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Book Categories |
| Foreword | ||
| 1 | Fundamentals of commodity spot and futures markets : instruments, exchanges and strategies | 1 |
| 2 | Equilibrium relationships between spot prices and forward prices | 23 |
| 3 | Stochastic modeling of commodity price processes | 49 |
| 4 | Plain-vanilla option pricing and hedging : from stocks to commodities | 75 |
| 5 | Risk-neutral valuation of plain-vanilla options | 95 |
| 6 | Monte Carlo simulations and analytical formulae for Asian, Barrier and Quanto options | 123 |
| 7 | Agricultural commodity markets | 143 |
| 8 | The structure of metal markets and metal prices | 169 |
| 9 | The oil market as a world market | 201 |
| 10 | The gas market as the energy market of the next decades | 227 |
| 11 | Spot and forward electricity markets | 251 |
| 12 | Commodity swaptions, swing contracts and real options in the energy industry | 283 |
| 13 | Coal, emissions and weather | 309 |
| 14 | Commodities as a new asset class | 333 |
| Price | Condition | Delivery | Seller | Action |
| $155.00 | Digital |
| WonderClub |
Tim Gallaugher
reviewed Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy (Wiley Finance Series) on September 17, 2010 Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy (Wiley Finance Series)
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