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

By:

Geman, Hélyette [aut]

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 ( 2 )
Title notes ( 2 )

Holdings
Item type	Home library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode	Item holds
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

Archivierung prüfen 20200919 DE-640 2 pdager

Archivierung/Langzeitarchivierung gewährleistet PEBW DE-31 pdager DE-90