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Books on the topic 'Processal i Financer'

Author: Grafiati

Published: 4 June 2021

Last updated: 2 February 2022

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1

Chung, Kai Lai. Elementary probability theory: With stochastic processes and an introduction to mathematical finance. 4th ed. New York: Springer, 2003.

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2

British Columbia. Budget Process Review Panel. Credibility, transparency & accountability: Improving the B.C. budget process. [Victoria, B.C.]: Budget Process Review Panel, 1999.

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3

Jiro, Akahori, Ogawa Shigeyoshi, and Watanabe Shinzo 1935-, eds. Stochastic processes and applications to mathematical finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005. Singapore: World Scientific, 2006.

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4

Stochastic processes with applications to finance. Boca Raton, Fla: Chapman & Hall/CRC, 2003.

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5

Paul, Wolfgang. Stochastic processes: From physics to finance. Berlin: Springer, 1999.

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6

Rolski, Tomasz, Hanspeter Schmidli, Volker Schmidt, and Jozef Teugels, eds. Stochastic Processes for Insurance & Finance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 1999. http://dx.doi.org/10.1002/9780470317044.

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7

Stochastic processes in science, engineering, and finance. Boca Raton: Taylor & Francis, 2006.

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8

Elliott, Robert J., and Rogemar S. Mamon. Hidden Markov models in finance. New York: Springer, 2011.

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9

Alcio Manoel de Sousa Figueiredo. Prática processual no sistema financeiro da habitação. Curitiba: Juruá Editora, 2001.

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10

Ulrich, Rieder, and SpringerLink (Online service), eds. Markov Decision Processes with Applications to Finance. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.

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11

Janssen, Jacques. Applied diffusion processes from engineering to finance. Londo: ISTE, 2013.

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12

Schoutens, Wim. Lévy processes in finance: Pricing financial derivatives. Chichester, West Sussex: J. Wiley, 2003.

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13

Bäuerle, Nicole, and Ulrich Rieder. Markov Decision Processes with Applications to Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-18324-9.

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14

Janssen, Jacques, Oronzio Manca, and Raimondo Manca. Applied Diffusion Processes from Engineering to Finance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118578339.

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15

Beichelt, Frank. Stochastic processes in science, engineering, and finance. Boca Raton, FL: Chapman & Hall/CRC, 2005.

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16

Markov processes and applications: Algorithms, networks, genome, and finance. Chichester, West Sussex, U.K: Wiley, 2008.

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17

1951-, Levendorskiĭ Serge, ed. Non-Gaussian Merton-Black-Scholes theory. Singapore: World Scientific, 2002.

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18

1944-, Kopp P. E., and Traple Janusz, eds. Stochastic calculus for finance. Cambridge, [England]: Cambridge University Press, 2012.

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19

Stummer, Wolfgang. Exponentials, diffusions, finance, entropy and information. Aachen: Shaker Verlag, 2004.

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20

Rachev, Svetlozar T. Bayesian Methods in Finance. New York: John Wiley & Sons, Ltd., 2008.

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21

Anton, Thalmaier, ed. Stochastic calculus of variations in mathematical finance. Berlin: Springer, 2006.

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22

Melino, Angelo. Estimation of continuous-time models in finance. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

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23

service), SpringerLink (Online, ed. Discrete Time Series, Processes, and Applications in Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

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24

Zumbach, Gilles. Discrete Time Series, Processes, and Applications in Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31742-2.

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25

E, Shreve Steven, ed. Methods of mathematical finance. New York: Springer, 1998.

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26

Nicola, Bruti-Liberati, ed. Numerical solution of stochastic differential equations with jumps in finance. Berlin: Springer-Verlag, 2010.

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27

Øksendal, B. K. (Bernt Karsten), 1945-, Proske Frank, and SpringerLink (Online service), eds. Malliavin Calculus for Lévy Processes with Applications to Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008.

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28

Oliveira, Celso Marcelo de. Sistema financeiro de habitação: Doutrina, ementário, jurisprudência, modelo processual. Campinas, SP: LZN Editora, 2002.

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29

Nunno, Giulia Di, Bernt Øksendal, and Frank Proske, eds. Malliavin Calculus for Lévy Processes with Applications to Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-78572-9.

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30

Lim, Kian Guan. Probability and finance theory. New Jersey: World Scientific, 2011.

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31

Probability and finance theory. Hackensack, NJ: World Scientific, 2015.

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32

Tapiero, Charles S. Applied stochastic models and control for finance and insurance. Boston: Kluwer Academic Publishers, 1998.

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33

Balynin, Igor', Natal'ya Vlasova, Aleksey Gubernatorov, Lyudmila Koreckaya, Dmitriy Kuznecov, Evgeniy Lomov, Tat'yana Nikerova, et al. Corporate finance. ru: INFRA-M Academic Publishing LLC., 2019. http://dx.doi.org/10.12737/1013023.

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Abstract:

The textbook deals with the organization of corporate management in the innovation and digital economy, describes the direction of investment policy and the mechanism of its implementation in the activities of the Corporation. Special attention is paid to the mechanisms and methods of financing the Corporation's activities, as well as applied aspects of modeling business processes and their effectiveness. Meets the requirements of the Federal state educational standards of higher education of the last generation. It is intended for students studying in the areas of "management" and "Economics", and can also be useful for graduate students and teachers.

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34

Chen, Hui. Generalized transform analysis of affine processes and applications in finance. Cambridge, MA: National Bureau of Economic Research, 2011.

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35

Peter, Tankov, ed. Financial modelling with jump processes. Boca Raton, Fla: Chapman & Hall/CRC, 2004.

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36

A, Beli︠a︡eva N., and Soto Gloria M, eds. Dynamic term structure modeling: The fixed income valuation course. Hoboken, NJ: John Wiley & Sons, 2007.

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37

Courts as policymakers: School finance reform litigation. New York: LFB Scholarly Pub., 2003.

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38

Hélyette, Geman, ed. Mathematical finance--Bachelier Congress 2000: Selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000. Berlin: Springer, 2002.

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39

(Translator), N. Kruzhilin, ed. Essentials of Stochastic Finance: Facts, Models, Theory. World Scientific Publishing Company, 1999.

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40

Stochastic Processes for Finance. Bookboon.com, 2013.

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41

Stochastic Processes for Finance. Bookboon.com, 2013.

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42

Stochastic Processes for Finance. Bookboon.com, 2013.

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43

Stochastic Processes for Finance. Bookboon, 2013.

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44

Stochastic Processes for Finance. Bookboon.com, 2013.

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45

Lax, Melvin. Random Processes in Physics and Finance (Oxford Finance) (Oxford Finance Series). Oxford University Press, Usa, 2013.

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46

Cohen, Samuel N., Dilip Madan, Tak Kuen Siu, and Hailiang Yang. Stochastic Processes, Finance and Control. WORLD SCIENTIFIC, 2012. http://dx.doi.org/10.1142/8351.

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47

Random Processes in Physics and Finance (Oxford Finance Series). Oxford University Press, USA, 2006.

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48

Kijima, Masaaki. Stochastic Processes with Applications to Finance. Chapman & Hall/CRC, 2002.

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49

Rolski, Tomasz, Jozef L. Teugels, Hanspeter Schmidli, and V. Schmidt. Stochastic Processes for Insurance and Finance. Wiley & Sons, Incorporated, John, 2009.

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50

Paul, Wolfgang, and Jörg Baschnagel. Stochastic Processes: From Physics to Finance. Springer, 2013.

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