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2005-01-27
Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy - de Helyette Geman (Author)
Details Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy
Le paragraphe ci-dessous montre les détails complètes sur Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy
| Le Titre Du Fichier | Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy |
| Sortié Le | 2005-01-27 |
| Traducteur | Thando Felesha |
| Numéro de Pages | 966 Pages |
| La taille du fichier | 55.67 MB |
| Langage | Anglais et Français |
| Éditeur | Groupe Gallimard |
| ISBN-10 | 1839035095-PDT |
| Type de Données | AMZ EPub PDF DOTX TXT |
| de (Auteur) | Helyette Geman |
| ISBN-13 | 422-2061506108-MXN |
| Nom de Fichier | Commodities-and-Commodity-Derivatives-Modeling-and-Pricing-for-Agriculturals-Metals-and-Energy.pdf |
Télécharger Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy Livre PDF Gratuit
Commodity prices have been rising at an unprecedented pace over the last years making commodity derivatives more and more popular in many sectors like energy metals and agricultural products The quick development of commodity market as well as commodity derivative market results in a continuously uprising demand of accuracy and consistency in commodity derivative modeling and pricing The
She has also written a book entitled Insurance and Weather Derivatives Professor Gemans research includes asset price modelling using jumpdiffusions and Levy processes commodity forward curve modelling and exotic option pricing for which she won the first prize of the Merrill Lynch Awards
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Commodity Derivatives
Transactions involving agricultural commodity derivatives take place on the Winnipeg Commodity Exchange Les opérations portant sur les instruments dérivés liés aux produits agricoles sont prises en charge par la Winnipeg Commodity Exchange
Prior we analyze the behavior of agricultural prices using various statistical approaches and suggest appropriate price modeling for data at hands The static hedging strategy also accounts for rollover process which gives raise to additional risks due to spread between new futures and nearby futures and intercrop hedging We particularly address hedging strategy that combines futures and