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Commodities and numéraire

Geman, Hélyette (2010) Commodities and numéraire. In: Cont, R. (ed.) Encyclopedia of Quantitative Finance. Hoboken, U.S.: Wiley. ISBN 9780470057568.

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Abstract

Book synopsis: The Encyclopedia of Quantitative Finance is a major reference work designed to provide a comprehensive coverage of essential topics related to the quantitative modelling of financial markets, with authoritative contributions from leading academics and professionals. Drawing on contributions from a wide spectrum of experts in fields including financial economics, econometrics, mathematical finance, operations research, numerical analysis, risk management and statistics, the Encyclopedia of Quantitative Finance faithful reflects the multidisciplinary nature of its subject. With a pool of author comprising over 400 leading academics and professionals worldwide, the Encyclopedia provides a balanced view of theoretical and practical aspects of quantitative modelling in finance.

Item Type: Book Section
School or Research Centre: Birkbeck Schools and Research Centres > School of Business, Economics & Informatics > Economics, Mathematics and Statistics
Depositing User: Administrator
Date Deposited: 01 Apr 2011 08:48
Last Modified: 17 Apr 2013 12:17
URI: http://eprints.bbk.ac.uk/id/eprint/1432

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