of Options using least squares through simulation. – М.: LAP Lambert Academic Publishing, 2011. – 64 с.
  134. BANU DINCER. IAS/IFRS and Information Asymmetry. – М.: LAP Lambert Academic Publishing, 2011. – 136 с.
  135. Prashant Joshi. Volatility and Volatility Models with R. – М.: LAP Lambert Academic Publishing, 2014. – 100 с.
  136. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с.
  137. Abdul Jalil Khan and Parvez Azim. Exchange Rate Volatility and Trade: A Panel Data Analysis. – М.: Scholars' Press, 2015. – 220 с.
  138. Mthuli Ncube and . Sambulo Malumisa. Jump Diffusion and Stochastic Volatility Models in Securities Pricing. – М.: LAP Lambert Academic Publishing, 2012. – 124 с.
  139. Samuel Mwangi. Exchange Rate Volatility Effects on Kenya's Exports. – М.: Scholars' Press, 2014. – 108 с.
  140. J. C. Arismendi. Quantitative Finance. – М.: LAP Lambert Academic Publishing, 2014. – 228 с.

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.

Образцы работ

Тема и предметТип и объем работы
Этапы формирования теории президентства
История государства и права
Курсовая работа
30 стр.
Привлекательности труда в организации
Психология
Курсовая работа
35 стр.
Анализ финансового состояния организации и пути его совершенствования
Анализ хозяйственной деятельности
Диплом
127 стр.
Анализ финансового состояния предприятия и пути предотвращения несостоятельности (банкротства) на примере ООО "***"
Анализ хозяйственной деятельности
Диплом
114 стр.

Задайте свой вопрос по вашей теме

Гладышева Марина Михайловна

marina@studentochka.ru
+7 911 822-56-12
с 9 до 21 ч. по Москве.






Добавить файл

- осталось написать email или телефон

Контакты
marina@studentochka.ru
+7 911 822-56-12
с 9 до 21 ч. по Москве.
Поделиться
Мы в социальных сетях
Реклама



Отзывы
Katia
Юля, спасибо вам за консультацию! То, что я читаю, мне лично нравится. Надеюсь, руководитель со мной тоже будет согласен. Кстати, вы пишете с использованием его любимых слов во многих случаях, вы с ним случайно не знакомы?! ;-)