Commodities and Commodity Derivatives

Commodities and Commodity Derivatives

AngličtinaPevná väzba
Geman Helyette
John Wiley & Sons Inc
EAN: 9780470012185
Na objednávku
Predpokladané dodanie v piatok, 21. marca 2025
95,74 €
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Podrobné informácie

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

EAN 9780470012185
ISBN 0470012188
Typ produktu Pevná väzba
Vydavateľ John Wiley & Sons Inc
Dátum vydania 26. januára 2005
Stránky 416
Jazyk English
Rozmery 246 x 165 x 31
Krajina United States
Autori Geman Helyette
Edícia 1. Auflage
Séria Wiley Finance Series
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