Author:
Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 2062
Book Description
The Publishers' Trade List Annual
Author:
Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 2062
Book Description
Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 2062
Book Description
Statistical Reference Index
Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 1016
Book Description
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 1016
Book Description
New Serial Titles
Author:
Publisher:
ISBN:
Category : Periodicals
Languages : en
Pages : 1760
Book Description
Publisher:
ISBN:
Category : Periodicals
Languages : en
Pages : 1760
Book Description
Forthcoming Books
Author: Rose Arny
Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 1112
Book Description
Publisher:
ISBN:
Category : American literature
Languages : en
Pages : 1112
Book Description
Yearbook of International Organizations
Author:
Publisher:
ISBN:
Category : International agencies
Languages : en
Pages : 1528
Book Description
Edition for 1983/84- published in 3 vols.: vol. 1, Organization descriptions and index; vol. 2, International organization participation; vol. 3, Global action networks.
Publisher:
ISBN:
Category : International agencies
Languages : en
Pages : 1528
Book Description
Edition for 1983/84- published in 3 vols.: vol. 1, Organization descriptions and index; vol. 2, International organization participation; vol. 3, Global action networks.
International Yearbook and Statesman's Who's Who, 1984
Author: International Publications Service
Publisher:
ISBN:
Category : Biography & Autobiography
Languages : en
Pages : 1416
Book Description
Publisher:
ISBN:
Category : Biography & Autobiography
Languages : en
Pages : 1416
Book Description
Commodity Risk Management
Author: Geoffrey Poitras
Publisher: Routledge
ISBN: 0415879299
Category : Business & Economics
Languages : en
Pages : 426
Book Description
This book aims to cover the following general topics: development and assessment of theories for evaluating commodity risk; the role of derivative securities in managing commodity risk; and, an assessment of the actual management of commodity risk in specific situations. The primary contribution of the book is the explicit development of the often overlooked connection between risk management and speculation. The central theme is to demonstrate that commodity risk management decisions require an in depth understanding of speculative strategies. To this end, this book aims to provide a unified treatment of important concepts and techniques that are useful in applying derivative securities in the management of risk arising in commodity markets.
Publisher: Routledge
ISBN: 0415879299
Category : Business & Economics
Languages : en
Pages : 426
Book Description
This book aims to cover the following general topics: development and assessment of theories for evaluating commodity risk; the role of derivative securities in managing commodity risk; and, an assessment of the actual management of commodity risk in specific situations. The primary contribution of the book is the explicit development of the often overlooked connection between risk management and speculation. The central theme is to demonstrate that commodity risk management decisions require an in depth understanding of speculative strategies. To this end, this book aims to provide a unified treatment of important concepts and techniques that are useful in applying derivative securities in the management of risk arising in commodity markets.
Commodity Option Pricing
Author: Iain J. Clark
Publisher: John Wiley & Sons
ISBN: 1444362410
Category : Business & Economics
Languages : en
Pages : 356
Book Description
Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. This book has been developed with input from traders and features examples using real-world data, together with relevant up-to-date academic research. This book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.
Publisher: John Wiley & Sons
ISBN: 1444362410
Category : Business & Economics
Languages : en
Pages : 356
Book Description
Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. This book has been developed with input from traders and features examples using real-world data, together with relevant up-to-date academic research. This book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.
