Risk management in commodity markets from shipping to agriculturals and energy

Commodities represent today the fastest growing markets worldwide. Historically misunderstood, generally under- studied and under- valued, certainly under- represented in the literature, commodities are suddenly receiving the attention they deserve. Bringing together some of the best authors in the...

Descripción completa

Detalles Bibliográficos
Otros Autores: Geman, Helyette (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Chichester, West Sussex, England ; Hoboken, NJ : Wiley c2008.
Edición:1st edition
Colección:Wiley finance series.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627333106719
Descripción
Sumario:Commodities represent today the fastest growing markets worldwide. Historically misunderstood, generally under- studied and under- valued, certainly under- represented in the literature, commodities are suddenly receiving the attention they deserve. Bringing together some of the best authors in the field, this book focuses on the risk management issues associated with both soft and hard commodities: energy, weather, agriculturals, metals and shipping. Taking the reader through every part of the commodities markets, the authors discuss the intricacies of modelling spot and forward prices, as
Notas:Description based upon print version of record.
Descripción Física:1 online resource (322 p.)
Bibliografía:Includes bibliographical references and index.
ISBN:9781282010741
9786612010743
9781118467381
9780470740811