Structuring, Trading and Risk Management Andrea Roncoroni, Gianluca Fusai, Mark Cummins ... 433a7, 438a41, 445a7, 448a51, 456a9, 464a6 agriculturals 415, 424a8, 433a7, 438a41, 445a7, 448a51, 456a9, 464a6 gas 140, 153 metals 284a90 oil 98 ... see also arbitrage a#39;missing moneya#39; problems 215a16 mixed- normal GARCH 244a52 Modern Portfolio Theory (MPT) 364a5, 930a36 see also portfolioanbsp;...
Title | : | Handbook of Multi-Commodity Markets and Products |
Author | : | Andrea Roncoroni, Gianluca Fusai, Mark Cummins |
Publisher | : | John Wiley & Sons - 2015-02-17 |
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