Can I read Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy on EtoBox?

Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy by Helyette Geman is a nonfiction available to read on EtoBox.

What is Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy about?

Cover Half Title Page Series Page Title Page Copyright Dedication Contents Foreword by Nassim Nicholas Taleb Preface Acknowledgements CHAPTER 1: Fundamentals of Commodity Spot and Futures Markets: Instruments, Exchanges and Strategies 1.1 The importance of commodity spot trading 1.2 Forward and Futures contracts 1.3 The actors in Futures markets 1.4 The structure of Futures markets 1.5 Shipping and freight: Spot and forward markets 1.6 Volume, liquidity and open interest in Futures markets CHAPTER 2: Equilibrium Relationships between Spot Prices and Forward Prices 2.1 Price discovery in Futures markets 2.2 Theory of storage, inventory and convenience yield 2.3 Scarcity, reserves and price volatility 2.4 Futures prices and expectations of future spot prices 2.5 Spot–forward relationship in commodity markets under no-arbitrage 2.6 Price of a Futures contract and market value of a Futures position 2.7 Relationship between forward and Futures prices 2.8 The benefits of indexes in commodity markets CHAPTER 3: Stochastic Modeling of Commodity Price Processes 3.1 Randomness and commodity prices 3.2 The distribution of commodity prices and their first four moments 3.3 The geometric Brown

Who reads Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy?

Author

Helyette Geman

Publisher

I.D.G. Books India Pvt. Ltd.

Language

EN

ISBN

9788126595761

Category

nonfiction