عنوان

Risk management in commodity markets :

شابک

0470740817

شابک

1118467388

شابک

1282010743

شابک

6612010746

شابک

9780470740811

شابک

9781118467381

شابک

9781282010741

شابک

9786612010743

شابک اشتباه

0470694254

شابک اشتباه

9780470694251

شماره

b708133

عنوان اصلي

Risk management in commodity markets :

نام عام مواد

[Book]

ساير اطلاعات عنواني

from shipping to agriculturals and energy /

نام نخستين پديدآور

edited by Hélyette Geman.

محل نشرو پخش و غیره

Hoboken, N.J. :

نام ناشر، پخش کننده و غيره

Wiley,

تاریخ نشرو بخش و غیره

©2008.

نام خاص و کميت اثر

1 online resource (xxii, 298 pages) :

ساير جزييات

illustrations

عنوان فروست

Wiley finance series

متن يادداشت

Title from title screen.

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

"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.

منبع سفارش / آدرس اشتراک

Safari Books Online

شماره انبار

CL0500000136

عنوان

Risk management in commodity markets.

شماره استاندارد بين المللي کتاب و موسيقي

0470694254

موضوع مستند نشده

Commodity exchanges.

موضوع مستند نشده

Commodity futures.

موضوع مستند نشده

Investment analysis.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

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

موضوع مستند نشده

Commodity exchanges.

موضوع مستند نشده

Commodity futures.

موضوع مستند نشده

Investment analysis.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

BUS-- 036000

موضوع مستند نشده

KFF

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Geman, Hélyette.

تاريخ عمليات

20201207230833.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y