Geman, Hélyette. <br/><br/>
Commodities and commodity derivatives :  modelling and pricing for agriculturals, metals, and energy / 
Helyette Geman. 
 - West Sussex :  John Wiley & Sons,  c2005. 
 - xvii, 396 p. :  ill. ;  25 cm. 
<br/><br/>
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0470012188 (cloth : alk. paper) 
<br/><br/><label>LCCN: </label>2004027082 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Commodity futures.
<br/><br/><label>LC Class. No.: </label>HG6046  / .G46 2005 
<br/><br/><label>Dewey Class. No.: </label>332.6328  / GEM-C 2005