ISBN 13 : 978-0-470-01218-5

Contents : Preface
1. Fundamentals of Commodity Spot and Futures Markets : Instruments, Exchanges and Strategies.
2. Equilibrium Relationships between Spot Prices and Forward Prices.
3. Stochastic Modeling of Commodity Price Processes.
4. Plain-Vanilla Option Pricing and Hedging : From Stocks to Commodities.
5. Risk-neutral Valuation of Plain-Vanilla Options.
6. Monte-Carlo Simulations and Analytical formulae for Asian, Barrier and Quanto Options.
7. Agricultural Commodity Markets.
8. The Structure of Metal Markets and Metal Prices.
9. The Oil Market as a World Market.
10. The Gas Market as the Energy Market of the Next Decades.
11. Spot and Forward Electricity Markets.
12. Commodity Swaptions, Swing Contracts and Real Options in the Energy Industry.
13. Coal, Emissions and Weather.
14. Commodities as a New Asset Class.

Appendix: Glossary.
References.
Index.

Language : English

Series : FINANCE

Place of publishing : TORONTO

Figure(s) : Tableau(x) ; Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque