Home » Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (The Wiley Finance Series) by Helyette Geman
Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (The Wiley Finance Series) Helyette Geman

Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (The Wiley Finance Series)

Helyette Geman

Published
ISBN :
Kindle Edition
416 pages
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 About the 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 asMoreThe 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 marketsCommodity price and volume riskStochastic modelling of commodity spot prices and forward curvesReal options valuation and hedging of physical assets in the energy industryIt 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 SchoolA marvelously comprehensive book of interest to academics and practitioners alike, by one of the worlds foremost experts in the field.—Oldrich Vasicek, founder, KMV