000			01853cam a22002774a 4500
005			20250914140624.0
008			041115s2005 enka b 001 0 eng
020			_a0470012188 (cloth : alk. paper) _cRM450.04
039		9	_a200508191138 _bhamzah _c200507251218 _dzarina _c200507251152 _dzarina _c200507251150 _dzarina _y07-25-2005 _zzarina
090			_aHG6046.G46
090			_aHG6046
100	1		_aGeman, Helyette
245	1	0	_aCommodities and commodity derivatives : _bmodelling and pricing for agriculturals, metals, and energy / _cHelyette Geman
260			_aWest Sussex : _bJohn Wiley & Sons, _c2005
300			_axvii, 396 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references and index
505	0		_aFundamentals 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
650		0	_aCommodity futures
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/ecip054/2004027082.html
907			_a.b13567640 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHG6046.G46
914			_avtls003309854
991			_aProgram Pengurusan/Pemasaran/Perniagaan Antarabangsa
998			_at _b2005-12-07 _cm _da _feng _genk _y0 _z.b13567640
999			_c355888 _d355888