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Результаты поиска Лучшие 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. Ralf J. Leiteritz. National Economic Identity and Capital Mobility: State-Business Relations in Latin America (Globale Politische Okonomie). – М.: , 2012. – 175 с. 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. Kurt Peray. Investing in Mutual Funds Using Fuzzy Logic. – М.: , 0. – 0 с. Forecasting Volatility in the Financial Markets (Quantitative Finance Series). – М.: , 0. – 0 с. Richard Rendleman. Applied Derivatives: Options, Futures and Swaps. – М.: , 0. – 0 с. 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. Irina Gotsch. Libor Market Model: Theory and Implementation. – М.: , 2012. – 124 с. Joseph Wilson. Efficiency of the Ghana Stock Exchange. – М.: , 2012. – 80 с. Kashi Kafle. Exchange rate volatility and bilateral agricultural trade flows: The case of the United States and OECD countries. – М.: , 2012. – 124 с. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с. 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. Robert Buff. Uncertain Volatility Models - Theory and Application. – М.: , 0. – 0 с. Advanced Lectures in Quantitative Economics II. – М.: , 0. – 0 с. Luc Bauwens, Pierre Giot. Econometric Modelling of Stock Market Intraday Activities. – М.: , 0. – 0 с. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – 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. William Mark Crain. Volatile States: Institutions, Policy, and the Performance of American State Economies. – М.: , 0. – 0 с. Charles S. Tapiero. Applied Stochastic Models and Control for Finance and Insurance. – М.: , 0. – 0 с. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с. Sardar M.N. Islam. Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets (Contributions to Economics). – М.: , 2004. – 0 с. 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. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. 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. 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. The Best of Wilmott 2. – М.: , 2005. – 0 с. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 0 с. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с. Jim Gatheral. The Volatility Surface: A Practitioner's Guide. – М.: Wiley, 2006. – 208 с. 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. Douglas DeCarlo. eXtreme Project Management: Using Leadership, Principles, and Tools to Deliver Value in the Face of Volatility. – М.: Jossey-Bass, 2004. – 560 с. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с. 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. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с. John Knight, Stephen Satchell. Forecasting Volatility in the Financial Markets (Quantitative Finance) (Quantitative Finance). – М.: , 2007. – 432 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. Laurent E. Calvet, Adlai J. Fisher. Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance) (Academic Press Advanced Finance). – М.: , 2008. – 264 с. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с. Carol Alexander. Market Risk Analysis: Volume IV: Value at Risk Models (v. 4). – М.: Wiley, 2009. – 492 с. A. Eydeland, Krzysztof Wolyniec. Energy And Power Risk Management: New Developments in Modeling, Pricing, And Hedging (Wiley Finance). – М.: , 2009. – 700 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 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. Peter H. Rossi. Modelling Stock Market Volatility. – М.: , 2010. – 485 с. Andrea Pascucci. PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series). – М.: , 2011. – 738 с. I Nyoman Suprapta Winaya. Fluidized Bed Combustion of High Volatile Matter Fuels. – М.: LAP Lambert Academic Publishing, 2012. – 104 с. Giovanni Betti Beneventi. Characterization and Modeling of Phase-Change Memories. – М.: LAP Lambert Academic Publishing, 2012. – 92 с. Hilmi Armoush. Business Model Innovation For Shipbrokers In The Drybulk Industry. – М.: LAP Lambert Academic Publishing, 2014. – 60 с. Jacques Scheepers and Edison Muzenda. The Solubility of Volatile Organic Compounds in Biodiesel. – М.: LAP Lambert Academic Publishing, 2013. – 240 с. Jinzhuo Wu. Economic Analysis Models for Woody Biomass to Biofuels. – М.: Scholars' Press, 2013. – 136 с. Jonesmus Wambua. A Statistical Approach In Modelling Maize Prices Volatility. – М.: LAP Lambert Academic Publishing, 2012. – 64 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. Chibuzo Amaefula. Impacts of Macroeconomic Factors on stock returns and volatility. – М.: LAP Lambert Academic Publishing, 2014. – 256 с. