000 | 02595cam a2200457Ii 4500 | ||
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001 | 9781315184371 | ||
003 | FlBoTFG | ||
005 | 20220509193140.0 | ||
006 | m o d | ||
007 | cr |n||||||||| | ||
008 | 200120s2020 flu ob 000 0 eng d | ||
040 |
_aOCoLC-P _beng _erda _cOCoLC-P |
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020 |
_a9781351730945 _q(electronic bk.) |
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020 |
_a1351730940 _q(electronic bk.) |
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020 |
_a9781315184371 _q(electronic bk.) |
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020 |
_a1315184370 _q(electronic bk.) |
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020 |
_a9781351730952 _q(electronic bk. : PDF) |
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020 |
_a1351730959 _q(electronic bk. : PDF) |
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020 | _z1138739103 | ||
020 | _z9781138739109 | ||
035 | _a(OCoLC)1136871042 | ||
035 | _a(OCoLC-P)1136871042 | ||
050 | 4 | _aHG106 | |
072 | 7 |
_aBUS _x027000 _2bisacsh |
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072 | 7 |
_aPBW _2bicssc |
|
082 | 0 | 4 |
_a332.01/5195 _223 |
100 | 1 | _aFanelli, Viviana. | |
245 | 1 | 0 |
_aFinancial modelling in commodity markets / _cViviana Fanelli. |
264 | 1 |
_aBoca Raton, FL : _bCRC Press, _c2020. |
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300 | _a1 online resource. | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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490 | 1 | _aChapman & Hall/CRC financial mathematics series | |
520 | _aFinancial 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 | ||
588 | _aOCLC-licensed vendor bibliographic record. | ||
650 | 0 |
_aFinance _xMathematical models. |
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650 | 0 | _aCommodity exchanges. | |
650 | 7 |
_aBUSINESS & ECONOMICS / Finance _2bisacsh |
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856 | 4 | 0 |
_3Taylor & Francis _uhttps://www.taylorfrancis.com/books/9781315184371 |
856 | 4 | 2 |
_3OCLC metadata license agreement _uhttp://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
999 |
_c130919 _d130919 |