Commodities and commodity derivatives: modeling and pricing for agriculturals, metals, and energy
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester
Wiley
2006
|
| Edition: | Reprinted |
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Table of contents Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XVII, 396 S. |
| ISBN: | 9780470012185 0470012188 |
Staff View
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| 245 | 1 | 0 | |a Commodities and commodity derivatives |b modeling and pricing for agriculturals, metals, and energy |c Hélyette Geman |
| 250 | |a Reprinted | ||
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| 490 | 0 | |a Wiley finance series | |
| 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. | |
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| adam_text | CONTENTS FOREWORD BY NASSIM NICHOLAS TALEB XI PREFACE XV
ACKNOWLEDGEMENTS XIX 1 FUNDAMENTALS OF COMMODITY SPOT AND FUTURES
MARKETS: INSTRUMENTS, EXCHANGES AND STRATEGIES 1 1.1 THE IMPORTANCE OF
COMMODITY SPOT TRADING I 1.2 FORWARD AND FUTURES CONTRACTS 4 1.3 THE
ACTORS IN FUTURES MARKETS 6 1.4 THE STRUCTURE OF FUTURES MARKETS 9 1.5
SHIPPING AND FREIGHT: SPOT AND FORWARD MARKETS 16 1.6 VOLUME, LIQUIDITY
AND OPEN INTEREST IN FUTURES MARKETS 19 2 EQUILIBRIUM RELATIONSHIPS
BETWEEN SPOT PRICES AND FORWARD PRICES 23 2.1 PRICE DISCOVERY IN FUTURES
MARKETS 23 2.2 THEORY OF STORAGE, INVENTORY AND CONVENIENCE YIELD 24 2.3
SCARCITY, RESERVES AND PRICE VOLATILITY 28 2.4 FUTURES PRICES AND
EXPECTATIONS OF FUTURE SPOT PRICES 31 2.5 SPOT-FORWARD RELATIONSHIP IN
COMMODITY MARKETS UNDER NO-ARBITRAGE 35 2.6 PRICE OF A FUTURES CONTRACT
AND MARKET VALUE OF A FUTURES POSITION 39 2.7 RELATIONSHIP BETWEEN
FORWARD AND FUTURES PRICES 42 2.8 THE BENEFITS OF INDEXES IN COMMODITY
MARKETS 45 3 STOCHASTIC MODELING OF COMMODITY PRICE PROCESSES 49 3.1
RANDOMNESS AND COMMODITY PRICES 49 3.2 THE DISTRIBUTION OF COMMODITY
PRICES AND THEIR FIRST FOUR MOMENTS 52 3.3 THE GEOMETRIC BROWNIAN MOTION
AS A CENTRAL MODEL IN FINANCE 60 3.4 MEAN-REVERSION IN FINANCIAL
MODELING: FROM INTEREST RATES TO COMMODITIES 64 3.5 INTRODUCING
STOCHASTIC VOLATILITY AND JUMPS IN PRICE TRAJECTORIES 68 3.6 STATE
VARIABLE MODELS FOR COMMODITY PRICES 69 3.7 COMMODITY FORWARD CURVE
DYNAMICS 71 VIII CONTENTS 4 PLAIN-VANILLA OPTION PRICING AND HEDGING:
FROM STOCKS TO COMMODITIES 75 4.1 GENERAL DEFINITIONS 75 4.2 CLASSICAL
STRATEGIES INVOLVING EUROPEAN CALLS AND PUTS 78 4.3 PUT-CALL PARITY 81
4.4 VALUATION OF EUROPEAN CALLS: THE BLACK-SCHOLES FORMULA AND THE
GREEKS 83 4.5 MERTON (1973) FORMULA AND ITS APPLICATION TO OPTIONS ON
COMMODITY SPOT PRICES 90 4.6 OPTIONS ON COMMODITY SPOT PRICES 92 4.7
OPTIONS ON COMMODITY FUTURES AND THE BLACK (1976) FORMULA 93 5
RISK-NEUTRAL VALUATION OF PLAIN-VANILLA OPTIONS 95 5.1 SECOND PROOF OF
THE BLACK-SCHOLES-MERTON FORMULA 95 5.2 RISK-NEUTRAL DYNAMICS OF
COMMODITY PRICES 98 5.3 COMMODITY FUTURES DYNAMICS UNDER THE PRICING
