Financial Modelling in Commodity Markets

CRC Press

Financial Modelling in Commodity MarketsAuthor(s): Viviana Fanelli\nFormat: Hardback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: CRC Press\nISBN-13: 9781138739109, 978-1138739109\nSynopsis\nFinancial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. \n\nThe 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.\n\nKey features:\n\nProvides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data\n\nWritten for scholars from a wide range of scies