Финансовая математика
Финансово-экономические дисциплины
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Schaeffer P.V., Commodity modeling and pricing: methods for analyzing resource market behavior
Hoboken,John Wiley & Sons, Inc., 2008. - 313p.
Книга посвящена исследованию и математическому моделированию динамики цен на товары и сырьё. Рассмотрены их свойства во времени (цикличность, "долгая память" и пр.), связи меж собой и с инфляцией, методы прогноза и оптимального управления.
Для научных работников и аспирантов в области финансовой математики.
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