Commodities : fundamental theory of futures, forwards, and derivatives pricing /
Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development. Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, Second...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
Chapman & Hall/CRC,
2022.
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| Edition: | Second edition. |
| Series: | Chapman and Hall/CRC financial mathematics series
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development. Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, Second Edition covers the fundamental theory of and derivatives pricing for major commodity markets, as well as the interaction between commodity prices, the real economy, and other financial markets. After a thoroughly updated and extensive theoretical and practical introduction, this new edition of the book is divided into five parts - the fifth of which is entirely new material covering cutting-edge developments. Oil Products considers the structural changes in the demand and supply for hedging services that are increasingly determining the price of oil Other Commodities examines markets related to agricultural commodities, including natural gas, wine, soybeans, corn, gold, silver, copper, and other metals Commodity Prices and Financial Markets investigates the contemporary aspects of the financialization of commodities, including stocks, bonds, futures, currency markets, index products, and exchange traded funds Electricity Markets supplies an overview of the current and future modelling of electricity markets Contemporary Topics discuss rough volatility, order book trading, cryptocurrencies, text mining for price dynamics and flash crashes |
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| Item Description: | Previous edition: Boca Raton: CRC Press, 2016. |
| Physical Description: | 1 online resource (1 volume) : illustrations (black and white). |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781003265399 1003265391 9781000784046 1000784045 9781000784077 100078407X |