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Financial Markets for Commodities /
Agricultural, energy or mineral commodities are traded internationally in two market categories: physical markets and financial markets. More specifically, on the financial markets, contracts are negotiated, the price of which depends on the price of a commodity. These contracts are called derivativ...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
John Wiley and Sons, Inc. : Wiley-ISTE,
2019.
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| Colección: | Innovation, entrepreneurship and management series.
|
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 245 | 0 | 0 | |a Financial Markets for Commodities / |c edited by Joël Priolon. |
| 264 | 1 | |a Hoboken, NJ : |b John Wiley and Sons, Inc. : |b Wiley-ISTE, |c 2019. | |
| 300 | |a 1 online resource (xv, 158 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Innovation, entrepreneurship and management series | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Online resource; title from PDF file page (EBSCO, viewed January 11, 2019). | |
| 505 | 0 | |a 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 | |a 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 | |a 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 | |a 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 | |a 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 | |
| 520 | |a Agricultural, energy or mineral commodities are traded internationally in two market categories: physical markets and financial markets. More specifically, on the financial markets, contracts are negotiated, the price of which depends on the price of a commodity. These contracts are called derivatives (futures, options contracts, swaps). This book presents, on the one hand, the characteristics of these derivatives and the markets on which they are traded and, on the other hand, those transactions that typically combine an action on the physical market and a transaction on the corresponding financial market. The understanding of commodity financial markets mainly relies on the resources of economic analysis, especially the financial economy, because the use of this discipline is essential to understanding the major operations that are conducted daily by the operators of these markets: traders, producers, processors, financiers. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Commodity exchanges. | |
| 650 | 0 | |a Investments. | |
| 650 | 2 | |a Investments | |
| 650 | 6 | |a Bourses de marchandises. | |
| 650 | 6 | |a Investissements. | |
| 650 | 7 | |a commodity exchanges. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Commodity exchanges |2 fast | |
| 650 | 7 | |a Investments |2 fast | |
| 700 | 1 | |a Priolon, Joël. | |
| 758 | |i has work: |a Financial Markets for Commodities (Text) |1 https://id.oclc.org/worldcat/entity/E39PCXvmj6XmFYjfTkqtWVHWcP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Financial Markets for Commodities. |d Hoboken, NJ : John Wiley and Sons, Inc. : Wiley-ISTE, 2019 |z 1786303620 |z 9781786303622 |w (OCoLC)1076548687 |
| 830 | 0 | |a Innovation, entrepreneurship and management series. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781786303622/?ar |z Texto completo |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=5630251 |z Texto completo |
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