Commodities and Commodity Derivatives : Modeling and Pricing for Agriculturals, Metals and Energy / GEMAN, Hélyette

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Commodities and Commodity Derivatives : Modeling and Pricing for Agriculturals, Metals and Energy / GEMAN, Hélyette

Book

GEMAN, Hélyette. Author

Published by John Wiley - 2005

Library: Paris Champerret

Source : Syracuse

Item type: Book
Language: English

Publication year: 2005

ISBN: 978-0-470-01218-5

Note

Appendix, figures, glossary, tables

This text presents a unified analytical approach to the three main groups of commodity markets : energy, agriculture, and metals. Particular emphasis is placed on the pricing of energy in the context of deregulation of gas and electricity markets worldwide. The technical discussions systematically emphasize the differences (or similarities) between commodities futures and the corresponding properties of stocks and bond markets.

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