modeling and pricing for agriculturals, metals, and energy Geman. Helyette Primary Author mixed material bibliography West Sussex John Wiley & Sons 2005 en English

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xvii, 396 p. : Illust. ; 25 cm 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 class for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and 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. Commodity Futures Commodity Exchanges Commodity Options Derivative securities Metals--Prices Pricing--Mathematical models Agricultural prices Harga agrikultur Komoditas 332.6328 9780470012185 e-Library Universitas Pertamina Be Global Leader 332.6328 GEM c 7047/PUP/2018 Perpustakaan Universitas Pertamina 332.6328 GEM c c.1 51KSgAOY2aL._SX330_BO1%252C204%252C203%252C200_.jpg.jpg 3797 2018-11-26 15:33:53 2018-11-27 09:38:39 machine generated