Handbook of Recent Advances in Commodity and Financial Modeling

Lingua: inglese

Editore: Springer International Publishing Aug 2018, 2018

3319870513 / 9783319870519

Serie: Libro 248 di 323 - International Series in Operations Research & Management Science

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.

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Venditore AbeBooks dal 11 gennaio 2012

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Descrizione dell’articolo da parte del venditore

This item is printed on demand - it takes 3-4 days longer - Neuware -This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments; - Risk measurement methodologies, including model risk assessment, recently applied to energy spot and future markets and new risk measures recently proposed to evaluate risk-reward trade-offs in global financial and commodity markets; and derivatives portfolio hedging and pricing methods recently put forward in the financial community in the aftermath of the global financial crisis. 336 pp. Englisch.…

Codice articolo 9783319870519

Titolo
Handbook of Recent Advances in Commodity and Financial Modeling
Autore
Giorgio Consigli
Editore
Springer International Publishing Aug 2018
Anno di pubblicazione
2018
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
3319870513
ISBN 13
9783319870519
Peso dell'articolo
511 grammi
Dimensioni
235x155x19 mm
Serie
Libro 248 di 323: International Series in Operations Research & Management Science

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 5 a 15 giorni lavorativiDa 5 a 15 giorni lavorativi
Primo articoloEUR 23,00EUR 23,00
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BuchWeltWeit Ludwig Meier e.K.

Germania