书目详细信息
： COMMODITIES AND COMMODITY DERIVATIVES :
书目信息 机读格式(MARC)
| ISBN： | 0470012188 |
|---|---|
| 编目源： | DLC DLC DLC |
| 个人名称： | Geman, Helyette. |
| 题名： | Commodities and commodity derivatives : modelling and pricing for agriculturals, metals, and energy / Helyette Geman. |
| 索书号： | F830.59/G322E |
| 出版发行项： | West Sussex : John Wiley & Sons, 2005. |
| 载体形态： | xvii, 396 p. : ill. ; 25 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |