Commodities and Commodity Derivatives - Modeling and Pricing for Agriculturals, Metals, and Energy Geman HelyettePevná vazba
The last few years have been a watershed for the commodities, cashand derivatives industry. New regulations and products have led toan explosion in the commodities markets, creating a new asset…
Specifikacia Commodities and Commodity Derivatives - Modeling and Pricing for Agriculturals, Metals, and Energy Geman HelyettePevná vazba
The last few years have been a watershed for the commodities, cashand derivatives industry. New regulations and products have led toan explosion in the commodities markets, creating a new asset forinvestors that includes hedge funds as well as Universityendowments, and has resulted in a spectacular growth in spot andderivative trading.This book covers hard and soft commodities (energy, agricultureand metals) and analyses:Economic and geopolitical issues in commodities marketsCommodity price and volume riskStochastic modelling of commodity spot prices and forwardcurvesReal options valuation and hedging of physical assets in theenergy industryIt is required reading for energy companies and utilitiespractitioners, commodity cash and derivatives traders in investmentbanks, the Agrifood business, Commodity Trading Advisors (CTAs)