Handbook of recent advances in commodity and financial modeling. Quantitative methods in banking, finance, insurance, energy and commodity markets
From MaRDI portal
(Redirected from Publication:1707171)
Derivative securities (option pricing, hedging, etc.) (91G20) Management decision making, including multiple objectives (90B50) Applications of mathematical programming (90C90) Portfolio theory (91G10) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Recommendations
- Handbook of research on emerging theories, models, and applications of financial econometrics
- Handbook of Volatility Models and Their Applications
- scientific article; zbMATH DE number 2174322
- Handbook of financial engineering
- Quantitative modeling of derivative securities. From theory and practice
- scientific article; zbMATH DE number 1344855
- Handbook of high-frequency trading and modeling in finance
- A computational approach to modeling commodity markets
- Implementing models in quantitative finance: methods and cases
Cited in
(4)- Commodities, energy and environmental finance. Selected papers based on the presentations at the focus program, Toronto, Canada, August 2013
- Personalized goal-based investing via multi-stage stochastic goal programming
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
- Preface: Advances of OR in commodities and financial modelling
This page was built for publication: Handbook of recent advances in commodity and financial modeling. Quantitative methods in banking, finance, insurance, energy and commodity markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1707171)