• RRP: £84.99
  • You Save: £17.36 (20%)
FREE Delivery in the UK.
Only 3 left in stock (more on the way).
Dispatched from and sold by Amazon. Gift-wrap available.
Commodities and Commodity... has been added to your Basket
+ £3.29 delivery
Used: Good | Details
Sold by WeBuyBooks
Condition: Used: Good
Comment: A few small marks to page edges UK Expedited shipping available on this item for 4.99. Fast shipping. Excellent Customer Feedback.
Have one to sell?
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See all 3 images

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

See all 4 formats and editions Hide other formats and editions
Amazon Price
New from Used from
Kindle Edition
Hardcover
£67.63
£49.99 £38.94
Promotion Message Prime Students get 10% off on Books 1 promotion

Note: This item is eligible for click and collect. Details
Pick up your parcel at a time and place that suits you.
  • Choose from over 13,000 locations across the UK
  • Prime members get unlimited deliveries at no additional cost
How to order to an Amazon Pickup Location?
  1. Find your preferred location and add it to your address book
  2. Dispatch to this address when you check out
Learn more
click to open popover

Special offers and product promotions

Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.

  • Apple
  • Android
  • Windows Phone

To get the free app, enter your mobile phone number.



Only on Amazon: One product for every need Only on Amazon: New Releases


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)
  • Would you like to tell us about a lower price?
    If you are a seller for this product, would you like to suggest updates through seller support?

  • See Complete Table of Contents

Product description

Review

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

Synopsis

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.

See all Product description


Customer reviews

Share your thoughts with other customers
See all 6 customer reviews

Top customer reviews

17 May 2016
Format: Kindle EditionVerified Purchase
VINE VOICE
30 May 2010
Format: HardcoverVerified Purchase
3 people found this helpful
Comment Report abuse
14 May 2009
Format: Hardcover
10 people found this helpful
Comment Report abuse
20 January 2012
Format: Hardcover
4 people found this helpful
Comment Report abuse
30 September 2008
Format: Hardcover
14 people found this helpful
Comment Report abuse
26 March 2012
Format: Hardcover
One person found this helpful
Comment Report abuse

Would you like to see more reviews about this item?

Where's My Stuff?

Delivery and Returns

Need Help?