Articles liés à Commodity markets: asset allocation, pricing and risk...

Commodity markets: asset allocation, pricing and risk management. - Couverture souple

González Pedraz, Carlos

 
9788481028027: Commodity markets: asset allocation, pricing and risk management.
Couverture souple
ISBN 10 : 8481028029 ISBN 13 : 9788481028027
Editeur : Editorial Universidad de Cantabria, 2017

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Editorial Universidad de Cantabria
Date d'édition
2017
Langue
espagnol
ISBN 10 
8481028029
ISBN 13 
9788481028027
Reliure
Broché
Numéro d'édition
1
Nombre de pages
80
Coordonnées du fabricant
non disponible
Personne responsable
non disponible