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с. Ayhan Yuksel. Credit Risk Modeling. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Dorbor Hagba. Can Market Volume Help In Predicting Share Market Volatility?. – М.: LAP Lambert Academic Publishing, 2011. – 84 с. Stoyan Stoyanov,Svetlozar Rachev and Frank Fabozzi. Optimal Portfolio Management in Highly Volatile Markets. – М.: Scholars' Press, 2013. – 244 с. Henry Obeng Tawiah and Peterson Owusu Junior. Interest Rate Derivatives. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Ravi Gor. Management of Perishable Inventory: A Mathematical Modelling Approach. – М.: LAP Lambert Academic Publishing, 2011. – 144 с. Levi Mbugua. Modeling Energy Demand using Nonparametric and Extreme Value Theory. – М.: LAP Lambert Academic Publishing, 2014. – 148 с. Karl Shen. A Glimpse at the Mathematics of Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2010. – 80 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. Reuben David and Chibuike Ngene Nnamani. Modelling Exchange Rate Volatility:. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Samuel Mwangi. Market Reforms Effects on Price Volatility. – М.: LAP Lambert Academic Publishing, 2014. – 76 с. Robert Slepaczuk and Grzegorz Zakrzewski. High-Frequency and Model-Free Volatility Estimators. – М.: LAP Lambert Academic Publishing, 2013. – 60 с. John Siam. HEDGING CANADIAN SHORT-TERM INTEREST RATES: THE BAX MARKET. – М.: LAP Lambert Academic Publishing, 2009. – 152 с. Chun Man CHAN. Applied Statistical Methods in Weak Unsteady Signals. – М.: LAP Lambert Academic Publishing, 2009. – 144 с. Fitsum Zewdu Mulugeta. Volatility of Ethiopian Export Earnings. – М.: LAP Lambert Academic Publishing, 2010. – 76 с. Linkon Mondal. The Foreign Exchange Market Intervention and Exchange Rate Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 52 с. Mehmet Ali KARADAG and Huseyin SENTURK. Regime Switching Volatility Models. – М.: LAP Lambert Academic Publishing, 2010. – 100 с. P.A. Naidu. Risk Management Through VaR Models. – М.: LAP Lambert Academic Publishing, 2013. – 180 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. 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. Md Fardous Alom. Volatility and spillover effects of oil and food price shocks. – М.: LAP Lambert Academic Publishing, 2012. – 152 с. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Giovanni Schiesari. Volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 140 с. Joakim Skoog and David Enocksson. Evaluating VaR (Value-at-Risk). – М.: LAP Lambert Academic Publishing, 2012. – 52 с. Veli-Matti Ahoranta. Implied Volatility Functions. – М.: LAP Lambert Academic Publishing, 2010. – 72 с. Fang Liu. Modelling and Forecasting of Information Technology Stock Prices. – М.: LAP Lambert Academic Publishing, 2010. – 112 с. Kipyegon Kirui,Tom Kimani and Nelson Wawire. Budget Deficit Financing and Exchange Rate Volatility in Kenya. – М.: LAP Lambert Academic Publishing, 2014. – 140 с. Iva Cvjeticanin. The Japanese Model of High Growth and its Transformation. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Shaista Alam and Qazi Masood Ahmed. Exchange Rate Volatility and International Trade. – М.: LAP Lambert Academic Publishing, 2013. – 328 с. Ahammad Hossain,Ayub Ali and Md. Kamruzzaman. Volatility Analysis and Forecasting Volume Data of DSE. – М.: LAP Lambert Academic Publishing, 2015. – 176 с. Ayesha Rawoo. Trading Volume, Volatility And Leverage. