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Результаты поиска Лучшие результаты Constantin Zopounidis. Operational Tools in the Management of Financial Risks. – М.: , 0. – 0 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. Marcelo Bianconi, M. Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 0. – 0 с. L. C. G. Rogers, D. Talay. Numerical Methods in Finance (Publications of the Newton Institute). – М.: , 0. – 0 с. Erhard Robert Fernholz, E. Robert Fernholz. Stochastic Portfolio Theory. – М.: , 0. – 0 с. Jean-Luc Prigent. Weak Convergence of Financial Markets. – 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. Thomas Mikosch. Non-Life Insurance Mathematics: An Introduction With Stochastic Processes (Universitext). – М.: , 0. – 0 с. F. Etienne De Vylder. Life Insurance Theory: Actuarial Perspectives. – М.: , 0. – 0 с. Peter Kall. Stochastic Linear Programming : Models, Theory, and Computation (International Series in Operations Research & Management Science). – М.: , 2005. – 0 с. Marcelo Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 2003. – 0 с. George A. Anastassiou. Handbook of Numerical Methods in Finance. – М.: , 2003. – 0 с. Jean-Luc Prigent. Portfolio Optimization and Performance Analysis (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2007. – 0 с. Wendell H. Fleming, H.M. Soner. Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability). – М.: , 2005. – 429 с. Paul Wilmott. Paul Wilmott on Quantitative Finance 3 Volume Set. – М.: Wiley, 2006. – 1500 с. Attilio Meucci. Risk and Asset Allocation (Springer Finance). – М.: , 2005. – 532 с. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с. Bing Cheng, Howell Tong. Asset Pricing: A Structural Theory and Its Applications. – М.: , 2008. – 92 с. Handbook of Quantitative Finance and Risk Management. – М.: , 2010. – 1600 с. Johnathan Mun. Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization (+ DVD-ROM). – М.: John Wiley and Sons, Ltd, 2010. – 1016 с. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с. Daniel Synowiec. Investor Problem. – М.: LAP Lambert Academic Publishing, 2012. – 96 с. Дополнительные результаты Richard M. Cyert, James G. March. Behavioral Theory of the Firm. – М.: Blackwell Publishing Limited, 1992. – 264 с. Frank R. Ashe. Constructing Diversified Portfolios: A Practical Guide. – М.: , 2012. – 352 с. Jerome L. Stein. Stochastic Optimal Control and the U.S. Financial Debt Crisis. – М.: , 2012. – 173 с. William J. Bernstein. The Intelligent Asset Allocator: How to Build Your Portfolio to Maximize Returns and Minimize Risk. – М.: , 0. – 0 с. Edward Winslow. Blind Faith: Our Misplaced Trust in the Stock Market and Smarter, Safer Ways to Invest. – М.: , 0. – 0 с. Alan Scowcroft, Stephen Satchell. Advances in Portfolio Construction and Implementation (QUANTITATIVE FINANCE). – М.: , 0. – 0 с. Srichander Ramaswamy. Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide. – М.: , 0. – 0 с. Andreas Vester. Theories of Contagion: The Role of International Portfolio Flows. – М.: , 2012. – 88 с. Michael Beer, Nitin Nohria, Resolving the Tension between Theory E, O of Change By Michael Beer, Nitin Nohria. Breaking the Code of Change. – М.: , 0. – 0 с. Michael D. McGinnis, Bloomington Workshop in Political Theory and polic Indiana University. Polycentric Governance and Development: Readings from the Workshop in Political Theory and Policy Analysis (Institutional Analysis). – М.: , 0. – 0 с. Robert J. Aumannn, Sergiu Hart. Handbook of Game Theory with Economic Applications Volume 3. – 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. J. Michael Steele. Stochastic Calculus and Financial Applications. – М.: , 0. – 0 с. Kuno J. M. Huisman. Technology Investment: A Game Theoretic Real Options Approach (Theory and Decision Library. Series C, Game Theory, Mathematical Programming, and Operations Research, V. 28). – М.: , 0. – 0 с. Michael D. McGinnis, Bloomington Workshop in Political Theory and polic Indiana University. Polycentricity and Local Public Economies: Readings from the Workshop in Political Theory and Policy Analysis (Institutional Analysis). – М.: , 0. – 0 с. Robin Lapthorn Marris, Robin Lapthorn Economic Theory of Managerial Capitalism Marris. Managerial Capitalism in Retrospect. – М.: , 0. – 0 с. Jati K. Sengupta. Dynamics of Data Envelopment Analysis: Theory of Systems Efficiency. – М.: , 0. – 0 с. Constantin Zopounidis. Operational Tools in the Management of Financial Risks. – М.: , 0. – 0 с. T. Parthasarathy, B. Dutta, J. A. M. Potters, T. E. S. Raghaven, D. Ray, A. Sen, Bangalore Indian Institute of Science, Indian Statistical Institute, Jawaharlal Nehru Centre for Advanced Scientific re. Game Theoretical Applications to Economics and Operations Research (Theory and Decision Library. Series C, Game Theory, Mathematical Programming, and Operations Research, Vol 18). – М.: , 0. – 0 с. Sunny A. Auyang. Foundations of Complex-system Theories: In Economics, Evolutionary Biology, and Statistical Physics. – М.: Cambridge University Press, 1999. – 420 с. Jati K. Sengupta. New Efficiency Theory: With Applications of Data Envelopment Analysis. – М.: , 0. – 0 с. Haim Levy, Myles Robinson. Stochastic Dominance: Investment Decision Making Under Uncertainty (Studies in Risk and Uncertainty). – М.: , 0. – 0 с. Thomas J. Sargent. Macroeconomic Theory (Economic Theory, Econometrics, and Mathematical Economics Series). – М.: , 0. – 0 с. Evan L. Porteus. Foundations of Stochastic Inventory Theory. – М.: , 0. – 0 с. International Symposium in Economic Theory and Econometrics 1996 univ, Carl Chiarella, Steve Keen, Robert Marks, Hermann Schnabl. Commerce, Complexity, and Evolution: Topics in Economics, Finance, Marketing, and Management : Proceedings of the Twelfth International Symposium in E ... Symposia in Economic Theory and Econometrics). – М.: , 0. – 0 с. A. G. Malliaris, William A. Brock. Stochastic Methods in Economics and Finance (Handbooks in Economics). – М.: , 0. – 0 с. Marcelo Bianconi, M. Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 0. – 0 с. Kent Osband. Iceberg Risk: An Adventure in Portfolio Theory. – 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. Albert N. Shiriaev. Essentials of Stochastic Finance: Facts, Models, Theory. – 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. Erhard Robert Fernholz, E. Robert Fernholz. Stochastic Portfolio Theory. – М.: , 0. – 0 с. Edwin J. Elton, Martin J. Gruber. Investments, Vol. 1: Portfolio Theory and Asset Pricing. – М.: , 0. – 0 с. Edwin J. Elton, Martin J. Gruber. Investments, Vol. 2: Securities Prices and Performance. – М.: , 0. – 0 с. E. Barucci. Financial Markets Theory: Equilibrium, Efficiency, and Information (Springer Finance). – М.: , 0. – 0 с. Iftekhar Hasan, William C. Hunter, I. Hasan, W. Hunter. Research in Banking and Finance, Volume 2. – М.: , 0. – 0 с. Jean-Luc Prigent. Weak Convergence of Financial Markets. – 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. G. Kallianpur, Rajeeva L. Karandikar, Gopinath Kallianpur, R. L. Karandikar. Introduction to Option Pricing Theory. – М.: , 0. – 0 с. Richard Oberuc. Dynamic Portfolio Theory and Management. – М.: , 0. – 0 с. Noel Amenc, Veronique Le Sourd. Portfolio Theory and Performance Analysis. – М.: