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              Books by Viviana Fanelli

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              Financial Modelling in Commodity Markets
               

              Financial Modelling in Commodity Markets (Hardback)

              By Fanelli, Viviana

              • RRP: $259.00
              • $259.00
              • Pub Date
                10 Jan 20

              Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate rea...l assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks. Key features: Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data Written for scholars, from a wide range of scientific fields, including mathematics, engineering and statistics, as well as for practitioners Illustrates some important pricing models using real data sets that will be commonly used in financial markets
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              ISBN 9781138739109
              Released AU 10 Jan 2020
              Publisher Taylor & Francis Ltd
              Interest Age 16+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Available for pre-order, ships once released
              View details for this title
              Financial Modelling in Commodity Markets
               

              Financial Modelling in Commodity Markets (Paperback)

              By Fanelli, Viviana

              • RRP: $105.00
              • $105.00
              • Pub Date
                10 Jan 20

              Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate rea...l assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks. Key features: Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data Written for scholars, from a wide range of scientific fields, including mathematics, engineering and statistics, as well as for practitioners Illustrates some important pricing models using real data sets that will be commonly used in financial markets
              Read more

              ISBN 9780367442866
              Released AU 10 Jan 2020
              Publisher Taylor & Francis Ltd
              Interest Age 16+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Available for pre-order, ships once released
              View details for this title
              Total 2 jump to: go