Commodities and Commodity Derivatives by Helyette Geman

Commodities and Commodity Derivatives by Helyette Geman

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.

"..expect to see this book become the bible of the field..." (Short Book Review, June 2006)

Helyette Geman is a Professor of Finance at the University Paris Dauphine and ESSEC Graduate Business School. She is a graduate of the Ecole Normale Superieure in mathematics, holds a Masters degree in theoretical physics and a PhD in mathematics from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne. Professor Geman has been a scientific advisor to a number of major energy companies for the last decade, covering the spectrum of oil, natural gas and electricity as well as agricultural commodities origination and trading. She was previously the head of Research and Development at Caisse des Depots. She has published more than 40 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written a book entitled Insurance and Weather Derivatives’. Professor Geman’s research includes asset price modelling using jump-diffusions and Levy processes, commodity forward curve modelling and exotic option pricing for which she won the first prize of the Merrill Lynch Awards.

SKU	Unavailable
ISBN 13	9780470012185
ISBN 10	0470012188
Title	Commodities and Commodity Derivatives
Author	Helyette Geman
Series	The Wiley Finance Series
Condition	Unavailable
Binding Type	Hardback
Publisher	John Wiley & Sons Inc
Year published	2005-01-27
Number of pages	416
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.