TY  - BOOK
AU  - Fanelli,Viviana
TI  - Financial modelling in commodity markets
T2  - Chapman & Hall/CRC financial mathematics series
SN  - 9781351730945
AV  - HG106 
U1  - 332.01/5195 23
PY  - 2020///
CY  - Boca Raton, FL
PB  - CRC Press
KW  - Finance
KW  - Mathematical models
KW  - Commodity exchanges
KW  - BUSINESS & ECONOMICS / Finance
KW  - bisacsh
N2  - 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
UR  - https://www.taylorfrancis.com/books/9781315184371
UR  - http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf
ER  -