| 书目名称 | Handbook of Recent Advances in Commodity and Financial Modeling |
| 副标题 | Quantitative Methods |
| 编辑 | Giorgio Consigli,Silvana Stefani,Giovanni Zambruno |
| 视频video | |
| 概述 | Represents the state of the art in commodity and financial market analysis.Particular attention to recent research on risk theory and management.Editors and contributors are leaders in the field |
| 丛书名称 | International Series in Operations Research & Management Science |
| 图书封面 |  |
| 描述 | .This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest:..- Part I: Optimization techniques.- Part II: Pricing and Valuation ..- Part III: Risk Modeling..The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to:..- The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk;.- Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such |
| 出版日期 | Book 2018 |
| 关键词 | Commodity Modeling; Dynamic Asset Allocation; Energy Futures; Financial Modeling; Interest Rate Derivati |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-61320-8 |
| isbn_softcover | 978-3-319-87051-9 |
| isbn_ebook | 978-3-319-61320-8Series ISSN 0884-8289 Series E-ISSN 2214-7934 |
| issn_series | 0884-8289 |
| copyright | Springer International Publishing AG 2018 |
发表于 2025-3-21 16:26:49
