Alternatives to Black-Scholes formulation in finance
Analytical methods for risk management : an engineering systems perspective
ARCH and GARCH models
Bayesian forecasting
Bayesian networks
Box-Jenkins model
Business forecasting methods
Combination of forecasts
Decision theory
Dynamic programming
Estimation of travel distance
Financial time series
Forecasting
Foundations of risk management
Functional networks
Game theory
Intervention model analysis
Inventory theory
Manpower planning
Markov networks
Methods of estimation of risks and analysis of business processes
Mining functional data in prediction markets
Models for bid arrivals and bidder arrivals in online auctions
Multiserver queues
Multivariate time-series analysis
Network analysis
Network of queues
Neural networks
Newsboy inventory problem
Nonlinear time series
Nonstationary time series
PERT
Prediction and forecasting
Pricing foreign exchange options with stochastic volatility
Probabilistic expert systems
Problem solving in statistics
Queueing theory
Queues and networks
Ranking and selection among mutual funds
Risk theory
Statistical consulting
Statistical methods in inventory effect and analysis
Statistical methods in risk management by futures clearinghouses
Statistics in auditing
Statistics in banking
Statistics in finance
Statistics in management science
Statistics in marketing
Statistics of risk management
Stochastic differential equations : applications in economics and management science
Stochastic games
Stock market price indexes
The Black-Scholes formula and its application in finance
Time series.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
Methods and applications of statistics in business, finance, and management science by N. Balakrishnan. ISBN 9780470405109. Published by Wiley in 2010. Publication and catalogue information, links to buy online and reader comments.
