02644cam a2200481Ii 4500 9781315184371 FlBoTFG 20220724194558.0 m o d cr |n||||||||| 200120s2020 flu ob 000 0 eng d OCoLC-P eng rda OCoLC-P 9781351730945 (electronic bk.) 1351730940 (electronic bk.) 9781315184371 (electronic bk.) 1315184370 (electronic bk.) 9781351730952 (electronic bk. : PDF) 1351730959 (electronic bk. : PDF) 1138739103 9781138739109 (OCoLC)1136871042 (OCoLC-P)1136871042 HG106 BUS 027000 bisacsh PBW bicssc 332.01/5195 23 Fanelli, Viviana. Financial modelling in commodity markets / Viviana Fanelli. Boca Raton, FL : CRC Press, 2020. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Chapman & Hall/CRC financial mathematics series 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 OCLC-licensed vendor bibliographic record. Finance Mathematical models. Commodity exchanges. BUSINESS & ECONOMICS / Finance bisacsh Read Online https://www.taylorfrancis.com/books/9781315184371 OCLC metadata license agreement http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf lcc EBK 19024 19024