000			02170cam a22003254a 4500
001			13781487
003			USPCAS-E
005			20180118181416.0
008			041115s2005 enka b 001 0 eng
010			_a 2004027082
020			_a0470012188 (cloth : alk. paper)
040			_aDLC _cDLC _dDLC
042			_apcc
050	0	0	_aHG6046 _b.G46 2005
082	0	0	_a332.6328 _222 _bGEM-C 2005
100	1		_aGeman, Hélyette.
245	1	0	_aCommodities and commodity derivatives : _bmodelling and pricing for agriculturals, metals, and energy / _cHelyette Geman.
260			_aWest Sussex : _bJohn Wiley & Sons, _cc2005.
300			_axvii, 396 p. : _bill. ; _c25 cm.
502			_a.
504			_aIncludes bibliographical references and index.
505	0		_aFundamentals 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.
650		0	_aCommodity futures.
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip054/2004027082.html
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0617/2004027082-b.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0617/2004027082-d.html
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c355850 _d355850