Commodities and Commodity Derivatives (Part 1)
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Date: 04-14-2009
Start Time:
3:00pm
End Time: 5:00pm
Speaker: Helyette Geman, Director, Commodity Finance Centre, Birkbeck, University of London & ESCP- EAP
Location: Mudd 303
ABSTRACT
The first part of this mini- course will be dedicated to the analysis of spot and forward commodity markets. The theory of storage will be discussed, as well as the stochastic modeling of forward curves. Shipping and energy commodities, crude oil, natural gas, coal, will be presented in details.