Commodities and commodity derivations: modeling and pricing for agriculturals, metals and energy
Publication details: West Sussex: John Wiley and Sons 2005Description: xvii, 396p : illISBN: 0470012188Subject(s): COMMODITY FUTURESLOC classification: HG 6046 GemOnline resources: Click here for electornic version | Click here for electornic version | Click here for electornic version| Item type | Home library | Call number | Materials specified | Status | Date due | Barcode |
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MONOGRAPH
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CBU-MAIN LIBRARY, KITWE. | HG 6046 Gem (Browse shelf(Opens below)) | Available | 40013 |
Includes bibliographical references and index. - Contents: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 class.
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