Risk management in commodity markets : from shipping to agriculturals and energy /
| Други автори: | Geman, Helyette. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Chichester, England ; Hoboken, N.J. :
Wiley,
℗♭2008.
|
| Серия: |
Wiley finance series.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=266032 |
| Подобни документи: |
Print version::
Risk management in commodity markets. |
Съдържание:
- 1. Structural Models of Commodity Prices / Craig Pirrong
- 2. Forward Curve Modelling in Commodity Markets / Svetlana Borovkova and Helyette Geman
- 3. Integrating Physical and Financial Risk Management in Supply Management / Paul R. Kleindorfer
- 4. The Design of New Derivative Markets / Giovanni Barone-Adesi
- 5. Risk Premia of Electricity Futures: A Dynamic Equilibrium Model / Wolfgang Buhler and Jens Muller-Merbach
- 6. Measuring Correlation Risk for Energy Derivatives / Roza Galeeva, Jiri Hoogland and Alexander Eydeland
- 7. Precaution and a Dismal Theorem: Implications for Climate Policy and Climate Research / Gary W. Yohe and Richard S.J. Tot
- 8. Incentives for Investing in Renewables / Falbo Paolo, Felletti Daniele and Stefani Silvana
- 9. Hedging the Risk of an Energy Futures Portfolio / Carol Alexander
- 10. Spark Spread Options when Commodity Prices are Represented as Time Changed Processes / Elisa Luciano
- 11. Freight Derivatives and Risk Management: A Review / Manolis G. Kavussanos and Ilias D. Visvikis
- 12. Mean-Reversion and Structural Breaks in Crude Oil, Copper, and Shipping / Helyette Geman and Steve Ohana
- 13. Managing Agricultural Price Risk in Developing Countries / Julie Dana and Christopher L. Gilbert
- 14. Gaining Exposure to Emerging Markets in Institutional Portfolios: The Role of Commodities / George A. Martin and Richard Spurgin
- 15. Case Studies and Risk Management in Commodity Derivatives Trading / Hilary Till.