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Commodity Option Pricing : a Practitioner's Guide.
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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Wiley,
2014.
©2014 |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 describes how these models can be calibrated and used for pricing and risk management. The book has been d. |
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| Notas: | 7.2.1 Spot Markets. |
| Descripción Física: | 1 online resource (343 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781444362404 1444362402 9781118871782 1118871782 9781444362411 1444362410 1119944511 9781119944515 |