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dc.contributor.authorGeman, Hélyette
dc.date.accessioned2009-07-01T12:41:49Z
dc.date.available2009-07-01T12:41:49Z
dc.date.issued2005
dc.identifier.isbn0-470-01218-8en
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/607
dc.language.isoenen
dc.subjectStochastic modelling of commodity spot prices and forward curvesen
dc.subjectReal options valuation and hedging of physical assets in the energy industryen
dc.subjectPrix - Fixation - Modèles mathématiquesen
dc.subjectBourses de marchandisesen
dc.subjectEconomic and geopolotical issues in commodities marketsen
dc.subjectCommodity price and volume risken
dc.subject.ddc332en
dc.subject.classificationjelG12en
dc.titleCommodities and commodity derivatives : modeling and pricing for agriculturals, metals and energyen
dc.typeOuvrage
dc.description.abstractenThe 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.en
dc.publisher.nameJohn Wiley & Sonsen_US
dc.publisher.cityHoboken (EU)
dc.identifier.citationpages396en
dc.relation.ispartofseriestitleWiley Financeen
dc.description.sponsorshipprivateouien
dc.subject.ddclabelEconomie financièreen
dc.identifier.citationdate2005


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