Handbook of Recent Advances in Commodity and Financial Modeling Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets /
| Автор-организация: | |
|---|---|
| Другие авторы: | , , |
| Примечания: | XIV, 320 p. 65 illus., 59 illus. in color. text |
| Язык: | английский |
| Опубликовано: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
|
| Издание: | 1st ed. 2018. |
| Серии: | International Series in Operations Research & Management Science,
257 |
| Предметы: | |
| Online-ссылка: | https://doi.org/10.1007/978-3-319-61320-8 |
| Формат: | Электронный ресурс Книга |
Оглавление:
- 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.