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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 /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Handbook of recent advances in commodity and financial modeling/ edited by Giorgio Consigli, Silvana Stefani, Giovanni Zambruno.
Reminder of title:	quantitative methods in banking, finance, insurance, energy and commodity markets /
other author:	Consigli, Giorgio.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xiv, 320 p. :ill., digital ;24 cm.
[NT 15003449]:	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
Subject:	Commodity exchanges - Handbooks, manuals, etc. -
Online resource:	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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245 0 0 $a Handbook of recent advances in commodity and financial modeling $h [electronic resource] : $b quantitative methods in banking, finance, insurance, energy and commodity markets / $c edited by Giorgio Consigli, Silvana Stefani, Giovanni Zambruno.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a xiv, 320 p. : $b ill., digital ; $c 24 cm.
490 1 $a International series in operations research & management science, $x 0884-8289 ; $v v.257
505 0 $a 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.
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700 1 $a Consigli, Giorgio. $3 3217244
700 1 $a Stefani, Silvana. $3 1001043
700 1 $a Zambruno, Giovanni. $3 654848
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