Erhältlich:
Nicht auf Lager
Buch (Hardcover): Fachbuch
Commodities and Commodity Derivatives
Modeling and Pricing for Agriculturals, Metals and Energy
Verlag:
John Wiley & Sons Unsere-Artikel-Nr.: NWWKYKZ
EAN: 9780470012185
Erhältlich:
Nicht auf Lager
Zustellung: Di, 17.11.2026
Versand: Kostenlos
-14.2 %
CHF 155.–
CHF 133.–
Beschreibung
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 substantial growth in spot 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
Spezifikationen
Sprache
- Englisch
Autor
- Helyette Geman
Thema
- Betriebswirtschaft: Allgemein
Zielgruppe
- Professional & Vocational
Erscheinungsjahr
- 2005
Format
- Buch (Hardcover)
Anzahl Seiten
- 420