03313nam 2200565 450 991020881640332120200520144314.01-4443-6240-21-118-87178-2(CKB)3710000000412617(OCoLC)868511747(DLC) 2014002387(Au-PeEL)EBL1638170(CaPaEBR)ebr10842307(OCoLC)871224225(CaSebORM)9781444362411(MiAaPQ)EBC1638170(PPN)183691660(EXLCZ)99371000000041261720140313h20142014 uy 0engurcnu||||||||rdacontentrdamediardacarrierCommodity option pricing a practitioner's guide /Iain J. Clark1st editionChichester, England :Wiley,2014.©20141 online resource (343 pages) illustrationsWiley finance series1-119-94451-1 1-4443-6241-0 Includes bibliographical references and index.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 developed with input from traders and examples using real world data, together with relevant up to date academic research. The 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.Wiley finance series.Commodity optionsOptions (Finance)PricesCommodity options.Options (Finance)Prices.332.63/28Clark Iain J873901Clark Iain J873901MiAaPQMiAaPQMiAaPQBOOK9910208816403321Commodity option pricing2017822UNINA01925nam0 22003973i 450 SBL056138720251003044357.0IT764773 20091229d1974 ||||0itac50 baitaitz01i xxxe z01nˆL'‰industria nella provincia di Salernoanalisi della struttura manufatturiera e repertorio delle aziendePaolo StampacchiaSalernoISFA1974143 p.ill.24 cm.Collana di studi e ricerche1001SBL05613862001 Collana di studi e ricerche1Salerno <prov.>EconomiaFIRSBLC108066I338.4Produzione. Industrie secondarie e servizi14338.4INDUSTRIE SECONDARIE E SERVIZI21Economia realeAttività economicheAspetti economiciEconomiaEconomia realeEconomiaAttività economicheEconomiaAspetti economiciStampacchia, PaoloCFIV01037707021929ITIT-00000020091229IT-BN0095 IT-SA0251 NAP 01AZ $NAP 01POZZO LIB.Vi sono collocati fondi di economia, periodici di ingegneria e scienze, periodici di economia e statistica e altri fondi comprendenti documenti di economia pervenuti in dono. NAP 82AMA $SBL0561387Biblioteca Centralizzata di Ateneo1 v. 01AZ (AR) 9 589 01AR 0070095895 VMA 1 v.Y 20141021201410211 v. 01POZZO LIB.ECON MON 3079 0101 0000114165E VMA 1 v. (Precedente collocazione: GUERRAZZI B 1790)B 2009122920091229 01 82Industria nella provincia di Salerno995227UNISANNIO