{"product_id":"commodity-option-pricing-hardcover","title":"Commodity Option Pricing - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eIain J. Clark\u003c\/b\u003e (Author)\u003c\/p\u003e\u003ch3\u003eFront Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003ci\u003eCommodity Option Pricing: A Practitioner's Guide\u003c\/i\u003e covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. \u003c\/p\u003e \u003cp\u003eBased 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. \u003c\/p\u003e\u003cp\u003eThis 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. \u003c\/p\u003e\u003cp\u003e\u003ci\u003eCommodity Option Pricing\u003c\/i\u003e 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.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eDR IAIN J. CLARK\u003c\/b\u003e 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 \u003ci\u003eForeign Exchange Option Pricing: A Practitioner's Guide\u003c\/i\u003e and is currently an independent researcher and consultant.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 352\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1 x 9.1 x 6.1 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e April 21, 2014\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":47206963806457,"sku":"9781119944515","price":155.52,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0789\/2782\/3097\/files\/gADCimCn6j9781119944515.webp?v=1768040048","url":"https:\/\/bookscloud.io\/products\/commodity-option-pricing-hardcover","provider":"BooksCloud Book Dropshipping","version":"1.0","type":"link"}