April 2015
Intermediate to advanced
1064 pages
33h 41m
English
book
Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management
by Mark Cummins, Gianluca Fusai, Andrea Roncoroni
Content preview from Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management
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About the Editors
Andrea Roncoroni
Andrea Roncoroni is Professor of Finance at ESSEC Business School (Paris-Singapore) and Fellow at Bocconi University (Milan). He holds PhD's in Applied Mathematics and in Finance. His research interests primarily cover energy and commodity finance, financial risk management, quantitative modelling, security structuring and pricing. Andrea put forward the Threshold Model for price simulation in spiky electricity markets, and devised FloRisk MetricsTM, an effective approach to monitor and manage corporate risk exposure. He publishes in academic journals, professional reviews, financial book series, and acts as Associate Editor for the Journal of Energy Markets and Co-Editor for Argo Review. As a professional advisor, he consulted for private companies and public institutions, including Dong Energy, Edison, Enel, GDF, Natixis, and TEI Enery. He is founder and CEO of Energisk SAS, an ICT service provider for companies dealing with energy and commodity markets.
Gianluca Fusai
Gianluca Fusai is Full Professor in Financial Mathematics at the University of Eastern Piedmont, Italy, and a PT Reader in Mathematical Finance at Cass Business School, City University of London, UK. He holds a PhD in Finance from Warwick Business School, an MSc in Statistics and Operational Research from the University of Essex and a BSc in Economics from Bocconi University. His research interests focus on Energy Markets, Financial Engineering, Numerical Methods for Finance, ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.