عنوان
پدید آورنده
موضوع
رده
HG 6046 .G46 2005
HG
6046
.
G46
2005
کتابخانه
محل استقرار
11398
Geman, Hlyette.
Commodities and commodity derivatives :modelling and pricing for agriculturals, metals, and energy
West Sussex
John Wiley & Sons
c2005
xvii, 396 p. : ill. ; 25 cm.
Includes bibliographical references and index
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
$ACommodity futures
332
.
63/28
HG
6046
.
G46
2005
AU
Helyette Geman
TI
┌ش╪ش╪س╪س╪ض╪س┘۶┘۷ ┘۵╪▒┌ش╪▓┘، ┌ش╪┤╪س┘۸╪▒╪▓┘،
