MARC details
| 000 -LEADER |
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| fixed length control field |
04947cam a2200349Ki 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781119579205 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1119579201 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781119579274 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1119579279 |
| 040 ## - CATALOGING SOURCE |
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| Transcribing agency |
CUS |
| 245 00 - TITLE STATEMENT |
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| Title |
Financial Markets for Commodities / |
| Statement of responsibility, etc. |
edited by Joël Priolon. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Hoboken, NJ : |
| Name of publisher, distributor, etc. |
John Wiley and Sons, Inc. : |
| -- |
Wiley-ISTE, |
| Date of publication, distribution, etc. |
2019. |
| 300 ## - DESCRIPTION |
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| Extent |
1 online resource |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Cover; Half-Title Page; Title Page; Copyright Page; Contents; Preface; Introduction; 1. General Observations on the Physical Trading of Commodities; 1.1. The standardization of commodities and commercial contracts; 1.2. Price volatility of commodities; 1.2.1. Elasticity; 1.2.2. King's law; 1.3. Important actors in the trading of agricultural commodities; 1.3.1. Enterprises trading in agricultural commodities; 1.3.2. Business banks; 1.3.3. States and the trading of agricultural commodities; 1.4. Physical markets and financial markets; 2. The Financial Commodity Markets |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
2.1. A financial instrument is a security or a contract that generates a series of financial flows2.2. Physical markets and derivative financial markets; 2.2.1. Physical commodity markets; 2.2.2. Organized financial markets of commodities; 2.3. Large financial operations; 2.3.1. Arbitrage; 2.3.2. Speculation on price increases; 2.3.3. Hedging; 2.3.4. Physical transactions and financial transactions; 3. Futures Contracts and Forward Contracts; 3.1. Futures markets in 2013 and 2014; 3.2. Derivative markets in 2016; 3.3. An overview of futures contracts; 3.3.1. Notations |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
3.3.2. Gains and losses at the maturity of an elementary operation3.3.3. Closing a position before maturity; 3.4. Arbitrage operations and conditions for no arbitrage; 3.4.1. An elementary example of arbitrage through replication [BOS 02]; 3.4.2. A formal definition of NA [PON 96]; 3.5. Hedging operations; 3.5.1. An elementary example of hedging; 3.5.2. A model for an optimal hedge [PON 96]; 3.6. Speculation; 3.6.1. Speculation and hedging, a model for the optimal position; 3.7. Forward contracts; 3.8. The pricing of futures and forwards; 3.8.1. The bases of the Black model |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
3.8.2. The dynamic of futures prices3.9. Commodity swaps; 3.9.1. Definition and example; 3.9.2. Pricing a swap; 4. The Storage and Term Structure of Commodity Futures Prices; 4.1. Essential concepts; 4.1.1. Uncertainty, spreads and future markets; 4.2. Normal backwardation; 4.2.1. The diversity of hedgers on futures markets; 4.2.2. The empirical scope of the normal backwardation theory; 4.3. The theory of storage; 4.3.1. Some fundamental concepts; 4.3.2. The theory of storage with occasional stockouts; 4.3.3. Spread and storage; 4.3.4. The concept of convenience yield |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
4.4. Futures markets and price volatility4.4.1. Hedging and volatility; 4.4.2. Futures markets and information; 4.5. Conclusion; 5. Options Markets; 5.1. The fundamental concepts; 5.1.1. Characteristics of options and a glossary; 5.1.2. The life of an options contract on an exchange; 5.1.3. The risk of gain and the risk of loss on elementary strategies; 5.2. The determinants of the value of an option, the pricing of options; 5.2.1. The general principle behind the pricing of options; 5.2.2. Pricing options and choosing a model; 5.3. Models for estimating the value of an option |
| 650 #0 - SUBJECT |
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| Keyword |
Commodity exchanges. |
| 650 #0 - SUBJECT |
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| Keyword |
Investments. |
| 650 #7 - SUBJECT |
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| Keyword |
BUSINESS & ECONOMICS |
| 650 #7 - SUBJECT |
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| Keyword |
Commodity exchanges. |
| 650 #7 - SUBJECT |
|---|
| Keyword |
Investments. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Priolon, Joël. |
| 856 40 - ONLINE RESOURCES |
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| url |
https://doi.org/10.1002/9781119579274 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
e-Books |
