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Commodities and Commodity Deri: Modeling and Pricing for Agriculturals, Metals, and Energy (The Wiley Finance Series) Hardcover – 3 Mar 2005

3.5 out of 5 stars 6 customer reviews

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Product details

  • Hardcover: 420 pages
  • Publisher: John Wiley & Sons; 1 edition (3 Mar. 2005)
  • Language: English
  • ISBN-10: 9780470012185
  • ISBN-13: 978-0470012185
  • ASIN: 0470012188
  • Product Dimensions: 16.5 x 3 x 24.6 cm
  • Average Customer Review: 3.5 out of 5 stars 6 customer reviews
  • Amazon Bestsellers Rank: 849,268 in Books (See Top 100 in Books)
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Product description


..".expect to see this book become the bible of the field..." (Short Book Review, June 2006)


The 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. This book 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.It is required reading for energy companies and utilities practitioners, commodity cash and derivatives traders in investment banks, the Agrifood business, Commodity Trading Advisors (CTAs) and Hedge Funds.

In "Commodities and Commodity Derivatives", Helyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a "must have" on the subject." - Robert Merton, Professor, Harvard Business School. "A marvellously comprehensive book of interest to academics and practitioners alike, by one of the world's foremost experts in the field." - Oldrich Vasicek, founder, KMV.

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17 May 2016
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14 May 2009
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