Книги
Dinamic term structure modeling
Nawalkha, S.K. Dinamic term structure modeling : the fixed income valuation course / S. K. Nawalkha, N. A. Beliaeva, G. M. Soto. — Hoboken : J.Wiley & Sons, 2007. — 684 p.+ CD-ROM N 192312. — 4277.38 р.
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УДК:330.4
Рекомендовано к ознакомлению
- 1. Handbook of heavy-tailed distributions in asset management and risk management / M. L. Bianchi [et al.]. — New Jersey : World Scientific, 2019. — 573 p.. — (World scientific handbook in financial economics series. Vol. 7). — ISBN 9-789813-274914.
- 2. Seleznev, S.M. Solving DSGE models with stochastic trends / S. M. Seleznev. — Moscow : Bank of Russia, 2016. — 27 p.. — (Working Paper Series. № 15 / september).
- 3. Gassmann, H.I. Stochastic Programming / H. I. Gassmann, W. T. Ziemba. — New Jersey : World Scientific, 2013. — 518 p.. — (World Scientific Series in Finance. vol. 4). — ISBN 978-9814407502.
- 4. Judge, G.G. An information theoretic approach to econometrics / G. G. Judge, R. C. Mittelhammer. — New York : Cambridge University Press, 2012. — XVI, 232 p.. — ISBN 978-0-521-86959-1.
- 5. Kulkarni, V.G. Introduction to Modeling and Analysis of Stochastic Systems / V. G. Kulkarni. — 2nd ed.. — New York : Springer, 2011. — XIII, 313 p.. — (Springer Text in Statistics). — ISBN 978-1-4419-1771-3.
- 6. Anatolyev, S. Methods for estimation and inference in modern econometrics / S. Anatolyev, N. Gospodinov. — Boca Raton : CRC Press, 2019. — 219 p.. — ISBN 978-0-367-38266-7.
- 7. Kian Guan Lim Financial valuation and econometrics / Kian Guan Lim. — Singapore : World Scientific Publishing, 2011. — 481 p.. — ISBN 978-981-4307-95-6.
- 8. Wildi, M. Signal Extraction / M. Wildi. — Germany : Springer, 2005. — XI,279 с.. — (Lecture Notes in Economics and Mathematical Systems. 547).
- 9. Hayashi, F. Econometrics / F. Hayashi. — Princeton : Princeton University Press, 2000. — XXIII, 683 с.. — ISBN 978-0-691-01018-2.
- 10. Econometric methods and their applications in finance, macro and related fields / editors: K. Hadri, W. Mikhail. — Singapore : World Scientific Publishing, 2014. — 605 p.
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