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

Hélyette Geman

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Stochastic processes and financial applications Market Dynamics and Volatility Risk Management in Financial Firms

Abstract

Book synopsis: 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.

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