John Wiley and Sons, Ltd, 2003. – 280 с. Timothy W. Cunningham, Clay B. Mansfield. Pay Yourself First : A Commonsense Guide to Life-Cycle Retirement Investing. – М.: , 0. – 0 с. John J. Bowen. The Prudent I nvestor's Guide to Beating Wall Street at Its Own Game. – М.: , 0. – 0 с. Peter J. Klein. Getting Started in Security Analysis. – М.: , 0. – 0 с. Frank J. Fabozzi, James L. Grant. Equity Portfolio Management. – М.: , 0. – 0 с. Richard Dobbins, Stephen F. Witt, John Fielding. Portfolio Theory and Investment Management. – М.: Blackwell Business, 1994. – 192 с. Jeff McClure. The Personal Wealth Coach: Creating and Rebuilding Invested Wealth in the 21st Century. – М.: , 0. – 0 с. Steven R. Davis. Retire Early Sleep Well: A Practical Guide to Modern Portfolio Theory and Retirement in Plain English. – М.: , 0. – 0 с. Damien Lamberton, Bernard Lapeyre, Nicolas Rabeau, Francois Mantion. Introduction to Stochastic Calculus Applied to Finance. – 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. Diderik, Oksendal, Bernt Lund. Stochastic Models and Option Values. – М.: , 0. – 0 с. Thomas Mikosch. Non-Life Insurance Mathematics: An Introduction With Stochastic Processes (Universitext). – М.: , 0. – 0 с. F. Etienne De Vylder. Life Insurance Theory: Actuarial Perspectives. – М.: , 0. – 0 с. D. N. Shanbhag, C. Radhakrishna Rao. Handbook of Statistics 21: Stochastic Processes: Modeling and Simulation. – М.: , 0. – 0 с. John Knight. Linear Factor Models in Finance (Quantitative Finance Series). – М.: , 2005. – 0 с. Peter Kall. Stochastic Linear Programming : Models, Theory, and Computation (International Series in Operations Research & Management Science). – М.: , 2005. – 0 с. Ilya Molchanov. Theory of Random Sets (Probability and its Applications). – М.: , 2005. – 0 с. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. Alexandre Ziegler. A Game Theory Analysis of Options. – М.: , 2004. – 0 с. Asset Pricing Theory and Tests (International Library of Critical Writings in Economics). – М.: , 2003. – 0 с. Marcelo Bianconi. Financial Economics, Risk and Information: An Introduction to Methods and Models. – М.: , 2003. – 0 с. William A. Schneider. The Practical Guide to Managing Nonprofit Assets. – М.: , 2005. – 0 с. George A. Anastassiou. Handbook of Numerical Methods in Finance. – М.: , 2003. – 0 с. Hans Follmer. Stochastic Finance: An Introduction In Discrete Time 2 (De Gruyter Studies in Mathematics). – М.: , 2004. – 0 с. David Ruppert. Statistics and Finance: An Introduction. – М.: , 2004. – 0 с. Robert Chadburn. Modern Actuarial Theory and Practice. – М.: , 2004. – 0 с. Mikkel Rasmussen. Quantitative Portfolio Optimisation, Asset Allocation and Risk Management (Finance and Capital Markets). – М.: , 2003. – 0 с. Bernd Scherer. Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes. – М.: , 2005. – 0 с. Fred E. Benth. Option Theory with Stochastic Analysis : An Introduction to Mathematical Finance (Universitext). – М.: , 2004. – 0 с. Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. George Pennacchi. Theory of Asset Pricing (The Addison-Wesley Series in Finance). – М.: , 2007. – 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 Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems/ A Volume in ... in Operations Research. – М.: , 2006. – 358 с. Dietmar Maringer. Portfolio Management with Heuristic Optimization (Advances in Computational Management Science). – М.: , 2005. – 240 с. Wendell H. Fleming, H.M. Soner. Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability). – М.: , 2005. – 429 с. Steven E. Shreve. Stochastic Calculus Models for Finance: Continuous Time Models. – М.: Springer, 2004. – 576 с. Paul Wilmott. Paul Wilmott on Quantitative Finance 3 Volume Set. – М.: Wiley, 2006. – 1500 с. X. Sheldon Lin, Society of Actuaries. Introductory Stochastic Analysis for Finance and Insurance (Wiley Series in Probability and Statistics). – М.: , 2006. – 248 с. Attilio Meucci. Risk and Asset Allocation (Springer Finance). – М.: , 2005. – 532 с. Paul Malliavin, Anton Thalmaier. Stochastic Calculus of Variations in Mathematical Finance. – М.: , 2005. – 120 с. Stochastic Dominance: Investment Decision Making under Uncertainty (Studies in Risk and Uncertainty). – М.: , 2006. – 440 с. Multi-moment Asset Allocation and Pricing Models (The Wiley Finance Series). – М.: , 2006. – 258 с. Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. – М.: , 2006. – 432 с. Saeed Ghahramani. Fundamentals of Probability, with Stochastic Processes (3rd Edition). – М.: , 2004. – 644 с. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с. Martin Jacobsen. Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes (Probability and its Applications). – М.: , 2005. – 328 с. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с. Giuseppe Arbia. Spatial Econometrics: Statistical Foundations and Applications to Regional Convergence (Advances in Spatial Science). – М.: , 2006. – 207 с. Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control (Annals of the International Society of Dynamic Games). – М.: , 2004. – 679 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Mario V. Wuthrich, Michael Merz. Stochastic Claims Reserving Methods in Insurance (The Wiley Finance Series). – М.: , 2008. – 438 с. William F. Sharpe. Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice (Princeton Lectures in Finance). – М.: , 2008. – 232 с. U. Narayan Bhat. An Introduction to Queueing Theory: Modeling and Analysis in Applications (Statistics for Industry and Technology). – М.: , 2008. – 268 с. Gerard Blokdijk, Ivanka Menken. IT Services Portfolio Management Best Practice Handbook: Planning, Implementing, Maximizing Return on Investment of Strategic IT Portfolio Management - Ready to use bringing Theory into Action. – М.: , 2008. – 144 с. Mathematical Control Theory and Finance. – М.: , 2008. – 420 с. Bing Cheng, Howell Tong. Asset Pricing: A Structural Theory and Its Applications. – М.: , 2008. – 92 с. Jeffrey R. Bohn, Roger M. Stein. Active Credit Portfolio Management in Practice. – М.: Wiley, 2009. – 610 с. Yuri M. Kabanov, Mher Safarian. Markets with Transaction Costs: Mathematical Theory (Springer Finance). – М.: , 2009. – 250 с. Costis Skiadas. Asset Pricing Theory (Princeton Series in Finance). – М.: , 2009. – 368 с. John B. Guerard. Corporate Financial Policy and R&D Management (+ CD-ROM). – М.: John Wiley and Sons, Ltd, 2005. – 304 с. Handbook of Quantitative Finance and Risk Management. – М.: , 2010. – 1600 с. Douglas Kennedy. Stochastic Financial Models (Chapman & Hall/CRC Financial Mathematics Series). – М.: , 2010. – 264 с. Gizatulla Aibassov. Optimization of Petroleum Producing Assets Portfolio: Development of an Advanced Computer Model. – М.: , 2010. – 108 с. Johnathan Mun. Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization (+ DVD-ROM). – М.: John Wiley and Sons, Ltd, 2010. – 1016 с. Carl E. Walsh. Monetary Theory and Policy. – М.: The MIT Press, 2010. – 638 с. Jie Xiong. An Introduction to Stochastic Filtering Theory (Oxford Graduate Texts in Mathematics). – М.: , 2008. – 224 с. Alan Bain, Dan Crisan. Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability). – М.: , 2008. – 408 с. Harold J. Kushner. Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications). – М.: , 2008. – 282 с. Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics: A Tribute to Michael K. Sain (Systems & Control: Foundations & Applications). – М.: , 2008. – 386 с. Wilfrid S. Kendall, Ilya Molchanov. New Perspectives in Stochastic Geometry. – М.: , 2010. – 608 с. Hiroaki Morimoto. Stochastic Control and Mathematical Modeling: Applications in Economics (Encyclopedia of Mathematics and its Applications). – М.: , 2010. – 344 с. Peter K. Friz, Nicolas B. Victoir. Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics). – М.: , 2010. – 675 с. Richard M. Feldman, Ciriaco Valdez-Flores. Applied Probability and Stochastic Processes. – М.: , 2010. – 397 с. Edwin J. Elton. Modern Portfolio Theory and Investment Analysis, Eighth Edition International Student Version. – М.: , 2010. – 752 с. Jyotiprasad Medhi. Stochastic Models in Queueing Theory. – М.: , 2010. – 450 с. SHANBHAG. STOCHASTIC PROCESSES: THEORY AND METHODSHANDBOOK OF STATISTICS SERIES VOLUME 19 (HS). – М.: , 2010. – 0 с. Edwin J. Elton. Modern Portfolio Theory and Investment Analysis. – М.: , 1991. – 736 с. Edwin Elton. Investments – Portfolio Theory & Asset Pricing V 1. – М.: , 1999. – 480 с. Svetlozar T. Rachev. Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization. – М.: , 2008. – 382 с. Edwin J. Elton. Modern Portfolio Theory and Investment Analysis. – М.: , 1995. – 0 с. Edwin J. Elton. Modern Portfolio Theory and Investment Analysis. – М.: , 2002. – 0 с. Asset Allocation, 4Th Ed. – М.: , 2011. – 336 с. Behavioral Investment Management: An Efficient Alternative To Modern Portfolio Theory. – М.: , 2011. – 400 с. Jan Urban,Jan Vanek and Dalibor Stys. Systems Theory. – М.: LAP Lambert Academic Publishing, 2012. – 92 с. Delia Teselios and Mihaela Albici. Probability and stochastic processes used in assessing options. – М.: LAP Lambert Academic Publishing, 2010. – 104 с. Esteban Chavez. Limit Theorems for Differential Equations in Random Media. – М.: LAP Lambert Academic Publishing, 2013. – 120 с. Md. Azizul Baten. Stochastic Linear Regulator Problem in Optimal Control Theory. – М.: LAP Lambert Academic Publishing, 2012. – 160 с. Fredrick Mayanja,Sure Mataramvura and Wilson Mahera. Portfolio Optimization Model: The Case of Uganda Securities Exchange. – М.: LAP Lambert Academic Publishing, 2012. – 84 с. Kazuhiro Iwasawa. Fast Relevant Simulation in Finance. – М.: LAP Lambert Academic Publishing, 2011. – 112 с. Daniel Synowiec. Investor Problem. – М.: LAP Lambert Academic Publishing, 2012. – 96 с. Stefano Luigi Linati. General Theory of Portfolio Efficiency. – М.: LAP Lambert Academic Publishing, 2011. – 116 с. Bozhana Venediktova and Daniela Staneva. Commercial Bank’s Investment Portfolio. – М.: LAP Lambert Academic Publishing, 2012. – 84 с. Emelie Nordell and Caroline Stark. Diversifying in the Integrated Markets of ASEAN+3. – М.: LAP Lambert Academic Publishing, 2010. – 84 с. Alexey Mikhaylov. Asset allocation in investment funds. – М.: LAP Lambert Academic Publishing, 2013. – 96 с. Alfredo Jimenez. THREE ESSAYS ON THE PROACTIVE USE OF POLITICAL RISK. – М.: LAP Lambert Academic Publishing, 2011. – 244 с. Gizatulla Aibassov. Optimization of Petroleum Producing Assets Portfolio. – М.: LAP Lambert Academic Publishing, 2010. – 108 с. Muthucattu Thomas Paul and Fosuhene Akua Asarebea. Risk Modeling and a study of CAPM for major Indian companies. – М.: LAP Lambert Academic Publishing, 2012. – 160 с. Abdulkarim Garba. Impact of some variables on Common Stock Returns. – М.: LAP Lambert Academic Publishing, 2014. – 232 с.
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