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. Kashi Kafle. Exchange rate volatility and bilateral agricultural trade flows. – М.: LAP Lambert Academic Publishing, 2012. – 124 с. John Siegfred Magalaya Shilinde. Coffee Price Volatility and Trade Policy Effects. – М.: LAP Lambert Academic Publishing, 2014. – 84 с. Daniel Bencik. Range-based Volatility Estimation and Forecasting. – М.: LAP Lambert Academic Publishing, 2012. – 96 с. Prashant Joshi. Analysing Volatility of Indian Stock Markets using EViews. – М.: LAP Lambert Academic Publishing, 2014. – 84 с. Pradipta Kumar Sanyal. Indian Stock Market Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 388 с. Ravindra Chitlangi. Hedging & Pricing of Options using least squares through simulation. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. BANU DINCER. IAS/IFRS and Information Asymmetry. – М.: LAP Lambert Academic Publishing, 2011. – 136 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. Jayaraj Rajaiah. Exchange rate of India and its Volatility. – М.: Scholars' Press, 2014. – 80 с. Abdul Jalil Khan and Parvez Azim. Exchange Rate Volatility and Trade: A Panel Data Analysis. – М.: Scholars' Press, 2015. – 220 с. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с. Katarzyna Piela. Evaluation of the CAPM and the Fama-French Asset Pricing Models. – М.: LAP Lambert Academic Publishing, 2013. – 76 с. Chunrong Wang. The Information Content of Canadian Implied Volatility Indexes. – М.: LAP Lambert Academic Publishing, 2012. – 88 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. Kofi Nyamekye and Nelson Tabe Arrey. Ethiopian Commodity Exchange As a Model. – М.: LAP Lambert Academic Publishing, 2012. – 112 с. Samuel Mwangi. Exchange Rate Volatility Effects on Kenya's Exports. – М.: Scholars' Press, 2014. – 108 с. Dede Kalkan. Financial Volatility Spill Over Effect, A Study of Turkish Crises. – М.: LAP Lambert Academic Publishing, 2014. – 64 с. J. C. Arismendi. Quantitative Finance. – М.: LAP Lambert Academic Publishing, 2014. – 228 с. K. Prabhakaran and S. Varadaraj. Forecasting Stock Price Volatility - An Indian Perspective. – М.: LAP Lambert Academic Publishing, 2014. – 196 с. Muhammad Tahir Suleman. Political Risk and Stock Market Volatility. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Pretimaya Samanta. Futures Trading and Spot Market Volatility in India. – М.: LAP Lambert Academic Publishing, 2012. – 92 с. Ondrej Sindelka. Estimation of VaR by Employing Economic News in GARCH models. – М.: LAP Lambert Academic Publishing, 2012. – 132 с. Emma Ran Li. Applications of Asymmetric GARCH Models with Conditional Distributions. – М.: LAP Lambert Academic Publishing, 2012. – 52 с. Дополнительные результаты С.В. Маклаков. Моделирование бизнес-процессов с AIIFusion Process Modeler. – М.: Диалог-МИФИ, 2004. – 240 с. Sue Harding, Trevor Long. MBA Management Models. – М.: Ashgate, 1998. – 240 с. Helen Scarborough, Jeff Bennett. Cost-Benefit Analysis and Distributional Preferences: A Choice Modelling Approach. – М.: , 2012. – 136 с. Marek Capinski, Ekkehard Kopp. Discrete Models of Financial Markets (Mastering Mathematical Finance). – М.: , 2012. – 192 с. Paul Darbyshire, David Hampton. Hedge Fund Modeling and Analysis Using Excel and VBA (The Wiley Finance Series). – М.: , 2012. – 278 с. Gordon Curphy, Robert Hogan. The Rocket Model: Practical Advice for Building High Performing Teams. – М.: , 2012. – 198 с. Nick T. Thomopoulos. Fundamentals of Queuing Systems: Statistical Methods for Analyzing Queuing Models. – М.: , 2012. – 183 с. Michael Eley. Simulation in der Logistik: Einfuhrung in die Erstellung ereignisdiskreter Modelle unter Verwendung des Werkzeuges "Plant Simulation" (Springer-Lehrbuch) (German Edition). – М.: , 2012. – 341 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. Critical Infrastructure Protection: Advances in Critical Infrastructure Protection: Information Infrastructure Models, Analysis, and Defense (Lecture ... Computer Science / Security and Cryptology). – М.: , 2012. – 371 с. Wojciech Syrzysko. Supply Chain Controlling: Eine Integration von Advanced Planning Systems und SCOR-Modell (German Edition). – М.: , 2012. – 100 с. Timothy Clark, Alexander Osterwalder, Yves Pigneur. Business Model You: A One-Page Method For Reinventing Your Career. – М.: , 2012. – 264 с. Cynthia Fraser. Business Statistics for Competitive Advantage with Excel 2010: Basics, Model Building, and Cases. – М.: , 2012. – 485 с. Frank Schonthaler, Gottfried Vossen, Andreas Oberweis, Thomas Karle. Business Processes for Business Communities: Modeling Languages, Methods, Tools. – М.: , 2012. – 201 с. 