Commodities and commodity derivatives modeling and pricing for agriculturals, metals and energy
| Personen und Körperschaften: | Geman, Hélyette (VerfasserIn) |
|---|---|
| Format: | Buch |
| Sprache: | English |
| veröffentlicht: | Chichester; Weinheim [u.a.]: Wiley, c2005 |
| Gesamtaufnahme: |
Wiley finance |
| Schlagwörter: | Rohstoffmarkt; Rohstoffderivat; Agrarprodukt; Metallmarkt; Energiemarkt; Theorie; Commodity futures; Buch; Warenterminbörse; > Preisbildung; > Agrarprodukt; Metall; Energie; |
| Quelle: |
Verbunddaten SWB |
| Zusammenfassung: | |
| Beschreibung: | 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 Includes bibliographical references and index Formerly CIP |
| Umfang: | XVII, 396 S; graph. Darst; 26cm |
| ISBN: |
0470012188 9780470012185 |
Online
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