Commodities and Commodity Derivatives Modeling and Pricing for Agriculturals, Metals and Energy

Commodities and Commodity Derivatives
  • Engels
  • Hardcover
  • 9780470012185
  • Druk: New title
  • januari 2005
  • 416 pagina's
Alle productspecificaties

Samenvatting

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 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. In Commodities and Commodity Derivatives, Helyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a must have on the subject. --Robert Merton, Professor, Harvard Business School A marvelously comprehensive book of interest to academics and practitioners alike, by one of the worlda s foremost experts in the field. --Oldrich Vasicek, founder, KMV

Productspecificaties

Inhoud

Taal
Engels
Bindwijze
Hardcover
Druk
New title
Verschijningsdatum
januari 2005
Afmetingen
Afmeting: 25,4 x 17,3 x 3 cm
Aantal pagina's
416 pagina's
Illustraties
Nee

Betrokkenen

Auteur(s)
Helyette Geman Geman
Uitgever
John Wiley & Sons Inc

Vertaling

Originele Titel
Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy

EAN

EAN
9780470012185

Overige kenmerken

Extra groot lettertype
Nee
Gewicht
886 g
Studieboek
Ja
Verpakking breedte
170 mm
Verpakking hoogte
251 mm
Verpakking lengte
251 mm

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