Handbook of Recent Advances in Commodity and Financial Modeling

Handbook of Recent Advances in Commodity and Financial Modeling
Author :
Publisher : Springer
Total Pages : 323
Release :
ISBN-10 : 9783319613208
ISBN-13 : 3319613200
Rating : 4/5 (08 Downloads)

Book Synopsis Handbook of Recent Advances in Commodity and Financial Modeling by : Giorgio Consigli

Download or read book Handbook of Recent Advances in Commodity and Financial Modeling written by Giorgio Consigli and published by Springer. This book was released on 2017-09-30 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments; - Risk measurement methodologies, including model risk assessment, recently applied to energy spot and future markets and new risk measures recently proposed to evaluate risk-reward trade-offs in global financial and commodity markets; and derivatives portfolio hedging and pricing methods recently put forward in the financial community in the aftermath of the global financial crisis.

Global Commodities

Global Commodities
Author :
Publisher : Springer Nature
Total Pages : 172
Release :
ISBN-10 : 9783030640262
ISBN-13 : 3030640264
Rating : 4/5 (62 Downloads)

Book Synopsis Global Commodities by : Murad Harasheh

Download or read book Global Commodities written by Murad Harasheh and published by Springer Nature. This book was released on 2021-02-04 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: For many academics, students, and professionals, the field of commodities is a black box. This book explores commodities in a holistic manner, presenting concepts from a multidisciplinary business and financial perspective, and offering a panoramic view of the global commodity business and markets. In this book, the author presents core issues related to global commodities with recent data including COVID-19. The book introduces the key physical commodities traded globally and some related issues such as the global supply chain, global trading, transportation, storage, and how to finance global commodity trades. Then, it discusses how global commodity businesses and traders manage global risks related to commodity production (generation or extraction), transportation, storage, the final delivery, and currency exchange. Additionally, the book discusses financial commodities, the origins of global commodity derivatives and exchanges, the rationale behind the birth of commodity futures and trading, hedging, speculation, financialization, and manipulation of commodity markets, and how financial trading is executed in real life. In the last section, the author also discusses sustainability issues related to global commodities and the financial valuation aspects of the global commodity businesses supported by examples from real cases with recent data.

Agricultural Supply Chain Management Research

Agricultural Supply Chain Management Research
Author :
Publisher : Springer Nature
Total Pages : 290
Release :
ISBN-10 : 9783030814236
ISBN-13 : 3030814238
Rating : 4/5 (36 Downloads)

Book Synopsis Agricultural Supply Chain Management Research by : Onur Boyabatlı

Download or read book Agricultural Supply Chain Management Research written by Onur Boyabatlı and published by Springer Nature. This book was released on 2021-12-09 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on three essential elements of agricultural supply chains: Planting and Growing, Processing and Selling, and Government Interventions. For decades, most agricultural economists applied macro-economic theory in decisions pertaining to the optimization of food production and distribution. However, few researchers used micro-economic theory to examine how individual farmers respond to market information, incentive pricing mechanisms and different market structures in the trade of agricultural goods. Examining challenges in agricultural supply chain operations through the lens of micro-economic theory is imperative because it can enable policymakers and social enterprises to develop and design market information provision policy, incentive contracts and market structures for improving farmer and consumer welfare. In each chapter, contributing authors motivate their research questions by providing the context and articulating the importance of their questions. They present their analysis to examine the respective research questions and explain their results. At the end of each chapter, they provide a short list of future research questions.

Handbook of Multi-Commodity Markets and Products

Handbook of Multi-Commodity Markets and Products
Author :
Publisher : John Wiley & Sons
Total Pages : 1067
Release :
ISBN-10 : 9780470662502
ISBN-13 : 0470662506
Rating : 4/5 (02 Downloads)

Book Synopsis Handbook of Multi-Commodity Markets and Products by : Andrea Roncoroni

