Forward curve modelling in commodity markets
Year of publication: |
2008
|
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Authors: | Borovkova, Svetlana ; Geman, Hélyette |
Published in: |
Risk management in commodity markets : from shipping to agricuturals and energy. - Chichester : Wiley, ISBN 0-470-69425-4. - 2008, p. 9-32
|
Subject: | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price | Multivariate Analyse | Multivariate analysis | Hauptkomponentenanalyse | Principal component analysis |
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