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. Forecasting Volatility in the Financial Markets (Quantitative Finance Series). – М.: , 0. – 0 с. 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. Irina Gotsch. Libor Market Model: Theory and Implementation. – М.: , 2012. – 124 с. Kashi Kafle. Exchange rate volatility and bilateral agricultural trade flows: The case of the United States and OECD countries. – М.: , 2012. – 124 с. Judith Modell. A Town Without Steel: Envisioning Homestead. – М.: , 0. – 0 с. David Model. Corporate Rule: Understanding and Challenging the New World Order. – М.: , 0. – 0 с. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с. Robert Buff. Uncertain Volatility Models - Theory and Application. – М.: , 0. – 0 с. Advanced Lectures in Quantitative Economics II. – М.: , 0. – 0 с. Luc Bauwens, Pierre Giot. Econometric Modelling of Stock Market Intraday Activities. – М.: , 0. – 0 с. Alan L. Lewis. Option Valuation under Stochastic Volatility : with Mathematica Code. – 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. William Mark Crain. Volatile States: Institutions, Policy, and the Performance of American State Economies. – М.: , 0. – 0 с. David Model. Corporate Rule: Understanding and Challenging the New World Order. – М.: , 0. – 0 с. 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. Charles S. Tapiero. Applied Stochastic Models and Control for Finance and Insurance. – М.: , 0. – 0 с. Riccardo Rebonato. Volatility and Correlation (WILEY FINANCE). – М.: , 0. – 0 с. 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. Sardar M.N. Islam. Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets (Contributions to Economics). – М.: , 2004. – 0 с. 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. Reinhold Hafner. Stochastic Implied Volatility : A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. 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. 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. The Best of Wilmott 2. – М.: , 2005. – 0 с. Lishang Jiang. Mathematical Modeling and Methods of Option Pricing. – М.: , 2005. – 0 с. Marek Musiela. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability). – М.: , 2004. – 0 с. Hidden Markov Models in Finance (International Series in Operations Research & Management Science). – М.: , 2007. – 184 с. Jim Gatheral. The Volatility Surface: A Practitioner's Guide. – М.: Wiley, 2006. – 208 с. 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. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с. 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. Matthias R. Fengler. Semiparametric Modeling of Implied Volatility (Springer Finance). – М.: , 2005. – 224 с. John Knight, Stephen Satchell. Forecasting Volatility in the Financial Markets (Quantitative Finance) (Quantitative Finance). – М.: , 2007. – 432 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. Laurent E. Calvet, Adlai J. Fisher. Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance) (Academic Press Advanced Finance). – М.: , 2008. – 264 с. Rafael De Santiago. Derivatives Markets with Stochastic Volatility: Interest-Rate Derivatives and Value-at-Risk. – М.: , 2008. – 180 с. Carol Alexander. Market Risk Analysis: Volume IV: Value at Risk Models (v. 4). – М.: Wiley, 2009. – 492 с. A. Eydeland, Krzysztof Wolyniec. Energy And Power Risk Management: New Developments in Modeling, Pricing, And Hedging (Wiley Finance). – М.: , 2009. – 700 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. Pierre Henry-Labordere. Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series). – М.: , 2008. – 400 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. Peter H. Rossi. Modelling Stock Market Volatility. – М.: , 2010. – 485 с. Arnold H Modell. Imagination & the Meaningful Brain. – М.: , 2003. – 272 с. Mitchell L Model. Bioinformatics Programming Using Python. – М.: , 2010. – 522 с. Arnold H Modell. Imagination and the Meaningful Brain. – М.: , 2006. – 272 с. Arnold H Modell. The Private Self. – М.: , 1993. – 262 с. Arnold H Modell. The Private Self (Paper). – М.: , 1996. – 262 с. John Modell. Other Times, Other Realities – Toward a Theory of Psychoanalytic