Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy / Hélyette Geman.
Material type:
TextLanguage: English Series: Wiley finance seriesPublisher: Chichester (England) : John Wiley & Sons, 2007Description: xvii, 396 páginas : ilustraciones ; 25 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 0470012188; 9780470012185Subject(s): Comercio de futuros | Control de precios | Mercado de futurosDDC classification: 332.6328 | Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode | Item holds |
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General | 332.6328 / G322c (Browse shelf(Opens below)) | Ej. 1 | 1 | Available | 7101017429 |
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| 332.63232 / V549f 2010 Fixed income securities : valuation, risk, and risk management / | 332.6327 / B479m Morningstar guide to mutual funds : five-star strategies for success / | 332.6327 / P879f 2015 The fund industry : how your money is managed / | 332.6328 / G322c Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy / | 332.64 / C425 2022 Certificate in ESG investing curriculum 2023 / | 332.64 / C535h 2013 Herramientas de cobertura con derivados financieros y commodities / | 332.64 / D229s Swap y Derivative Financing : The Global reference to products, Pricing, Applications and Markets / |
Fundamentals of commodity spot and futures markets \\ Equilibrium relationships between spot prices and forward prices \\ Stochastic modelling of commodity price processes \\ Plain\vanilla option pricing and hedging \\ Risk\neutral valuation of plain\vanilla options \\ Monte\Carlo simulations and analytical formulae for Asian, barrier, and quanto options \\ Agricultural commodity markets \\ The structure of metal markets and metal prices \\ The oil market as a world market \\ The gas market as the energy market of the next decades \\ Spot and forward electricity markets \\ Commodity swaptions, swing, and take\or\pay contracts and real options \\ In the energy industry \\ Coal, emissions, and weather \\ Commodities as a new asset class.
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