Empirical derivative pricing with LME industrial metal data.
- 1st ed.
- 1 online resource (215 pages)
Intro -- Table of contents -- List of publications -- List of abbreviations -- List of figures -- List of tables -- 1 Introduction -- 2 Commodities and their exchange trade -- 3 Theoretical background of commodity derivatives and related literature -- 4 Empirical examination -- 5 Conclusions -- References -- Acknowledgment -- Curriculum vitae.