Treatment. – М.: , 1990. – 208 с. Arnold H Modell. Other Times, Other Realities – Toward a Theory of Psychoanalytic Treatment (Paper). – М.: , 1996. – 192 с. Eric Model. Beyond the Interstate. – М.: , 1989. – 242 с. Andrea Pascucci. PDE and Martingale Methods in Option Pricing (Bocconi & Springer Series). – М.: , 2011. – 738 с. I Nyoman Suprapta Winaya. Fluidized Bed Combustion of High Volatile Matter Fuels. – М.: LAP Lambert Academic Publishing, 2012. – 104 с. Giovanni Betti Beneventi. Characterization and Modeling of Phase-Change Memories. – М.: LAP Lambert Academic Publishing, 2012. – 92 с. Hilmi Armoush. Business Model Innovation For Shipbrokers In The Drybulk Industry. – М.: LAP Lambert Academic Publishing, 2014. – 60 с. Jacques Scheepers and Edison Muzenda. The Solubility of Volatile Organic Compounds in Biodiesel. – М.: LAP Lambert Academic Publishing, 2013. – 240 с. Jinzhuo Wu. Economic Analysis Models for Woody Biomass to Biofuels. – М.: Scholars' Press, 2013. – 136 с. Jonesmus Wambua. A Statistical Approach In Modelling Maize Prices Volatility. – М.: LAP Lambert Academic Publishing, 2012. – 64 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. Chibuzo Amaefula. Impacts of Macroeconomic Factors on stock returns and volatility. – М.: LAP Lambert Academic Publishing, 2014. – 256 с. Abdelilah Jraifi. Numerical Analysis Of Stochastic Volatility Jump Diffusion Models. – М.: LAP Lambert Academic Publishing, 2014. – 104 с. Ayhan Yuksel. Credit Risk Modeling. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Magid Maatallah. Large deviations in risk management. – М.: LAP Lambert Academic Publishing, 2011. – 68 с. Alessio Pieri. Pricing options using multifactor stochastic volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 96 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Dorbor Hagba. Can Market Volume Help In Predicting Share Market Volatility?. – М.: LAP Lambert Academic Publishing, 2011. – 84 с. Stoyan Stoyanov,Svetlozar Rachev and Frank Fabozzi. Optimal Portfolio Management in Highly Volatile Markets. – М.: Scholars' Press, 2013. – 244 с. Henry Obeng Tawiah and Peterson Owusu Junior. Interest Rate Derivatives. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Ravi Gor. Management of Perishable Inventory: A Mathematical Modelling Approach. – М.: LAP Lambert Academic Publishing, 2011. – 144 с. Levi Mbugua. Modeling Energy Demand using Nonparametric and Extreme Value Theory. – М.: LAP Lambert Academic Publishing, 2014. – 148 с. Karl Shen. A Glimpse at the Mathematics of Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2010. – 80 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. Reuben David and Chibuike Ngene Nnamani. Modelling Exchange Rate Volatility:. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Samuel Mwangi. Market Reforms Effects on Price Volatility. – М.: LAP Lambert Academic Publishing, 2014. – 76 с. Robert Slepaczuk and Grzegorz Zakrzewski. High-Frequency and Model-Free Volatility Estimators. – М.: LAP Lambert Academic Publishing, 2013. – 60 с. John Siam. HEDGING CANADIAN SHORT-TERM INTEREST RATES: THE BAX MARKET. – М.: LAP Lambert Academic Publishing, 2009. – 152 с. Chun Man CHAN. Applied Statistical Methods in Weak Unsteady Signals. – М.: LAP Lambert Academic Publishing, 2009. – 144 с. Linkon Mondal. The Foreign Exchange Market Intervention and Exchange Rate Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 52 с. Mehmet Ali KARADAG and Huseyin SENTURK. Regime Switching Volatility Models. – М.: LAP Lambert Academic Publishing, 2010. – 100 с. P.A. Naidu. Risk Management Through VaR Models. – М.: LAP Lambert Academic Publishing, 2013. – 180 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. 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. Md Fardous Alom. Volatility and spillover effects of oil and food price shocks. – М.: LAP Lambert Academic Publishing, 2012. – 152 с. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Giovanni Schiesari. Volatility models. – М.: LAP Lambert Academic Publishing, 2011. – 140 с. 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Владимир, 11.10 Здравствуйте Юлия! Спасибо за работу, защитил на пять. Думаю скоро обратиться опять, правда, уже не с такими сжатыми сроками.
