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Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy

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Date
2005
Publisher city
Hoboken (EU)
Publisher
John Wiley & Sons
Publishing date
2005
ISBN:
0-470-01218-8
Collection title
Wiley Finance
Dewey
Economie financière
Sujet
Stochastic modelling of commodity spot prices and forward curves; Real options valuation and hedging of physical assets in the energy industry; Prix - Fixation - Modèles mathématiques; Bourses de marchandises; Economic and geopolotical issues in commodities markets; Commodity price and volume risk
JEL code
G12
URI
https://basepub.dauphine.fr/handle/123456789/607
Collections
  • DRM : Publications
Metadata
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Author
Geman, Hélyette
Type
Ouvrage
Item number of pages
396
Abstract (EN)
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.

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