Financial Modelling in Commodity Markets - Brossura

Libro 46 di 71: Chapman and Hall/CRC Financial Mathematics

Fanelli, Viviana

 
9780367442866: Financial Modelling in Commodity Markets
Brossura
ISBN 10: 0367442868 ISBN 13: 9780367442866
Casa editrice: Routledge, 2019

Sinossi

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

Viviana Fanelli is Associate Professor of Mathematical Methods of Economics, Actuarial Science and Finance at the University of Bari Aldo Moro in Italy. She has also been an advisor at Mantho Solutions Ltd., London, where she focused on mathematical modelling and quantitative analysis. She has been appointed as course leader on financial risk management at a GARP-ERP Certification Program and as lecturer in energy finance at MIP - Polytechnic of Milan. Her research interests cover commodity finance, asset pricing, arbitrage strategies, dynamic models, interest rate and credit risk modelling. She regularly publishes in academic journals, including Quantitative Finance, European Journal of Operational Research, Applied Energy and Nonlinear Analysis RWA. Viviana holds a PhD in mathematical methods for financial and economic decisions.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Routledge
Data di pubblicazione
2019
Lingua
Inglese
ISBN 10 
0367442868
ISBN 13 
9780367442866
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
144
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781138739109: Financial Modelling in Commodity Markets

Edizione in evidenza

ISBN 10:  1138739103 ISBN 13:  9781138739109
Casa editrice: Chapman and Hall/CRC, 2019
Rilegato