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Commodity Option Pricing

- A Practitioner's Guide

Bag om Commodity Option Pricing

Covers commodity option pricing for quantitative analysts, traders or structures 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781119944515
  • Indbinding:
  • Hardback
  • Sideantal:
  • 352
  • Udgivet:
  • 21. Marts 2014
  • Størrelse:
  • 161x235x24 mm.
  • Vægt:
  • 635 g.
  • 2-3 uger.
  • 9. Oktober 2024

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Beskrivelse af Commodity Option Pricing

Covers commodity option pricing for quantitative analysts, traders or structures 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.

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