Commodities and commodity derivatives: modelling and pricing for agriculturals, metals, and energy
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
West Sussex
John Wiley & Sons
c2005
|
| Schlagworte: | |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (xvii, 396 p.) 25 cm |
| ISBN: | 0470012188 |
Internformat
MARC
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| 245 | 1 | 0 | |a Commodities and commodity derivatives |b modelling and pricing for agriculturals, metals, and energy |c Helyette Geman |
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |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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| 650 | 0 | 7 | |a Energiepreis |0 (DE-588)4014718-6 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804149042543853568 |
|---|---|
| any_adam_object | |
| building | Verbundindex |
| bvnumber | BV040081802 |
| collection | ZDB-38-EBR |
| ctrlnum | (OCoLC)899173943 (DE-599)BVBBV040081802 |
| format | Electronic eBook |
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| id | DE-604.BV040081802 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:16:44Z |
| institution | BVB |
| isbn | 0470012188 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024938480 |
| oclc_num | 899173943 |
| open_access_boolean | |
| owner | DE-29 |
| owner_facet | DE-29 |
| physical | 1 Online-Ressource (xvii, 396 p.) 25 cm |
| psigel | ZDB-38-EBR UER_PDA_EBR_Kauf |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | John Wiley & Sons |
| record_format | marc |
| spelling | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy Helyette Geman West Sussex John Wiley & Sons c2005 1 Online-Ressource (xvii, 396 p.) 25 cm txt rdacontent c rdamedia cr rdacarrier 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 Online-Ausgabe Palo Alto, Calif. ebrary605 L Online-Ausgabe Commodity futures Metall (DE-588)4038860-8 gnd rswk-swf Warenterminbörse (DE-588)4280309-3 gnd rswk-swf Energie (DE-588)4014692-3 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Agrarprodukt (DE-588)4068470-2 gnd rswk-swf Energiepreis (DE-588)4014718-6 gnd rswk-swf Warenterminbörse (DE-588)4280309-3 s Preisbildung (DE-588)4047103-2 s Energie (DE-588)4014692-3 s 1\p DE-604 Agrarprodukt (DE-588)4068470-2 s 2\p DE-604 Metall (DE-588)4038860-8 s 3\p DE-604 Energiepreis (DE-588)4014718-6 s 4\p DE-604 Geman, Hélyette Sonstige oth Reproduktion von Commodities and commodity derivatives c2005 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy Commodity futures Metall (DE-588)4038860-8 gnd Warenterminbörse (DE-588)4280309-3 gnd Energie (DE-588)4014692-3 gnd Preisbildung (DE-588)4047103-2 gnd Agrarprodukt (DE-588)4068470-2 gnd Energiepreis (DE-588)4014718-6 gnd |
| subject_GND | (DE-588)4038860-8 (DE-588)4280309-3 (DE-588)4014692-3 (DE-588)4047103-2 (DE-588)4068470-2 (DE-588)4014718-6 |
| title | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy |
| title_auth | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy |
| title_exact_search | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy |
| title_full | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy Helyette Geman |
| title_fullStr | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy Helyette Geman |
| title_full_unstemmed | Commodities and commodity derivatives modelling and pricing for agriculturals, metals, and energy Helyette Geman |
| title_short | Commodities and commodity derivatives |
| title_sort | commodities and commodity derivatives modelling and pricing for agriculturals metals and energy |
| title_sub | modelling and pricing for agriculturals, metals, and energy |
| topic | Commodity futures Metall (DE-588)4038860-8 gnd Warenterminbörse (DE-588)4280309-3 gnd Energie (DE-588)4014692-3 gnd Preisbildung (DE-588)4047103-2 gnd Agrarprodukt (DE-588)4068470-2 gnd Energiepreis (DE-588)4014718-6 gnd |
| topic_facet | Commodity futures Metall Warenterminbörse Energie Preisbildung Agrarprodukt Energiepreis |
| work_keys_str_mv | AT gemanhelyette commoditiesandcommodityderivativesmodellingandpricingforagriculturalsmetalsandenergy |