Collections : | ![]() |
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Title : | Modeling financial data |
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Creator : | Apergis, Iraklis |
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Contributor : | Athens University of Economics and Business, Department of Statistics (Degree granting institution) |
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Type : | Text |
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Extent : | 106p. |
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Language : | en |
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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. |
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Subject : | Χρηματοοικονομικές καταστάσεις Χρηματοοικονομική αγορά Εμπορεύματα Αξία σε κίνδυνο Financial data Financial market Commodities Value at Risk (VaR) |
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Date Issued : | 20-09-2016 |
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Licence : | ![]() |
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