TY  - BOOK
AU  - Geman,Helyette
TI  - Commodities and commodity derivatives: modelling and pricing for agriculturals, metals, and energy 
SN  - 0470012188 (cloth : alk. paper)
PY  - 2005///
CY  - West Sussex
PB  - John Wiley & Sons
KW  - Commodity futures
N1  - Includes bibliographical references and index; Fundamentals of commodity spot and futures markets -- Equilibrium relationships between spot prices and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option pricing and hedging -- Risk-neutral valuation of plain-vanilla options -- Monte-Carlo simulations and analytical formulae for Asian, barrier, and quanto options -- Agricultural commodity markets -- The structure of metal markets and metal prices -- The oil market as a world market -- The gas market as the energy market of the next decades -- Spot and forward electricity markets -- Commodity swaptions, swing, and take-or-pay contracts and real options -- In the energy industry -- Coal, emissions, and weather -- Commodities as a new asset class
UR  - http://www.loc.gov/catdir/toc/ecip054/2004027082.html
ER  -