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.

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.

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.

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.

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.

Download or read book The Handbook of Commodity Investing written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2008-06-02 with total page 986 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filled with a comprehensive collection of information from experts in the commodity investment industry, this detailed guide shows readers how to successfully incorporate commodities into their portfolios. Created with both the professional and individual investor in mind, The Handbook of Commodity Investments covers a wide range of issues, including the risk and return of commodities, diversification benefits, risk management, macroeconomic determinants of commodity investments, and commodity trading advisors. Starting with the basics of commodity investments and moving to more complex topics, such as performance measurement, asset pricing, and value at risk, The Handbook of Commodity Investments is a reliable resource for anyone who needs to understand this dynamic market.

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.

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 2015-04-27 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.

Download or read book Commodities and Commodity Derivatives written by Helyette Geman and published by John Wiley & Sons. This book was released on 2009-09-24 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (energy, agriculture and metals) and analyses: Economic and geopolitical issues in commodities markets Commodity price and volume risk Stochastic modelling of commodity spot prices and forward curves Real options valuation and hedging of physical assets in the energy industry It is required reading for energy companies and utilities practitioners, commodity cash and derivatives traders in investment banks, the Agrifood business, Commodity Trading Advisors (CTAs) and Hedge Funds. In Commodities and Commodity Derivatives, Hélyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a "must have" on the subject.” —Robert Merton, Professor, Harvard Business School "A marvelously comprehensive book of interest to academics and practitioners alike, by one of the world's foremost experts in the field." —Oldrich Vasicek, founder, KMV

Download or read book Routledge International Handbook of Rural Studies written by Mark Shucksmith and published by Routledge. This book was released on 2016-05-20 with total page 729 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rural societies around the world are changing in fundamental ways, both at their own initiative and in response to external forces. The Routledge International Handbook of Rural Studies examines the organisation and transformation of rural society in more developed regions of the world, taking an interdisciplinary and problem-focused approach. Written by leading social scientists from many countries, it addresses emerging issues and challenges in innovative and provocative ways to inform future policy. This volume is organised around eight emerging social, economic and environmental challenges: Demographic change. Economic transformations. Food systems and land. Environment and resources. Changing configurations of gender and rural society. Social and economic equality. Social dynamics and institutional capacity. Power and governance. Cross-cutting these challenges are the growing interdependence of rural and urban; the rise in inequality within and between places; the impact of fiscal crisis on rural societies; neoliberalism, power and agency; and rural areas as potential sites of resistance. The Routledge International Handbook of Rural Studies is required reading for anyone concerned with the future of rural areas.

Download or read book Introduction To Derivative Securities Financial Markets And Risk Management An Third Edition written by Robert A Jarrow and published by World Scientific. This book was released on 2024-05-03 with total page 763 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.

Download or read book Recent Developments in Commodity Modeling written by Walter C. Labys and published by World Bank Publications. This book was released on 1988 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: A review of the state of the art of Bank commodity modeling for forecasting and analysis of supplies, demand, and prices.

Download or read book Handbook of Research on Decision Making Techniques in Financial Marketing written by Dinçer, Hasan and published by IGI Global. This book was released on 2019-12-27 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consumer needs and demands are constantly changing. Because of this, marketing science and finance have their own concepts and theoretical backgrounds for evaluating consumer-related challenges. However, examining the function of finance with a marketing discipline can help to better understand internal management processes and compete in today’s market. The Handbook of Research on Decision-Making Techniques in Financial Marketing is a collection of innovative research that integrates financial and marketing functions to make better sense of the workplace environment and business-related challenges. Different financial challenges are taken into consideration while many of them are based on marketing theories such as agency theory, product life cycle, and optimal consumer experience. While highlighting topics including behavioral financing, corporate ethics, and Islamic banking, this book is ideally designed for financiers, marketers, financial analysts, marketing strategists, researchers, policymakers, government officials, academicians, students, and industry professionals.

Download or read book Introduction To Derivative Securities Financial Markets And Risk Management An Second Edition written by Robert A Jarrow and published by World Scientific. This book was released on 2019-05-16 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!

Download or read book Quantitative Energy Finance written by Fred Espen Benth and published by Springer Science & Business Media. This book was released on 2013-08-28 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.

Download or read book Simulation and Optimization in Finance written by Dessislava A. Pachamanova and published by John Wiley & Sons. This book was released on 2010-09-23 with total page 786 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty. This accessible guide provides an introduction to the simulation and optimization techniques most widely used in finance, while at the same time offering background on the financial concepts in these applications. In addition, it clarifies difficult concepts in traditional models of uncertainty in finance, and teaches you how to build models with software. It does this by reviewing current simulation and optimization methodology-along with available software-and proceeds with portfolio risk management, modeling of random processes, pricing of financial derivatives, and real options applications. Contains a unique combination of finance theory and rigorous mathematical modeling emphasizing a hands-on approach through implementation with software Highlights not only classical applications, but also more recent developments, such as pricing of mortgage-backed securities Includes models and code in both spreadsheet-based software (@RISK, Solver, Evolver, VBA) and mathematical modeling software (MATLAB) Filled with in-depth insights and practical advice, Simulation and Optimization Modeling in Finance offers essential guidance on some of the most important topics in financial management.

Download or read book Advances and Innovations in Statistics and Data Science written by Wenqing He and published by Springer Nature. This book was released on 2022-10-27 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book highlights selected papers from the 4th ICSA-Canada Chapter Symposium, as well as invited articles from established researchers in the areas of statistics and data science. It covers a variety of topics, including methodology development in data science, such as methodology in the analysis of high dimensional data, feature screening in ultra-high dimensional data and natural language ranking; statistical analysis challenges in sampling, multivariate survival models and contaminated data, as well as applications of statistical methods. With this book, readers can make use of frontier research methods to tackle their problems in research, education, training and consultation.