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Commodity markets

ECTS : 3

Description du contenu de l'enseignement :

Raison d'être of commodity futures markets : three different approaches.
Relationships with cash commodity markets and other asset classes.
Examples, hedging and trading strategies. 

Compétence à acquérir :

Market mechanisms, instruments (futures and options) and the basis (difference between the cash price and the future price).

Mode de contrôle des connaissances :

Written exam following the lecture.

Université Paris Dauphine - PSL - Place du Maréchal de Lattre de Tassigny - 75775 PARIS Cedex 16 - 21/11/2024