This book covers hard and soft commodities (energy, agriculture and metals) and analyses:
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, Hélyette 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
Reflow text when sidebars are open.
