Handbook of Recent Advances in Commodity and Financial Modeling. Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets

A widespread liberalization process in commodity and energy markets has led over the last 15 years or so to a fruitful and rich methodological spreading of techniques and quantitative approaches previously proposed in nancial markets into a wider global market area. At the same time the increasing volatility of international prices and the introduction of regulatory frameworks on banking and insurance institutions enhanced the research on risk theory and risk management inducing new, practically relevant, theoretical developments. This Handbook, at the time it was proposed to Springer, aimed at elaborating on such evidence to include contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in now-a-days global nancial and commodity markets from the perspective of Operations Research and Management Science.