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The search for microeconomic foundations of non-Walrasian outcomes in labor and product markets has spawned many studies of contracting. This paper emphasizes the role of contracts for market equilibrium -- for many raw materials and basic industrial commodities -- in which long-term contractual arrangements and spot markets coexist. Our principal goals are two -- (i) to explain the existence of contracts and the equilibrium fraction of trades carried out under contract, and (ii) to consider the impact of demand and supply shocks on spot prices when market trades also take place through long-term contracts. We find that the relative importance of contracting depends on, inter alia, the variance of the spot price and the sources of underlying fluctuations. Consistent with the findings of previous macroeconomic studies, we find that contracting and price rigidity are more likely the more important demand shocks are relative to supply shocks. We adapt our static model of contract price and quantity determination to discuss the adjustment of contract prices. Finally, we discuss three important applications of our multiple-price modeling structure -- to (i) analyses of the effects of changes in vertical market structure on market equilibrium in commodity markets (with specific reference to petroleum and copper), (ii) models of the optimal degree of contract indexation,and (iii) aggregate studies of "sticky prices" in macroeconomics.

Prices Mathematical models.

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A Comprehensive introduction to the options market* Appendix OPTION! software is self--contained and does not need to be used with spreadsheet, works on almost any IBM PC or compatible* An Instructora s Manual is available to adopters.

Options (Finance) --- Prices --- Mathematical models. --- Mathematical models --- Computer programs. --- Options (Finance) - Prices - Mathematical models. --- Options (Finance) - Prices - Mathematical models - Computer programs.

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Quantitative methods (economics) --- Competition --- Prices --- Concurrence --- Prix --- Mathematical models --- Modèles mathématiques --- Modèles mathématiques --- Competition - Mathematical models --- Prices - Mathematical models

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Investments -- Mathematical models. --- Options (Finance) -- Prices -- Mathematical models. --- Options (Finance) --- Finance --- Business & Economics --- Investment & Speculation --- Mathematical models --- Prices --- Investments --- Mathematical models.

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En trois parties : le comportement de l'investisseur vis-à-vis du risque, les choix de portefeuille et l'équilibre sur le marché des actions ; l'évaluation des options ; l'évaluation des obligations et l'étude de la gamme des taux d'intérêt. Ce livre n'est pas réservé à des mathématiciens chevronnés et n'utilise que les notions usuelles d'analyse et d'algèbre.

Stock warrants --- Portfolio management --- Industrial management --- Bons de souscription d'actions --- Gestion de portefeuille --- Gestion d'entreprise --- Finance --- Finances --- Valeurs mobilieres --- Capital assets pricing model --- Securities --- Options (Finance) --- Equilibrium (Economics) --- Evaluation --- Modèles mathématiques --- Prices --- Mathematical models --- Valeurs mobilières --- Valeurs mobilieres - Evaluation --- Valeurs mobilieres - Evaluation - Modèles mathématiques --- Securities - Prices - Mathematical models --- Options (Finance) - Prices - Mathematical models --- Finance.