He was also a senior consultant for Merrill Lynch Investment Management in the Risk Management Group. where he advised on ... where he served as President and Chief Investment Strategist of The Intrieri Family Student Managed Fund.
Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.This book covers the ...
It begins with the basics of commodity markets and various investment vehicles. The book then highlights the unique risk and return profiles of commodity investments, along with the dangers from mismanaged risk practices.
... pricing, 208–211 exchanges for metal derivatives trading, 197–198 exchanges for trading non-ferrous base metals, 208 ... empirical analysis, 356–357 descriptive statistics, 357, 358t–361t gold reserves, evolution of, 357, 362–363 ...
Fundamental Theory of Futures, Forwards, and Derivatives Pricing M. A. H. Dempster, Ke Tang. issues of Quantitative ... London Metal Exchange copper forwards markets. Their paper demonstrates the pricing and hedging efficiency of a ...