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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 : | |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Publié : |
Hoboken (N.J.) :
J. Wiley & Sons.
copyright 2005
|
| Collection : | Wiley finance
|
| Sujets : |
MARC
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| 245 | 1 | 0 | |a Commodities and commodity derivatives : |b modeling and pricing for agriculturals, metals, and energy / |c Hélyette Geman. |
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| 500 | |a Autre(s) tirage(s) : 2006, 2007, 2009, 2010, 2011, 2013. | ||
| 504 | |a Bibliogr. p. [375]-379. Glossaire. Index. | ||
| 520 | |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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Notice dans l'index de recherche
| _version_ | 1814873626928742400 |
|---|---|
| author | Geman, Hélyette |
| author_facet | Geman, Hélyette |
| author_role | aut |
| author_sort | Geman, Hélyette |
| author_variant | h g hg |
| building | BU Droit |
| campus_str_mv | Tertre |
| collection | Magasin - S'adresser à l'accueil |
| ctrlnum | (OCoLC)492734493 (PPN)084626402 |
| dewey-full | 332.6328 338.52 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics 338 - Production |
| dewey-raw | 332.632 8 338.52 |
| dewey-search | 332.632 8 338.52 |
| dewey-sort | 3332.632 18 |
| dewey-tens | 330 - Economics |
| format | Book |
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|
| id | in00000333791 |
| illustrated | Illustrated |
| institution | Nantes Université |
| isbn | 0470012188 (rel) 9780470012185 (rel) |
| language | English |
| oclc_num | 492734493 |
| online_boolean | |
| physical | 1 vol. (XVII-396 p.) : couv. ill. en coul., ill. ; 26 cm. |
| publishDate | 2005 |
| publisher | J. Wiley & Sons. |
| record_format | marc |
| series2 | Wiley finance |
| spelling | (IdRef)034634029 http://www.idref.fr/034634029/id Geman, Hélyette. aut. Auteur Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / Hélyette Geman. Hoboken (N.J.) : J. Wiley & Sons. copyright 2005 1 vol. (XVII-396 p.) : couv. ill. en coul., ill. ; 26 cm. txt rdacontent n rdamedia n isbdmedia nga RDAfrCarrier Wiley finance Table des matières (http://www.loc.gov/catdir/toc/ecip054/2004027082.html). Autre(s) tirage(s) : 2006, 2007, 2009, 2010, 2011, 2013. Bibliogr. p. [375]-379. Glossaire. Index. 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 (IdRef)028014987 http://www.idref.fr/028014987/id Bourses de marchandises. ram (IdRef)052544184 http://www.idref.fr/052544184/id Instruments dérivés (finances). ram (IdRef)02954792X http://www.idref.fr/02954792X/id Prix Fixation (IdRef)027551385 http://www.idref.fr/027551385/id Modèles mathématiques. ram (IdRef)02728297X http://www.idref.fr/02728297X/id Métaux (IdRef)027728897 http://www.idref.fr/027728897/id Prix. ram Commodity futures. lc Derivate securities. lc Pricing Mathematical models. lc Metals Prices. lc Power ressources Costs. lc Wiley finance (ABES)013851195 unimarc 181 i# xxxe## |
| spellingShingle | Geman, Hélyette Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / (IdRef)028014987 http://www.idref.fr/028014987/id Bourses de marchandises. ram (IdRef)052544184 http://www.idref.fr/052544184/id Instruments dérivés (finances). ram (IdRef)02954792X http://www.idref.fr/02954792X/id Prix Fixation (IdRef)027551385 http://www.idref.fr/027551385/id Modèles mathématiques. ram (IdRef)02728297X http://www.idref.fr/02728297X/id Métaux (IdRef)027728897 http://www.idref.fr/027728897/id Prix. ram Commodity futures. lc Derivate securities. lc Pricing Mathematical models. lc Metals Prices. lc Power ressources Costs. lc |
| title | Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / |
| title_auth | Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / |
| title_full | Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / Hélyette Geman. |
| title_fullStr | Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / Hélyette Geman. |
| title_full_unstemmed | Commodities and commodity derivatives : modeling and pricing for agriculturals, metals, and energy / Hélyette Geman. |
| title_short | Commodities and commodity derivatives : |
| title_sort | commodities and commodity derivatives modeling and pricing for agriculturals metals and energy |
| title_sub | modeling and pricing for agriculturals, metals, and energy / |
| topic | (IdRef)028014987 http://www.idref.fr/028014987/id Bourses de marchandises. ram (IdRef)052544184 http://www.idref.fr/052544184/id Instruments dérivés (finances). ram (IdRef)02954792X http://www.idref.fr/02954792X/id Prix Fixation (IdRef)027551385 http://www.idref.fr/027551385/id Modèles mathématiques. ram (IdRef)02728297X http://www.idref.fr/02728297X/id Métaux (IdRef)027728897 http://www.idref.fr/027728897/id Prix. ram Commodity futures. lc Derivate securities. lc Pricing Mathematical models. lc Metals Prices. lc Power ressources Costs. lc |
| topic_facet | Bourses de marchandises. Instruments dérivés (finances). Prix Métaux Commodity futures. Derivate securities. Pricing Metals Power ressources Fixation Modèles mathématiques. Prix. Mathematical models. Prices. Costs. |
| work_keys_str_mv | AT gemanhelyette commoditiesandcommodityderivativesmodelingandpricingforagriculturalsmetalsandenergy |