000 02595cam a2200457Ii 4500
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
020 _a9781351730945
_q(electronic bk.)
020 _a1351730940
_q(electronic bk.)
020 _a9781315184371
_q(electronic bk.)
020 _a1315184370
_q(electronic bk.)
020 _a9781351730952
_q(electronic bk. : PDF)
020 _a1351730959
_q(electronic bk. : PDF)
020 _z1138739103
020 _z9781138739109
035 _a(OCoLC)1136871042
035 _a(OCoLC-P)1136871042
050 4 _aHG106
072 7 _aBUS
_x027000
_2bisacsh
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.
300 _a1 online resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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.
650 0 _aCommodity exchanges.
650 7 _aBUSINESS & ECONOMICS / Finance
_2bisacsh
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