Financial Modelling in Commodity Markets | Mathematics

Product Description

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 real 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 fo…