Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy

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( su 17 valutazioni fornite da Goodreads )
 
9780470012185: Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy

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 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.

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

Helyette Geman is a Professor of Finance at the University Paris Dauphine and ESSEC Graduate Business School. She is a graduate of the Ecole Normale Superieure in mathematics, holds a Masters degree in theoretical physics and a PhD in mathematics from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne. Professor Geman has been a scientific advisor to a number of major energy companies for the last decade, covering the spectrum of oil, natural gas and electricity as well as agricultural commodities origination and trading. She was previously the head of Research and Development at Caisse des Depots. She has published more than 40 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written a book entitled Insurance and Weather Derivatives’. Professor Geman’s research includes asset price modelling using jump-diffusions and Levy processes, commodity forward curve modelling and exotic option pricing for which she won the first prize of the Merrill Lynch Awards.

Review:

"...expect to see this book become the bible of the field..." (Short Book Review, June 2006)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Helyette Geman
Editore: John Wiley and Sons Ltd, United Kingdom (2005)
ISBN 10: 0470012188 ISBN 13: 9780470012185
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2005. Hardback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. 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 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. In Commodities and Commodity Derivatives, Helyette 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 worlda s foremost experts in the field. --Oldrich Vasicek, founder, KMV. Codice libro della libreria AAH9780470012185

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2.

Helyette Geman
Editore: John Wiley and Sons Ltd, United Kingdom (2005)
ISBN 10: 0470012188 ISBN 13: 9780470012185
Nuovi Rilegato Prima edizione Quantità: 10
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2005. Hardback. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. 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 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. In Commodities and Commodity Derivatives, Helyette 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 worlda s foremost experts in the field. --Oldrich Vasicek, founder, KMV. Codice libro della libreria AAH9780470012185

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Helyette Geman
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ISBN 10: 0470012188 ISBN 13: 9780470012185
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Descrizione libro Wiley 2005-01-27, Chichester, 2005. hardback. Condizione libro: New. Codice libro della libreria 9780470012185

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Descrizione libro John Wiley and#38; Sons, 2005. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470012185

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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals, and Energy, Helyette Geman, 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 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. In Commodities and Commodity Derivatives, Helyette 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 worlda s foremost experts in the field." --Oldrich Vasicek, founder, KMV. Codice libro della libreria B9780470012185

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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780470012185_lsuk

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Descrizione libro Wiley. Hardcover. Condizione libro: New. 0470012188 This is a hardcover book with dust jacket. Codice libro della libreria 110.Q11

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Descrizione libro John Wiley and#38; Sons, 2005. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780470012185

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ISBN 10: 0470012188 ISBN 13: 9780470012185
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Descrizione libro Wiley John & Sons Jan 2005, 2005. Buch. Condizione libro: Neu. Neuware - 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. 416 pp. Englisch. Codice libro della libreria 9780470012185

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Descrizione libro John Wiley and#38; Sons, 2005. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780470012185

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