Tabla de Contenidos: “…Intro -- Commodity Option Pricing -- Contents -- Acknowledgements -- Web page for this book -- Notation -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Trade, Commerce and Commodities -- 1.2 Adapting to Commodities as an Asset Class -- 1.2.1 Classification of Commodities into Sub-categories -- 1.3 Challenges in Commodity Models -- 1.3.1 Futures -- 1.3.2 Correlation -- 1.3.3 Seasonality -- 1.3.4 American and Asian Features -- 2 Commodity Mathematics and Products -- 2.1 Spot, Forwards and Futures -- 2.1.1 Spot -- 2.1.2 Forwards -- 2.1.3 Futures -- 2.2 The Black-Scholes and Black-76 Models -- 2.2.1 The Black-Scholes Model -- 2.2.2 The Black-Scholes Model Without Convenience Yield -- 2.2.3 The Black-Scholes Model With Convenience Yield -- 2.2.4 The Black-76 Model -- 2.2.5 Risk-Neutral Valuation -- 2.2.6 Forwards -- 2.2.7 The Black-Scholes Term Structure Model -- 2.3 Forward and Futures Contracts -- 2.3.1 Forwards -- 2.3.2 Futures -- 2.3.3 Case Study -- 2.4 Commodity Swaps -- 2.5 European Options -- 2.5.1 European Options on Spot -- 2.5.2 European Options on Futures -- 2.5.3 Settlement Adjustments -- 2.6 American Options -- 2.6.1 Barone-Adesi and Whaley (1987) -- 2.6.2 Lattice Methods -- 2.7 Asian Options -- 2.7.1 Geometric Asian Options - Continuous Averaging -- 2.7.2 Arithmetic Asian Options - Continuous Averaging -- 2.7.3 Geometric Average Options - Discrete Fixings - Kemna and Vorst (1990) -- 2.7.4 Arithmetic Average Options - Discrete Fixings - Turnbull and Wakeman (1991) -- 2.8 Commodity Swaptions -- 2.9 Spread Options -- 2.9.1 Margrabe Exchange Options -- 2.9.2 The Kirk Approximation -- 2.9.3 Calendar Spread Options -- 2.9.4 Asian Spread Options -- 2.10 More Advanced Models -- 2.10.1 Mean Reverting Models -- 2.10.2 Multi-Factor Models -- 2.10.3 Convenience Yield Models -- 3 Precious Metals -- 3.1 Gold Forward and Gold Lease Rates…”

Tabla de Contenidos: “…Windscheids Voraussetzungslehre -- 4. Erxleben und Baron -- 5. Kodifikationsprojekte -- 6. Zwischenergebnis zu I -- II. …”

“…His attempts to adjust a political system to cope with this threat and at the same time to assert the hegemony of the monarchy over its chief rivals—the barons and the church—made his reign one of particular importance and significance in English history…”

“…The Clares spearheaded the struggle to enforce Magna Carta in the Barons' War. Historians prior to Altschul tended to neglect the Clares' history given the scattered nature of the archives documenting their time as a politically influential and powerful family. …”

“…When he seizes the land of his cousin Henry Bolingbroke, both the commoners and the barons decide that their king has gone too far..…”
+información