Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals, and Energy

Ouvrage indisponible

Résumé

Covers hard and soft commodities (energy, agriculture and metals) and analyses: economic and geopolitical issues in commodities markets; commodity price and volume risk; Stochastic modelling of commodity spot prices and forward curves; and real options valuation and hedging of physical assets in the energy industry.

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