Commodities and commodity derivatives: modeling and pricing for agriculturals, metals, and energy
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 sp...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2005
|
| Schlagworte: | |
| Online-Zugang: | Table of contents Inhaltsverzeichnis |
| Zusammenfassung: | 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. |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke Includes bibliographical references and index |
| Beschreibung: | XVII, 396 S. graph. Darst. |
| ISBN: | 0470012188 9780470012185 |
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| 300 | |a XVII, 396 S. |b graph. Darst. | ||
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| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
| 500 | |a Includes bibliographical references and index | ||
| 505 | 8 | |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. | |
| 520 | 3 | |a 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. | |
| 650 | 7 | |a Bourses de marchandises |2 ram | |
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| 650 | 4 | |a Marchés à terme de marchandises | |
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| 650 | 7 | |a Prix agricoles |2 ram | |
| 650 | 4 | |a Produits agricoles - Commerce | |
| 650 | 4 | |a Produits pétroliers - Commerce | |
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Datensatz im Suchindex
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|---|---|
| adam_text | COMMODITIES AND COMMODITY DERIVATIVES / GEMAN, HELYETTE : C2005
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Geman, Hélyette |
| author_GND | (DE-588)171177940 |
| author_facet | Geman, Hélyette |
| author_role | aut |
| author_sort | Geman, Hélyette |
| author_variant | h g hg |
| building | Verbundindex |
| bvnumber | BV019749251 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6046 |
| callnumber-raw | HG6046 |
| callnumber-search | HG6046 |
| callnumber-sort | HG 46046 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 650 |
| classification_tum | LAN 051f WIR 176f WIR 040f ERG 040f |
| contents | 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. |
| ctrlnum | (OCoLC)492734493 (DE-599)BVBBV019749251 |
| dewey-full | 332.6328 338.52 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics 338 - Production |
| dewey-raw | 332.632 8 338.52 |
| dewey-search | 332.632 8 338.52 |
| dewey-sort | 3332.632 18 |
| dewey-tens | 330 - Economics |
| discipline | Energietechnik, Energiewirtschaft Agrarwissenschaft Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019749251 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:05:15Z |
| institution | BVB |
| isbn | 0470012188 9780470012185 |
| language | English |
| lccn | 2004027082 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013075821 |
| oclc_num | 492734493 |
| open_access_boolean | |
| owner | DE-M49 DE-BY-TUM DE-19 DE-BY-UBM DE-83 DE-384 DE-634 |
| owner_facet | DE-M49 DE-BY-TUM DE-19 DE-BY-UBM DE-83 DE-384 DE-634 |
| physical | XVII, 396 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Wiley |
| record_format | marc |
| spelling | Geman, Hélyette Verfasser (DE-588)171177940 aut Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Helyette Geman Chichester Wiley 2005 XVII, 396 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke 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. 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. Bourses de marchandises ram Gaz naturel - Commerce Instruments dérivés (finances) ram Marchés à terme de marchandises Marchés à terme de marchandises - Modèles mathématiques Marketing - Ressources énergétiques ram Métaux - Commerce Métaux - Prix ram Prix - Fixation - Modèles mathématiques ram Prix agricoles ram Produits agricoles - Commerce Produits pétroliers - Commerce Électricité, Services publics d' Commodity futures Energiepreis (DE-588)4014718-6 gnd rswk-swf Energie (DE-588)4014692-3 gnd rswk-swf Agrarprodukt (DE-588)4068470-2 gnd rswk-swf Warenterminbörse (DE-588)4280309-3 gnd rswk-swf Metall (DE-588)4038860-8 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Agrarprodukt (DE-588)4068470-2 s Warenterminbörse (DE-588)4280309-3 s Preisbildung (DE-588)4047103-2 s DE-604 Metall (DE-588)4038860-8 s Energie (DE-588)4014692-3 s Energiepreis (DE-588)4014718-6 s http://www.loc.gov/catdir/toc/ecip054/2004027082.html Table of contents LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013075821&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Geman, Hélyette Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy 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. Bourses de marchandises ram Gaz naturel - Commerce Instruments dérivés (finances) ram Marchés à terme de marchandises Marchés à terme de marchandises - Modèles mathématiques Marketing - Ressources énergétiques ram Métaux - Commerce Métaux - Prix ram Prix - Fixation - Modèles mathématiques ram Prix agricoles ram Produits agricoles - Commerce Produits pétroliers - Commerce Électricité, Services publics d' Commodity futures Energiepreis (DE-588)4014718-6 gnd Energie (DE-588)4014692-3 gnd Agrarprodukt (DE-588)4068470-2 gnd Warenterminbörse (DE-588)4280309-3 gnd Metall (DE-588)4038860-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| subject_GND | (DE-588)4014718-6 (DE-588)4014692-3 (DE-588)4068470-2 (DE-588)4280309-3 (DE-588)4038860-8 (DE-588)4047103-2 |
| title | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy |
| title_auth | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy |
| title_exact_search | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy |
| title_full | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Helyette Geman |
| title_fullStr | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Helyette Geman |
| title_full_unstemmed | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Helyette Geman |
| title_short | Commodities and commodity derivatives |
| title_sort | commodities and commodity derivatives modeling and pricing for agriculturals metals and energy |
| title_sub | modeling and pricing for agriculturals, metals, and energy |
| topic | Bourses de marchandises ram Gaz naturel - Commerce Instruments dérivés (finances) ram Marchés à terme de marchandises Marchés à terme de marchandises - Modèles mathématiques Marketing - Ressources énergétiques ram Métaux - Commerce Métaux - Prix ram Prix - Fixation - Modèles mathématiques ram Prix agricoles ram Produits agricoles - Commerce Produits pétroliers - Commerce Électricité, Services publics d' Commodity futures Energiepreis (DE-588)4014718-6 gnd Energie (DE-588)4014692-3 gnd Agrarprodukt (DE-588)4068470-2 gnd Warenterminbörse (DE-588)4280309-3 gnd Metall (DE-588)4038860-8 gnd Preisbildung (DE-588)4047103-2 gnd |
| topic_facet | Bourses de marchandises Gaz naturel - Commerce Instruments dérivés (finances) Marchés à terme de marchandises Marchés à terme de marchandises - Modèles mathématiques Marketing - Ressources énergétiques Métaux - Commerce Métaux - Prix Prix - Fixation - Modèles mathématiques Prix agricoles Produits agricoles - Commerce Produits pétroliers - Commerce Électricité, Services publics d' Commodity futures Energiepreis Energie Agrarprodukt Warenterminbörse Metall Preisbildung |
| url | http://www.loc.gov/catdir/toc/ecip054/2004027082.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013075821&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT gemanhelyette commoditiesandcommodityderivativesmodelingandpricingforagriculturalsmetalsandenergy |