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Commodity Modeling and Pricing

Peter V. Schaeffer. Commodity Modeling and Pricing Authors:Peter V. Schaeffer.
Publisher:
Year:2008
Serie:
Pages:298
Sizes:
Price:7079 rub.
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Book Summary:
Praise for Commodity Modeling and Pricing "It is a pleasure to see this important book in print. There is deep knowledge concerning particular industries behind the analysis in many of these contributions. From my perspective, the combination of strong econometrics and strong industry–based analysis is hard to beat." —Frank Giarratani, Director and Professor of Economics, University of Pittsburgh "Walter Labys arrived at the University of Nottingham soon after I had finished a book on the predictability of stock market prices with Oskar Morgenstern, and so I suggested that Walter apply the same approach to the set of speculative markets involving commodities. The result was a huge success; many of the prices seemed to be well approximated by random walks but plenty of other relationships were discovered. Commodity Modeling and Pricing extends the area of study to a wider class of questions as a great range of data and several new generations of econometric techniques...

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