Financial Modelling in Commodity Markets Hardback
by Viviana Fanelli
Part of the Chapman and Hall/CRC Financial Mathematics Series series
Hardback
Description
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
Information
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Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:130 pages, 23 Tables, black and white; 106 Illustrations, black and white
- Publisher:Taylor & Francis Ltd
- Publication Date:09/12/2019
- Category:
- ISBN:9781138739109
Other Formats
- Paperback / softback from £43.25
- EPUB from £41.39
- PDF from £41.39
Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:130 pages, 23 Tables, black and white; 106 Illustrations, black and white
- Publisher:Taylor & Francis Ltd
- Publication Date:09/12/2019
- Category:
- ISBN:9781138739109