Книги
Stochastic Programming
Gassmann, H.I. Stochastic Programming : Applications in Finance, Energy, Planning and Logistics / H. I. Gassmann, W. T. Ziemba. — New JerseyLondonSingapore : World Scientific, 2013. — 518 p.: il.. — (World Scientific Series in Finance; vol. 4). — Index: P. 513-518. — ISBN 978-9814407502 : 510.00 р.
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УДК:330.4
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ISBN:978-9814407502
Рекомендовано к ознакомлению
- 1. Dynamic economic problems with regime switches / editors: J. L. Haunschmied [et al.]. — Cham : Springer, 2021. — 309 p.. — (Dynamic modeling and econometrics in economics and finance. Vol. 25). — ISBN 978-3-030-54575-8.
- 2. Molchanov, I.S. Random sets in econometrics / I. S. Molchanov, F. Molinari. — Cambridge : Cambridge University Press, 2018. — 179 с.. — (Econometric society monographs). — ISBN 978-1-107-54873-2.
- 3. Harvey, A.C. Dynamic models for volatility and heavy tails / A. C. Harvey. — Cambridge : Cambridge University Press, 2013. — 262 p.. — (Econometric society monographs). — ISBN 9781107034723.
- 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. Wooldridge, J.M. Introductory Econometrics / J.M. Wooldridge. — 4 Ed.. — Australia : South-Western, 2009. — 865 p.
- 6. 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.
- 7. Mazalov, V.V. Networking games / V. V. Mazalov, J. V. Chirkova. — London : Elsevier, 2019. — 308 p.. — ISBN 978-0-12-816551-5.
- 8. 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.
- 9. Vohra, R.V. Mechanism Design / R. V. Vohra. — Cambridge : Cambridge University Press, 2011. — 173 p.. — (Econometric Society Monographs. № 47). — ISBN 9781107004368.
- 10. Racine, J.S. Reproducible econometrics using R / J. S. Racine. — New York : Oxford University Press, 2019. — 293 p.. — ISBN 978-0-19-090066-3.
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