- Libros
- COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGE
- Libros
- COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGE
Sinopsi COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGE
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.
EAN
9788481028027
Editorial
Any d'edició
2017
Idioma
Castellano
Col·lecció
VARIOS