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Viac informácií o knihe Commodity markets: asset allocation, pricing and risk management.

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 30 bodov

Anotácia knihy

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.

Parametre knihy

• Celý názov: Commodity markets: asset allocation, pricing and risk management.
• Jazyk: Španielčina
• Väzba: Brožovaná
• Počet strán: 80
• EAN: 9788481028027
• ISBN: 8481028029
• ID: 16311834
• Nakladateľ: Editorial Universidad de Cantabria
• Hmotnosť: 246 g
• Rozmery: 240 × 170 mm
• Dátum vydania: 26. April 2017

Obľúbené z iného súdka

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