Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Financial Modelling in Commodity Markets
Engelsk Paperback
Se mere i:

Financial Modelling in Commodity Markets

Engelsk Paperback

508 kr
Tilføj til kurv
Sikker betaling
23 - 25 hverdage

Om denne bog

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
Product detaljer
Sprog:
Engelsk
Sider:
130
ISBN-13:
9780367442866
Indbinding:
Paperback
Udgave:
ISBN-10:
0367442868
Kategori:
Udg. Dato:
9 dec 2019
Længde:
25mm
Bredde:
233mm
Højde:
156mm
Forlag:
Taylor & Francis Ltd
Oplagsdato:
9 dec 2019
Forfatter(e):
Finder produkter...
Kategori sammenhænge