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Financial Modelling in Commodity Markets
Af: Viviana Fanelli Engelsk Paperback
SPAR
kr 63
Financial Modelling in Commodity Markets
Af: Viviana Fanelli Engelsk Paperback

Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets.

The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks.

Key features:

  • Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data
  • Written for scholars from a wide range of scientific fields, including economics and finance, mathematics, engineering and statistics, as well as for practitioners
  • Illustrates some important pricing models using real data sets that will be commonly used in financial markets
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Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets.

The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks.

Key features:

  • Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data
  • Written for scholars from a wide range of scientific fields, including economics and finance, mathematics, engineering and statistics, as well as for practitioners
  • Illustrates some important pricing models using real data sets that will be commonly used in financial markets
Produktdetaljer
Sprog: Engelsk
Sider: 130
ISBN-13: 9780367442866
Indbinding: Paperback
Udgave:
ISBN-10: 0367442868
Udg. Dato: 9 dec 2019
Længde: 25mm
Bredde: 156mm
Højde: 233mm
Oplagsdato: 9 dec 2019
Forfatter(e): Viviana Fanelli
Forfatter(e) Viviana Fanelli


Kategori Investering og værdipapirer


Sprog Engelsk


Indbinding Paperback


Sider 130


Udgave


Længde 25mm


Bredde 156mm


Højde 233mm

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