EAN: 9783319613185

HANDBOOK OF RECENT ADVANCES IN COMMODITY AND FI...

This handbook includes contributions related to optimization  pricing and valuation problems 
risk modeling and decision making problems arising in global financial and commodity markets
from the perspective of Operations Research and Management Science. The book is structured in
three parts  emphasizing common methodological approaches arising in the areas of interest: -
Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The
book presents to a wide community of Academics and Practitioners a selection of theoretical and
applied contributions on topics that have recently attracted increasing interest in commodity
and financial markets. Within a structure based on the three parts  it presents recent
state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic
optimization approaches in financial and insurance markets in presence of market stress and
growing systemic risk  - Decision paradigms  based on behavioral finance or factor-based  or
more classical stochastic optimization techniques  applied to portfolio selection problems
including new asset classes such as alternative investments  - Risk measurement methodologies 
including model risk assessment  recently applied to energy spot and future markets and new
risk measures recently proposed to evaluate risk-reward trade-offs in global financial and
commodity markets  and derivatives portfolio hedging and pricing methods recently put forward
in the financial community in the aftermath of the global financial crisis.

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