000			01384cam a22001814a 4500
008			041115s2005 xxka g b 001 0 eng
020			_a0470012188 (cloth : alk. paper)
040			_aAE-FuU _cAE-ShKH
041	0		_aeng
050	0	0	_aHG6046 _b.G46 2005
100	1		_aGeman, Hélyette. _91588
245	1	0	_aCommodities and commodity derivatives : _bmodeling and pricing for agriculturals, metals, and energy / _cHelyette Geman.
260			_aWest Sussex : _bJohn Wiley & Sons, _cc2005.
300			_axvii, 396 p. : _bill. ; _c25 cm.
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. _91589
999			_c725 _d725