Download or read book Handbook of Multi-Commodity Markets and Products written by Andrea Roncoroni and published by John Wiley & Sons. This book was released on 2015-02-17 with total page 1067 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Multi-Commodity Markets and ProductsOver recent decades, the marketplace has seen an increasing integration, not only among different types of commodity markets such as energy, agricultural, and metals, but also with financial markets. This trend raises important questions about how to identify and analyse opportunities in and manage risks of commodity products. The Handbook of Multi-Commodity Markets and Products offers traders, commodity brokers, and other professionals a practical and comprehensive manual that covers market structure and functioning, as well as the practice of trading across a wide range of commodity markets and products. Written in non-technical language, this important resource includes the information needed to begin to master the complexities of and to operate successfully in today’s challenging and fluctuating commodity marketplace. Designed as a practical practitioner-orientated resource, the book includes a detailed overview of key markets – oil, coal, electricity, emissions, weather, industrial metals, freight, agricultural and foreign exchange – and contains a set of tools for analysing, pricing and managing risk for the individual markets. Market features and the main functioning rules of the markets in question are presented, along with the structure of basic financial products and standardised deals. A range of vital topics such as stochastic and econometric modelling, market structure analysis, contract engineering, as well as risk assessment and management are presented and discussed in detail with illustrative examples to commodity markets. The authors showcase how to structure and manage both simple and more complex multi-commodity deals. Addressing the issues of profit-making and risk management, the book reveals how to exploit pay-off profiles and trading strategies on a diversified set of commodity prices. In addition, the book explores how to price energy products and other commodities belonging to markets segmented across specific structural features. The Handbook of Multi-Commodity Markets and Products includes a wealth of proven methods and useful models that can be selected and developed in order to make appropriate estimations of the future evolution of prices and appropriate valuations of products. The authors additionally explore market risk issues and what measures of risk should be adopted for the purpose of accurately assessing exposure from multi-commodity portfolios. This vital resource offers the models, tools, strategies and general information commodity brokers and other professionals need to succeed in today’s highly competitive marketplace.

Handbook of Multi-Commodity Markets and Products

Handbook of Multi-Commodity Markets and Products
Author :
Publisher : John Wiley & Sons
Total Pages : 1076
Release :
ISBN-10 : 9780470661833
ISBN-13 : 0470661836
Rating : 4/5 (33 Downloads)

Book Synopsis Handbook of Multi-Commodity Markets and Products by : Andrea Roncoroni

Download or read book Handbook of Multi-Commodity Markets and Products written by Andrea Roncoroni and published by John Wiley & Sons. This book was released on 2015-02-19 with total page 1076 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Multi-Commodity Markets and ProductsOver recent decades, the marketplace has seen an increasing integration, not only among different types of commodity markets such as energy, agricultural, and metals, but also with financial markets. This trend raises important questions about how to identify and analyse opportunities in and manage risks of commodity products. The Handbook of Multi-Commodity Markets and Products offers traders, commodity brokers, and other professionals a practical and comprehensive manual that covers market structure and functioning, as well as the practice of trading across a wide range of commodity markets and products. Written in non-technical language, this important resource includes the information needed to begin to master the complexities of and to operate successfully in today’s challenging and fluctuating commodity marketplace. Designed as a practical practitioner-orientated resource, the book includes a detailed overview of key markets – oil, coal, electricity, emissions, weather, industrial metals, freight, agricultural and foreign exchange – and contains a set of tools for analysing, pricing and managing risk for the individual markets. Market features and the main functioning rules of the markets in question are presented, along with the structure of basic financial products and standardised deals. A range of vital topics such as stochastic and econometric modelling, market structure analysis, contract engineering, as well as risk assessment and management are presented and discussed in detail with illustrative examples to commodity markets. The authors showcase how to structure and manage both simple and more complex multi-commodity deals. Addressing the issues of profit-making and risk management, the book reveals how to exploit pay-off profiles and trading strategies on a diversified set of commodity prices. In addition, the book explores how to price energy products and other commodities belonging to markets segmented across specific structural features. The Handbook of Multi-Commodity Markets and Products includes a wealth of proven methods and useful models that can be selected and developed in order to make appropriate estimations of the future evolution of prices and appropriate valuations of products. The authors additionally explore market risk issues and what measures of risk should be adopted for the purpose of accurately assessing exposure from multi-commodity portfolios. This vital resource offers the models, tools, strategies and general information commodity brokers and other professionals need to succeed in today’s highly competitive marketplace.

Handbooks in Operations Research and Management Science: Financial Engineering

Handbooks in Operations Research and Management Science: Financial Engineering
Author :
Publisher : Elsevier
Total Pages : 1026
Release :
ISBN-10 : 0080553257
ISBN-13 : 9780080553252
Rating : 4/5 (57 Downloads)

Book Synopsis Handbooks in Operations Research and Management Science: Financial Engineering by : John R. Birge

Download or read book Handbooks in Operations Research and Management Science: Financial Engineering written by John R. Birge and published by Elsevier. This book was released on 2007-11-16 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

Handbook of Quantitative Finance and Risk Management

Handbook of Quantitative Finance and Risk Management
Author :
Publisher : Springer Science & Business Media
Total Pages : 1700
Release :
ISBN-10 : 9780387771175
ISBN-13 : 0387771174
Rating : 4/5 (75 Downloads)

Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee

Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.