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Risk Management in Commodity Markets de Helyette Geman

Risk Management in Commodity Markets

Editat de Helyette Geman
en Limba Engleză Hardback – 20 ian 2009
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 substantial growth in spot derivative trading.
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Specificații

ISBN-13: 9780470694251
ISBN-10: 0470694254
Pagini: 320
Ilustrații: Illustrations
Dimensiuni: 178 x 253 x 28 mm
Greutate: 0.7 kg
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Energy companies and utilities practitioners, Commodity cash and derivatives traders in investment banks, the agrifood business, Commodity Trading Advisors and Hedge Funds

Notă biografică

HELYETTE GEMAN is a Professor of Finance at Birkbeck, University of London and ESSEC Graduate Business School. She is a graduate of l'École Normale Supérieure 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 Panthéon Sorbonne. Professor Geman has been a scientific advisor to major financial institutions and energy and mining companies for the last 18 years, covering the spectrum of interest rates, catastrophic risk, oil, natural gas, electricity and metals. She was previously the head of Research and Development at Caisse des Dépôts. Professor Geman was the first president of the Bachelier Finance Society and has published more than 95 papers in top international finance Journals including the Journal of Finance, Journal of Financial Economics, Mathematical Finance. She is a Member of Honour of the French Society of Actuaries. Professor Geman's research includes interest rates and catastrophic insurance, asset price and commodity forward curve modelling, hedge funds and alternative investments, as well as exotic option pricing for which she won the first prize of the Merrill Lynch Awards in 1994. Her work on catastrophic options and CAT bonds and book Insurance and Weather Derivatives (1998) received the AFIR (actuarial approach to financial risk) prize. Prof Geman was named in 2004 in the Hall of Fame of Energy Risk and received in July 2008 the ISA medal for Sciences of the Alma Mater University of Bologna for the CGMY model, a pure jump Levy process widely used in finance since 2002.
Her reference book Commodities and Commodity Derivatives was published by Wiley Finance in January 2005. Professor Geman is a Member of the Board of the UBS-Bloomberger Commodity Index.