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Handbook of recent advances in commo...

Consigli, Giorgio.

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Handbook of recent advances in commodity and financial modeling = quantitative methods in banking, finance, insurance, energy and commodity markets /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Handbook of recent advances in commodity and financial modeling/ edited by Giorgio Consigli, Silvana Stefani, Giovanni Zambruno.
其他題名:	quantitative methods in banking, finance, insurance, energy and commodity markets /
其他作者:	Consigli, Giorgio.
出版者:	Cham :Springer International Publishing : : 2018.,
面頁冊數:	xiv, 320 p. :ill., digital ;24 cm.
內容註:	Part 1. Risk Modeling -- 1. Directional Returns for Gold and Silver: A Cluster Analysis Approach -- 2. Impact of Credit Risk and Business Cycles on Momentum Returns -- 3. Drivers of LBO Operating Performance: An Empirical Investigation in Asia -- 4. Time varying Correlation: Key Indicator in Finance -- 5. Measuring Model Risk in the European Energy Exchange -- 6. Wine Futures: Pricing and Allocation as Levers against Quality Uncertainty -- 7. VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time -- 8. Optimal Adaptive Sequential Calibration of Option Models -- 9. Accurate Pricing of Swaptions via Lower Bound -- 10. Portfolio Optimization Using Modied Herfindahl Constraint -- 11. Dynamic Asset Allocation with Default and Systemic Risks -- 12. Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact -- 13. Optimal Multistage Dened-benet Pension Fund Management -- 14. Currency Hedging for a Multi-national Firm.
Contained By:	Springer eBooks
標題:	Commodity exchanges - Handbooks, manuals, etc. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-61320-8
ISBN:	9783319613208

Handbook of recent advances in commodity and financial modeling = quantitative methods in banking, finance, insurance, energy and commodity markets /
Handbook of recent advances in commodity and financial modelingquantitative methods in banking, finance, insurance, energy and commodity markets /[electronic resource] :edited by Giorgio Consigli, Silvana Stefani, Giovanni Zambruno. - Cham :Springer International Publishing :2018. - xiv, 320 p. :ill., digital ;24 cm. - International series in operations research & management science,v.2570884-8289 ;. - International series in operations research & management science ;v.257..

Part 1. Risk Modeling -- 1. Directional Returns for Gold and Silver: A Cluster Analysis Approach -- 2. Impact of Credit Risk and Business Cycles on Momentum Returns -- 3. Drivers of LBO Operating Performance: An Empirical Investigation in Asia -- 4. Time varying Correlation: Key Indicator in Finance -- 5. Measuring Model Risk in the European Energy Exchange -- 6. Wine Futures: Pricing and Allocation as Levers against Quality Uncertainty -- 7. VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time -- 8. Optimal Adaptive Sequential Calibration of Option Models -- 9. Accurate Pricing of Swaptions via Lower Bound -- 10. Portfolio Optimization Using Modied Herfindahl Constraint -- 11. Dynamic Asset Allocation with Default and Systemic Risks -- 12. Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact -- 13. Optimal Multistage Dened-benet Pension Fund Management -- 14. Currency Hedging for a Multi-national Firm.

ISBN: 9783319613208

Standard No.: 10.1007/978-3-319-61320-8doiSubjects--Topical Terms:

666564
Commodity exchanges
--Handbooks, manuals, etc.

LC Class. No.: HG6046 / .H363 2018

Dewey Class. No.: 332.644

Handbook of recent advances in commodity and financial modeling = quantitative methods in banking, finance, insurance, energy and commodity markets /
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