عنوان
پدید آورنده
موضوع
رده
HG 6046 .G46 2005
HG
6046
.
G46
2005
کتابخانه
محل استقرار
OTHER STANDARD IDENTIFIER
Standard Number
11398
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Geman, Hlyette.
Title Proper
Commodities and commodity derivatives :modelling and pricing for agriculturals, metals, and energy
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
West Sussex
Name of Publisher, Distributor, etc.
John Wiley & Sons
Date of Publication, Distribution, etc.
c2005
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xvii, 396 p. : ill. ; 25 cm.
GENERAL NOTES
Text of Note
Includes bibliographical references and index
CONTENTS NOTE
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Entry Element
$ACommodity futures
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63/28
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
6046
.
G46
2005
PERSONAL NAME - PRIMARY RESPONSIBILITY
Relator Code
AU
Entry Element
Helyette Geman
TI
LOCATION AND CALL NUMBER
Shelving Form of Title, Author, Author/Title
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