Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy
The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset class for investors that includes hedge funds as well as University endowments, and has resulted in a sp...
Enregistré dans:
Auteur principal : | |
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Format : | Livre |
Langue : | anglais |
Titre complet : | Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / Hélyette Geman |
Publié : |
Hoboken (N.J.) :
J. Wiley & Sons
, cop. 2005 |
Description matérielle : | 1 vol. (XVII-396 p.) |
Collection : | Wiley finance |
Accès en ligne : |
Table des matières
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Sujets : |
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200 | 1 | |a Commodities and commodity derivatives |b Texte imprimé |e modeling and pricing for agriculturals, metals, and energy |f Hélyette Geman | |
210 | |a Hoboken (N.J.) |c J. Wiley & Sons |d cop. 2005 | ||
215 | |a 1 vol. (XVII-396 p.) |c couv. ill. en coul., ill. |d 26 cm | ||
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300 | |a Table des matières |u http://www.loc.gov/catdir/toc/ecip054/2004027082.html | ||
320 | |a Bibliogr. p. [375]-379. Glossaire. Index | ||
330 | |a The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset class for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (energy, agriculture and metals) and analyses: Economic and geopolitical issues in commodities markets. Commodity price and volume risk. Stochastic modelling of commodity spot prices and forward curves. Real options valuation and hedging of physical assets in the energy industry. It is required reading for energy companies and utilities practitioners, commodity cash and derivatives traders in investment banks, the Agrifood business, Commodity Trading Advisors (CTAs) and Hedge Funds | ||
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