The economics of commodity markets / / Julien Chevallier, Florian Ielpo
| The economics of commodity markets / / Julien Chevallier, Florian Ielpo |
| Autore | Chevallier Julien |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2013 |
| Descrizione fisica | 1 online resource (361 p.) |
| Disciplina | 332.64/4 |
| Altri autori (Persone) | IelpoFlorian |
| Collana | Wiley finance |
| Soggetto topico |
Primary commodities
Commercial products Financial futures |
| ISBN |
9781118710098
1118710096 9781119945390 1119945399 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- List of figures -- List of tables -- Acronyms -- Commodity markets dynamics -- Individual dynamics : from trends to risks -- Cross-commodities linkages -- Commodities and the business cycle -- The reaction of commodity markets to economic news -- Economic regimes and commodity markets as an asset class -- Commodities and fundamental value -- Cross-commodity linkages -- Cointegration with traditional asset markets -- Cointegration with industrial production and inflation -- Index. |
| Record Nr. | UNINA-9910139245703321 |
Chevallier Julien
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| Hoboken, N.J., : Wiley, 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
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A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances / / by Christophe Chorro, Dominique Guégan, Florian Ielpo
| A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances / / by Christophe Chorro, Dominique Guégan, Florian Ielpo |
| Autore | Chorro Christophe |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (202 p.) |
| Disciplina |
330
330.015195 332 519 |
| Soggetto topico |
Finance
Macroeconomics Economics, Mathematical Statistics Finance, general Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance |
| ISBN | 3-662-45037-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- 1 The Time Series Toolbox for Financial Returns -- 2 The Stochastic Discount Factor Approach -- 3 Empirical Performances -- Mathematical Appendix -- Index. |
| Record Nr. | UNINA-9910298518103321 |
Chorro Christophe
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
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