S.J. Brown, W.N. Goetzmann
B.A. Turlach (eds.)
M. Mueller (eds.)
S. Klinke (eds.)
G. Stahl (eds.)
HSC/09b
A.C. MacKinley
G. Stahl (eds.)
C. Hafner
Biblioteka HSC/HSC Library
Książki/Books
| # | 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 |
- financed by / finansowane przez KBN Grant no.
PBZ-KBN 016/P03/99
- from a
private collection of / z prywatnej kolekcji AW
- kindly
donated by / ofiarowane przez MD*Tech
Method and Data Technologies
- from a
private collection of / z prywatnej kolekcji RW
Preprinty/Preprints
| # | 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 |