Commodity Models. A Step Forward
Población García
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Commodity Models. A Step Forward

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Owing to the cost of carry and the convenience yield, the commodity prices dynamics is very complex and, consequently, valuation of commodity contingent claims is carried out in the extant literature via ad-hoc solutions, which are very complex and sometimes include approximations. Therefore, it is needed to continue deepening in its study. This book tries to go a step forward in this sense. This book is organized as follows: - Chapter 1 contains an study about the extant commodity models and their implications in investment under uncertainty. - In chapter 2 it is proved that seasonality in so...