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- 2004027082 contributor B9837530.
- 2004027082 created "c2005.".
- 2004027082 date "2005".
- 2004027082 date "c2005.".
- 2004027082 dateCopyrighted "c2005.".
- 2004027082 description "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.".
- 2004027082 description "Includes bibliographical references and index.".
- 2004027082 extent "xvii, 396 p. :".
- 2004027082 identifier "0470012188 (cloth : alk. paper)".
- 2004027082 identifier 2004027082-b.html.
- 2004027082 identifier 2004027082-d.html.
- 2004027082 identifier 2004027082.html.
- 2004027082 issued "2005".
- 2004027082 issued "c2005.".
- 2004027082 language "eng".
- 2004027082 publisher "West Sussex : John Wiley & Sons,".
- 2004027082 subject "332.63/28 22".
- 2004027082 subject "Commodity futures.".
- 2004027082 subject "HG6046 .G46 2005".
- 2004027082 tableOfContents "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.".
- 2004027082 title "Commodities and commodity derivatives : modelling and pricing for agriculturals, metals, and energy / Helyette Geman.".
- 2004027082 type "text".