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Результаты поиска Лучшие результаты Ralf Korn, Elke Korn, Gerald Kroisandt. Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 484 с. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с. Дополнительные результаты Andreas Loizou. The Devil's Deal: An Insider's Tale of How Money is Made (Financial Times Series). – М.: , 2012. – 312 с. Phoebus Athanassiou. Research Handbook on Hedge Funds, Private Equity and Alternative Investments (Research Handbooks in Financial Law series). – М.: , 2012. – 520 с. 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. Bernard Marr. Key Performance Indicators (KPI): The 75 measures every manager needs to know (Financial Times Series). – М.: FT Press, 2012. – 376 с. Jon Moon. How to Make an Impact with Presentations (Financial Times Series). – М.: , 2012. – 272 с. Lee Duncan. Double Your Business: How to break through the barriers to higher growth, turnover and profit (Financial Times Series). – М.: , 2012. – 232 с. Ngai Hang Chan. Time Series : Applications to Finance (Wiley Series in Probability and Statistics). – М.: , 0. – 0 с. Srdjan Stojanovic. Computational Financial Mathematics using Mathematica. – М.: , 0. – 0 с. Philipp Hartmann. Currency Competition and Foreign Exchange Markets: The Dollar, the Yen and the Euro. – М.: Cambridge University Press, 0. – 210 с. Fixed Income Mathematics. – М.: , 0. – 0 с. Peijie Wang. Financial Econometrics: Methods and Models. – М.: , 2002. – 192 с. Terence C. Mills. The Econometric Modelling of Financial Time Series. – М.: , 0. – 0 с. Roberto Roson, Kenneth A. Small. Environment and Transport in Economic Modelling (Fondazione Eni Enrico Mattei (Feem) Series on Economics, Ene). – М.: , 0. – 0 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. Christian L. Dunis, Bin Zhou. Nonlinear Modelling of High Frequency Financial Time Series (Financial Economics and Quantitative Analysis Series). – М.: , 0. – 0 с. Ephraim Clark. International Finance (The Chapman & Hall Series in Accounting & Finance). – М.: , 0. – 0 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. Andrew J. G. Cairns. Interest Rate Models: An Introduction. – М.: Princeton University Press, 2004. – 288 с. Thomas Mikosch. Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6). – М.: , 0. – 0 с. Albert N. Shiriaev. Essentials of Stochastic Finance: Facts, Models, Theory. – М.: , 0. – 0 с. E. Barucci. Financial Markets Theory: Equilibrium, Efficiency, and Information (Springer Finance). – М.: , 0. – 0 с. Nikolai Dokuchaev. Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information (International Series in Operations Research and Management Science, Volume 47). – 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. Ralf Korn, Elke Korn. Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics, 31). – М.: , 0. – 0 с. Patrice Marcotte, Sang Nguyen. Equilibrium and Advanced Transportation Modelling (Centre for Research on Transportation 25th Anniversary Serie). – М.: , 0. – 0 с. Chapman & Hall Staff, Peter Bernus, Lazlo Nemes, Theodore Williams. Architectures for Enterprise Integration. – 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. D. N. Shanbhag, C. Radhakrishna Rao. Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation. – М.: , 0. – 0 с. Alastair Day. Mastering Financial Mathematics with Excel : A Practical Guide for Business Calculations (Market Editions). – М.: , 2005. – 0 с. Angelika Esser. Pricing in (In)complete Markets : Structural Analysis and Applications (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Bartholomew Frederick Dowling. Evolutionary Finance. – М.: , 2005. – 0 с. Hans Follmer. Stochastic Finance: An Introduction In Discrete Time 2 (De Gruyter Studies in Mathematics). – М.: , 2004. – 0 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. Ruey S. Tsay. Analysis of Financial Time Series (Wiley Series in Probability and Statistics). – М.: , 2005. – 0 с. A. V. Melnikov. Risk Analysis in Finance and Insurance. – М.: , 2003. – 0 с. Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Edward E. Qian, Ronald H. Hua, Eric H. Sorensen. Quantitative Equity Portfolio Management: Modern Techniques and Applications (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2007. – 444 с. Jean-Luc Prigent. Portfolio Optimization and Performance Analysis (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2007. – 0 с. Stochastic Finance. – М.: , 2005. – 370 с. Steven E. Shreve. Stochastic Calculus Models for Finance: Continuous Time Models. – М.: Springer, 2004. – 576 с. John Schoenmakers, John G. M. Schoenmakers. Robust Libor Modelling and Pricing of Derivative Products. – М.: , 2004. – 224 с. RA?diger U. Seydel. Tools for Computational Finance (Universitext). – М.: , 2006. – 304 с. James W. Daniel, Leslie Jane Federer Vaaler. Mathematical Interest Theory. – М.: , 2006. – 512 с. S. David Promislow. Fundamentals of Actuarial Mathematics. – М.: , 2006. – 392 с. Tomasz R. Bielecki, Marek Rutkowski. Credit Risk. – М.: Springer, 2004. – 540 с. Burkhard Heer, Alfred MauAYner. Dynamic General Equilibrium Modelling: Computational Methods and Applications. – М.: , 2005. – 539 с. Eric Zivot, Jiahui Wang. Modeling Financial Time Series with S-PLUSA®. – М.: , 2006. – 1002 с. Kenneth J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. – М.: , 2006. – 536 с. Alan Brace. Engineering BGM (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2007. – 240 с. Kenneth P. Baclawski. Introduction to Probability with R (Chapman & Hall/Crc Texts in Statistical Science Series). – М.: , 2008. – 384 с. Andre Lucas, Philip Hans Franses, Dick Van Dijk. Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics). – М.: , 2008. – 270 с. George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel. Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics). – М.: , 2008. – 746 с. C. Richard Cassady, Joel A. Nachlas. Probability Models in Operations Research (Operations Research Series). – М.: , 2008. – 224 с. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с. Martin Krekel. Portfolio Optimization and Option Pricing: Selected Problems and Efficient Methods. – М.: , 2008. – 184 с. C. C. Mounfield. Synthetic CDOs: Modelling, Valuation and Risk Management (Mathematics, Finance and Risk). – М.: , 2009. – 386 с. Manfred Kets De Vries. The Leadership Mystique: Leading behavior in the human enterprise (2nd Edition) (Financial Times Series). – М.: , 2009. – 304 с. Yukio Ohsawa, Katsutoshi Yada. Data Mining for Design and Marketing (Chapman & Hall/CRC Data Mining and Knowledge Discovery Series). – М.: , 2009. – 344 с. Carol Alexander. Market Risk Analysis: Volume IV: Value at Risk Models (v. 4). – М.: Wiley, 2009. – 492 с. Handbook of Natural Language Processing, Second Edition (Chapman & Hall/Crc Machine Learning & Pattern Recognition). – М.: , 2010. – 704 с. Peter J. Brockwell, Richard A. Davis. Introduction to Time Series and Forecasting. – М.: , 2010. – 456 с. Daniel B. Carr, Linda Williams Pickle. Visualizing Data Patterns with Micromaps (Chapman & Hall/CRC Interdisciplinary Statistics Series). – М.: , 2010. – 168 с. Ralf Korn, Elke Korn, Gerald Kroisandt. Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 484 с. Salih N. Neftci. Principles of Financial Engineering. – М.: Academic Press, 2008. – 696 с. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. Hui Ying Sng. Economic Growth and Transition: Econometric Analysis of LimA¦s S-curve Hypothesis (Economic Growth Centre Research Monograph Series). – М.: , 2010. – 148 с. Joao Gama. Knowledge Discovery from Data Streams (Chapman & Hall/CRC Data Mining and Knowledge Discovery Series). – М.: , 2010. – 255 с. Simon DABLEMONT. Forecasting of High Frequency Financial Time Series: Concepts, Methods, Algorithms. – М.: , 2010. – 384 с. Jane Hillston. A Compositional Approach to Performance Modelling (Distinguished Dissertations in Computer Science). – М.: , 0. – 0 с. Jie Xiong. An Introduction to Stochastic Filtering Theory (Oxford Graduate Texts in Mathematics). – М.: , 2008. – 224 с. Frederic Magoules, Thi-Mai-Huong Nguyen, Lei Yu. Grid Resource Management (Chapman & Hall/Crc Numerical Analy & Scient Comp.). – М.: , 2008. – 336 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 с. Grigory I. Shishkin, Lidia Shiskina. Difference Methods for Singular Perturbation Problems (Chapman and Hall /Crc Monographs and Surveys in Pure and Applied Mathematics). – М.: , 2008. – 408 с. Harold J. Kushner. Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications). – М.: , 2008. – 282 с. Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. – М.: , 2010. – 472 с. Pension Fund Risk Management: Financial and Actuarial Modeling (Chapman & Hall/CRC Finance Series). – М.: , 2010. – 764 с. Hiroaki Morimoto. Stochastic Control and Mathematical Modeling: Applications in Economics (Encyclopedia of Mathematics and its Applications). – М.: , 2010. – 344 с. Robert E. Hall. Forward-Looking Decision Making: Dynamic Programming Models Applied to Health, Risk, Employment, and Financial Stability (The Gorman Lectures). – М.: , 2010. – 144 с. Karl Fraser, Zidong Wang, Xiaohu Liu. Microarray Image Analysis: An Algorithmic Approach (Chapman & Hall/CRC Computer Science & Data Analysis). – М.: , 2010. – 335 с. Cell Mechanics: From Single Scale-Based Models to Multiscale Modeling (Chapman & Hall/CRC Mathematical & Computational Biology). – М.: , 2010. – 482 с. David Insua. Bayesian Analysis of Stochastic Process Models. – М.: , 2011. – 320 с. Ruey S. Tsay. Analysis of Financial Time Series. – М.: John Wiley and Sons, Ltd, 2010. – 712 с. Robert L. Navin. The Mathematics of Derivatives. – М.: , 2007. – 208 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. David Jordan. Groups - Modular Mathematics Series. – М.: , 2010. – 224 с. John McColl. Probability - Modular Mathematics Series. – М.: , 2010. – 192 с. Stephen J. Taylor. Modelling Financial Time Series. – М.: , 1995. – 320 с. Stephen J. Taylor. Modelling Financial Time Series. – М.: , 1995. – 320 с. Steven Taylor. Modelling Financial Time Series. – М.: , 1986. – 284 с. Nancy Stokey. The Economics of Inaction – Stochastic Control Models with Fixed Costs. – М.: , 2008. – 288 с. Patrick Marchand, O. Thomas Holland. Graphics and GUIs with Matlab. – М.: Chapman & Hall/CRC, 2003. – 542 с. Manisha V. Mayavanshi and Pravin R. Prajapati. Semiconductor Optical Amplifier - Modeling, Analysis and Simulation. – М.: LAP Lambert Academic Publishing, 2015. – 80 с. Ashu Gupta,Rajesh Verma and Kawaljeet Singh. Simulation. – М.: LAP Lambert Academic Publishing, 2011. – 304 с. Dharmesh Hansora,Sudhir Dabke and Rashmi Pachauri. Modeling & Simulation Of Polymerization Reaction/process/ Reactor. – М.: LAP Lambert Academic Publishing, 2012. – 228 с. Mujtaba Ikram and Asghari Maqsood. Hall Effect Measurements & electrical study of CdS & ZnO nano Material. – М.: LAP Lambert Academic Publishing, 2013. – 100 с. Jesse Mwangi. Non-Linear Time Series Models. – М.: LAP Lambert Academic Publishing, 2012. – 120 с. Zhigang Tong. Option Pricing with Long Memory Stochastic Volatility Models. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Sumeet Meshram. Stochastic modeling of water deficit for crop planning. – М.: LAP Lambert Academic Publishing, 2014. – 112 с. Valerii Buldygin and Maryna Runovska. Sums whose terms are elements of linear random regression sequences. – М.: LAP Lambert Academic Publishing, 2014. – 168 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. Prof Magid Maatallah. Stochastic Financial Models. – М.: LAP Lambert Academic Publishing, 2011. – 60 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. Shashank Singh and Rangavajhala Subbaiah. Stochastic Disaggregation Modelling of Rainfall series. – М.: LAP Lambert Academic Publishing, 2013. – 140 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Dario Bovina. Scaling properties of financial time series. – М.: LAP Lambert Academic Publishing, 2011. – 120 с. Ngadiman Djaja. Comparison