Книги
Computational Methods in Finance
Hirsa, A. Computational Methods in Finance / A. Hirsa. — Boca RatonLondonNew York : CRC Press, 2013. — XXIX, 414 p.: il.. — (Financial Mathematics Series). — References: P. 395-408. — ISBN 978-1-4398-2957-8 : 4652.00 р.
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УДК:336.01
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ISBN:978-1-4398-2957-8
Рекомендовано к ознакомлению
- 1. Sollis, R. Empirical finance for finance and banking / R. Sollis. — J. Wiley & Sons, 2012. — XII, 345 p.. — ISBN 978-0-470-51289-0.
- 2. Handbook of critical issues in finance / editors: J. Toporowski, J. Michell. — Cheltenham : Edward Elgar, 2012. — XI, 326 p.. — ISBN 978-1-84980-370-0.
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- 4. Multiscale stochastic volatility for equity, interest rate, and credit derivatives / J. -P. Fouque, G. Papanicolaou, R. Sircar, K. Sølna. — New York : Cambridge University Press, 2011. — XIII, 441 p.. — ISBN 978-0-521-84358-4.
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- 7. Handbook of Volatility Models and Their Applications / ed.: L. Bauwens, Ch. Hafner, S. Laurent. — Hoboken : J.Wiley & Sons, 2012. — XX, 543 p.. — (Wiley Handbooks in Financial engineering and econometrics). — ISBN 978-0-470-87251-2.
- 8. Levy, H. The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives / H. Levy. — Cambridge : Cambridge University Press, 2012. — XIII, 442 p.. — ISBN 978-1-107-00671-3.
- 9. Sweeting, P. Financial enterprise risk management / P. Sweeting. — New York : Cambridge University Press, 2012. — XII, 551 p.. — (International Series on Actuarial Science). — ISBN 978-0-521-11164-5.
- 10. Rachev, S.T. A Probability Metrics Approach to Financial Risk Measures / S. T. Rachev, S. V. Stoyanov, F. J. Fabozzi. — Chichester : J.Wiley & Sons, 2011. — 375 p.. — ISBN 978-1-4051-8369-7.
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