# |
Author(s) |
Title |
HSC/01 |
D. Brigio, F. Mercurio |
Interest Rate Models: Theory and Practice |
HSC/02 |
L. Ljung |
System Identification: Theory for the User |
HSC/03 |
J.-P. Bouchaud, M. Potters |
Theory of Financial Risks: From Statistical Physics
to Risk Management |
HSC/04 |
E.J. Elton, M.J. Gruber,
S.J. Brown, W.N. Goetzmann |
Modern Portfolio Theory and Investment Analysis |
HSC/05 |
W. Haerdle, S. Klinke,
B.A. Turlach (eds.) |
XploRe: An Interactive Statistical Computing
Environment |
HSC/06 |
W. Haerdle, S. Klinke,
M. Mueller (eds.) |
XploRe: Learning Guide |
HSC/07 |
W. Haerdle, Z. Hlavka,
S. Klinke (eds.) |
XploRe: Application Guide |
HSC/08 |
W. Haerdle, T. Kleinow,
G. Stahl (eds.) |
Applied Quantitative Finance: Theory and
Computational Tools |
HSC/09a
HSC/09b |
J. Madura |
Financial Markets and Institutions |
HSC/10 |
I. Mathur |
Personal Finance |
HSC/11 |
E.A. Helfert |
Techniques of Financial Analysis |
HSC/12 |
J.P. Peter, J.H. Donnelly jr. |
A Preface to Marketing Management |
HSC/13 |
J.E. Richardson (ed.) |
Annual Editions: Marketing 92/93 |
HSC/14 |
D. Salvatore, E.A. Diulio |
Theory and Problems of Principles of Economics |
HSC/15 |
J.Y. Campbell, A.W. Lo,
A.C. MacKinley |
The Econometrics of Financial Markets |
HSC/16 |
J.H. Cochrane |
Asset Pricing |
HSC/17 |
K. Dowd |
Measuring Market Risk |
HSC/18 |
Ch. Gourieroux, J. Jasiak |
Financial Econometrics: Problems, Models and Methods |
HSC/19 |
J.D. Hamilton |
Time Series Analysis |
HSC/20 |
P. Wilmott |
Paul Wilmott on Quantitative Finance, vol. 1 |
HSC/21 |
P. Wilmott |
Paul Wilmott on Quantitative Finance, vol. 2 |
HSC/22 |
V. Kaminski |
Managing Energy Price Risk |
HSC/23 |
J. Rodriguez-Poo (ed.) |
Computer-Aided Introduction to Econometrics |
HSC/24 |
W. Ronka-Chmielowiec (ed.) |
Ubezpieczenia. Rynek i ryzyko |
HSC/25 |
J. Brzeszczyński, R. Kelm |
Ekonometryczne modele rynków finansowych |
HSC/26 |
R. Rebonato |
Interest-rate Option Models |
HSC/27 |
R. Rebonato |
Volatility and Correlation |
HSC/28 |
D. Cossin, H. Pirotte |
Advanced Credit Risk Analysis |
HSC/29 |
J. Franke, W. Haerdle,
G. Stahl (eds.) |
Measuring Risk in Complex Stochastic Systems |
HSC/30 |
J. Webb |
Użycie Visual Basic dla aplikacji w Excelu |
HSC/31 |
J. Franke, W. Haerdle,
C. Hafner |
Einfuhrung in die Statistik der Finanzmarkte |
HSC/32 |
Z. Bartoszewski, M. Kwapisz |
Wstęp do matematyki finansowej |
HSC/33 |
R.W. Kolb |
Wszystko o instrumentach pochodnych |
HSC/34 |
E. Faerber |
Wszystko o obligacjach |
HSC/35 |
D. Gątarek, R. Maksymiuk |
Wycena i zabezpieczenie pochodnych instrumentów
finansowych |
HSC/36 |
E. Toczyłowski |
Optymalizacja procesów rynkowych przy ograniczeniach
|
HSC/37 |
H. Takayasu (ed.) |
Empirical Science of Financial Fluctuations |
HSC/38 |
H. Takayasu (ed.) |
The Application of Econophysic. Proceeedings of the
Second Nikkei Econophysics Symposium |
HSC/39 |
P. Doukhan, G. Oppenheim, M.S. Taqqu (eds.) |
Theory and Applications of Long-Range Dependence |
HSC/40 |
P. H. Frances |
Periodicity and stochastic trends in economic time
series |
HSC/41 |
R. Cont, P. Tankov |
Financial modelling with jump processes |
HSC/42 |
S.M. Ross |
Simulation |
HSC/43 |
S.A. Klugman, H.H. Panjer, G.E.Willmot |
Loss Models. From Data to Decisions |
HSC/44 |
A. Eydeland, K.Wolyniec |
Energy and Power Risk Management |
HSC/45 |
W. Haerdle, L. Simar |
Applied Multivariate Statistical Analysis |
HSC/46 |
P. Cizek, W. Haerdle, R. Weron (eds.) |
Statistical Tools for Finance and Insurance |
# |
Author(s) |
Title |
HSX/01 |
D. Lamberton, B. Lapeyre |
Introduction to Stochastic Calculus Applied to
Finance |
HSX/02 |
P. Bratley, B.L. Fox,
L. E. Schrage |
A Guide to Simulation |
HSX/03 |
P.J. Schonbucher |
The Pricing of Credit Risk and Credit Risk
Derivatives |
HSX/04 |
S.T. Rachev, J.-R. Kim
S. Mittnik |
Stable Paretian Models in Econometrics |
HSX/05 |
Chicago Board of Trade |
Options. Risk Managment Guide |
HSX/06 |
Z. Bodie, A. Kane,
A.J. Marcus |
Investments |
HSX/07 |
D. Pilipovic |
Energy Risk. Valuing and Managing Energy Derivatives |
HSX/08 |
D. Blake |
Financial Market Analysis |
HSX/09 |
T. Oetiker,H. Partl, I. Hyna,
E. Schlegl |
The Not So Short Introduction to Latex 2e |
HSX/10 |
S.M. Pandit, S.-M. Wu |
Time Series and System Analysis with Applications |
HSX/11 |
V.M. Zolotarev |
One-Dimensional Stable Distributions |
HSX/12 |
P. Jorion |
Value at Risk: The New Baenchmark for Controlling
market Risk |
HSX/13 |
R.B. D' Agostino,
M.A. Stephens (eds.) |
Goodness-of-Fit Techniques |
HSX/14 |
J. Beran |
Statistics for Long-Memory Processes |