Fondul de carte al Bibliotecii BNR se regăsește integral în catalogul on-line.
Pentru a realiza o căutare utilizați unul dintre următoarele criterii: titlul sau cuvinte din titlu, autorul, subiectul, locul apariției, editura, anul apariției, ISBN.
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A probability metrics approach to financial risk measures2011»»»
Rachev, Svetlozar T.
Stoyanov, Stoyan V.
Fabozzi, Frank J.
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Bayesian econometric methods2020»»»
Chan, Joshua
Koop, Gary
Poirier, Dale J.
Tobias, Justin L.
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Bayesian estimation of panel count data models : dynamics, latent heterogeneity, serial error correlation, and nonparametric structures»»»
Dimitrakopoulos, Stefanos
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Caracteristici de baza ale unui portofoliu»»»
Dragota, Victor
Damian, Oana-Alexandra
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Choosing appropriate VaR model parameters and risk measurement methods2000»»»
Hawkins, Ian
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Derivative : inginerie financiara : teorie si practica2002»»»
Wilmott, Paul
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Diagnosticul financiar al riscului»»»
Obreja Brasoveanu, Laura
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Econometric analysis of cross section and panel data2002»»»
Wooldridge, Jeffrey Marc
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Econometric modeling : a likelihood approach2007»»»
Hendry, David Forbes
Nielsen, Bent
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Financial modeling2008»»»
Benninga, Simon
Czaczkes, Benjamin
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Financial risk manager handbook2005»»»
Jorion, Philippe
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Finante corporative cu Excel2012»»»
Stancu, Ion
Stancu, Dumitra
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Handbook of computational econometrics2009»»»
Belsley, David A.
Kontoghiorghes, Erricos John
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Integrated risk measurement approach : a case study»»»
Matarazzo, Vitantonio
Vellella, Mario
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Interest rate models : theory and practice : with smile, inflation and credit2006»»»
Brigo, Damiano
Mercurio, Fabio
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Introductory econometrics using Monte Carlo simulation with Microsoft Excel2006»»»
Barreto, Humberto
Howland, Frank M.
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Linear factor models in finance2005»»»
Knight, John
Satchell, Stephen
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Markov chain Monte Carlo2009»»»
Johannes, Michael
Polson, Nicholas
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Mathematical finance : theory, modeling, implementation2007»»»
Fries, Christian
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Maximum likelihood for cross-lagged panel models with fixed effects»»»
Allison, Paul D.
Williams, Richard
Moral-Benito, Enrique
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Metode statistice robuste cu aplicatii in optimizarea portofoliilor2013»»»
Toma, Aida
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Modelarea si simularea proceselor economice : teorie si practica2003»»»
Ratiu-Suciu, Camelia
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Modelarea si simularea proceselor economice : teorie si practica2001»»»
Ratiu-Suciu, Camelia
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Monte Carlo strategies in scientific computing2008»»»
Liu, Jun S.
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Non-linear stock market co-movement in Central and East European countries2010»»»
Harrison, Barry
Moore, Winston
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Panel vector autoregressions with binary data»»»
Honore, Bo E.
Kyriazidou, Ekaterini
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Practical methods of financial engineering and risk management : tools for modern financial professionals2014»»»
Chatterjee, Rupak
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Regional innovation in the United States : a poisson stochastic frontier approach with finite mixture structure»»»
Drivas, Kyriakos
Economidou, Claire
Tsionas, Mike G.
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Risk analysis : a quantitative guide2008»»»
Vose, David
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Simulari in afaceri2005»»»
Luban, Florica
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Stochastic volatility»»»
Andersen, Torben G.
Benzoni, Luca
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Stock market contagion from a spatial perspective»»»
Chow, William W.
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Tehnici moderne de evaluare a proiectelor de investitii»»»
Dragota, Victor
Obreja Brasoveanu, Laura
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Time series analysis and its applications with R examples2006»»»
Shumway, Robert H.
Stoffer, David S.
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