Téléchargez le livre : Commodities and Commodity Derivatives

Commodities and Commodity Derivatives

Modeling and Pricing for Agriculturals, Metals and Energy

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Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2005-08-19



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Description
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, Hélyette 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 world's foremost experts in the field."
—Oldrich Vasicek, founder, KMV
Pages
416 pages
Collection
The Wiley Finance Series
Parution
2005-08-19
Marque
Wiley
EAN papier
9780470012185
EAN PDF
9780470015278
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
416
Taille du fichier
6031 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
106,55 €
EAN EPUB
9780470687734
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
416
Taille du fichier
7496 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
106,55 €

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