[下载]Commodity Derivatives Markets and Applications

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[下载]Commodity Derivatives Markets and Applications
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关键词：Applications derivatives Application Derivative Commodity 下载 Applications derivatives Markets Commodity

太累了，目录凑合看吧

1 An Introduction to Derivative Products
1.1 Forwards and futures 2
1.2 Swaps 3
1.3 Options 4
1.4 Derivative pricing 7
1.4.1 Relative Value 8
1.5 The spot–forward relationship 8
1.5.1 Deriving forward prices: market in contango 8
1.5.2 Deriving forward prices: market in backwardation 10
1.6 The spot–forward–swap relationship 11
1.7 The spot–forward–option relationship 16
1.8 Put–call parity: a key relationship 18
1.9 Sources of value in a hedge 18
1.10 Measures of option risk management 19
1.10.1 Delta 19
1.10.2 Gamma 21
1.10.3 Theta 22
1.10.4 Vega
2 Risk Management
3 Gold
4 Base Metals
5 Crude Oil
6 Natural Gas
7 Electricity
8 Plastics
9 Coal
10 Emissions Trading
12 Commodities Within an Investment Portfolio 269
12.1 Investor profile 269
12.2 Benefits of commodities within a portfolio 270
12.2.1 Return enhancement and diversification 270
12.2.2 Asset allocation 270
12.2.3 Inflation hedge 271
12.2.4 Hedge against the US dollar 271
12.3 Methods of investing in commodities 271
12.3.1 Advantages and disadvantages 271
12.4 Commodity indices 272
12.4.1 Explaining the roll yield 273
12.5 Total return swaps 274
12.6 Structured investments 277
12.6.1 Gold-linked notes 277
12.6.2 Capital guaranteed structures 277
xiv Contents
12.6.3 Combination structures 278
12.6.4 Non-combination structures 281
12.6.5 Collateralised Commodity Obligations 282
12.7 Analysing investment structures 285
Glossary 287
Notes 299
Bibliography 303
Index 305