Logotipo librería Marcial Pons
Commodity markets

Commodity markets
asset allocation, pricing and risk management

  • ISBN: 9788481028027
  • Editorial: Universidad de Cantabria
  • Lugar de la edición: Cantabria. España
  • Colección: Cuadernos de Investigación UCEIF
  • Encuadernación: Rústica
  • Medidas: 24 cm
  • Nº Pág.: 77
  • Idiomas: Inglés

Papel: Rústica
9,00 € 8,55 €
Stock en librerías. Envío en 24/48 horas

Resumen

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.

Resumen

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