Of 1 - And 3 - Parameter Item Response Theory Models. – М.: LAP Lambert Academic Publishing, 2010. – 356 с. Victor Zverovich. Modelling and solution methods for stochastic optimisation. – М.: LAP Lambert Academic Publishing, 2012. – 168 с. Karl Shen. A Glimpse at the Mathematics of Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2010. – 80 с. Anuj Kumar. Introduction & Review Collection for Analysis of Financial Time Series. – М.: LAP Lambert Academic Publishing, 2012. – 72 с. Hong Ling. Stochastic Neural Networks. – М.: LAP Lambert Academic Publishing, 2009. – 116 с. Julien Guyon. Probabilistic Modeling in Finance and Biology. – М.: LAP Lambert Academic Publishing, 2010. – 172 с. Alexander Gutfraind. Mathematical Terrorism. – М.: LAP Lambert Academic Publishing, 2010. – 152 с. Biruk Kifle Lapisso. Groundwater potential assessment and numerical flow modeling. – М.: LAP Lambert Academic Publishing, 2012. – 176 с. R. Akila and K. Balu. Design and Development of a Stochastic 2D Model for Static Mixer. – М.: Scholars' Press, 2014. – 128 с. Gizachew Kefelew Hailu and Getnet Tewodros Walle. The Implication of Mathematical Modeling in Teaching. – М.: LAP Lambert Academic Publishing, 2012. – 72 с. Reza Habibi. Applications of Statistical Engineering Tools in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2013. – 52 с. Sidagam Naresh. Some Stochastic Insurance Models on Number of Claims. – М.: LAP Lambert Academic Publishing, 2014. – 124 с. sarkhosh seddighi chaharborj,Mohd Rizam Abu Bakar and Noor Akma Ibrahim. Deterministic and Stochastic Models for HIV. – М.: LAP Lambert Academic Publishing, 2014. – 116 с. Annamaria Bianchi. Nonparametric Statistics for Diffusion Processes. – М.: LAP Lambert Academic Publishing, 2010. – 116 с. Tan Liang Soon and Ang Keng Cheng. Mathematical modelling of avascular tumour growth. – М.: LAP Lambert Academic Publishing, 2010. – 72 с. Antonio Sawaya. Financial Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Abiola Babajide. Financial Management: Concepts, Principles and Practice. – М.: LAP Lambert Academic Publishing, 2012. – 312 с. Olugbenga Oluwagbemi. A Stochastic Computational Model for Anopheles metapopulation dynamics. – М.: LAP Lambert Academic Publishing, 2013. – 184 с. Simon DABLEMONT. Forecasting of High Frequency Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 384 с. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. M. F. Omran. Modelling the Probability Distribution of Stock Price Changes. – М.: LAP Lambert Academic Publishing, 2010. – 140 с. Belay Belete Anjullo and Ayele Taye. The Determinants of Domestic Price Volatility for Cereals in Ethiopia. – М.: LAP Lambert Academic Publishing, 2011. – 128 с. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Mohamed Ismail. Performance of Data Envelopment and Stochastic Frontier Models. – М.: LAP Lambert Academic Publishing, 2012. – 196 с. Chao Zheng. Quantitative Finance. – М.: LAP Lambert Academic Publishing, 2012. – 84 с. Antanas Buracas,Aleksandras Vytautas Rutkauskas and Ludhiyani Joshi. Metaeconomics: Stochastics & Nanotech. – М.: LAP Lambert Academic Publishing, 2015. – 236 с. Vipul Kumar Singh. Applicability of Options Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 188 с. Keval Shah and Ramesh Dangar. Financial Management. – М.: LAP Lambert Academic Publishing, 2014. – 88 с. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с. Mthuli Ncube and . Sambulo Malumisa. Jump Diffusion and Stochastic Volatility Models in Securities Pricing. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. Antonio De Simone. Hybrid Securities Valuation. – М.: Scholars' Press, 2014. – 252 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. Ключ к проблеме привлечения инвестиций российскими банками". интервью с Н. Леманом, партнером консалтинговой компании Financial Consulting Group. С.Ю. Муртузалиева, "МСФО и МСА в кредитной организации", № 1, январь-март 2008. Образцы работ
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