Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

Empirical derivative pricing with LME industrial metal data

by Christian Stepanek
Save 14% Save 14%
Current price ₹3,928.00
Original price ₹4,576.00
Original price ₹4,576.00
Original price ₹4,576.00
(-14%)
₹3,928.00
Current price ₹3,928.00

Imported Edition - Ships in 18-21 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Paperback
  • ISBN13: 9783736990845
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cuvillier
  • Publisher Imprint: Cuvillier
  • Publication Date:
  • Pages: 214
  • Original Price: GBP 35.2
  • Language: English
  • Edition: N/A
  • Item Weight: 259 grams
  • BISAC Subject(s): General

This thesis is focused on empirical examinations of commodity derivatives. Commodity futures and options are very important for companies in hedging their commodity price risks. Financial institutions participate also in commodity derivative markets either to gain exposure to commodity prices, diversify their portfolios, or hedge commodity price risk from financial transactions. But also retail investors have been more and more interested in commodity investments for some years. Because of their limited access to commodity markets, they have to rely on special commodity SFPs issued by banks. However, in contrast to derivatives with standard underlyings, such as stocks or bonds, there are various specific aspects to commodity derivatives. Especially interesting from academic as well as practitioners' point of view are the pricing relations between spot and derivative prices, which are closely linked to market fundamentals. But also from the financialization of commodity markets arise several subjects which require scientific examination. I identify in this thesis several unresolved research questions on commodity futures, options, and SFPs. This way it is possible to offer insights in derivative markets for industrial companies, financial institutions, and retail investors alike.

Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us