Commodities and commodity derivatives : modelling and pricing for agriculturals, metals, and energy

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Bibliographic Details
Main Author: Geman, Hélyette (Author)
Format: Book
Language: English
Published: Chichester : John Wiley & Sons, c2005
Subjects:
zboží
komoditní burzy
obchodování s cennými papíry
commercial products
commodity exchanges
securities trading
komoditní derivativy
příručky
handbooks, manuals, etc
ISBN: 0470012188 978-0-470-01218-5
Physical Description: xvii, 396 s. : il. ; 26 cm

Cover

Table of contents

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020 |a 0470012188  |q (váz.)  |z 978-0-470-01218-5 
040 |a StDuBDS  |b eng  |c Uk  |d Uk  |d ZLD002 
072 7 |a 336.7  |x Finance  |2 Konspekt  |9 4 
080 |a 658.62  |2 MRF 
080 |a 339.172  |2 MRF 
080 |a 336.764/.768  |2 MRF 
080 |a (035)  |2 MRF 
100 1 |a Geman, Hélyette  |7 utb2009529888  |4 aut 
245 1 0 |a Commodities and commodity derivatives :  |b modelling and pricing for agriculturals, metals, and energy /  |c Helyette Geman 
260 |a Chichester :  |b John Wiley & Sons,  |c c2005 
300 |a xvii, 396 s. :  |b il. ;  |c 26 cm 
504 |a Obsahuje bibliografické odkazy a rejstřík 
505 0 |a 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 
650 0 7 |a zboží  |7 ph127556  |2 czenas 
650 0 7 |a komoditní burzy  |7 ph121750  |2 czenas 
650 0 7 |a obchodování s cennými papíry  |7 ph138701  |2 czenas 
650 0 9 |a commercial products  |2 eczenas 
650 0 9 |a commodity exchanges  |2 eczenas 
650 0 9 |a securities trading  |2 eczenas 
653 0 |a komoditní derivativy 
655 7 |a příručky  |7 fd133209  |2 czenas 
655 9 |a handbooks, manuals, etc  |2 eczenas 
856 4 1 |3 Obsah  |u http://www.loc.gov/catdir/toc/ecip054/2004027082.html 
910 |a ZLD002 
992 |a BK  |b SK 
999 |c 53542  |d 53542 
952 |0 0  |1 0  |4 0  |6 3367GEMANH  |7 0  |8 BOOK  |9 97533  |a UTBZL  |b UTBZL  |c 005  |d 2009-10-09  |o 336.7/GEMAN,H.  |p 420010126843  |r 2019-08-26  |v 3405.00  |w 2019-08-26  |x N:nákup;  |x 20100831  |y 01 

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