Commodities fundamental theory of futures, forwards, and derivatives pricing / [edited by] M.A.H. Dempster, University of Cambridge, UK, Ke Tang, Tsinghua University, People's Republic of China.
| Other author | Dempster, M.A.H. (Michael Alan Howarth), 1938- |
| Other author | Tang, Ke (Professor of economics) |
| Format | Electronic |
| Edition | Second edition. |
| Publication Info | Boca Raton : C&H/CRC Press, 2023. |
| Description | pages cm |
| Supplemental Content | Full text available from Taylor & Francis eBooks |
| Subjects |
| Series | Chapman and Hall/CRC financial mathematics series |
| Abstract | "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"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2022024051 |
| ISBN | 9781032208176 (hardback) |
| ISBN | 9781032208244 (paperback) |
| ISBN | (ebook) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |