Commodities and commodity derivatives : (Record no. 725)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01384cam a22001814a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 041115s2005 xxka g b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0470012188 (cloth : alk. paper) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | AE-FuU |
| Transcribing agency | AE-ShKH |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6046 |
| Item number | .G46 2005 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Geman, Hélyette. |
| 9 (RLIN) | 1588 |
| 245 10 - TITLE STATEMENT | |
| Title | Commodities and commodity derivatives : |
| Remainder of title | modeling and pricing for agriculturals, metals, and energy / |
| Statement of responsibility, etc. | Helyette Geman. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | West Sussex : |
| Name of publisher, distributor, etc. | John Wiley & Sons, |
| Date of publication, distribution, etc. | c2005. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 396 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Fundamentals 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 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Commodity futures. |
| 9 (RLIN) | 1589 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main Library | Fujairah University | Fujairah University | 11/15/2022 | HG6046 .G46 2005 | 000953 | 11/15/2022 | C.1 | 11/15/2022 | Book |