عنوان

Risk management in commodity markets :

(Number (ISBN

0470740817

(Number (ISBN

1118467388

(Number (ISBN

1282010743

(Number (ISBN

6612010746

(Number (ISBN

9780470740811

(Number (ISBN

9781118467381

(Number (ISBN

9781282010741

(Number (ISBN

9786612010743

Erroneous ISBN

0470694254

Erroneous ISBN

9780470694251

Number

b708133

Title Proper

Risk management in commodity markets :

General Material Designation

[Book]

Other Title Information

from shipping to agriculturals and energy /

First Statement of Responsibility

edited by Hélyette Geman.

Place of Publication, Distribution, etc.

Hoboken, N.J. :

Name of Publisher, Distributor, etc.

Wiley,

Date of Publication, Distribution, etc.

©2008.

Specific Material Designation and Extent of Item

1 online resource (xxii, 298 pages) :

Other Physical Details

illustrations

Series Title

Wiley finance series

Text of Note

Title from title screen.

Text of Note

Includes bibliographical references and index.

Text of Note

1. Structural Models of Commodity Prices / Craig Pirrong -- 2. Forward Curve Modelling in Commodity Markets / Svetlana Borovkova and Helyette Geman -- 3. Integrating Physical and Financial Risk Management in Supply Management / Paul R. Kleindorfer -- 4. The Design of New Derivative Markets / Giovanni Barone-Adesi -- 5. Risk Premia of Electricity Futures: A Dynamic Equilibrium Model / Wolfgang Buhler and Jens Muller-Merbach -- 6. Measuring Correlation Risk for Energy Derivatives / Roza Galeeva, Jiri Hoogland and Alexander Eydeland -- 7. Precaution and a Dismal Theorem: Implications for Climate Policy and Climate Research / Gary W. Yohe and Richard S.J. Tot -- 8. Incentives for Investing in Renewables / Falbo Paolo, Felletti Daniele and Stefani Silvana -- 9. Hedging the Risk of an Energy Futures Portfolio / Carol Alexander -- 10. Spark Spread Options when Commodity Prices are Represented as Time Changed Processes / Elisa Luciano -- 11. Freight Derivatives and Risk Management: A Review / Manolis G. Kavussanos and Ilias D. Visvikis -- 12. Mean-Reversion and Structural Breaks in Crude Oil, Copper, and Shipping / Helyette Geman and Steve Ohana -- 13. Managing Agricultural Price Risk in Developing Countries / Julie Dana and Christopher L. Gilbert -- 14. Gaining Exposure to Emerging Markets in Institutional Portfolios: The Role of Commodities / George A. Martin and Richard Spurgin -- 15. Case Studies and Risk Management in Commodity Derivatives Trading / Hilary Till.

0

Text of Note

"Commodities represent today the fastest growing markets worldwide. Historically misunderstood, generally under- studied and under- valued, certainly under- represented in the literature, commodities are suddenly receiving the attention they deserve. Bringing together some of the best authors in the field, this book focuses on the risk management issues associated with both soft and hard commodities: energy, weather, agriculturals, metals and shipping. Taking the reader through every part of the commodities markets, the authors discuss the intricacies of modelling spot and forward prices, as well as the design of new Futures markets. The book also looks at the use of options and other derivative contract forms for hedging purposes, as well as supply management in commodity markets. It looks at the implications for climate policy and climate research and analyzes the various freight derivatives markets and products used to manage shipping and freight risk in a global commodity world"--EBL.

Source for Acquisition/Subscription Address

Safari Books Online

Stock Number

CL0500000136

Title

Risk management in commodity markets.

International Standard Book Number

0470694254

Commodity exchanges.

Commodity futures.

Investment analysis.

Risk management.

BUSINESS & ECONOMICS-- Investments & Securities-- General.

Commodity exchanges.

Commodity futures.

Investment analysis.

Risk management.

BUS-- 036000

KFF

Number

Edition

Class number

Book number

Geman, Hélyette.

Date of Transaction

20201207230833.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y