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 marketsCommodity price and volume riskStochastic
modelling of commodity spot prices and forward curvesReal 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 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
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