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Beschreibung
Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets.
Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets.
Über den Autor

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.

Inhaltsverzeichnis

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.

Details
Erscheinungsjahr: 2019
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9780367442866
ISBN-10: 0367442868
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Fanelli, Viviana
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 8 mm
Von/Mit: Viviana Fanelli
Erscheinungsdatum: 09.12.2019
Gewicht: 0,234 kg
Artikel-ID: 133169616

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