MEASURE 99 5.4 IMPLIED VOLATILITY IN EQUITY OPTIONS AND LEVERAGE EFFECT
101 5.5 IMPLIED VOLATILITY IN ENERGY OPTION PRICES AND INVERSE LEVERAGE
EFFECT 105 5.6 BINOMIAL TREES AND OPTION PRICING 109 5.7 INTRODUCING
STOCHASTIC INTEREST RATES IN THE VALUATION OF COMMODITY OPTIONS 117 6
MONTE CARLO SIMULATIONS AND ANALYTICAL FORMULAE FOR ASIAN, BARRIER AND
QUANTO OPTIONS 123 6.1 MONTE CARLO METHODS FOR EUROPEAN OPTIONS 123 6.2
ASIAN (ARITHMETIC AVERAGE) OPTIONS AS KEY INSTRUMENTS IN COMMODITY
MARKETS 127 6.3 TRADING THE SHAPE OF THE FORWARD CURVE THROUGH FLOATING
STRIKE ASIAN OPTIONS 135 6.4 BARRIER OPTIONS 135 6.5 COMMODITY QUANTO
OPTIONS 138 7 AGRICULTURAL COMMODITY MARKETS 143 7.1 INTRODUCTION 143
7.2 THE GRAIN MARKETS 144 7.3 SOFT COMMODITIES: COFFEE, COTTON AND SUGAR
153 7.4 CITRUS AND ORANGE JUICE 158 7.5 LIVESTOCK MARKETS 160 7.6
TECHNICAL ANALYSIS IN AGRICULTURAL COMMODITY MARKETS 161 8 THE STRUCTURE
OF METAL MARKETS AND METAL PRICES 169 8.1 INTRODUCTION 169 8.2 ABOUT
METALS 169 8.3 OVERVIEW OF METAL MARKETS AND THEIR OPERATION 171 8.4
CHARACTERIZING GENERAL PRICE MOVEMENTS 175 8.5 CHARACTERIZING METAL
PRICE MOVEMENTS 176 8.6 CONCLUSION 200 CONTENTS IX 9 THE OIL MARKET AS A
WORLD MARKET 201 9.1 WHY OIL IS TRADED AND ITS RELATIONSHIP WITH
WORLDWIDE ENERGY PRICES 201 9.2 CRUDE OIL MARKETS 203 9.3 REFINED
PRODUCTS MARKETS 217 9.4 CONCLUSION 224 10 THE GAS MARKET AS THE ENERGY
MARKET OF THE NEXT DECADES 227 10.1 THE WORLD GAS OUTLOOK 227 10.2 THE
GAS-PRODUCING COUNTRIES 231 10.3 GAS SPOT MARKETS 233 10.4 NATURAL GAS
FUTURES AND OPTIONS 240 10.5 THE GROWING INTEREST IN LNG 246 11 SPOT AND
FORWARD ELECTRICITY MARKETS 251 11.1 INTRODUCTION 251 11.2 STRUCTURE OF
THE ELECTRICITY INDUSTRY: FROM VERTICALLY INTEGRATED UTILITIES TO
UNBUNDLING AND RESTRUCTURED OLIGOPOLIES 252 11.3 SPOT POWER MARKETS AND
ISSUES IN MARKET DESIGN 254 11.4 THE ADJUSTMENT MARKET AND RESERVES
CAPACITY 266 11.5 ELECTRICITY DERIVATIVES MARKETS 269 11.6 MODELING
ELECTRICITY SPOT PRICES: FROM MEAN-REVERSION AND JUMP-DIFFUSION TO
JUMP-REVERSION 276 12 COMMODITY SWAPTIONS, SWING CONTRACTS AND REAL
OPTIONS IN THE ENERGY INDUSTRY 283 12.1 COMMODITY SWAP AND SWAPTIONS 283
12.2 EXCHANGE OPTIONS 286 12.3 COMMODITY SPREAD OPTIONS 287 12.4 OPTIONS
INVOLVING OPTIMAL STRATEGIES: AMERICAN, SWING AND TAKE-OR-PAY CONTRACTS
294 12.5 DISCOUNTED CASH FLOWS VERSUS REAL OPTIONS FOR THE VALUATION OF
PHYSICAL ASSETS: THE EXAMPLE OF A FUEL-FIRED PLANT 298 12.6 VALUATION OF
A GAS STORAGE FACILITY 304 13 COAL, EMISSIONS AND WEATHER 309 13.1 THE
COAL MARKET 309 13.2 EMISSIONS 320 13.3 WEATHER AND COMMODITY MARKETS
325 14 COMMODITIES AS A NEW ASSET CLASS 333 14.1 INTRODUCTION 333 14.2
THE DIFFERENT WAYS OF INVESTING IN COMMODITIES 336 14.3 COMMODITY
INDEXES AND COMMODITY-RELATED FUNDS 339 14.4 CONCLUSION 357 APPENDIX:
GLOSSARY 359 REFERENCES 375 INDEX 381
|
| adam_txt |
CONTENTS FOREWORD BY NASSIM NICHOLAS TALEB XI PREFACE XV
