圖書標籤: 金融 投資 大宗商品 Energy 量化 市場結構 Finance 經濟,政治和曆史
发表于2024-11-03
Commodities and Commodity Derivatives pdf epub mobi txt 電子書 下載 2024
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 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 , Hélyette 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 marvelously comprehensive book of interest to academics and practitioners alike, by one of the world's foremost experts in the field."
—Oldrich Vasicek, founder, KMV
不算新也不算老
評分好書啊!牛逼!但是現在還不能消化!推薦!
評分不算新也不算老
評分不算新也不算老
評分好書啊!牛逼!但是現在還不能消化!推薦!
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Commodities and Commodity Derivatives pdf epub mobi txt 電子書 下載 2024