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Table Of Contents

1.1 THE IMPORTANCE OF COMMODITY SPOT TRADING
1.2 FORWARD AND FUTURES CONTRACTS
1.3 THE ACTORS IN FUTURES MARKETS
1.4 THE STRUCTURE OF FUTURES MARKETS
2.1 PRICE DISCOVERY IN FUTURES MARKETS
2.4 FUTURES PRICES AND EXPECTATIONS OF FUTURE
3.7 COMMODITY FORWARD CURVE DYNAMICS
4.3 PUT–CALL PARITY
4.6 OPTIONS ON COMMODITY SPOT PRICES
5.2 RISK-NEUTRAL DYNAMICS OF COMMODITY PRICES
5.6 BINOMIAL TREES AND OPTION PRICING
6.1 MONTE CARLO METHODS FOR EUROPEAN OPTIONS
6.4 BARRIER OPTIONS
6.5 COMMODITY QUANTO OPTIONS
Agricultural Commodity Markets ___
7.1 INTRODUCTION
7.2 THE GRAIN MARKETS
7.3 SOFT COMMODITIES: COFFEE, COTTON AND SUGAR
7.4 CITRUS AND ORANGE JUICE
7.5 LIVESTOCK MARKETS
8.1 INTRODUCTION
8.2 ABOUT METALS
8.4 CHARACTERIZING GENERAL PRICE MOVEMENTS
8.5 CHARACTERIZING METAL PRICE MOVEMENTS
8.6 CONCLUSION
The Oil Market as a World Market
9.2 CRUDE OIL MARKETS
9.3 REFINED PRODUCTS MARKETS
9.4 CONCLUSION
10.1 THE WORLD GAS OUTLOOK
10.2 THE GAS-PRODUCING COUNTRIES
10.3 GAS SPOT MARKETS
10.4 NATURAL GAS FUTURES AND OPTIONS
10.5 THE GROWING INTEREST IN LNG
Spot and Forward Electricity Markets ___
11.1 INTRODUCTION
11.3 SPOT POWER MARKETS AND ISSUES IN
11.5 ELECTRICITY DERIVATIVES MARKETS
12.1 COMMODITY SWAP AND SWAPTIONS
12.2 EXCHANGE OPTIONS
12.3 COMMODITY SPREAD OPTIONS
12.6 VALUATION OF A GAS STORAGE FACILITY
Coal, Emissions and Weather ___
13.1 THE COAL MARKET
13.2 EMISSIONS
13.3 WEATHER AND COMMODITY MARKETS
Commodities as a New Asset Class ___
14.1 INTRODUCTION
14.4 CONCLUSION
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Commodity Derivatives

Commodity Derivatives

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Published by whoami5045

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Published by: whoami5045 on Aug 28, 2011
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12/23/2012

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