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Commodities And Commodity Derivatives

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Commodities And Commodity Derivatives

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Author : Helyette Geman
language : en
Publisher: John Wiley & Sons
Release Date : 2009-09-24

Commodities And Commodity Derivatives written by Helyette Geman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-24 with Business & Economics categories.

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 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, Hélyette 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 world's foremost experts in the field." —Oldrich Vasicek, founder, KMV

Handbook Of Multi Commodity Markets And Products

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Author : Andrea Roncoroni
language : en
Publisher: John Wiley & Sons
Release Date : 2015-04-27

Handbook Of Multi Commodity Markets And Products written by Andrea Roncoroni and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-27 with Business & Economics categories.

Handbook of Multi-Commodity Markets and ProductsOver recent decades, the marketplace has seen an increasing integration, not only among different types of commodity markets such as energy, agricultural, and metals, but also with financial markets. This trend raises important questions about how to identify and analyse opportunities in and manage risks of commodity products. The Handbook of Multi-Commodity Markets and Products offers traders, commodity brokers, and other professionals a practical and comprehensive manual that covers market structure and functioning, as well as the practice of trading across a wide range of commodity markets and products. Written in non-technical language, this important resource includes the information needed to begin to master the complexities of and to operate successfully in today’s challenging and fluctuating commodity marketplace. Designed as a practical practitioner-orientated resource, the book includes a detailed overview of key markets – oil, coal, electricity, emissions, weather, industrial metals, freight, agricultural and foreign exchange – and contains a set of tools for analysing, pricing and managing risk for the individual markets. Market features and the main functioning rules of the markets in question are presented, along with the structure of basic financial products and standardised deals. A range of vital topics such as stochastic and econometric modelling, market structure analysis, contract engineering, as well as risk assessment and management are presented and discussed in detail with illustrative examples to commodity markets. The authors showcase how to structure and manage both simple and more complex multi-commodity deals. Addressing the issues of profit-making and risk management, the book reveals how to exploit pay-off profiles and trading strategies on a diversified set of commodity prices. In addition, the book explores how to price energy products and other commodities belonging to markets segmented across specific structural features. The Handbook of Multi-Commodity Markets and Products includes a wealth of proven methods and useful models that can be selected and developed in order to make appropriate estimations of the future evolution of prices and appropriate valuations of products. The authors additionally explore market risk issues and what measures of risk should be adopted for the purpose of accurately assessing exposure from multi-commodity portfolios. This vital resource offers the models, tools, strategies and general information commodity brokers and other professionals need to succeed in today’s highly competitive marketplace.

Commodity Option Pricing

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Author : Iain J. Clark
language : en
Publisher: John Wiley & Sons
Release Date : 2014-03-05

Commodity Option Pricing written by Iain J. Clark and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-05 with Business & Economics categories.

Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. This book has been developed with input from traders and features examples using real-world data, together with relevant up-to-date academic research. This book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.

Indian Commodity Derivative Market

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Author : Devajit Mahanta
language : en
Publisher:
Release Date : 2016

Indian Commodity Derivative Market written by Devajit Mahanta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Commodity exchanges categories.

Derivative is a financial instrument whose value is derived from some other asset called the underlying. In commodity derivative markets raw products are traded. These commodities are traded on regulated commodity exchanges, in which they are bought and sold in standardized contracts. This study is interesting in as much as it provides a detailed analysis of commodity derivatives which were traditionally developed for risk management purposes are now growing in popularity as an investment tool. Also by critically examining the demarcation between the commodity and the security market, this book puts in perspective the need for the integration of the two markets, which would enable both the markets to benefit from economies of scale and also from the synergy generated.

Commodities Energy And Environmental Finance

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Author : René Aïd
language : en
Publisher: Springer
Release Date : 2015-06-30

Commodities Energy And Environmental Finance written by René Aïd and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-30 with Mathematics categories.

This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.

Commodity Markets

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Author : Niti Nandini Chatnani
language : en
Publisher:
Release Date : 2010

Commodity Markets written by Niti Nandini Chatnani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Commodity exchanges categories.

Commodity Trade And Finance

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Author : Michael Tamvakis
language : en
Publisher: CRC Press
Release Date : 2015-04-10

Commodity Trade And Finance written by Michael Tamvakis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-10 with Law categories.

What affects the supply of oil? How important is the weather in determining grain prices? Why has the price of copper skyrocketed? This unique book analyses the economics of key commodity groups, including energy, agriculture and metals. It examines the supply/demand fundamentals of several major and minor commodities, physical characteristics, production and consumption patterns, trade flows and pricing mechanisms. It also explains the main tools used to hedge price risk, such as futures, options and swaps. This second edition has been fully revised and restructured, and contains four new chapters, including oil refining, electricity and price risk management for energy, metals and agricultural commodities This book is an indispensable reference text for students, academics and those working in the commodity business.

Financial Modelling In Commodity Markets

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Author : Viviana Fanelli
language : en
Publisher: CRC Press
Release Date : 2020-01-14

Financial Modelling In Commodity Markets written by Viviana Fanelli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-14 with Business & Economics categories.

Financial Modelling in Commodity Markets provides a basic and self-contained introduction to the ideas underpinning financial modelling of products in commodity markets. The book offers a concise and operational vision of the main models used to represent, assess and simulate real assets and financial positions related to the commodity markets. It discusses statistical and mathematical tools important for estimating, implementing and calibrating quantitative models used for pricing and trading commodity-linked products and for managing basic and complex portfolio risks. Key features: Provides a step-by-step guide to the construction of pricing models, and for the applications of such models for the analysis of real data Written for scholars from a wide range of scientific fields, including economics and finance, mathematics, engineering and statistics, as well as for practitioners Illustrates some important pricing models using real data sets that will be commonly used in financial markets

Commodity Derivatives

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Author : Iibf
language : en
Publisher:
Release Date : 2007-02-01

Commodity Derivatives written by Iibf and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-01 with categories.

This book covers the entire syllabus of two papers, viz., Commodity Derivatives and Commodity Trading of Diploma in Commodity Derivative Examination, conducted by Indian Institute of Banking and Finance. All ardent learners of finance as also the professi

Commodities And Commodity Derivatives

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Author : Helyette Geman
language : en
Publisher: John Wiley & Sons
Release Date : 2005-03-11

Commodities And Commodity Derivatives

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