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Title Handbook of multi-commodity markets and products : structuring, trading and risk management / edited by Andrea Roncoroni, Gianluca Fusai, Mark Cummins.
Published Chichester, West Sussex, United Kingdom : Wiley, 2015.
Book Cover

LOCATION CALL # STATUS
 Floor3  HG6046 .H362 2015    IN LIBRARY
Description xxviii, 1036 pages : illustrations, maps ; 25 cm.
Content Type text
Format volume
Series Wiley finance series
Wiley finance series.
Bibliography Includes bibliographical references and index.
Contents Part One: Commodity markets and products. Chapter 1: Oil markets and products / Cristiano Campi and Francesco Galdenzi -- Chapter 2: Coal markets and products / Lars Schermikau -- Chapter 3: Natural gas markets and products / Mark Cummins and Bernard Murphy -- Chapter 4: Electricity markets and products / Stefano Fiorenzani, Bernard Murphy and Mark Cummins -- Chapter 5: Emissions markets and products / Marc Chesney, Luca Taschini and Jonathan Gheyssens -- Chapter 6: Weather risk and weather derivatives / Alessandro Mauro -- Chapter 7: Industrial metals markets and products / Alessandro Porru -- Chapter 8: Freight markets and products / Manolis G. Kavussanos, Ilias D. Visvikis and Dimitri N. Dimitrakopoulos -- Chapter 9: Agricultural and soft markets / Francis Declerk -- Chapter 10: Foreign exchange markets and products / Antonio Castagna -- Part Two: Quantitative topics. Chapter 11: An introduction to stochastic calculus with Matlab® examples / Laura Ballotta and Gianluca Fusai -- Chapter 12: Estimating commodity term structure volatilities / Andrea Roncoroni, Rachid Id Brik and Mark Cummins -- Chapter 13: Nonparametric estimations of energy and commodity price processes / Gianna Figà-Talamanca and Andrea Roncoroni -- Chapter 14: How to build electricity forward curves / Ruggero Caldana, Gianluca Fusai and Andrea Roncoroni -- Chapter 15: GARCH models for commodity markets / Eduardo Rossi and Filippo Spazzini -- Chapter 16: Pricing commodity swaps with counterparty credit risk: the case of credit value adjustment / Marina Marena, Gianluca Fusai and Chiara Quaglini -- Chapter 17: Pricing energy spread options / Fred Espen Benth and Hanna Zdanowicz -- Chapter 18: Asian options: payoffs and pricing models / Gianluca Fusai, Marina Marena and Giovanni Longo -- Chapter 19: Natural gas storage modelling / Álvaro Cartea, James Cheeseman and Sebastian Jaimungal -- Chapter 20: Commodity-linked arbitrage strategies and portfolio managment / Viviana Fanelli -- Chapter 21: Econometric analysis of energy and commodity markets: multiple hypothesis testing techniques / Mark Cummins -- Appendix: A quick review of distributions relevant in finance with Matlab® examples.
Subject Commodity exchanges.
Commercial products.
Risk.
Risk management.
Related Names Roncoroni, Andrea, editor.
Fusai, Gianluca, editor.
Cummins, Mark, 1968- editor.
ISBN 9780470745243
047074524X
OCLC number 905953684