Financial Modelling in Commodity Markets
Chapman & Hall/CRC (Verlag)
978-0-367-44286-6 (ISBN)
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
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.
1. Commodity-linked Products. 2. Spot Price Modelling. 3. Forward Price Modelling. 4. Derivative Valuation. 5. Applications. 6. Essential Statistics and Data Analysis. Bibliography. Index.
| Erscheinungsdatum | 12.12.2019 |
|---|---|
| Reihe/Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Zusatzinfo | 23 Tables, black and white; 106 Illustrations, black and white |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 232 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| ISBN-10 | 0-367-44286-8 / 0367442868 |
| ISBN-13 | 978-0-367-44286-6 / 9780367442866 |
| Zustand | Neuware |
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