Handbook of Recent Advances in Commodity and Financial Modeling. Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets
Curatela
Data di Pubblicazione:
2017
Citazione:
(2017). Handbook of Recent Advances in Commodity and Financial Modeling. Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets [edited book - curatela]. Retrieved from http://hdl.handle.net/10446/117522
Abstract:
A widespread liberalization process in commodity and energy markets has led
over the last 15 years or so to a fruitful and rich methodological spreading of
techniques and quantitative approaches previously proposed in nancial markets
into a wider global market area. At the same time the increasing volatility
of international prices and the introduction of regulatory frameworks on banking
and insurance institutions enhanced the research on risk theory and risk
management inducing new, practically relevant, theoretical developments. This
Handbook, at the time it was proposed to Springer, aimed at elaborating on such
evidence to include contributions related to optimization, pricing and valuation
problems, risk modeling and decision making problems arising in now-a-days
global nancial and commodity markets from the perspective of Operations
Research and Management Science.
over the last 15 years or so to a fruitful and rich methodological spreading of
techniques and quantitative approaches previously proposed in nancial markets
into a wider global market area. At the same time the increasing volatility
of international prices and the introduction of regulatory frameworks on banking
and insurance institutions enhanced the research on risk theory and risk
management inducing new, practically relevant, theoretical developments. This
Handbook, at the time it was proposed to Springer, aimed at elaborating on such
evidence to include contributions related to optimization, pricing and valuation
problems, risk modeling and decision making problems arising in now-a-days
global nancial and commodity markets from the perspective of Operations
Research and Management Science.
Tipologia CRIS:
1.6.01 Curatele - Edited books
Elenco autori:
Consigli, Giorgio; Stefani, Silvana; Zambruno, Giovanni
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