Home › Hardcover Books › Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy
  • Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy by Helyette Geman book cover
  • Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy by Helyette Geman book cover
1 2

Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy

by Helyette Geman

Modeling commodity markets and derivatives

$161.02 USD
$201.28 USD $161.02 USD
Save 20%

Hardcover New

Delivery to your door
Currently unavailable
Secure checkout
American Express Apple Pay DiscoverGoogle Pay Mastercard PayPalVisa
30-day eligible returns Returns & refunds policy

AlbakiReads Editorial

Modeling commodity markets and derivatives

Helyette Geman’s book surveys energy, agricultural, and metal commodities through the linked concerns of market economics, risk, and pricing. Its coverage ranges from economic and geopolitical issues to price and volume risk, then turns to stochastic models for spot prices and forward curves. A further strand examines real-options valuation and hedging for physical assets in the energy industry. Together, these topics connect the physical commodity markets with the financial instruments and decisions built around them. The scope makes this a technically oriented reference on commodity cash and derivatives markets, rather than a general introduction to investing.

Good fit for readers who enjoy

  • Commodity cash and derivatives traders seeking coverage of pricing and risk topics.
  • Energy and utility professionals interested in physical-asset valuation and hedging.
  • Readers in agrifood, commodity advisory, or investment fields studying commodity markets.

Themes

Commodity markets and economic forcesPrice and volume riskStochastic modeling of prices and forward curvesReal-options valuation and energy-asset hedging

Based on publisher information and book metadata.

Book overview

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 markets
  • Commodity price and volume risk
  • Stochastic modelling of commodity spot prices and forward curves
  • Real 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, H

Shipping & returnsShipping options, delivery timing, and our return policy.

In-stock items normally dispatch within 1–2 business days. The ZIP-code estimator on this page is informational only; the final shipping method, price, and availability are confirmed at checkout for your full order.

For the initial delivery estimate we use these transit windows after dispatch: Standard 5–8 business days, Expedited 2–4 business days, and Priority 1–2 business days. Holiday delays are not included.

Eligible items can be returned within 30 days in accordance with our return policy.

Customer reviews

You may also like

View all