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

By: Resource type: Ressourcentyp: BuchBookLanguage: English Series: Wiley financePublisher: Chichester ; Weinheim [u.a.] : Wiley, c2005Description: XVII, 396 S : graph. Darst ; 26cmISBN:
  • 0470012188
  • 9780470012185
Subject(s): DDC classification:
  • 332.63/28 22
  • 332.6328
RVK: RVK: QK 650 | QC 132 | QK 660LOC classification:
  • HG6046
Action note:
  • 2
  • Archivierung/Langzeitarchivierung gewährleistet PEBW
Summary: 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 classCall number: Grundsignatur: 2017 A 2945PPN: PPN: 470984015
Holdings
Item type Home library Collection Shelving location Call number Copy number Status Date due Barcode
Magazinbestand ausleihbar Bibliothek Campus Süd wirt 5.4 Geschlossenes Magazin 2017 A 2945 Available 53197094090
Handbibliothek Fakultät für Wirtschaftswissenschaften 2017 A 2945 ;b Checked out Ausleihe und Einsicht nicht möglich 08.06.2037 53080050090
Total holds: 0

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