Table Of Contents
Foreword by Nassim Taleb.
Preface.
Introduction.
1 Fundamentals of Commodity Spot and Futures Markets: Instruments, Exchanges and Strategies.
2 Equilibrium Relationships between Spot Prices and Forward Prices.
3 Stochastic Modelling 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 and Take-or-Pay Contracts and Real Options in the Energy Industry.
13 Coal, Emissions and Weather.
14 Commodities as a New Asset Class.
Glossary.
References.
Index.
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Keywords
agricultural commodity markets
coal and emissions
commodities
commodity derivatives
commodity spot
equilibrium relationships
forward electricity market
hedge funds
hedging
metal markets
metal prices
monte carlo simulations
oil market
option pricing
plain vanilla option pricing
risk neutral valuation
spot electricity market
spot prices
stochastic modelling
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