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Handbook of Recent Advances in Commodity and Financial Modeling - Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets (Hardcover, 1st ed. 2018)
Loot Price: R5,973
Discovery Miles 59 730
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Handbook of Recent Advances in Commodity and Financial Modeling - Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets (Hardcover, 1st ed. 2018)
Series: International Series in Operations Research & Management Science, 257
Expected to ship within 10 - 15 working days
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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 as alternative
investments; - Risk measurement methodologies, including model risk
assessment, recently applied to energy spot and future markets and
new risk measures recently proposed to evaluate risk-reward
trade-offs in global financial and commodity markets; and
derivatives portfolio hedging and pricing methods recently put
forward in the financial community in the aftermath of the global
financial crisis.
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