ACKNOWLEDGEMENTS XIX 1 FUNDAMENTALS OF COMMODITY SPOT AND FUTURES
MARKETS: INSTRUMENTS, EXCHANGES AND STRATEGIES 1 1.1 THE IMPORTANCE OF
COMMODITY SPOT TRADING I 1.2 FORWARD AND FUTURES CONTRACTS 4 1.3 THE
ACTORS IN FUTURES MARKETS 6 1.4 THE STRUCTURE OF FUTURES MARKETS 9 1.5
SHIPPING AND FREIGHT: SPOT AND FORWARD MARKETS 16 1.6 VOLUME, LIQUIDITY
AND OPEN INTEREST IN FUTURES MARKETS 19 2 EQUILIBRIUM RELATIONSHIPS
BETWEEN SPOT PRICES AND FORWARD PRICES 23 2.1 PRICE DISCOVERY IN FUTURES
MARKETS 23 2.2 THEORY OF STORAGE, INVENTORY AND CONVENIENCE YIELD 24 2.3
SCARCITY, RESERVES AND PRICE VOLATILITY 28 2.4 FUTURES PRICES AND
EXPECTATIONS OF FUTURE SPOT PRICES 31 2.5 SPOT-FORWARD RELATIONSHIP IN
COMMODITY MARKETS UNDER NO-ARBITRAGE 35 2.6 PRICE OF A FUTURES CONTRACT
AND MARKET VALUE OF A FUTURES POSITION 39 2.7 RELATIONSHIP BETWEEN
FORWARD AND FUTURES PRICES 42 2.8 THE BENEFITS OF INDEXES IN COMMODITY
MARKETS 45 3 STOCHASTIC MODELING OF COMMODITY PRICE PROCESSES 49 3.1
RANDOMNESS AND COMMODITY PRICES 49 3.2 THE DISTRIBUTION OF COMMODITY
PRICES AND THEIR FIRST FOUR MOMENTS 52 3.3 THE GEOMETRIC BROWNIAN MOTION
AS A CENTRAL MODEL IN FINANCE 60 3.4 MEAN-REVERSION IN FINANCIAL
MODELING: FROM INTEREST RATES TO COMMODITIES 64 3.5 INTRODUCING
STOCHASTIC VOLATILITY AND JUMPS IN PRICE TRAJECTORIES 68 3.6 STATE
VARIABLE MODELS FOR COMMODITY PRICES 69 3.7 COMMODITY FORWARD CURVE
DYNAMICS 71 VIII CONTENTS 4 PLAIN-VANILLA OPTION PRICING AND HEDGING:
FROM STOCKS TO COMMODITIES 75 4.1 GENERAL DEFINITIONS 75 4.2 CLASSICAL
STRATEGIES INVOLVING EUROPEAN CALLS AND PUTS 78 4.3 PUT-CALL PARITY 81
4.4 VALUATION OF EUROPEAN CALLS: THE BLACK-SCHOLES FORMULA AND THE
GREEKS 83 4.5 MERTON (1973) FORMULA AND ITS APPLICATION TO OPTIONS ON
COMMODITY SPOT PRICES 90 4.6 OPTIONS ON COMMODITY SPOT PRICES 92 4.7
OPTIONS ON COMMODITY FUTURES AND THE BLACK (1976) FORMULA 93 5
RISK-NEUTRAL VALUATION OF PLAIN-VANILLA OPTIONS 95 5.1 SECOND PROOF OF
THE BLACK-SCHOLES-MERTON FORMULA 95 5.2 RISK-NEUTRAL DYNAMICS OF
COMMODITY PRICES 98 5.3 COMMODITY FUTURES DYNAMICS UNDER THE PRICING
MEASURE 99 5.4 IMPLIED VOLATILITY IN EQUITY OPTIONS AND LEVERAGE EFFECT
101 5.5 IMPLIED VOLATILITY IN ENERGY OPTION PRICES AND INVERSE LEVERAGE
EFFECT 105 5.6 BINOMIAL TREES AND OPTION PRICING 109 5.7 INTRODUCING
STOCHASTIC INTEREST RATES IN THE VALUATION OF COMMODITY OPTIONS 117 6
MONTE CARLO SIMULATIONS AND ANALYTICAL FORMULAE FOR ASIAN, BARRIER AND
QUANTO OPTIONS 123 6.1 MONTE CARLO METHODS FOR EUROPEAN OPTIONS 123 6.2
ASIAN (ARITHMETIC AVERAGE) OPTIONS AS KEY INSTRUMENTS IN COMMODITY
MARKETS 127 6.3 TRADING THE SHAPE OF THE FORWARD CURVE THROUGH FLOATING
STRIKE ASIAN OPTIONS 135 6.4 BARRIER OPTIONS 135 6.5 COMMODITY QUANTO
OPTIONS 138 7 AGRICULTURAL COMMODITY MARKETS 143 7.1 INTRODUCTION 143
7.2 THE GRAIN MARKETS 144 7.3 SOFT COMMODITIES: COFFEE, COTTON AND SUGAR
153 7.4 CITRUS AND ORANGE JUICE 158 7.5 LIVESTOCK MARKETS 160 7.6
TECHNICAL ANALYSIS IN AGRICULTURAL COMMODITY MARKETS 161 8 THE STRUCTURE
