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.
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Anbieter: Agapea Libros, Malaga, MA, Spanien
Zustand: New. Idioma/Language: Inglés. 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. *** Nota: Los envíos a España peninsular, Baleares y Canarias se realizan a través de mensajería urgente. No aceptamos pedidos con destino a Ceuta y Melilla. Bestandsnummer des Verkäufers 15602340
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Anbieter: Midac, S.L., Sabadell, B, Spanien
Rústica. Zustand: New. 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. Bestandsnummer des Verkäufers 9788481028027
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Anbieter: Imosver, PONTECALDELAS, PO, Spanien
Zustand: Nuevo. 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. Bestandsnummer des Verkäufers MAR0003659
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Anbieter: Pórtico [Portico], ZARAGOZA, Z, Spanien
Tapa blanda. Zustand: New. GONZALEZ PEDRAZ, C.: COMMODITY MARKETS: ASSET ALLOCATION, PRICING AND RISK MANAGEMENT [CUADERNOS DE INVESTIGACION UCEIF, 19-2016]. 978-84-8102-802-7, UNIV. DE CANTABRIA - Sº PUBLICACIONES, 2016. Nuevo 240 gr. Libro. Bestandsnummer des Verkäufers 599288
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Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware - 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. Bestandsnummer des Verkäufers 9788481028027
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Anbieter: moluna, Greven, Deutschland
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Anbieter: World Wide Books, Sevilla, SE, Spanien
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