Empirical derivative pricing with LME industrial metal data is popular PDF and ePub book, written by Christian Stepanek in 2015-08-27, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Empirical derivative pricing with LME industrial metal data can be Read Online from any device for your convenience.
Empirical derivative pricing with LME industrial metal data Book PDF Summary
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.
Detail Book of Empirical derivative pricing with LME industrial metal data PDF
- Author : Christian Stepanek
- Release : 27 August 2015
- Publisher : Cuvillier Verlag
- ISBN : 9783736980846
- Genre : Business & Economics
- Total Page : 214 pages
- Language : English
- PDF File Size : 15,7 Mb
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