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Commodities and commodity derivatives : : modelling and pricing for agriculturals, metals, and energy /

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:	modelling and pricing for agriculturals, metals, and energy /
[NT 47261] Author:	GemanHelyette.,
[NT 47351] Place of Publication:	West Sussex :
[NT 47263] Published:	John Wiley & Sons,;
[NT 47352] Year of Publication:	c2005.
[NT 47264] Description:	xvii, 396 p. :ill. ; : 25 cm.;
[NT 47266] Subject:	Commodity futures.; -
[NT 50961] ISBN:	0470012188
[NT 60779] Content 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 asa new asset class.

Commodities and commodity derivatives : : modelling and pricing for agriculturals, metals, and energy /
Geman, Helyette.

Commodities and commodity derivatives : : modelling and pricing for agriculturals, metals, and energy / / Helyette Geman. - West Sussex : : John Wiley & Sons,, c2005.. - xvii, 396 p. : ; ill. ; ; 25 cm..
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 asa new asset class..
Includes bibliographical references and index..
ISBN 0470012188
Commodity futures.;

Commodities and commodity derivatives : : modelling and pricing for agriculturals, metals, and energy /
LDR:01290nam0 2200169 i 450 001 143632
005 20120618210325.0
010 1 $a 0470012188 $b hbk. $d NT3500
100 $a 20071203d2005 m y0engy08 b
101 $a eng
102 $a gb
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200 1 $a Commodities and commodity derivatives : $e modelling and pricing for agriculturals, metals, and energy / $f Helyette Geman.
210 $a West Sussex : $d c2005. $c John Wiley & Sons,
215 1 $a xvii, 396 p. : $c ill. ; $d 25 cm.
320 $a Includes bibliographical references and index.
327 0 $a 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 asa new asset class.
606 $a Commodity futures.; $3 126557
676 $a 332.63/28 $v 20
700 $a Geman $b Helyette. $3 126556