Commodities and Commodity Derivatives
Modeling and Pricing for Agriculturals, Metals, and Energy
By (author) Helyette Geman
Normal Price: $321.74
Your Price: $289.56 AUD, inc. GST
Shipping: $7.95 per order
You Save: $32.17! (10% off normal price)
Plus...earn $14.48 in Boomerang Bucks
Availability: Available, ships in 8-11 days
Commodities and Commodity Derivatives by Helyette Geman
Book DescriptionThe last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (energy, agriculture and metals) and analyses: * Economic and geopolitical issues in commodities markets * Commodity price and volume risk * Stochastic modelling of commodity spot prices and forward curves * Real options valuation and hedging of physical assets in the energy industry It is required reading for energy companies and utilities practitioners, commodity cash and derivatives traders in investment banks, the Agrifood business, Commodity Trading Advisors (CTAs) and Hedge Funds. In Commodities and Commodity Derivatives, Helyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a "must have" on the subject." --Robert Merton, Professor, Harvard Business School "A marvelously comprehensive book of interest to academics and practitioners alike, by one of the worlda s foremost experts in the field." --Oldrich Vasicek, founder, KMV
Buy Commodities and Commodity Derivatives book by Helyette Geman from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780470012185
(253mm x 180mm x 29mm)
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 27-Jan-2005
Country of Publication: United Kingdom
Books By Author Helyette Geman
Agricultural Finance, Hardback (January 2015)
Explores the agricultural marketplace and the cycles in agricultural commodity prices that can be the key to investor success. This book addresses a wide range topics including agricultural insurance, energy, shipping and bunker prices, sustainability, investments in land, subsidies, agricultural derivatives, and farming risk-management.
Risk Management in Commodity Markets, Hardback (November 2008)» View all books by Helyette Geman
The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as university endowments, and has resulted in substantial growth in spot derivative trading.
» Have you read this book? We'd like to know what you think about it - write a review about Commodities and Commodity Derivatives book by Helyette Geman and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Helyette Geman
Helyette Geman is a Professor of Finance at the University Paris Dauphine and ESSEC Graduate Business School. She is a graduate of the Ecole Normale Superieure in mathematics, holds a Masters degree in theoretical physics and a PhD in mathematics from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne. Professor Geman has been a scientific advisor to a number of major energy companies for the last decade, covering the spectrum of oil, natural gas and electricity as well as agricultural commodities origination and trading. She was previously the head of Research and Development at Caisse des Depots. She has published more than 40 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written a book entitled Insurance and Weather Derivatives'. Professor Geman's research includes asset price modelling using jump--diffusions and Levy processes, commodity forward curve modelling and exotic option pricing for which she won the first prize of the Merrill Lynch Awards.
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.