OF METAL MARKETS AND METAL PRICES 169 8.1 INTRODUCTION 169 8.2 ABOUT
METALS 169 8.3 OVERVIEW OF METAL MARKETS AND THEIR OPERATION 171 8.4
CHARACTERIZING GENERAL PRICE MOVEMENTS 175 8.5 CHARACTERIZING METAL
PRICE MOVEMENTS 176 8.6 CONCLUSION 200 CONTENTS IX 9 THE OIL MARKET AS A
WORLD MARKET 201 9.1 WHY OIL IS TRADED AND ITS RELATIONSHIP WITH
WORLDWIDE ENERGY PRICES 201 9.2 CRUDE OIL MARKETS 203 9.3 REFINED
PRODUCTS MARKETS 217 9.4 CONCLUSION 224 10 THE GAS MARKET AS THE ENERGY
MARKET OF THE NEXT DECADES 227 10.1 THE WORLD GAS OUTLOOK 227 10.2 THE
GAS-PRODUCING COUNTRIES 231 10.3 GAS SPOT MARKETS 233 10.4 NATURAL GAS
FUTURES AND OPTIONS 240 10.5 THE GROWING INTEREST IN LNG 246 11 SPOT AND
FORWARD ELECTRICITY MARKETS 251 11.1 INTRODUCTION 251 11.2 STRUCTURE OF
THE ELECTRICITY INDUSTRY: FROM VERTICALLY INTEGRATED UTILITIES TO
UNBUNDLING AND RESTRUCTURED OLIGOPOLIES 252 11.3 SPOT POWER MARKETS AND
ISSUES IN MARKET DESIGN 254 11.4 THE ADJUSTMENT MARKET AND RESERVES
CAPACITY 266 11.5 ELECTRICITY DERIVATIVES MARKETS 269 11.6 MODELING
ELECTRICITY SPOT PRICES: FROM MEAN-REVERSION AND JUMP-DIFFUSION TO
JUMP-REVERSION 276 12 COMMODITY SWAPTIONS, SWING CONTRACTS AND REAL
OPTIONS IN THE ENERGY INDUSTRY 283 12.1 COMMODITY SWAP AND SWAPTIONS 283
12.2 EXCHANGE OPTIONS 286 12.3 COMMODITY SPREAD OPTIONS 287 12.4 OPTIONS
INVOLVING OPTIMAL STRATEGIES: AMERICAN, SWING AND TAKE-OR-PAY CONTRACTS
294 12.5 DISCOUNTED CASH FLOWS VERSUS REAL OPTIONS FOR THE VALUATION OF
PHYSICAL ASSETS: THE EXAMPLE OF A FUEL-FIRED PLANT 298 12.6 VALUATION OF
A GAS STORAGE FACILITY 304 13 COAL, EMISSIONS AND WEATHER 309 13.1 THE
COAL MARKET 309 13.2 EMISSIONS 320 13.3 WEATHER AND COMMODITY MARKETS
325 14 COMMODITIES AS A NEW ASSET CLASS 333 14.1 INTRODUCTION 333 14.2
THE DIFFERENT WAYS OF INVESTING IN COMMODITIES 336 14.3 COMMODITY
INDEXES AND COMMODITY-RELATED FUNDS 339 14.4 CONCLUSION 357 APPENDIX:
GLOSSARY 359 REFERENCES 375 INDEX 381 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Geman, Hélyette |
| author_facet | Geman, Hélyette |
| author_role | aut |
| author_sort | Geman, Hélyette |
| author_variant | h g hg |
| building | Verbundindex |
| bvnumber | BV022259504 |
| 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 040f WIR 176f 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)254396370 (DE-599)BVBBV022259504 |
| dewey-full | 332.6328 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6328 |
| dewey-search | 332.6328 |
| dewey-sort | 3332.6328 |
| dewey-tens | 330 - Economics |
| discipline | Energietechnik, Energiewirtschaft Agrarwissenschaft Wirtschaftswissenschaften |
| discipline_str_mv | Energietechnik, Energiewirtschaft Agrarwissenschaft Wirtschaftswissenschaften |
| edition | Reprinted |
| format | Book |
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| id | DE-604.BV022259504 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T16:42:22Z |
| indexdate | 2024-07-09T20:53:33Z |
| institution | BVB |
