In addition to discussing financial and commodity futures and options, this book links them to the physical economy at large, a linkage which is particularly important when one is thinking of physical commodity markets. The book looks at not only the futures of derivative markets, but it also explores the physical markets and the underlying economy. <ul> <li>Written by leading authors in the field of commodity markets <li>Contains numerous up-to-date examples, case studies, and scenarios to assist in gaining an overall understanding <li>Covers all aspects of commodity trading, including the inter-relationship between the different functions </ul>
This edited collection comprises foundational texts and new contributions that revisit the theory of the audience commodity as first articulated by Dallas Smythe. Contributors focus on the historical and theoretical importance of this theory to critical studies of media/communication, culture, society, economics, and technology - a theory that has underpinned critical media studies for more than three decades, but has yet to be compiled in a single edited collection. The primary objective is to appraise its relevance in relation to changes in media and communication since the time of Smythe's writing, principally addressing the rise of digital, online, and mobile media. In addition to updating this perspective, contributors confront the topic critically in order to test its limits. Contextualizing theories of the audience commodity within an intellectual history, they consider their enduring relationship to the field of media/communication studies as well as the important legacy of Dallas Smythe.
This book describes an advanced computer-based options trading system for which we can prove that it should outperform the market averages with a relatively low risk--including its analysis, design, implementation, operation and maintenance.
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