Modeling financial data

dc.contributor.degreegrantinginstitution	Athens University of Economics and Business, Department of Statistics	en
dc.creator	Apergis, Iraklis	en
dc.creator	Απέργης, Ηρακλής	el
dc.date.accessioned	2025-04-07T10:43:53Z
dc.date.available	2025-04-07T10:43:53Z
dc.date.issued	20-09-2016
dc.description.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.	en
dc.format.extent	106p.
dc.identifier.uri	https://pyxida.aueb.gr/handle/123456789/11764
dc.language	en
dc.rights	Attribution 4.0 International	en
dc.rights.uri	http://creativecommons.org/licenses/by/4.0/
dc.subject	Χρηματοοικονομικές καταστάσεις	el
dc.subject	Χρηματοοικονομική αγορά	el
dc.subject	Εμπορεύματα	el
dc.subject	Αξία σε κίνδυνο	el
dc.subject	Financial data	en
dc.subject	Financial market	en
dc.subject	Commodities	en
dc.subject	Value at Risk (VaR)	en
dc.title	Modeling financial data	en
dc.title.alternative	Μοντελοποίηση οικονομικών δεδομένων	el
dc.type	Text

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