Financial Modelling in Commodity Markets

1st Edition

Viviana Fanelli

Chapman and Hall/CRC
December 20, 2019 Forthcoming
Textbook - 160 Pages - 106 B/W Illustrations
ISBN 9780367442866 - CAT# 346215
Series: Chapman and Hall/CRC Financial Mathematics Series

For Instructors Request Inspection Copy

was $64.95

USD$51.96

SAVE ~$12.99

Availabe for Pre-Order. This item will ship after December 20, 2019
Add to Wish List
FREE Standard Shipping!

Summary

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 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

Instructors

We provide complimentary e-inspection copies of primary textbooks to instructors considering our books for course adoption.

Request an
e-inspection copy

Share this Title