Commodity derivatives markets and applications / Neil C. Schofield.
| Author/creator | Schofield, Neil C. |
| Other author | John Wiley & Sons. |
| Format | Electronic |
| Edition | Second edition. |
| Publication Info | Hoboken, NJ : Wiley, 2021. |
| Description | xiii, 530 pages : illustrations, maps ; 25 cm |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Abstract | "Commodities and commodity derivatives are one of the foundations stones of today's financial markets. The derivatives market is estimated to be worth more than $1.2 quadrillion, with the trade in derivatives dwarfing the trade in the actual underlying physical commodities. Using structures unique to the individual market, each chapter includes an explanation of the commodity and an analysis of its physical market, discussion on the typical patterns of demand and supply and the main factors that will influence the price of the commodity and the main products. Each chapter focuses on how the products could be used along the physical supply chain and seeks to identify the main market risks and how they can be hedged. This expanded edition includes coverage of: theories of price formation, OIS valuation, spread options, options smiles and skews, gold, steel and iron-ore, project finance, crude logistics, refined crude products, US electricity market, dry freight, climate change, price drivers of emissions trading, EU ETS, agricultural markets, ethanol, ETFs, index structures and more"-- Provided by publisher. |
| General note | Place of publication from CIP data view. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2021002135 |
| ISBN | 9781119349105 (hardback) |
| ISBN | (adobe pdf) |
| ISBN | (epub) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |