Commodities and Commodity Derivatives\n\nModeling and Pricing for Agriculturals, Metals and Energy\n\nHelyette Geman (Author)\n\n9780470012185, Wiley\n\nHardback, published 27 January 2005\n\n416 pages\n24.6 x 16.5 x 3 cm, 0.816 kg\n\n\""...expect to see this book become the bible of the field...\"" (Short Book Review, June 2006)\n\nThe last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading.\nThis book covers hard and soft commodities (energy, agriculture and metals) and analyses:\n--Economic and geopolitical issues in commodities markets \n--Commodity price and volume risk \n--Stochastic modelling of commodity spot prices and forward curves \n--Real options valuation and hedging of physical assets in the en]