| Description |
1 online resource (xiii, 530 pages) : illustration (some color) and maps (some color). |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| Note |
Includes bibliographic references and index |
| Summary |
"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. |
| Contents |
1, Fundamentals of commodities and derivatives -- 2, Derivative valuation -- 3, Risk management principles -- 4, Gold -- 5, Base metals -- 6, Crude oil -- 7, Natural gas -- 8, Electricity -- 9, Plastics -- 10, Bulk commodities -- 11, Climate and weather -- 12, Agriculture --13, Commodity-linked financing -- 14, Commodity investing -- 15, Glossary. |
| Subject |
Commodity futures.
|
|
Commodity exchanges.
|
|
Derivative securities.
|
|
Marchés à terme de marchandises. |
|
Bourses de marchandises. |
|
Instruments dérivés (Finances) |
|
commodity exchanges. |
|
Commodity exchanges |
|
Commodity futures |
|
Derivative securities |
| Added Author |
John Wiley & Sons, publisher.
|
| Other Form: |
Print version: Schofield, Neil C.. Commodity derivatives Second edition. [Hoboken, NJ] : Wiley, 2021. 9781119349105 (DLC) 2021002135 |
| ISBN |
9781119349259 electronic book |
|
1119349257 electronic book |
|
9781119349228 electronic book |
|
1119349222 electronic book |
|
9781119349242 electronic book |
|
1119349249 electronic book |
|
hardcover |
|
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