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Title :Modeling financial data
Creator :Apergis, Iraklis
Contributor :Athens University of Economics and Business, Department of Statistics (Degree granting institution)
Type :Text
Extent :106p.
Language :en
Abstract :The modeling of a price process associated with one or more commodities is offundamental importance not only in the valuation of a variety of instruments andthe derivatives associated with these commodities, but also in the formulation ofoptimization and equilibrium models, aimed at finding optimal extraction and/orstorage strategies, that are bound to involve these prices as parameters.
Subject :Χρηματοοικονομικές καταστάσεις
Χρηματοοικονομική αγορά
Εμπορεύματα
Αξία σε κίνδυνο
Financial data
Financial market
Commodities
Value at Risk (VaR)
Date Issued :20-09-2016
Licence :

File: Apergis_2016.pdf

Type: application/pdf
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