Placeholder text

Go to cart

Commodities and Commodity Derivatives

By Helyette Geman

Commodities and Commodity Derivatives Law

Commodities and Commodity Derivatives

0 - Used - good
Description
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 for investors that includes hedge funds as well as university endowments, and has resulted in substantial growth in spot 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. "In Commodities and Commodity Derivatives, Hélyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a "must have" on the subject."
-Robert Merton, Professor, Harvard Business School "A marvelously comprehensive book of interest to academics and practitioners alike, by one of the world's foremost experts in the field."
-Oldrich Vasicek, founder, KMV
Product details
Edition:
1
Number of Pages:
416
Release Date:
2005-01-27
Publication Date:
2005-03-11
Publisher:
Wiley
Languages:
Original: English
ISBN10:
0470012188
ISBN13:
9780470012185
GPSR Manufacturer Reference:
[email protected]
Weight:
899 g
Height:
175 cm
Width:
250 cm
Thickness:
27 cm
Buy on Amazon
Currently sold out