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Commodities and commodity derivative...

Geman, Helyette.

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Commodities and commodity derivatives :/ Helyette Geman.
其他題名:	modelling and pricing for agriculturals, metals, and energy /
作者:	Geman, Helyette.
出版者:	West Sussex :John Wiley & Sons, : c2005.,
面頁冊數:	xvii, 396 p. :ill. ;25 cm.
內容註:	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 as a new asset class.
標題:	Commodity futures. -
電子資源:	http://www.loc.gov/catdir/toc/ecip054/2004027082.htmlhttp://www.loc.gov/catdir/toc/ecip054/2004027082.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0617/2004027082-b.htmlhttp://www.loc.gov/catdir/enhancements/fy0617/2004027082-b.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0617/2004027082-d.htmlhttp://www.loc.gov/catdir/enhancements/fy0617/2004027082-d.html
ISBN:	0470012188 (cloth : alk. paper) :

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.

Includes bibliographical references and index.

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 as a new asset class.

ISBN: 0470012188 (cloth : alk. paper) :US111.95

LCCN: 2004027082Subjects--Topical Terms:

665634
Commodity futures.

LC Class. No.: HG6046 / .G46 2005

Dewey Class. No.: 332.63/28

Commodities and commodity derivatives : = modelling and pricing for agriculturals, metals, and energy /
LDR:01886cam a2200241 a 45 001 702233
003 DLC
005 20060428
008 060428s2005 enka b 001 0 eng
010 $a 2004027082
020 $a 0470012188 (cloth : alk. paper) : $c US111.95
035 $a iep940073
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG6046 $b .G46 2005
082 0 0 $a 332.63/28 $2 22
100 $a Geman, Helyette. $3 758320
245 1 0 $a Commodities and commodity derivatives : $b modelling and pricing for agriculturals, metals, and energy / $c Helyette Geman.
260 $a West Sussex : $c c2005. $b John Wiley & Sons,
300 $a xvii, 396 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references and index.
505 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 as a new asset class.
650 $a Commodity futures. $3 665634
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/ecip054/2004027082.html $z http://www.loc.gov/catdir/toc/ecip054/2004027082.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0617/2004027082-b.html $z http://www.loc.gov/catdir/enhancements/fy0617/2004027082-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0617/2004027082-d.html $z http://www.loc.gov/catdir/enhancements/fy0617/2004027082-d.html