Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample … easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily … fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical …

state of the art in: "Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding … valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling …. • Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied …

-- 5. Diagnostic Measurement; Meghan Sullivan, Hongling Lao and Jonathan Templin -- 6. Incremental Optimization Mechanism …

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and … interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling < The book presents to a … presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization …

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the …

experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and … markets -- Asset pricing and portfolio optimization -- Measuring risks in financial assets …

, while cutting-edge economic and modeling techniques are used to analyze them. In closing, the book critically reviews and …

This book provides a thoughtful and rigorous guide to coverage modeling, reviewing essential models, solution …Preface -- 1 Location Modeling and Covering Metrics -- 2 Classic Beginnings -- 3 Hierarchical, Coordinated, Multi …