| isbn | 9780470012185 0470012188 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015470172 |
| oclc_num | 254396370 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-91G DE-BY-TUM |
| owner_facet | DE-473 DE-BY-UBG DE-91G DE-BY-TUM |
| physical | XVII, 396 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Geman, Hélyette Verfasser aut Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Hélyette Geman Reprinted Chichester Wiley 2006 XVII, 396 S. txt rdacontent n rdamedia nc rdacarrier Wiley finance series 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. Energie - Preisbildung - Warenterminbörse Energiepreis - Warenterminbörse Metall - Preisbildung - Warenterminbörse Preisbildung - Agrarprodukt - Warenterminbörse Commodity futures Warenterminbörse (DE-588)4280309-3 gnd rswk-swf Metall (DE-588)4038860-8 gnd rswk-swf Energiepreis (DE-588)4014718-6 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Energie (DE-588)4014692-3 gnd rswk-swf Agrarprodukt (DE-588)4068470-2 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 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015470172&sequence=000001&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. Energie - Preisbildung - Warenterminbörse Energiepreis - Warenterminbörse Metall - Preisbildung - Warenterminbörse Preisbildung - Agrarprodukt - Warenterminbörse Commodity futures Warenterminbörse (DE-588)4280309-3 gnd Metall (DE-588)4038860-8 gnd Energiepreis (DE-588)4014718-6 gnd Preisbildung (DE-588)4047103-2 gnd Energie (DE-588)4014692-3 gnd Agrarprodukt (DE-588)4068470-2 gnd |
| subject_GND | (DE-588)4280309-3 (DE-588)4038860-8 (DE-588)4014718-6 (DE-588)4047103-2 (DE-588)4014692-3 (DE-588)4068470-2 |
| 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_exact_search_txtP | 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 Hélyette Geman |
| title_fullStr | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Hélyette Geman |
| title_full_unstemmed | Commodities and commodity derivatives modeling and pricing for agriculturals, metals, and energy Hélyette 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 | Energie - Preisbildung - Warenterminbörse Energiepreis - Warenterminbörse Metall - Preisbildung - Warenterminbörse Preisbildung - Agrarprodukt - Warenterminbörse Commodity futures Warenterminbörse (DE-588)4280309-3 gnd Metall (DE-588)4038860-8 gnd Energiepreis (DE-588)4014718-6 gnd Preisbildung (DE-588)4047103-2 gnd Energie (DE-588)4014692-3 gnd Agrarprodukt (DE-588)4068470-2 gnd |
| topic_facet | Energie - Preisbildung - Warenterminbörse Energiepreis - Warenterminbörse Metall - Preisbildung - Warenterminbörse Preisbildung - Agrarprodukt - Warenterminbörse Commodity futures Warenterminbörse Metall Energiepreis Preisbildung Energie Agrarprodukt |
| 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=015470172&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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