Yazar
Abramov, Alexander P. author.
Format:
Electronic Resources
Alıntı:
and management. Branches of the economic system are treated as fully independent economic agents that
Yazar
Dieci, Roberto. editor.
Format:
Electronic Resources
Alıntı:
management of interest-rate products, futures price volatility and American option pricing with stochastic
Yazar
Bera, Anil K. editor.
Format:
Electronic Resources
Alıntı:
Mathematical Models of Price Impact and Optimal Portfolio Management in Illiquid Markets
Yazar
Ma, Jun. editor.
Format:
Electronic Resources
Alıntı:
cutting-edge research from leading academics in economics, finance, and business management. The principles and
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Karasavvoglou, Anastasios. editor.
Format:
Electronic Resources
Alıntı:
Government Units - Search for Optimal Risk Management -- Infrastructure Public Private Partnership
Yazar
Rövekamp, Frank. editor.
Format:
Electronic Resources
Alıntı:
East Asia Between Inflation Targeting, Exchange-Rate Management and Guarding Financial Stability
Yazar
SpringerLink (Online service)
Format:
Electronic Resources
Alıntı:
identify effective development strategies and improve development management in ADB’s developing member
Yazar
Rövekamp, Frank. editor.
Format:
Electronic Resources
Alıntı:
and Currency Cooperation in East Asia -- Kenichi Shimizu: Regional Exchange Rate Management in East
Yazar
Marakkath, Nadiya. author.
Format:
Electronic Resources
Alıntı:
Participant Selection Phase: Assessment of Efficiency and Sustainability -- 6: Qualitative Phase: Management
Yazar
Chen, James Ming. author.
Format:
Electronic Resources
Alıntı:
risk management must address all aspects of portfolio theory, from the beautiful symmetries of modern
Yazar
Ang, Clifford S. author.
Format:
Electronic Resources
Alıntı:
financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed
Yazar
Arratia, Argimiro. author.
Format:
Electronic Resources
Alıntı:
basic principles of portfolio management, through the mean-variance model, and optimization under
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