Items related to Commodity markets: asset allocation, pricing and risk...
Synopsis
The increasing presence of investors and financial intermediaries in commodity markets, together with the huge increase in the volatility of commodity prices, have renewed the interest in commodities and commodity derivatives. In the last decade, a better understanding of the behavior of commodity prices and their idiosyncratic statistical features has emerged as a relevant financial and policy topic. This book tries to provide new insights, first, to analyze the multivariate distribution of commodity returns and its impact on portfolio selection and tail risk measures; and, second, to price commodity derivatives under the presence of non-Gaussian shocks in a continuous time framework.
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COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGEMENTE
Published by
UNIVERSIDAD DE CANTABRIA, CANTABRIA, 2016
ISBN 10: 8481028029
ISBN 13: 9788481028027
New
TAPA BLANDA
Seller: MARCIAL PONS LIBRERO, MADRID, M, Spain
Seller rating 4 out of 5 stars
TAPA BLANDA. Condition: New. Seller Inventory # 101004062
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Commodity markets: asset allocation, pricing and risk management.
Seller: Midac, S.L., Sabadell, B, Spain
Seller rating 4 out of 5 stars
Rústica. Condition: New. The increasing presence of investors and financial intermediaries in commodity markets, together with the huge increase in the volatility of commodity prices, have renewed the interest in commodities and commodity derivatives. In the last decade, a better. Seller Inventory # 9788481028027
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Commodity markets: asset allocation, pricing and risk manage
Published by
UNIVERSIDAD DE CANTABRIA, 2017
ISBN 10: 8481028029
ISBN 13: 9788481028027
New
Softcover
Seller: Imosver, PONTECALDELAS, PO, Spain
Seller rating 5 out of 5 stars
Condition: Nuevo. The increasing presence of investors and financial intermediaries in commodity markets, together with the huge increase in the volatility of commodity prices, have renewed the interest in commodities and commodity derivatives. In the last decade, a better understanding of the behavior of commodity prices and their idiosyncratic statistical features has emerged as a relevant financial and policy topic. This book tries to provide new insights, first, to analyze the multivariate distribution of commodity returns and its impact on portfolio selection and tail risk measures; and, second, to price commodity derivatives under the presence of non-Gaussian shocks in a continuous time framework. Seller Inventory # MAR0003659
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COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGEMENT [CUADERNOS DE INVESTIGACION UCEIF, 19-2016]
Published by
UNIV. DE CANTABRIA - Sº PUBLICACIONES, SANTANDER, 2016
ISBN 10: 8481028029
ISBN 13: 9788481028027
New
Tapa blanda
Seller: Pórtico [Portico], ZARAGOZA, Z, Spain
Seller rating 4 out of 5 stars
Tapa blanda. Condition: New. GONZALEZ PEDRAZ, C.: COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGEMENT [CUADERNOS DE INVESTIGACION UCEIF, 19-2016]. 978-84-8102-802-7, UNIV. DE CANTABRIA - Sº PUBLICACIONES, 2016. Nuevo 240 gr. Libro. Seller Inventory # 599288
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Commodity markets: asset allocation, pricing and risk management.
Published by
Universidad Cantabria 01/04/2017, 2017
ISBN 10: 8481028029
ISBN 13: 9788481028027
New
Rústica
Seller: Hilando Libros, Madrid, M, Spain
Seller rating 5 out of 5 stars
Rústica. Condition: NUEVO. 80 pages/páginas. Seller Inventory # 9788481028027
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COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGEMENT (Libro en papel)
Published by
UNIVERSIDAD DE CANTABRIA, 2017
ISBN 10: 8481028029
ISBN 13: 9788481028027
Used
Softcover
Seller: World Wide Books, Sevilla, SE, Spain
Seller rating 5 out of 5 stars
Condition: Usado- bueno. Seller Inventory # 9788481028027