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041115s2005 enka b 001 0 eng |
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|a 0470012188
|q (váz.)
|z 978-0-470-01218-5
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|b eng
|c Uk
|d Uk
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|x Finance
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1 |
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|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 |
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|a zboží
|7 ph127556
|2 czenas
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| 650 |
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|a komoditní burzy
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|a obchodování s cennými papíry
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| 650 |
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|a commercial products
|2 eczenas
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| 650 |
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|a commodity exchanges
|2 eczenas
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| 650 |
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|a securities trading
|2 eczenas
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| 653 |
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|a komoditní derivativy
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| 655 |
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7 |
|a příručky
|7 fd133209
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| 655 |
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9 |
|a handbooks, manuals, etc
|2 eczenas
|
| 856 |
4 |
1 |
|3 Obsah
|u http://www.loc.gov/catdir/toc/ecip054/2004027082.html
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