(Get free) Commodity Option Pricing: A Practitioner's Guide (The Wiley Finance Series)






#1840979 in eBooks 2014-03-05 2014-03-05File Name: B00KEX19R6

0 of 1 people found the following review helpful. Great book that presents a lot of types of commodities ...By TiberiuIt is not a book for beginners. Readers should have a background regarding option pricing, Black-Sholes Model, stochastic calculus and trading. Great book that presents a lot of types of commodities as well as pricing models including some "exotic products" like weather derivatives.I would recommend it!1 of 5 people found the following review helpful. A doctorial thesis ?By JameAbout the AuthorDr Iain J. Clark is former Head of Foreign Exchange and Commoditiesnbsp;Quantitative Analysis at Standard Bank's London office, and has also worked for JP Morgan, BNP Paribas, Lehman Brothers, Dresdner Kleinwort and UniCredit. He holds a PhD in applied mathematics and an MSc in finaCommodity Option Pricing: A Practitionerrsquo;s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the authorrsquo;s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes h...


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You easily download any file type for your device.Commodity Option Pricing: A Practitioner's Guide (The Wiley Finance Series)   |  Iain J. Clark. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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