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Helyette Geman - Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy - 9780470012185 - V9780470012185
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Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy

€ 111.49
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Description for Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy Hardcover. 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. Series: Wiley Finance Series. Num Pages: 416 pages, Illustrations. BIC Classification: KFFM1. Category: (P) Professional & Vocational. Dimension: 253 x 176 x 27. Weight in Grams: 866.
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 ... Read more

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

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Product Details

Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
416
Format
Hardback
Publication date
2005
Series
Wiley Finance Series
Condition
New
Weight
866g
Number of Pages
416
Place of Publication
New York, United States
ISBN
9780470012185
SKU
V9780470012185
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-2

About Helyette Geman
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 ... Read more

Reviews for Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy
"...expect to see this book become the bible of the field..." (Short Book Review, June 2006)

Goodreads reviews for Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy


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