Derivatives Markets
Author: Robert Lynch McDonald
Publisher: Addison-Wesley
ISBN: 9780321210722
Category : Derivative securities
Languages : en
Pages : 881
Book Description
Derivatives Markets ROBERT L. MCDONALD Northwestern University Derivatives tools and concepts permeate modern finance. An authoritative treatment from a recognized expert, Derivatives Markets presents the sometimes challenging world of futures, options, and other derivatives in an accessible, cohesive, and intuitive manner. Some features of the book include: *Insights into pricing models. Formulas are motivated and explained intuitively. Links between the various derivative instruments are highlighted. Students learn how derivatives markets work, with an emphasis on the role of competitive market-makers in determining prices. *A tiered approach to mathematics. Most of the book assumes only basic mathematics, such as solving two equations in two unknowns. The last quarter of the book uses calculus, and provides an introduction to the concepts and pricing techniques that are widely used in derivatives today. *An applied emphasis. Chapters on corporate applications, financial engineering, and real options illustrate the broad applicability of the tools and models developed in the book. A rich array of examples bolsters the theory. *A computation-friendly approach. Excel spreadsheets. Visual Basic code for the pricing functions is included, and can be modified for your own use. ADVANCE PRAISE FROM THE MARKET Derivatives Markets provides a comprehensive yet in-depth treatment of the theory, institutions, and applications of derivatives. McDonald is a master teacher and researcher in the field and makes the reading effortless and exciting with his intuitive writing style and the liberal use of numerical examples and cases sprinkled throughout...(It) is a terrific book, and I highly recommend it. Geroge Constantinides University of Chicago ...the most appealing part of the writing is how replete the text is with intuition and how effortless it is woven throughout. Ken Kavajecz University of Pennsylvania ...a wonderful blend of the economics and mathematics of derivatives pricing. After reading the book, the student will have not only an understanding of derivatives pricing models but also of derivatives markets...The technical development...brings the student/reader remarkably close to state of the art with carefully chosen and developed mathematical machinery.
Publisher: Addison-Wesley
ISBN: 9780321210722
Category : Derivative securities
Languages : en
Pages : 881
Book Description
Derivatives Markets ROBERT L. MCDONALD Northwestern University Derivatives tools and concepts permeate modern finance. An authoritative treatment from a recognized expert, Derivatives Markets presents the sometimes challenging world of futures, options, and other derivatives in an accessible, cohesive, and intuitive manner. Some features of the book include: *Insights into pricing models. Formulas are motivated and explained intuitively. Links between the various derivative instruments are highlighted. Students learn how derivatives markets work, with an emphasis on the role of competitive market-makers in determining prices. *A tiered approach to mathematics. Most of the book assumes only basic mathematics, such as solving two equations in two unknowns. The last quarter of the book uses calculus, and provides an introduction to the concepts and pricing techniques that are widely used in derivatives today. *An applied emphasis. Chapters on corporate applications, financial engineering, and real options illustrate the broad applicability of the tools and models developed in the book. A rich array of examples bolsters the theory. *A computation-friendly approach. Excel spreadsheets. Visual Basic code for the pricing functions is included, and can be modified for your own use. ADVANCE PRAISE FROM THE MARKET Derivatives Markets provides a comprehensive yet in-depth treatment of the theory, institutions, and applications of derivatives. McDonald is a master teacher and researcher in the field and makes the reading effortless and exciting with his intuitive writing style and the liberal use of numerical examples and cases sprinkled throughout...(It) is a terrific book, and I highly recommend it. Geroge Constantinides University of Chicago ...the most appealing part of the writing is how replete the text is with intuition and how effortless it is woven throughout. Ken Kavajecz University of Pennsylvania ...a wonderful blend of the economics and mathematics of derivatives pricing. After reading the book, the student will have not only an understanding of derivatives pricing models but also of derivatives markets...The technical development...brings the student/reader remarkably close to state of the art with carefully chosen and developed mathematical machinery.
The Knight-Ridder CRB Commodity Yearbook 1993, 1993 Fall Supplement
Author: Knight-Ridder Financial Publishing
Publisher: Wiley
ISBN: 9780471310983
Category : Business & Economics
Languages : en
Pages : 96
Book Description
The single, most comprehensive source on 105 commodities. Articles address major industry trends, changes and issues of interest to professionals in the futures and options markets. Contains approximately 1,000 charts plus tables, supply and demand data, production/consumption figures and background information on each market. This edition features currency markets in the 90's, how to use derivatives to enhance the performance of a market neutral equity portfolio and changes in trade in the livestock industry.
Publisher: Wiley
ISBN: 9780471310983
Category : Business & Economics
Languages : en
Pages : 96
Book Description
The single, most comprehensive source on 105 commodities. Articles address major industry trends, changes and issues of interest to professionals in the futures and options markets. Contains approximately 1,000 charts plus tables, supply and demand data, production/consumption figures and background information on each market. This edition features currency markets in the 90's, how to use derivatives to enhance the performance of a market neutral equity portfolio and changes in trade in the livestock industry.