Téléchargez le livre : Commodity Option Pricing

Commodity Option Pricing

A Practitioner's Guide de

Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2014-03-05

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
74,91 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

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. This book has been developed with input from traders and features examples using real-world data, together with relevant up-to-date academic research.
This book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight.
Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.
Pages
352 pages
Collection
The Wiley Finance Series
Parution
2014-03-05
Marque
Wiley
EAN papier
9781119944515
EAN PDF
9781444362404
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
352
Taille du fichier
14520 Ko
Prix
74,91 €
EAN EPUB
9781444362411
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
352
Taille du fichier
11080 Ko
Prix
74,91 €

Suggestions personnalisées