Commodity Option Pricing
a practitioner's guide
$196.16
- Hardcover
352 pages
- Release Date
7 March 2014
Summary
Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies.
Based on the author’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 describe…
Book Details
| ISBN-13: | 9781119944515 |
|---|---|
| ISBN-10: | 1119944511 |
| Series: | The Wiley Finance Series |
| Author: | Iain J. Clark |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 352 |
| Edition: | 1st |
| Release Date: | 7 March 2014 |
| Weight: | 635g |
| Dimensions: | 235mm x 161mm x 24mm |
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About The Author
Iain J. Clark
DR IAIN J. CLARK is former Head of Foreign Exchange and Commodities 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 financial mathematics. He is the author of Foreign Exchange Option Pricing: A Practitioner’s Guide and is currently an independent researcher and consultant.
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