Biblioteka HSC/HSC Library


# 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
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


# 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
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